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NR Standard and Poor's Ratings Services NR 2026-07-01 2027-11-19 2027-11-19 N N N 0.0373 19544683.47 19544683.47 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ERC74 254900C5LP6DN9OP9V83 US3133ERC748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-09-21 2026-09-21 N N N 0.0368 2330290.20 2330290.20 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-09-08 2026-09-08 N N N 0.0368 4230419.11 4230419.11 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000% 3133ERKY6 254900C5LP6DN9OP9V83 US3133ERKY62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-15 2026-07-15 N N N 0.0371 24999470.25 24999470.25 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-08-26 2026-08-26 N N N 0.0367 3147925.41 3147925.41 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ERWA5 254900C5LP6DN9OP9V83 US3133ERWA58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-02 2026-07-02 N N N 0.0372 7800017.71 7800017.71 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-10-09 2026-10-09 N N N 0.0368 2500474.88 2500474.88 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERX55 254900C5LP6DN9OP9V83 US3133ERX553 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-11-24 2026-11-24 N N N 0.0376 59677750.04 59677750.04 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-10-15 2026-10-15 N N N 0.0369 88015625.28 88015625.28 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-08-28 2026-08-28 N N N 0.0371 7000801.36 7000801.36 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ET7J0 254900C5LP6DN9OP9V83 US3133ET7J06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-07-08 2027-07-08 N N N 0.0374 249998415.00 249998415.00 0.0085 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-09-17 2026-09-17 N N N 0.0368 69999207.60 69999207.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000% 3133ETAN7 254900C5LP6DN9OP9V83 US3133ETAN73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-11-24 2026-11-24 N N N 0.0371 122322990.01 122322990.01 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-04-01 2027-04-01 N N N 0.0368 8400882.00 8400882.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-08-17 2026-08-17 N N N 0.0370 30000729.90 30000729.90 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETET0 254900C5LP6DN9OP9V83 US3133ETET08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-28 2026-07-28 N N N 0.0370 90003713.40 90003713.40 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETGD3 254900C5LP6DN9OP9V83 US3133ETGD38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-08-12 2026-08-12 N N N 0.0368 69999802.60 69999802.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETJB4 254900C5LP6DN9OP9V83 US3133ETJB45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-05-27 2027-05-27 N N N 0.0372 149676838.76 149676838.76 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-06-09 2027-06-09 N N N 0.0375 24999585.50 24999585.50 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETKP1 254900C5LP6DN9OP9V83 US3133ETKP12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-06-09 2027-06-09 N N N 0.0371 100040096.00 100040096.00 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLC9 254900C5LP6DN9OP9V83 US3133ETLC99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-01-11 2027-01-11 N N N 0.0367 199998318.00 199998318.00 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLJ4 254900C5LP6DN9OP9V83 US3133ETLJ43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-08-18 2026-08-18 N N N 0.0366 80001064.80 80001064.80 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLU9 254900C5LP6DN9OP9V83 US3133ETLU97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-12-18 2026-12-18 N N N 0.0372 33194996.43 33194996.43 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETMF1 254900C5LP6DN9OP9V83 US3133ETMF12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-03-23 2027-03-23 N N N 0.0370 115973875.64 115973875.64 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-09-04 2026-09-04 N N N 0.0368 9999779.40 9999779.40 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ETSH1 254900C5LP6DN9OP9V83 US3133ETSH14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-12-08 2026-12-08 N N N 0.0370 165029160.45 165029160.45 0.0056 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETSZ1 254900C5LP6DN9OP9V83 US3133ETSZ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-10-13 2026-10-13 N N N 0.0369 44998984.35 44998984.35 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-11-12 2027-11-12 N N N 0.0370 2900144.39 2900144.39 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-09-18 2026-09-18 N N N 0.0369 64999084.15 64999084.15 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETUB1 254900C5LP6DN9OP9V83 US3133ETUB16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-08-20 2027-08-20 N N N 0.0373 125007030.00 125007030.00 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETUH8 254900C5LP6DN9OP9V83 US3133ETUH85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-02-19 2027-02-19 N N N 0.0371 55001921.70 55001921.70 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-12-22 2026-12-22 N N N 0.0370 130003893.50 130003893.50 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETVG9 254900C5LP6DN9OP9V83 US3133ETVG93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-08-27 2027-08-27 N N N 0.0373 95005574.60 95005574.60 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETVR5 254900C5LP6DN9OP9V83 US3133ETVR58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-12-02 2026-12-02 N N N 0.0370 154990124.95 154990124.95 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 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+ 2026-07-01 2026-09-04 2026-09-04 N N N 0.0368 69998368.30 69998368.30 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 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+ 2026-07-01 2026-09-08 2026-09-08 N N N 0.0369 13000155.61 13000155.61 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETXD4 254900C5LP6DN9OP9V83 US3133ETXD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-01-12 2027-01-12 N N N 0.0371 65009098.05 65009098.05 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133EWFK1 254900C5LP6DN9OP9V83 US3133EWFK19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-06-03 2027-06-03 N N N 0.0367 34999366.85 34999366.85 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2028-01-11 2028-01-11 N N N 0.0369 35000149.80 35000149.80 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWHR4 254900C5LP6DN9OP9V83 US3133EWHR44 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+ 2026-07-01 2027-03-19 2027-03-19 N N N 0.0370 89999159.40 89999159.40 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-06-23 2027-06-23 N N N 0.0367 99275180.96 99275180.96 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWJH4 254900C5LP6DN9OP9V83 US3133EWJH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-11-26 2027-11-26 N N N 0.0374 129997188.10 129997188.10 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.675000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-07-16 2027-07-16 N N N 0.0367 103998450.40 103998450.40 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133EWNT3 254900C5LP6DN9OP9V83 US3133EWNT36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2028-05-08 2028-05-08 N N N 0.0377 19999551.80 19999551.80 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-11-22 2027-11-22 N N N 0.0372 59999841.00 59999841.00 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000% 3133EWUS7 254900C5LP6DN9OP9V83 US3133EWUS79 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+ 2026-07-01 2027-09-01 2027-09-01 N N N 0.0371 99999704.00 99999704.00 0.0034 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-10-16 2026-10-16 N N N 0.0369 75041294.14 75041294.14 0.0025 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.715000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-05-05 2027-05-05 N N N 0.0369 338936401.25 338936401.25 0.0115 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.745000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-04-23 2027-04-23 N N N 0.0373 153027533.88 153027533.88 0.0052 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-09-22 2027-09-22 N N N 0.0376 125075506.25 125075506.25 0.0042 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-10-06 2027-10-06 N N N 0.0376 227795715.52 227795715.52 0.0077 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.700000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2027-01-08 2027-01-08 N N N 0.0368 537307026.36 537307026.36 0.0182 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. NR Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-10-13 2026-10-13 2026-10-13 N N N 0.0371 138494455.40 138494455.40 0.0047 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-27 2026-10-27 2026-10-27 N N N 0.0388 132340564.10 132340564.10 0.0045 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.875000% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt 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 0.0372 318957437.96 318957437.96 0.0108 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 912828YU8 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 97519531.00 97519531.00 0.0033 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 912828ZS2 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0409 86335634.58 86335634.58 0.0029 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt 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 0.0370 96516421.05 96516421.05 0.0033 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0394 92604485.78 92604485.78 0.0031 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 91282CDQ1 U.S. Treasury Debt 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 0.0353 150479731.85 150479731.85 0.0051 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0357 197224610.00 197224610.00 0.0067 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 91282CEF4 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 359576201.56 359576201.56 0.0122 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 91282CEN7 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 155519925.00 155519925.00 0.0053 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 91282CET4 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0379 98677344.00 98677344.00 0.0033 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.500000% 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-15 2026-07-15 2026-07-15 N N N 0.0386 145041626.60 145041626.60 0.0049 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0356 432032624.64 432032624.64 0.0147 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 91282CKE0 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0353 91150482.15 91150482.15 0.0031 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 91282CKJ9 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0403 103573898.76 103573898.76 0.0035 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt 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 0.0389 596812100.73 596812100.73 0.0203 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 199820312.00 199820312.00 0.0068 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0358 192423723.97 192423723.97 0.0065 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 91282CME8 U.S. Treasury Debt 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 0.0355 151901475.80 151901475.80 0.0052 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 91282CMH1 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 94809095.58 94809095.58 0.0032 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 91282CMP3 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2027-10-31 2027-10-31 N N N 0.0384 250350215.00 250350215.00 0.0085 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.680000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10575755 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENVV9 2027-05-03 3.630000 0.00 8800000.00 8818537.20 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENYA2 2027-06-01 3.450000 0.00 10000000.00 9971941.