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1193000000.00 2026-07-10 553000000.00 577000000.00 2026-07-13 642000000.00 553000000.00 2026-07-14 806000000.00 631000000.00 2026-07-15 579000000.00 754000000.00 2026-07-16 766000000.00 579000000.00 2026-07-17 1325000000.00 742000000.00 2026-07-20 1524000000.00 1249000000.00 2026-07-21 1593000000.00 1508000000.00 2026-07-22 1513000000.00 1604000000.00 2026-07-23 726000000.00 1567000000.00 2026-07-24 1280000000.00 711000000.00 2026-07-27 1110000000.00 1274000000.00 2026-07-28 1090000000.00 1083000000.00 2026-07-29 1672000000.00 1090000000.00 2026-07-30 1278000000.00 1672000000.00 2026-07-31 21814740248.17 22207977357.85 0.0361 2026-07-01 0.0361 2026-07-02 0.0361 2026-07-06 0.0361 2026-07-07 0.0360 2026-07-08 0.0359 2026-07-09 0.0359 2026-07-10 0.0356 2026-07-13 0.0356 2026-07-14 0.0357 2026-07-15 0.0358 2026-07-16 0.0359 2026-07-17 0.0362 2026-07-20 0.0362 2026-07-21 0.0362 2026-07-22 0.0362 2026-07-23 0.0363 2026-07-24 0.0365 2026-07-27 0.0366 2026-07-28 0.0367 2026-07-29 0.0367 2026-07-30 0.0368 2026-07-31 Y 2391.00 Depository institution or other banking institution 0.7996 0.00 State or municipal government entity (excluding governmental pension plans) 0.2002 0.00 N Federal Home Loan Bank Federal Home Loan Bank 3.790000% 3130B2T39 2549001DPIFGXC1TOL40 US3130B2T399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-24 2026-09-24 N N N 0.0366 193016611.50 193016611.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.760000% 3130B73B8 2549001DPIFGXC1TOL40 US3130B73B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-16 2027-07-16 N N N 0.0375 143989486.60 143989486.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.760000% 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-19 2027-07-19 N N N 0.0375 205109871.80 205109871.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.770000% 3130B7BA1 2549001DPIFGXC1TOL40 US3130B7BA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-29 2027-07-29 N N N 0.0375 123045490.30 123045490.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.735000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-10 2028-03-10 N N N 0.0380 71964383.04 71964383.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.770000% 3130BBMP7 2549001DPIFGXC1TOL40 US3130BBMP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-20 2028-07-20 N N N 0.0382 350001225.00 350001225.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0367 99503194.00 99503194.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0377 39627405.60 39627405.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0382 246925832.50 246925832.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.100000% 3133EN5A4 254900C5LP6DN9OP9V83 US3133EN5A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-27 2027-12-27 N N N 0.0379 30152979.00 30152979.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.070000% 3133ENV49 254900C5LP6DN9OP9V83 US3133ENV499 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-25 2027-10-25 N N N 0.0378 12902983.51 12902983.51 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0372 55005694.70 55005694.70 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-02 2026-12-02 N N N 0.0372 186058346.30 186058346.30 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERH53 254900C5LP6DN9OP9V83 US3133ERH531 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0372 204043239.80 204043239.80 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-23 2026-11-23 N N N 0.0375 197060636.60 197060636.60 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-30 2026-12-30 N N N 0.0372 19004384.44 19004384.44 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-02 2026-11-02 N N N 0.0376 19002320.47 19002320.47 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-26 2026-08-26 N N N 0.0366 107006915.40 107006915.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0366 47003411.73 47003411.73 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0366 175009140.30 175009140.30 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0366 192020551.70 192020551.70 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERUR0 254900C5LP6DN9OP9V83 US3133ERUR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-25 2026-09-25 N N N 0.0366 456065499.80 456065499.80 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-01 2026-10-01 N N N 0.0366 465038427.60 465038427.60 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.900000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-12 2027-11-12 N N N 0.0380 383017233.80 383017233.80 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-28 2027-09-28 N N N 0.0377 39029701.62 39029701.62 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.745000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-01 2027-12-01 N N N 0.0379 469929720.90 469929720.90 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-09 2027-07-09 N N N 0.0375 95985625.92 95985625.92 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-19 2027-04-19 N N N 0.0374 89964153.00 89964153.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-23 2027-06-23 N N N 0.0375 109997031.10 109997031.10 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-24 2027-03-24 N N N 0.0372 100007578.00 100007578.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-26 2027-03-26 N N N 0.0377 687263698.10 687263698.10 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-01 2027-10-01 N N N 0.0377 88052602.88 88052602.88 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-24 2027-09-24 N N N 0.0377 160133040.00 160133040.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.725000% 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-02 2027-04-02 N N N 0.0374 33993844.98 33993844.98 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N 0.0374 65002288.00 65002288.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-22 2027-10-22 N N N 0.0378 150085755.00 150085755.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-29 2027-06-29 N N N 0.0375 55018663.70 55018663.70 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-03 2027-11-03 N N N 0.0380 210111224.40 210111224.40 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ETQ59 254900C5LP6DN9OP9V83 US3133ETQ595 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-05 2027-08-05 N N N 0.0377 105018470.60 105018470.60 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-21 2027-07-21 N N N 0.0375 430214453.90 430214453.90 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-30 2027-07-30 N N N 0.0375 520247717.60 520247717.60 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-12 2027-05-12 N N N 0.0375 79980000.00 79980000.