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETL96 2027-10-27 3.610000 0.00 1500000.00 1499631.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWFU9 2041-03-04 5.150000 0.00 5520000.00 5490685.73 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWHC7 2029-03-16 3.670000 0.00 86625000.00 86374499.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 16672000.00 16696630.10 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMF4 2031-04-22 4.330000 0.00 631000.00 630919.79 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMG2 2034-04-21 4.770000 0.00 40385000.00 40341929.40 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMX5 2029-04-30 4.030000 0.00 7150000.00 7154623.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWTH3 2030-12-16 4.650000 0.00 74000.00 74015.42 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWTR1 2046-06-22 5.750000 0.00 7096000.00 7079379.59 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWTX8 2029-06-25 4.370000 0.00 43350000.00 43251593.09 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCBW4 2027-06-23 3.625000 0.00 4000000.00 3985739.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCEM3 2031-01-13 4.010000 0.00 3640000.00 3659146.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCMR3 2028-06-30 3.700000 0.00 1646000.00 1628904.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCNE1 2029-02-26 3.850000 0.00 515000.00 515082.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCNP6 2031-02-27 4.000000 0.00 3000000.00 2995718.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCVJ1 2030-03-25 4.250000 0.00 23000.00 23124.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GD7G2 2031-05-12 4.500000 0.00 6525000.00 6531707.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDBE2 2031-05-15 4.250000 0.00 885000.00 885303.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDEZ2 2031-06-09 4.500000 0.00 3705000.00 3700946.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDFC2 2031-06-05 4.375000 0.00 20000.00 20020.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDFL2 2028-06-09 4.250000 0.00 750000.00 750867.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDHA4 2027-09-30 4.050000 0.00 2924000.00 2919298.21 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 250000000.00 250000000.00 0.0085 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.690000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10618565 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 BANK 2549001DPIFGXC1TOL40 3130ALCK8 2026-08-25 0.700000 0.00 95000.00 94769.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130APCD5 2026-10-21 1.000000 0.00 2500000.00 2482361.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ARGV7 2027-04-14 2.900000 0.00 1775000.00 1769824.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7TJ3 2027-09-24 3.790000 0.00 3000000.00 3002501.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7TP9 2027-09-22 3.790000 0.00 6000000.00 6006265.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7V43 2027-09-21 3.800000 0.00 3000000.00 3003786.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B82Y7 2027-10-08 3.800000 0.00 500000.00 504552.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9K33 2032-03-03 3.970000 0.00 5940000.00 5920412.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9QH6 2031-03-11 4.000000 0.00 3860000.00 3850226.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9WU0 2031-03-26 4.450000 0.00 164685000.00 165813000.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAF77 2031-04-28 4.375000 0.00 2180000.00 2181361.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAG35 2031-05-05 4.240000 0.00 2565000.00 2557612.23 Agency 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880591CS9 2036-04-01 5.880000 0.00 4000.00 4478.23 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591DZ2 2056-04-01 5.375000 0.00 50000.00 51537.26 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 3728000.00 3955186.18 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 2060-09-15 4.625000 0.00 475000.00 427138.80 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 2065-09-15 4.250000 0.00 50000.00 41956.79 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EX6 2031-09-15 1.500000 0.00 629000.00 551585.82 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 2055-02-01 5.250000 0.00 1156000.00 1175142.40 Agency Debentures and Agency Strips TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FE7 2030-08-01 3.875000 0.00 8000.00 8043.13 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059ENN0 2028-01-15 0.00 0.00 2065000.00 1933787.84 Agency Debentures and Agency Strips TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059EU28 2027-06-15 0.00 0.00 275000.00 264068.75 Agency Debentures and Agency Strips Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-07 2026-08-07 2026-08-07 N N N 0.0369 250000000.00 250000000.00 0.0085 N N N Y CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10629645 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 3200.00 6805.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 130000.00 137680.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 100.00 100.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 8456200.00 8594982.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 108000.00 83565.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 651200.00 615012.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 200.00 137.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1600.00 984.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 200.00 166.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100200.00 86864.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 400.00 392.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 200.00 203.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 16951100.00 17295122.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 3760500.00 3714929.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 5751600.00 5642174.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 300.00 297.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 600.00 521.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 207500.00 195420.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 267000.00 266584.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 99.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 121509100.00 121228110.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1800.00 1796.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 381800.00 383894.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1100.00 1092.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 249700.00 248010.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 46866000.00 45721954.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 43100.00 42034.34 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-30 2026-07-30 2026-07-30 N N N 0.0365 200000000.00 200000000.00 0.0068 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.680000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10631455 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JQL48 2040-09-01 6.650000 0.00 19698304.00 266953.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADKS6 2031-10-01 2.500000 0.00 585600.00 70539.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTBW9 2054-05-01 5.500000 0.00 46160000.00 39426486.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMA0 2052-03-01 3.000000 0.00 1120.00 691.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4.000000 0.00 67999.00 49403.17 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0KY7 2053-09-01 5.500000 0.00 77690.00 59396.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKZX9 2047-02-01 3.500000 0.00 33000000.00 7580561.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQCT2 2051-08-01 3.000000 0.00 8530000.00 4864895.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKA90 2052-08-01 5.000000 0.00 7160712.00 3844158.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CVFM1 2054-09-01 6.000000 0.00 26510272.00 22335110.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR5Q3 2053-09-01 6.000000 0.00 1000.00 877.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGJ54 2032-02-01 6.000000 0.00 1024.00 12.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.500000 0.00 75000000.00 6771192.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 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840.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y65L0 2055-08-01 5.500000 0.00 1024.00 979.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7NW4 2055-09-01 6.000000 0.00 17650000.00 17168845.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7Z27 2055-12-01 4.500000 0.00 1040.00 977.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9BH6 2056-05-01 5.000000 0.00 16554688.00 16307807.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31417KPE1 2034-07-01 5.000000 0.00 22408224.00 664929.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2.000000 0.00 1000.00 477.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 32000.00 23261.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5.000000 0.00 4000.00 3335.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FQ75 2055-11-01 4.500000 0.00 71767.00 67396.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 171849216.00 164640460.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31425YLF2 2055-01-01 6.500000 0.00 1506520.00 933618.94 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426PLW3 2055-06-01 6.000000 0.00 7219260.00 7346662.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426QJJ3 2055-06-01 5.000000 0.00 1024.00 980.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426RAJ0 2055-06-01 6.000000 0.00 14720192.00 13177807.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426RGY1 2055-06-01 6.000000 0.00 1070890.00 1105916.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NHP7 2055-05-01 6.000000 0.00 1008.00 720.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PG32 2055-08-01 5.500000 0.00 1024.00 961.62 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PTH7 2055-07-01 5.000000 0.00 321712.00 302505.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QU59 2055-11-01 6.000000 0.00 1024.00 965.29 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-30 2026-07-30 2026-07-30 N N N 0.0368 500000000.00 500000000.00 0.0170 N N N Y SOCIETE GENERALE, NEW YORK BRANCH SOCIETE GENERALE, NEW YORK BRANCH 3.650000% N/A 254900J6B390XMPVLV82 LMRP10641605 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 31397Y3S8 2038-08-15 4.707500 0.00 21250000.00 175698.34 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GJS9 2039-11-25 4.442200 0.00 16895004.00 167022.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MXJ4 2037-03-20 3.953500 0.00 24519419.00 246049.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373Q2T7 2033-06-16 3.967600 0.00 50000000.00 180710.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373SU70 2033-03-16 4.047600 0.00 43549533.00 19984.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GXR8 2027-12-16 3.947600 0.00 38010486.00 7328.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GYF3 2032-03-16 3.997600 0.00 20556114.00 79757.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GYH9 2033-04-16 3.997600 0.00 30792322.00 241040.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374HWE6 2034-08-16 4.047600 0.00 2400.00 47.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KKU6 2035-01-20 3.953500 0.00 22000000.00 224787.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JHX6 2037-02-20 3.903500 0.00 30000000.00 294116.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JJ63 2037-05-20 4.053500 0.00 4977.00 59.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JZQ1 2037-04-20 4.053500 0.00 21581990.00 178385.91 Agency Collateralized Mortgage Obligation US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 295222000.00 303526594.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 399349600.00 408710354.62 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 700000000.00 700000000.00 0.0238 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.650000% N/A N/A 0000072267 LMRP10641625 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWWF7 2037-03-01 2.500000 0.00 651500.00 364095.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN7L1 2052-11-01 5.500000 0.00 9991000.00 6849401.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNGY3 2052-07-01 4.000000 0.00 131100.00 91226.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD34 2052-06-01 4.000000 0.00 460000.00 325187.00 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0D33 2053-05-01 5.000000 0.00 200000.00 139862.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6.000000 0.00 195400.00 135705.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0QY1 2052-03-01 2.000000 0.00 449200.00 317942.91 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APUF4 2051-08-01 2.500000 0.00 638467.00 365482.02 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3CH8 2052-01-01 3.500000 0.00 13297900.00 6543654.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CV6X7 2054-10-01 5.500000 0.00 197500.00 138709.36 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWJ78 2054-10-01 7.000000 0.00 21400.00 15017.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLFS3 2050-03-01 2.500000 0.00 613300.00 332007.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JLYK9 2051-07-01 2.500000 0.00 299000.00 208273.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVZ9 2041-10-01 2.500000 0.00 298000.00 166655.64 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYX61 2042-11-01 4.000000 0.00 102600.00 75327.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BN4Q8 2055-10-01 5.500000 0.00 4119600.00 3980391.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LY2Y8 2051-11-01 2.500000 0.00 4863451.00 2710208.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAXK5 2037-04-01 2.000000 0.00 78200.00 43842.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MLSN1 2055-01-01 6.000000 0.00 1674900.00 1589355.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MLSP6 2055-05-01 6.000000 0.00 1288300.00 1251259.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUC99 2056-04-01 5.500000 0.00 6111200.00 5919800.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NHSQ2 2053-11-01 6.500000 0.00 3571371.00 2744476.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q25V6 2031-06-01 3.900000 0.00 16451800.00 16094658.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEYV8 2050-09-01 2.000000 0.00 100000.00 49691.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPA80 2052-05-01 4.000000 0.00 125000.00 89011.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQFG5 2052-09-01 4.000000 0.00 38070419.00 26546683.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT2D0 2054-01-01 5.000000 0.00 2552200.00 2462795.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U05W3 2056-02-01 6.500000 0.00 1290200.00 1254515.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U5SF4 2056-02-01 5.000000 0.00 4890800.00 4821536.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U65J9 2056-02-01 4.500000 0.00 2947900.00 2847638.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U6K45 2056-03-01 5.000000 0.00 28321600.00 27930704.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UBAV5 2056-05-01 5.000000 0.00 5842700.00 5710096.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3RL5 2055-10-01 6.000000 0.00 60161543.00 58410756.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4WG8 2055-12-01 5.500000 0.00 45186300.00 44186679.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6J86 2056-05-01 5.000000 0.00 47136100.00 46505291.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHP5 2037-05-01 1.500000 0.00 67800.00 38648.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKGZ7 2051-09-01 3.500000 0.00 25000.00 17388.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.500000 0.00 4140000.00 2327969.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6.000000 0.00 19900.00 11198.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EL65 2037-11-01 2.000000 0.00 61000.00 40464.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FYP6 2056-06-01 4.500000 0.00 42780700.00 41365728.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426DYH9 2055-03-01 5.500000 0.00 131800.00 128148.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426R4E8 2055-07-01 5.000000 0.00 1012000.00 992642.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427N5D7 2055-06-01 5.500000 0.00 26810300.00 26105474.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QEC2 2055-10-01 5.500000 0.00 56319100.00 54503289.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427S3Y2 2056-02-01 6.000000 0.00 59808900.00 60473389.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GV2N0 2055-11-01 7.000000 0.00 7515400.00 7137511.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWC23 2055-12-01 5.500000 0.00 1433500.00 1413402.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6EH2 2056-06-01 4.500000 0.00 209300.00 202377.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCDC1 2041-06-01 3.500000 0.00 3933000.00 3768539.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JUXX3 2056-02-01 6.000000 0.00 2885800.00 2808994.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JVFA1 2056-02-01 5.500000 0.00 53600.00 54279.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWTL0 2056-03-01 5.000000 0.00 9791700.00 9626363.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWTZ9 2056-03-01 5.000000 0.00 19640800.00 18992059.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177MHU9 2041-12-15 3.000000 0.00 161900.00 80140.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 2046-06-20 3.500000 0.00 200000.00 20149.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 403138560.00 194448576.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6.000000 0.00 50000000.00 26156312.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617JJME3 2049-03-20 5.500000 0.00 1623300.00 791952.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKP78 2050-12-20 2.500000 0.00 100000.00 48493.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXAF6 2052-02-15 4.000000 0.00 90700.00 68402.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BTVL1 2053-06-20 5.000000 0.00 30000000.00 17126019.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXUN4 2054-03-20 5.000000 0.00 1885000.00 1818844.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JCST7 2064-10-20 7.000000 0.00 1732000.00 977622.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L6QM4 2060-12-15 5.250000 0.00 8043400.00 8189377.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M3TD7 2061-05-15 4.620000 0.00 28045000.00 27352100.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 176963300.00 170728035.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 37776400.00 36583987.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4F40 2061-05-15 4.457000 0.00 32496800.00 31449500.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBG35 2069-03-15 4.880000 0.00 1539100.00 1483988.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AA3K8 2051-03-20 3.000000 0.00 1700000.00 892707.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABE65 2051-10-20 2.500000 0.00 999800.00 570012.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABFG2 2051-10-20 2.500000 0.00 199900.00 114198.89 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000000.00 1000000000.00 0.0339 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.650000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10641635 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JPB33 2038-03-01 6.175000 0.00 20862464.00 129491.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSYY6 2036-11-01 6.461000 0.00 34161344.00 134900.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3129406D6 2040-06-01 5.500000 0.00 1010.00 54.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y1K66 2048-05-01 4.500000 0.00 6063240.00 2222641.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS84 2048-08-01 4.500000 0.00 197931776.00 39109384.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMA0 2052-03-01 3.000000 0.00 1120.00 691.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0A85 2052-07-01 3.000000 0.00 224999.00 163018.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-10-01 6.500000 0.00 1024.00 750.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8SU2 2047-06-01 4.000000 0.00 65000000.00 14736628.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGXZ4 2032-11-01 4.590000 0.00 9425000.00 9493948.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAQN4 2052-04-01 3.000000 0.00 1024.00 647.01 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEVC4 2052-07-01 5.000000 0.00 10874016.00 7621828.23 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BRCW2 2052-11-01 5.500000 0.00 7559984.00 5655144.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CGG68 2053-11-01 6.000000 0.00 10345248.00 9131440.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRPF5 2053-07-01 5.000000 0.00 1024.00 825.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJV5 2036-04-01 5.443000 0.00 29620224.00 23904.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGJ54 2032-02-01 6.000000 0.00 1536.00 19.33 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X2QV9 2033-08-01 3.500000 0.00 17378340.00 1798229.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X7KF9 2043-09-01 4.500000 0.00 1008.00 143.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BKGU2 2055-09-01 6.000000 0.00 1042596.00 1078853.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXJL7 2058-05-01 4.000000 0.00 120000000.00 33822735.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JYSB3 2049-08-01 3.000000 0.00 68997.00 22316.68 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVW52 2034-09-01 4.400000 0.00 1050.00 1042.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYAN1 2035-04-01 4.695000 0.00 18643000.00 18864965.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBPA0 2049-08-01 3.000000 0.00 59992.00 13197.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHTP0 2051-12-01 2.000000 0.00 2805592.00 1926387.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRRR6 2053-03-01 5.000000 0.00 1024.00 748.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJY6 2053-11-01 6.000000 0.00 50000000.00 34026491.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUPH3 2054-05-01 5.000000 0.00 39500000.00 33795533.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVK45 2054-10-01 5.000000 0.00 91310000.00 84289350.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 1000.00 887.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UF2R4 2056-06-01 5.500000 0.00 1000.00 1015.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBM8 2052-05-01 4.000000 0.00 1280.00 840.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTBC4 2050-10-25 2.500000 0.00 8999.00 6266.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y72U1 2055-12-01 5.000000 0.00 7720304.00 7550255.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31417BT72 2037-05-01 3.500000 0.00 1024.00 58.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2C3 2054-02-01 5.000000 0.00 36009.00 29926.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 18143360.00 9737787.