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-11 2027-08-11 N N N 0.0377 124047059.20 124047059.20 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133ETVH7 254900C5LP6DN9OP9V83 US3133ETVH76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-27 2027-07-27 N N N 0.0375 430115278.70 430115278.70 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-02 2027-09-02 N N N 0.0377 100044735.00 100044735.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-10 2027-09-10 N N N 0.0377 110576448.30 110576448.30 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-02 2028-02-02 N N N 0.0381 33989814.96 33989814.96 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-03 2028-01-03 N N N 0.0380 67970909.60 67970909.60 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-17 2028-02-17 N N N 0.0381 53005738.84 53005738.84 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-16 2028-03-16 N N N 0.0380 42000787.08 42000787.08 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-17 2028-04-17 N N N 0.0381 60963847.13 60963847.13 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWPJ3 254900C5LP6DN9OP9V83 US3133EWPJ36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-12 2028-05-12 N N N 0.0381 381999873.90 381999873.90 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-19 2028-05-19 N N N 0.0381 24999902.00 24999902.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWRT9 254900C5LP6DN9OP9V83 US3133EWRT99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-02 2028-06-02 N N N 0.0381 393995646.30 393995646.30 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133EWUH1 254900C5LP6DN9OP9V83 US3133EWUH15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-26 2028-06-26 N N N 0.0381 139997026.40 139997026.40 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133EWVA5 254900C5LP6DN9OP9V83 US3133EWVA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-06 2028-07-06 N N N 0.0382 231999786.60 231999786.60 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N 0.0382 256997977.40 256997977.40 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0366 296017428.50 296017428.50 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-23 2026-09-23 N N N 0.0366 263647070.70 263647070.70 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-16 2026-10-16 N N N 0.0366 7000526.54 7000526.54 0.0001 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-29 2026-10-29 N N N 0.0366 82015138.84 82015138.84 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-11 2027-08-11 N N N 0.0377 250094877.50 250094877.50 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.775000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-08-25 2027-08-25 N N N 0.0377 185089183.00 185089183.00 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.775000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-23 2027-04-23 N N N 0.0374 586220136.80 586220136.80 0.0061 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-22 2027-09-22 N N N 0.0374 250162782.50 250162782.50 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-06 2027-10-06 N N N 0.0377 300239061.00 300239061.00 0.0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-16 2027-06-16 N N N 0.0375 265025503.60 265025503.60 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N 0.0377 300244935.00 300244935.00 0.0031 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0366 403035726.00 403035726.00 0.0042 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-11 2026-09-11 N N N 0.0366 143015778.60 143015778.60 0.0015 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N 0.0366 103014734.20 103014734.20 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.910000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-05 2027-11-05 N N N 0.0380 336712667.90 336712667.90 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-20 2026-11-20 N N N 0.0375 105029842.10 105029842.10 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0372 831443440.20 831443440.20 0.0086 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-02 2028-02-02 N N N 0.0381 614815038.80 614815038.80 0.0063 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-06 2028-04-06 N N N 0.0381 354848908.50 354848908.50 0.0037 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N 0.0381 894001671.80 894001671.80 0.0092 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-08 2028-06-08 N N N 0.0381 299831196.00 299831196.00 0.0031 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Notes 3.852000% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-07 2026-08-07 2030-03-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 16875000.00 16875000.00 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.940000% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-05 2026-08-07 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0394 250000.00 250000.00 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.940000% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-07 2026-08-07 2030-10-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0394 3777777.82 3777777.82 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.940000% 6903538B6 254900QI8QTIK0FY6E92 US6903538B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-05 2026-08-07 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0394 416666.78 416666.78 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.940000% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-07 2026-08-07 2028-11-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0394 22727273.38 22727273.38 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.840000% 690353XS1 254900QI8QTIK0FY6E92 US690353XS10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-07 2026-08-07 2030-05-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0384 4043000.00 4043000.00 0.0000 N N Y N U.S. Treasury U.S. Treasury Bills 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0375 1987957440.00 1987957440.00 0.0205 N Y Y N U.S. Treasury U.S. Treasury Bills 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0376 1139781836.00 1139781836.00 0.0118 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0395 490926550.00 490926550.00 0.0051 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0389 832326171.00 832326171.00 0.0086 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0365 998998610.00 998998610.00 0.0103 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0366 416309097.70 416309097.70 0.0043 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0389 961677800.40 961677800.40 0.0099 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0394 194600092.00 194600092.00 0.0020 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 