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426KH82 2055-04-01 5.500000 0.00 3449728.00 3050825.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426XSS8 2055-08-01 6.000000 0.00 1393516.00 1293084.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426Y3Y0 2055-09-01 5.500000 0.00 5170.00 4984.58 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 8088000.00 7960216.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWGU7 2055-12-01 5.500000 0.00 81700352.00 80297508.97 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7EB1 2056-06-01 5.500000 0.00 1000.00 1022.06 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 400000000.00 400000000.00 0.0136 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.630000% N/A 549300H47WTHXPU08X20 LMRP10641645 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50000000.00 49945305.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 21017800.00 20994808.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49591181.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49591181.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49591181.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49591181.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 50000000.00 49591181.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 38418100.00 38103979.29 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 350000000.00 350000000.00 0.0119 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.640000% N/A 1VUV7VQFKUOQSJ21A208 0001330437 LMRP10641655 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 600.00 467.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 800.00 467.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 82.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 400.00 394.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 200.00 199.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1782100.00 1695897.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 57919900.00 58127832.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 16596000.00 16674459.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 200.00 199.82 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 75000000.00 75000000.00 0.0025 N Y Y N BNP PARIBAS BNP PARIBAS 3.650000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 LMRP10641665 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 BANK 2549001DPIFGXC1TOL40 3130AGNF8 2039-07-11 2.800000 0.00 15365000.00 12517211.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGZG6 2041-07-01 4.500000 0.00 14759215.00 342949.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSZ4 2048-03-01 3.500000 0.00 1776450.00 386548.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 8737086.00 5278850.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT70 2051-04-01 2.500000 0.00 1032.00 653.11 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1231.00 839.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWC2 2054-04-01 6.000000 0.00 2500000.00 1766355.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 2254102.00 1644519.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 6664510.00 3660130.97 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 2000.00 1198.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.500000 0.00 67000.00 49212.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.500000 0.00 1000.00 765.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 1201.00 998.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XF5S3 2035-09-01 4.400000 0.00 602864.00 595345.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2030.00 995.05 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1000.00 971.81 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 1008.00 848.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLCL9 2051-02-01 2.500000 0.00 14923964.00 6701450.18 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 343415.00 225899.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.500000 0.00 1008.00 778.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.500000 0.00 13215683.00 10232788.60 Agency Mortgage-Backed Securities Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4C63 2029-06-25 2.650000 0.00 1000.00 388.46 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 4.927800 0.00 1427.00 894.88 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLL34 2052-11-25 5.000000 0.00 1008.00 672.41 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 2174.00 96.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ABFG5 2054-09-01 5.500000 0.00 7055.00 7019.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJVA3 2054-07-01 6.000000 0.00 1062.00 811.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANZ44 2054-09-01 7.000000 0.00 1031720.00 729327.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APUW2 2054-10-01 5.500000 0.00 1040.00 790.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWKE8 2055-01-01 6.500000 0.00 4501320.00 2196294.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWN47 2054-12-01 6.500000 0.00 1000.00 821.28 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 1000.00 745.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6.000000 0.00 1000.00 935.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BMB82 2055-08-01 6.000000 0.00 1166290.00 965331.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 731997.00 693711.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BWYR3 2055-12-01 5.500000 0.00 1815108.00 1845084.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1VR8 2048-03-01 4.500000 0.00 21333520.00 6565284.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 10874.00 8855.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6.000000 0.00 1000.00 407.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8ZT8 2053-04-01 6.500000 0.00 590346.00 363178.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0HT2 2030-09-01 4.680000 0.00 1011.00 1022.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 1070.00 1059.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 36542695.00 36879615.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.280000 0.00 207542.00 203416.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1XD7 2036-01-01 4.200000 0.00 56639860.00 55218671.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2M88 2036-04-01 4.250000 0.00 75000000.00 73079745.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 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Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 10051940.00 6013569.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5.000000 0.00 3620576.00 3128879.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 423814.00 420398.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 18901088.00 15165964.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0UG8 2046-11-01 3.500000 0.00 1547990.00 1246549.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3HQ5 2053-02-01 6.000000 0.00 2189155.00 1756614.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W44L8 2055-04-01 7.000000 0.00 1000.00 836.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 797.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 1910008.00 1921065.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5S88 2056-02-01 6.000000 0.00 45623424.00 43411515.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 1021.00 1018.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6Q21 2052-02-01 2.500000 0.00 3345671.00 2853366.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MZ7 2050-11-01 2.500000 0.00 1000.00 473.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFN23 2052-01-01 3.000000 0.00 1000.00 586.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMYK6 2052-05-01 3.000000 0.00 48960256.00 34549324.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6.000000 0.00 256000.00 188381.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 765.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.500000 0.00 9529816.00 8756451.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140YWFQ1 2054-01-01 7.500000 0.00 1000.00 681.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KZ23 2036-06-01 5.500000 0.00 1001.00 25.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.500000 0.00 1008.00 387.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.500000 0.00 892538.00 385660.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 420.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2.000000 0.00 1000.00 539.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4.000000 0.00 1024.00 715.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 29723400.00 20747824.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6.000000 0.00 1186310.00 616429.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 400000.00 276998.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7.000000 0.00 53486116.00 38600163.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 1000.00 970.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FYQ4 2056-06-01 5.000000 0.00 2478784.00 2455986.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426G2B0 2055-04-01 5.500000 0.00 1000.00 878.71 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427GML5 2055-10-01 5.500000 0.00 5000.00 5059.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427KT39 2055-12-01 5.500000 0.00 2006172.00 2035135.64 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5W8 2052-01-01 2.500000 0.00 874276.00 725680.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.500000 0.00 7031418.00 6173013.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 235300.00 233965.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 1000.00 1018.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXW37 2051-05-01 4.500000 0.00 1000.00 976.07 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 5.500000 0.00 5704967.00 5800596.83 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQP86 2055-12-01 6.500000 0.00 16558304.00 16684206.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 188117508.00 20789925.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1006.00 111.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 2760.00 237.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 944214.00 81211.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 7050152.00 782112.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 71391888.00 16778226.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 1000.00 275.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 29468265.00 19246040.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1024.00 687.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 17229032.00 11622799.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 19051840.00 9106547.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WW87 2052-02-20 2.500000 0.00 1000.00 637.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 1000.00 662.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1572410.00 1047674.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 1008.00 698.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1526185.00 1048138.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 2031.00 1425.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 986209.00 442017.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 1008.00 602.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 1000.00 435.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 1000.00 699.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 10754848.00 9624448.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FQSW5 2065-02-20 6.500000 0.00 200459.00 208048.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 1000.00 164.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 1000.00 650.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2690892.00 1603226.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.500000 0.00 1792.00 1292.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.500000 0.00 609020.00 643825.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 201146.00 115398.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G2MU5 2053-11-20 7.500000 0.00 1112252.00 325138.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 8002.00 5368.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1077.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 923078.00 890278.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1080346.00 918582.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5.000000 0.00 1000.00 965.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06V4 2054-04-20 7.500000 0.00 1417650.00 1250478.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KCRY5 2065-03-20 7.000000 0.00 105930.00 111416.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 898535.00 801238.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 393846.00 412225.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1075.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSB9 2065-03-20 7.000000 0.00 797695.00 514619.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7.000000 0.00 1000.00 522.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LLBD7 2055-08-20 7.000000 0.00 1000.00 1051.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LXQG8 2065-10-20 6.500000 0.00 1000.00 521.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8WH3 2055-10-20 6.500000 0.00 1321568.00 1385552.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 1000.00 1080.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPK8 2056-03-20 6.500000 0.00 1000.00 1061.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 6576.00 6929.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVJ0 2056-02-20 6.500000 0.00 367247.00 386531.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.500000 0.00 98029.00 103040.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVL5 2056-02-20 6.500000 0.00 266169.00 279776.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML43 2056-02-20 6.500000 0.00 312215.00 329685.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPBY1 2056-03-20 6.500000 0.00 158982.00 167861.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPT63 2056-02-20 6.500000 0.00 1439808.00 1505974.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 197824.00 207560.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 38604.00 41774.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 1001.00 1082.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYRS8 2056-03-20 6.500000 0.00 1000.00 1050.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 40695726.00 39812795.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 17153652.00 16824336.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 996.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 2024.00 1766.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 3748.00 2708.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 924.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 2023.00 1654.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1088.00 946.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 4991910.00 3712132.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 1000.00 950.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 31073792.00 28191519.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 1001.00 796.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XN4 2055-10-20 4.500000 0.00 4998000.00 4745329.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 24586879.00 23883289.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 47370.00 46158.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 4986910.00 4856734.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 19979000.00 19232458.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 17468590.00 17283138.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 5.000000 0.00 1024.00 1017.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBM7 2065-03-20 6.500000 0.00 6303800.00 2618359.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKXX9 2065-05-20 6.500000 0.00 1024.00 743.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3RB3 2056-01-20 6.500000 0.00 271311.00 285879.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 1000.00 1079.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9Z47 2056-04-20 7.000000 0.00 1000.00 1073.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 1000.00 1055.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT5E4 2056-05-20 6.500000 0.00 42267.00 45783.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FAU0 2039-08-20 4.500000 0.00 1000.00 33.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 1000.00 61.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEQ33 2056-06-20 5.500000 0.00 1024.00 1045.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QNE7 2051-12-20 2.500000 0.00 2024.00 1447.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.727500 0.00 1396.00 748.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.508700 0.00 1008.00 589.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 4.708700 0.00 1000.00 688.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VMJ4 2053-01-20 4.518700 0.00 1000.00 611.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.508700 0.00 1056.00 687.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.608700 0.00 1008.00 468.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.608700 0.00 1024.00 500.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.718700 0.00 1024.00 375.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.908700 0.00 1024.00 269.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 4.858700 0.00 1026.00 374.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1023.00 785.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.908700 0.00 1010.00 437.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.858700 0.00 1000.00 580.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.708700 0.00 1000.00 672.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.708700 0.00 1024.00 531.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.718700 0.00 1244.00 897.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.608700 0.00 1155.00 856.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.208700 0.00 1000.00 533.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.658700 0.00 1000.00 610.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.718700 0.00 1000.00 820.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.258700 0.00 1008.00 544.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.928700 0.00 1000.00 846.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.358700 0.00 1024.00 635.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.408700 0.00 1024.00 665.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.408700 0.00 1000.00 915.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.608700 0.00 1000.00 973.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.708700 0.00 1000.00 967.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1000.00 903.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NG99 2056-03-20 4.808700 0.00 1000.00 893.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.608700 0.00 1024.00 990.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.858700 0.00 1024.00 869.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SFG3 2056-05-20 4.708700 0.00 1027.00 1022.99 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 700000000.00 700000000.00 0.0238 N Y Y N BANK OF AMERICA SECURITIES, INC. BANK OF AMERICA SECURITIES, INC. 3.650000% N/A 549300RHSE13N47D3B98 0001675365 LMRP10641675 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYMB6 2053-04-25 3.500000 0.00 1424259.00 113872.79 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVBA3 2047-02-15 3.000000 0.00 3994000.00 1019947.75 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GC4P5 2056-06-25 5.250000 0.00 16004032.00 13083500.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NX60 2055-07-20 5.500000 0.00 50000000.00 50717677.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.508700 0.00 318260000.00 141773370.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KDF5 2054-01-20 5.500000 0.00 24460500.00 24495516.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BCP3 2054-12-20 4.858700 0.00 40000000.00 31296115.69 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 250000000.00 250000000.00 0.0085 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.640000% N/A 549300H47WTHXPU08X20 LMRP10641705 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50000000.00 49945275.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50000000.00 49945275.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 27639700.00 27609448.70 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 125000000.00 125000000.00 0.0042 N Y Y N HSBC BANK USA HSBC BANK USA 3.630000% N/A N/A LMRP10641735 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0.00 0.00 1702300.00 1662718.12 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803DC4 2038-02-15 0.00 0.00 3770500.00 2261161.31 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0.00 0.00 11842800.00 4225747.90 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0.00 0.00 23228272.53 7151915.43 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 94999000.00 94999000.00 0.0032 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.650000% N/A K5HU16E3LMSVCCJJJ255 LMRP10642365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WENU4 2034-07-01 5.500000 0.00 425003.00 4428.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WJAL7 2036-11-01 5.500000 0.00 460699.00 6359.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WLNM6 2038-06-01 5.500000 0.00 27248.00 126.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WLU71 2036-05-01 5.500000 0.00 95029.00 1780.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WMMS2 2039-01-01 6.500000 0.00 485313.00 807.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 650000000.00 650000000.00 0.0221 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.650000% N/A 1VUV7VQFKUOQSJ21A208 0001330437 LMRP10642385 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 36179VBF6 2049-12-20 3.000000 0.00 181408000.00 29173867.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 32927500.00 22818696.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 56060864.00 39196950.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MCQL2 2055-11-20 7.000000 0.00 14058896.00 15148705.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXVM8 2056-06-20 5.500000 0.00 21698240.00 22140440.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXVS5 2056-06-20 5.500000 0.00 21400768.00 21821904.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 18759040.00 14815520.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 19693824.00 16103851.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 78110464.00 74774593.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 49819136.00 48998999.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 48027456.00 47517583.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQVJ0 2056-06-20 6.000000 0.00 5382904.00 5590728.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEL38 2056-04-20 5.000000 0.00 44225408.00 43536978.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AENN2 2052-03-20 2.500000 0.00 7535739.00 6361178.62 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 400000000.00 400000000.00 0.0136 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.650000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10643335 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MMG9 2035-12-01 5.500000 0.00 500000.00 3355.