1031034222.00 1031034222.00 0.0106 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0377 994658590.00 994658590.00 0.0103 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0375 2580586632.00 2580586632.00 0.0266 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0376 1034468093.00 1034468093.00 0.0107 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0367 698947809.00 698947809.00 0.0072 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 977844000.00 977844000.00 0.0101 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N 0.0394 436543704.00 436543704.00 0.0045 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0386 518315374.50 518315374.50 0.0054 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0376 1487351416.00 1487351416.00 0.0154 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0376 1491236250.00 1491236250.00 0.0154 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0386 986528100.00 986528100.00 0.0102 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0386 601346808.40 601346808.40 0.0062 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0373 1628170418.00 1628170418.00 0.0168 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0375 892836999.00 892836999.00 0.0092 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0374 991357150.00 991357150.00 0.0102 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 1088651530.00 1088651530.00 0.0112 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VQ7 254900HROIFWPRGM1V77 US912797VQ73 U.S. Treasury Debt Y 2027-07-08 2027-07-08 2027-07-08 N N N 0.0405 939393273.00 939393273.00 0.0097 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y 2027-01-28 2027-01-28 2027-01-28 N N N 0.0394 2820835518.00 2820835518.00 0.0291 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 989807230.00 989807230.00 0.0102 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 1775233065.00 1775233065.00 0.0183 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0387 4150254906.00 4150254906.00 0.0428 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0385 1234385900.00 1234385900.00 0.0127 N Y Y N U.S. Treasury U.S. Treasury Notes 0.500000% 912828ZV5 254900HROIFWPRGM1V77 US912828ZV59 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0410 343602004.40 343602004.40 0.0035 N Y Y N U.S. Treasury U.S. Treasury Notes 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-03-01 2027-03-01 2027-02-28 N N N 0.0405 550251905.50 550251905.50 0.0057 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 4.012000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-03 2027-04-30 2027-04-30 N N N 0.0380 150189441.00 150189441.00 0.0016 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.960000% BIV8UV0J6 MBNUM2BPBDO7JBLYG310 BIV8UV0J6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359VYH0 2039-01-19 7.500000 0.00 8675000.00 52257.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKWD1 2044-08-25 4.026820 0.00 2543000.00 143471.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVF53 2045-01-25 2.250000 0.00 15900000.00 890697.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5C65 2056-05-25 5.500000 0.00 113100000.00 105918791.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F8B93 2027-06-15 1.000000 0.00 4275000.00 10649.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FBJH0 2047-08-15 3.500000 0.00 43600000.00 3333222.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FEG20 2038-06-15 4.000000 0.00 705675.00 97487.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBLR3 2051-11-25 5.000000 0.00 19812704.00 10703783.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HF4U6 2054-08-25 4.586080 0.00 11600000.00 5849856.60 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392JAD1 2042-07-25 7.500000 0.00 56145408.00 1069235.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394EKS6 2035-07-25 3.980560 0.00 4500000.00 13200.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395DUX5 2036-06-25 4.140560 0.00 435000.00 3499.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PGL7 2057-08-27 4.000000 0.00 45085000.00 13127732.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374CNL1 2033-09-20 5.500000 0.00 999904.00 202030.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R2J4 2067-03-20 4.505750 0.00 2100000.00 285344.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378G2A5 2042-11-20 1.750000 0.00 229998.00 16614.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCQ4 2068-04-20 4.616530 0.00 100000.00 139339.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DH44 2050-03-20 3.500000 0.00 170000000.00 29333449.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XN25 2051-10-20 3.500000 0.00 22672000.00 17232568.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NRU0 2056-03-20 4.671390 0.00 20000000.00 19788830.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PU56 2056-04-20 4.500000 0.00 31624672.00 30480339.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PW70 2056-04-20 5.000000 0.00 16640448.00 16307600.18 Agency Collateralized Mortgage Obligation Y 2026-08-10 2026-08-10 2026-08-10 N N N 0.0396 250000000.00 250000000.00 0.0026 N N N Y RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.830000% BIV8WR616 549300QJJX6CVVUXLE15 BIV8WR616 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 99.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 100.00 99.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 52900.00 52783.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 200.00 198.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 43100.00 44520.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1512500.00 1197562.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 1600.00 1191.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 500000.00 390316.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3500000.00 2592707.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 3144200.00 2398034.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 6700.00 4905.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1500.00 1002.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 7173100.00 4526116.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 3975200.00 2840057.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 7859100.00 7241082.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 57827400.00 41077919.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 78053000.00 55164574.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 5345600.00 2411274.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 4942600.00 2316558.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 2300900.00 1464088.