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMVR9 2043-07-01 4.000000 0.00 28000.00 3422.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2K9 2042-04-01 3.500000 0.00 1454000.00 127442.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTKF4 2042-05-01 3.500000 0.00 152963.00 12079.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5KX6 2032-08-01 4.000000 0.00 1005000.00 27346.30 Agency Mortgage-Backed Securities Fannie Mae 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B1V7KEBTPIMZEU4LTD58 3140QTY78 2054-02-01 6.500000 0.00 112864190.00 50128826.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUAP1 2054-03-01 6.500000 0.00 49993.00 31141.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUBJ4 2054-03-01 5.500000 0.00 750000.00 594310.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUD86 2054-03-01 6.500000 0.00 1069000.00 571860.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUNX0 2054-05-01 6.500000 0.00 946553.00 642165.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUPE0 2054-05-01 5.000000 0.00 17527451.00 14434459.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUPG5 2054-05-01 5.000000 0.00 57266249.00 48601247.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUPQ3 2054-05-01 5.500000 0.00 38727730.00 31228278.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUWR3 2054-06-01 6.000000 0.00 1399530.00 1069369.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QV5E0 2055-01-01 6.500000 0.00 190000.00 107038.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVDU5 2054-09-01 6.000000 0.00 57791732.00 46475215.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U5GT7 2056-02-01 5.500000 0.00 15203738.00 15121175.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U8BC3 2056-03-01 5.000000 0.00 1062450.00 1050958.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U8KU3 2056-06-01 5.500000 0.00 2386415.00 2433034.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U96Y9 2056-05-01 6.000000 0.00 1506955.00 1580448.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U9JZ2 2056-04-01 6.500000 0.00 1143252.00 1203408.85 Agency Mortgage-Backed Securities Fannie Mae 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2038-09-01 6.000000 0.00 1000.00 599.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W15K5 2055-05-01 5.500000 0.00 2000000.00 1854347.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1FQ1 2040-03-01 5.500000 0.00 77992905.00 47951608.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1JK0 2045-10-01 3.500000 0.00 2628563.00 2183088.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1KP7 2052-03-01 3.000000 0.00 4025568.00 3213123.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1MW0 2054-01-01 2.000000 0.00 999900.00 748085.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1RV7 2040-04-01 5.500000 0.00 53955.00 44574.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1T94 2055-05-01 5.000000 0.00 675000.00 627324.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W27C9 2040-08-01 5.500000 0.00 9811584.00 7993877.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4A49 2052-03-01 3.000000 0.00 51504280.00 43707888.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4PQ4 2048-06-01 3.500000 0.00 11519119.00 10262257.71 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6Y48 2056-06-01 6.000000 0.00 53682746.00 55474049.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X42W5 2037-10-01 3.500000 0.00 75000.00 19056.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7C31 2050-06-01 3.000000 0.00 2373000.00 892485.78 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7Y86 2050-04-01 3.000000 0.00 210000.00 50746.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83B1 2048-01-01 3.500000 0.00 1479281.00 505907.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9P90 2051-01-01 2.000000 0.00 1448000.00 736923.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAFV9 2051-03-01 2.500000 0.00 5000.00 2846.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC3V8 2051-02-01 3.500000 0.00 31011000.00 12654927.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDRC2 2051-11-01 3.000000 0.00 16000.00 9868.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPR6 2050-02-01 3.000000 0.00 286000.00 161665.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG6H7 2050-09-01 5.000000 0.00 34225.00 20773.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGXU8 2052-04-01 2.500000 0.00 139000.00 83642.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3G0 2052-05-01 3.000000 0.00 600000.00 401176.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHLZ8 2052-06-01 3.500000 0.00 375000.00 254748.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHYJ0 2052-07-01 3.500000 0.00 379000.00 259182.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJHJ5 2037-01-01 3.500000 0.00 1915000.00 762523.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJMN0 2052-04-01 3.000000 0.00 800000.00 509516.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJUR2 2052-12-01 5.500000 0.00 990000.00 688242.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJYA5 2052-12-01 5.500000 0.00 50331.00 40434.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKCZ1 2052-11-01 5.000000 0.00 665000.00 500653.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPLH0 2052-03-01 2.000000 0.00 281000.00 191426.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQUY1 2048-11-01 4.000000 0.00 13944275.00 11316583.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7MP0 2055-10-01 6.500000 0.00 42377958.00 38153767.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7PP7 2040-10-01 6.000000 0.00 4975064.00 4662937.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y8WZ5 2056-04-01 5.500000 0.00 24547922.00 23573149.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSM8 2035-06-01 6.500000 0.00 1533613.00 15443.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQ96 2039-04-01 6.500000 0.00 186000.00 22350.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31412SZD0 2038-04-01 5.500000 0.00 2406851.00 16851.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31412TMK6 2038-06-01 6.000000 0.00 233226.00 5251.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31415TCM0 2038-10-01 6.500000 0.00 575486.00 7814.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FR83 2043-03-01 3.000000 0.00 146876.00 25838.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YF28 2029-09-01 5.000000 0.00 1000000.00 11707.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B6H4 2046-07-01 3.500000 0.00 3742664.00 425261.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BYJ9 2046-01-01 4.000000 0.00 15750000.00 1487980.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3.000000 0.00 3806000.00 608728.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNA6 2035-04-01 2.500000 0.00 5000000.00 772637.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2.000000 0.00 21000.00 11674.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 206000.00 149746.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6.000000 0.00 653000.00 365889.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EUK4 2043-07-01 6.000000 0.00 1172195.00 550177.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FDL8 2039-10-01 4.500000 0.00 64000.00 43345.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FSC2 2040-12-01 4.000000 0.00 807199.00 740403.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5.000000 0.00 52151370.00 50899649.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FWQ6 2056-05-01 5.500000 0.00 2799207.00 2795205.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FYX9 2041-06-01 4.500000 0.00 16550043.00 16455889.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AXT9 2037-08-01 6.000000 0.00 560978.00 13016.48 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 850000000.00 850000000.00 0.0289 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.640000% N/A N/A 0001513005 LMRP10643345 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 103102500.00 102010331.80 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 100000000.00 100000000.00 0.0034 N Y Y N FIXED INCOME CLEARING CORP / STATE STREET FIXED INCOME CLEARING CORP / STATE STREET 3.650000% N/A 549300H47WTHXPU08X20 LMRP10643355 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 848951200.00 867000131.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 46076200.00 46308370.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 210237100.00 208691731.20 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1100000000.00 1100000000.00 0.0373 N Y Y N FIXED INCOME CLEARING CORP / BNY FIXED INCOME CLEARING CORP / BNY 3.640000% N/A 549300H47WTHXPU08X20 LMRP10643365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 424318000.00 417439805.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 288199000.00 286360221.09 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 690000000.00 690000000.00 0.0234 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10643375 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMX91 2051-10-01 2.500000 0.00 1021.00 567.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNW66 2052-09-01 4.500000 0.00 2119.00 1476.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 37116660.00 19466148.56 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGY42 2028-12-01 4.650000 0.00 1000.00 1005.92 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XKYD3 2030-01-01 4.950000 0.00 1000.00 1016.08 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XSHM5 2047-08-01 4.000000 0.00 1000.00 181.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D0J85 2054-11-01 4.500000 0.00 1199100.00 1008533.83 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDHL9 2054-06-01 7.000000 0.00 1006480.00 571001.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJMG0 2042-04-01 3.500000 0.00 10000000.00 1144886.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L15L9 2030-12-01 3.040000 0.00 1253081.00 839666.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LEL58 2028-08-01 2.570000 0.00 1500000.00 1291721.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LHW91 2027-04-01 3.290000 0.00 46899000.00 46591824.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LKAS6 2029-08-01 3.210000 0.00 4999000.00 4443221.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMGB3 2028-02-01 3.250000 0.00 1277000.00 1072499.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMSA2 2028-03-01 3.290000 0.00 1313120.00 1294906.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQKT8 2054-09-01 5.500000 0.00 2069477.00 2083448.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BXBE5 2055-12-01 6.000000 0.00 1096700.00 1142847.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HRC92 2030-10-01 3.870000 0.00 1898990.00 1683733.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HUM29 2029-09-01 2.150000 0.00 4998928.00 4339444.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HUUB0 2029-07-01 2.570000 0.00 1000000.00 919493.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HUY91 2029-09-01 2.900000 0.00 5999000.00 5581302.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HVLK8 2029-10-01 2.710000 0.00 2745200.00 2538562.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HVXW9 2029-11-01 2.330000 0.00 2824529.00 2412296.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HXCW8 2030-01-01 2.260000 0.00 1706850.00 1592577.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYGA6 2041-06-01 2.000000 0.00 1000.00 576.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LB3B7 2031-04-01 1.980000 0.00 999000.00 896983.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBKH5 2031-02-01 1.580000 0.00 1000000.00 884359.78 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBKJ1 2031-02-01 1.480000 0.00 999000.00 879192.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBRS4 2031-03-01 1.540000 0.00 997000.00 877328.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJ7J9 2033-04-01 4.700000 0.00 11125000.00 11227640.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKDG5 2028-04-01 4.140000 0.00 1000.00 987.07 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKTR4 2033-06-01 4.440000 0.00 10258600.00 10221942.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NAEN9 2053-01-01 5.500000 0.00 1015850.00 582923.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NW2Q7 2029-12-01 4.300000 0.00 1000.00 999.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1AX8 2030-11-01 3.980000 0.00 1000.00 987.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1BX7 2030-12-01 3.900000 0.00 1000.00 983.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1EJ5 2030-11-01 4.080000 0.00 1000.00 991.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCB96 2049-11-01 3.500000 0.00 1994906.00 434947.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRFQ1 2053-01-01 5.000000 0.00 13561.00 11428.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS4Y4 2053-09-01 6.500000 0.00 60692650.00 32534119.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUHC3 2054-04-01 5.500000 0.00 9026900.00 7564878.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1WZ2 2055-04-01 5.500000 0.00 45645.00 40998.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2Z87 2055-07-01 6.500000 0.00 1008.00 938.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W37E3 2055-11-01 5.500000 0.00 1024.00 1003.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3G94 2055-06-01 6.500000 0.00 1024.00 888.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5KT0 2056-03-01 5.500000 0.00 3104.00 3097.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.500000 0.00 1024.00 375.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XSBA0 2054-10-01 7.000000 0.00 987007.00 718693.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7J58 2055-10-01 4.500000 0.00 1079.00 987.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 374316.00 277332.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MPM7 2054-10-01 6.500000 0.00 1008.00 869.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PYH1 2055-09-01 5.500000 0.00 1000.00 973.23 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVLJ8 2055-09-01 5.500000 0.00 1008.00 983.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVTV3 2055-10-01 4.500000 0.00 1024.00 968.91 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWGP8 2055-12-01 5.000000 0.00 14412352.00 14075423.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXV87 2056-06-01 5.500000 0.00 237812.00 241841.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 17988000.00 17177264.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7S67 2056-06-01 6.000000 0.00 1831.00 1898.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FKVJ3 2072-07-20 6.175000 0.00 1489588.00 1324674.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XSMF4 2041-06-20 5.000000 0.00 136812.00 68815.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 24884.00 25942.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KMRA5 2075-04-20 6.092000 0.00 2502908.00 2538981.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TJ8 2055-07-20 3.500000 0.00 902950.00 800871.35 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 200.00 196.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 1900.00 1867.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 100.00 102.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 488400.00 495547.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 76000.00 75548.46 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 200000000.00 200000000.00 0.0068 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.640000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10643385 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 1674300.00 1668254.10 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 1459400.00 1441139.99 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 461200.00 460188.13 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 1526900.00 1490037.58 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 2100.00 2078.60 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 534000.00 532187.60 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 1048900.00 1044586.92 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 100.00 99.51 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 1516400.00 1502502.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 7400.00 6107.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1135700.00 846577.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 222100.00 110997.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 400.00 332.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 11307600.00 9802728.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 4004500.00 3925693.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 200.00 196.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 24816600.00 24699790.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 96.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 5561700.00 5362214.33 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 8256700.00 7979177.66 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 8198700.00 10808229.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 3136800.00 2730731.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 15007600.00 13176919.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 200.00 198.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 8297300.00 8840015.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 43838300.00 44196453.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 10000000.00 10089527.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 7676100.00 8123161.72 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 36800.00 38176.31 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 500.00 501.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 4800.00 4751.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 100.00 97.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 3956000.00 3948747.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 18093400.00 17790951.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 28901000.00 28729288.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 10000000.00 9969455.63 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 215000000.00 215000000.00 0.0073 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.670000% N/A 549300H47WTHXPU08X20 LMRP10643415 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 50000000.00 26601557.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 50000000.00 26601557.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 50000000.00 26601557.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-17 4.750000 0.00 50000000.00 49234364.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-17 4.750000 0.00 50000000.00 49234364.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 36132700.00 33617253.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-16 4.500000 0.00 50000000.00 47406240.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 50000000.00 48851552.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 50000000.00 48851552.54 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0367 350000000.00 350000000.00 0.0119 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.650000% N/A SUVUFHICNZMP2WKHG940 0000803012 LMRP10644115 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQN54 2054-02-25 4.827800 0.00 75000000.00 40016950.65 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUVA5 2055-02-25 5.127800 0.00 40000000.00 22256624.92 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVTS7 2051-08-25 5.000000 0.00 9424310.00 7089753.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWLX2 2055-05-25 4.927800 0.00 68908258.00 58659208.71 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXZJ6 2055-08-25 4.500000 0.00 1000715.00 776032.80 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6K3 2055-11-25 4.500000 0.00 6499404.00 5661836.32 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY6Q0 2056-04-25 4.500000 0.00 136000.00 95280.23 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5YL8 2056-05-25 4.750000 0.00 61728.00 44566.21 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5YP9 2056-05-25 6.000000 0.00 14714556.00 13471124.79 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5ZT0 2056-05-25 4.750000 0.00 35831466.00 35062693.62 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6HF8 2056-04-25 5.000000 0.00 266334.00 206908.05 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6HJ0 2056-04-25 5.500000 0.00 4984357.00 3786452.55 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6UT3 2055-11-25 4.500000 0.00 35032183.00 34436600.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6UU0 2055-11-25 6.500000 0.00 88947659.00 93435967.76 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 300000000.00 300000000.00 0.0102 N Y Y N JP MORGAN SECURITIES, LLC JP MORGAN SECURITIES, LLC 3.650000% N/A ZBUT11V806EZRVTWT807 0000782124 LMRP10644125 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJFV7 2037-02-01 5.500000 0.00 108776160.00 638251.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QSFJ0 2037-05-01 6.127000 0.00 1263998.00 7137.92 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBM5 2046-08-01 3.500000 0.00 59122000.00 9442563.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31347A2S2 2038-01-01 5.933000 0.00 985000.00 108390.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LNMY4 2030-06-01 3.600000 0.00 25877440.00 24782744.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUBV7 2054-03-01 5.500000 0.00 3470000.00 2491182.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W62S0 2056-07-01 5.500000 0.00 53874176.00 54646169.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6MC3 2055-01-25 6.500000 0.00 48889600.00 49645127.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBPA2 2036-06-01 2.000000 0.00 18347648.00 9866161.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BT24 2035-07-01 5.647000 0.00 7950000.00 147282.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7H5 2052-06-20 2.000000 0.00 9435.00 5780.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XZ74 2053-05-20 5.000000 0.00 992031.00 591498.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FQGK4 2058-02-15 5.500000 0.00 36150.00 36205.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617X4GD9 2035-08-20 5.000000 0.00 1443982.00 445861.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXTK4 2066-08-15 5.620000 0.00 18155168.00 18346327.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180HXP8 2050-02-15 3.500000 0.00 158862.00 22884.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9NQ7 2054-05-20 6.000000 0.00 1179490.00 835357.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JTUE0 2054-11-20 7.000000 0.00 2778036.00 2494428.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KJGN6 2065-02-20 6.500000 0.00 1961200.00 1845939.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDZ72 2056-05-20 4.500000 0.00 1882868.00 1806494.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LHUY9 2055-08-20 7.000000 0.00 4622280.00 3326179.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LW5K4 2065-10-20 6.500000 0.00 4400000.00 4302124.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 66138368.00 65925621.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RG6 2055-06-20 6.000000 0.00 300224000.00 199776732.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6H34 2056-05-20 3.000000 0.00 12612320.00 11829327.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKXU5 2065-05-20 6.000000 0.00 99598464.00 68479688.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5GV6 2060-12-15 5.400000 0.00 233630.00 240724.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VDZA4 2056-04-20 6.000000 0.00 21121824.00 22187378.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMM26 2056-06-20 6.000000 0.00 11351072.00 11728419.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5UD9 2056-06-20 5.500000 0.00 4483271.00 4592920.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5UT4 2066-06-20 6.000000 0.00 642048.00 663005.94 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 560000000.00 560000000.00 0.0190 N Y Y N JP MORGAN SECURITIES, LLC JP MORGAN SECURITIES, LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 LMRP10644135 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 200.00 191.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 2700.00 5498.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 8257200.00 13744788.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 800.00 660.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 800.00 623.08 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1154800.00 1606276.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 5452800.00 6120370.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 800.00 796.85 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957700 0.00 200.00 201.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 3400.00 3442.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1846400.00 1840719.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 5500800.00 5805077.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 12800.00 12835.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 19557600.00 20071230.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 8000.00 8077.00 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.935700 0.00 200.00 201.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 3200.00 3194.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 3200.00 3120.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 6400.00 6452.45 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878700 0.00 8800.00 8860.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 3577600.00 3583111.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 18617600.00 18580774.39 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 771.62 714.09 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 70000000.00 70000000.00 0.0024 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.650000% N/A NQQ6HPCNCCU6TUTQYE16 LMRP10644145 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 36179VTX8 2050-07-20 3.000000 0.00 7333846.00 2135730.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 4900000.00 2206790.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 5600000.00 2676731.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 2052-02-20 3.000000 0.00 4200000.00 2542744.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 2748000.00 1930090.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5Q3 2054-08-20 7.500000 0.00 10893950.00 2038011.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPJ7 2053-12-20 6.500000 0.00 7050000.00 2375394.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRF3 2054-01-20 4.500000 0.00 3053992.00 2633015.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRN6 2054-01-20 8.000000 0.00 7459930.00 2032092.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYW8 2054-06-20 5.500000 0.00 3141310.00 2247107.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FDX73 2052-06-20 4.500000 0.00 3031048.00 2544651.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AWLH5 2053-03-20 5.500000 0.00 3749084.00 2253122.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GBHX5 2053-12-20 7.000000 0.00 4841233.00 2091933.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KNXG3 2056-02-20 7.000000 0.00 2063326.00 2167412.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LKRB6 2055-09-20 7.000000 0.00 1867183.00 1988407.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LRZ48 2055-11-20 6.000000 0.00 2302251.00 2431445.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LXZ86 2055-10-20 5.500000 0.00 2237046.00 2305381.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LYLB2 2055-10-20 6.000000 0.00 1960407.00 2032552.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M2BS5 2055-11-20 6.000000 0.00 2201145.00 2300799.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M3VU6 2052-10-20 7.000000 0.00 3643639.00 2214358.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M5MS6 2055-11-20 7.000000 0.00 2342314.00 2453652.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MBYC5 2056-01-20 5.500000 0.00 2365169.00 2445492.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEEP2 2055-12-20 6.000000 0.00 1863963.00 1948488.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFXZ6 2055-12-20 6.000000 0.00 2472943.00 2603061.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MG4W3 2056-05-20 5.500000 0.00 1947574.00 1985450.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MG5K8 2056-05-20 6.000000 0.00 2688483.00 2780129.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MGDD5 2056-05-20 5.500000 0.00 2236591.00 2269921.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MGZV1 2056-05-20 5.500000 0.00 1915467.00 1950200.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHC44 2056-06-20 5.500000 0.00 2575052.00 2626242.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MKGW1 2056-02-20 5.500000 0.00 2054121.00 2123300.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLQU2 2055-12-20 5.500000 0.00 2477672.00 2559961.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPRV0 2056-05-20 6.500000 0.00 1891989.00 1995920.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQWC4 2056-03-20 6.000000 0.00 2025000.00 2069672.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MSNE6 2056-03-20 6.000000 0.00 2236998.00 2288268.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTU89 2056-04-20 5.500000 0.00 2505016.00 2596683.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU6F7 2056-05-20 6.500000 0.00 2365739.00 2495086.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0FQ8 2056-05-20 4.500000 0.00 2302860.00 2202290.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1RB6 2056-04-20 6.500000 0.00 2130919.00 2255650.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2PX8 2056-04-20 6.000000 0.00 1840275.00 1947068.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53Z0 2054-12-20 6.000000 0.00 2433917.00 2430734.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56K0 2055-12-20 6.000000 0.00 2310317.00 2326370.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FG7 2056-03-20 3.000000 0.00 2553254.00 2276540.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 2275146.00 2256517.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K89 2056-04-20 6.000000 0.00 2439269.00 2507183.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKUN4 2055-04-20 7.000000 0.00 2146348.00 2003218.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NWJU5 2056-04-20 5.500000 0.00 2605202.00 2696228.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2E94 2055-12-20 5.000000 0.00 2022730.00 1996686.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V34B8 2056-01-20 6.000000 0.00 2629776.00 2773599.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8G24 2056-05-20 6.000000 0.00 1902918.00 1964131.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAAT6 2056-06-20 5.500000 0.00 1902684.00 1945242.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAXV6 2056-05-20 6.500000 0.00 2402858.00 2505607.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBK89 2056-03-20 6.500000 0.00 2407236.00 2506079.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBQN0 2056-05-20 5.000000 0.00 2581907.00 2564917.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VE5R8 2056-06-20 5.500000 0.00 2020422.00 2037020.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VEHX2 2056-04-20 6.500000 0.00 1952202.00 2035654.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VFD88 2056-05-20 5.500000 0.00 1916530.00 1957020.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VFD96 2056-05-20 6.000000 0.00 1875261.00 1935179.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VFRR1 2056-05-20 6.500000 0.00 2584837.00 2697810.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VFUK2 2056-04-20 4.500000 0.00 2198253.00 2102974.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGFB7 2056-05-20 6.000000 0.00 1939065.00 2019750.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGJM9 2056-05-20 6.500000 0.00 2663215.00 2777294.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGK39 2056-06-20 5.000000 0.00 2340606.00 2324204.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGR57 2056-04-20 6.000000 0.00 2430229.00 2548493.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGXW1 2056-04-20 6.500000 0.00 2514358.00 2623620.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHHB3 2056-06-20 6.000000 0.00 2522956.00 2611552.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJK58 2056-06-20 6.500000 0.00 600139.00 626368.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMJD6 2056-06-20 5.000000 0.00 2577189.00 2561184.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQH9 2056-06-20 6.500000 0.00 2007348.00 2150179.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQJ5 2056-06-20 6.500000 0.00 1988843.00 2130281.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VNBS9 2056-06-20 5.500000 0.00 2068591.00 2114864.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPUZ7 2056-06-20 6.500000 0.00 1948177.00 2033565.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPV29 2056-05-20 6.000000 0.00 2529979.00 2612677.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPV37 2056-05-20 6.000000 0.00 2030904.00 2097260.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPWC6 2056-05-20 6.000000 0.00 2170881.00 2241836.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPYY6 2056-06-20 5.500000 0.00 1944855.00 1960529.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQCA0 2056-06-20 6.000000 0.00 2177416.00 2253876.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSER7 2056-06-20 5.500000 0.00 2612130.00 2670549.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSN89 2056-05-20 6.000000 0.00 2474189.00 2553168.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSV56 2056-06-20 5.000000 0.00 2039756.00 2011853.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSWD8 2056-06-20 6.000000 0.00 2242822.00 2371827.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSWE6 2056-06-20 6.000000 0.00 2031377.00 2130531.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT3T3 2056-06-20 5.500000 0.00 2016974.00 2061086.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTWY0 2056-06-20 6.000000 0.00 2288812.00 2360633.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VULL7 2056-06-20 5.500000 0.00 2035565.00 2081103.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUTK1 2056-06-20 6.000000 0.00 1981860.00 2073662.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUTP0 2056-06-20 6.500000 0.00 2277629.00 2407107.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VWLE9 2056-06-20 5.500000 0.00 2362734.00 2433955.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0WX4 2056-06-20 6.000000 0.00 2339619.00 2462559.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2AF3 2056-06-20 6.500000 0.00 1918084.00 2020972.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2NY8 2056-06-20 6.500000 0.00 2286371.00 2410411.45 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 200000000.00 200000000.00 0.0068 N Y Y N Master Portfolio Trust 2026-07-08 /s/Christopher Berarducci Christopher Berarducci Principal Financial Officer