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 891300.00 628304.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 200.00 132.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 115900.00 92427.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2200.00 1508.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 657400.00 534787.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 86.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 2534900.00 1941000.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100.00 93.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 93.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 86.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 17228100.00 16534854.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 2217400.00 2065128.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 94.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 696800.00 636053.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1000.00 981.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 22300.00 21173.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 100.00 87.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 599700.00 569162.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 74065500.00 63822244.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 22337300.00 21025802.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 84596000.00 79594557.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 19000.00 18898.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4537700.00 4785985.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 95.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 204000.00 205188.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 1700.00 1749.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2286600.00 2530057.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 100.00 99.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 45956800.00 45129439.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 1678900.00 1822276.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 98800.00 99909.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 200.00 197.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2897600.00 2997759.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 200.00 202.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1397400.00 1400952.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 8455000.00 8915102.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 2444600.00 2454844.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 15378600.00 15246674.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 4338600.00 4270379.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 58336800.00 57570954.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 458800.00 458661.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 3278200.00 3187331.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 60817600.00 61041935.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 97.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 913500.00 908490.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 33800.00 32851.30 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0383 496000000.00 496000000.00 0.0051 N N Y N Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPN53 2053-01-01 5.500000 0.00 20318413.00 16016002.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQLT1 2053-05-01 5.000000 0.00 1481000.00 1112443.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BGCW6 2052-07-01 4.500000 0.00 1024.00 661.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BJN24 2052-08-01 4.500000 0.00 36979055.00 23381556.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPYV4 2052-09-01 4.500000 0.00 362085.00 237846.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHVV9 2029-01-25 3.500000 0.00 100266072.00 230799.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B7AP6 2026-12-25 2.266000 0.00 9298970.00 179225.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9PH4 2029-10-25 1.086000 0.00 1975000.00 129650.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBN73 2030-07-25 1.270000 0.00 19650842.00 17435569.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBT85 2032-09-25 1.290000 0.00 5000000.00 78259.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDYY8 2031-02-25 0.959000 0.00 1000000.00 179952.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.244310 0.00 11485966.00 9995103.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUTN0 2055-02-25 4.866080 0.00 700000.00 377644.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FG4K0 2039-01-01 6.000000 0.00 31314046.00 175320.67 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FG4L8 2039-01-01 6.000000 0.00 20796794.00 111834.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FG4M6 2039-01-01 6.000000 0.00 9483808.00 48870.28 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FGE94 2039-11-01 4.000000 0.00 91211734.00 413037.53 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G54A5 2056-06-25 4.616080 0.00 50000000.00 47999460.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5AV2 2054-09-25 4.516080 0.00 75386199.00 71268188.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5FU9 2054-07-25 4.866080 0.00 4153512.00 3796105.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6TA6 2056-07-25 4.566080 0.00 25957608.00 25666256.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377TP26 2033-12-01 5.800000 0.00 390000.00 176509.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HJSX6 2055-02-25 5.266080 0.00 125000000.00 76003327.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNEW4 2055-10-25 4.716080 0.00 57793905.00 49702676.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQ4V0 2056-02-25 4.366080 0.00 84282666.00 79098290.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRPA1 2056-05-25 4.366080 0.00 73861803.00 72947623.20 Agency Debentures and Agency Strips Federal National Mortgage Association 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2038-02-01 3.500000 0.00 50043825.00 1058164.07 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GXH7 2038-02-25 5.861926 0.00 45199908.00 440779.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31398KVH0 2038-06-15 6.096715 0.00 60553216.00 296109.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31398LKG2 2039-10-15 6.049469 0.00 53916057.00 330719.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXYL0 2063-03-01 4.500000 0.00 22592877.00 15733472.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q73R6 2047-12-01 4.000000 0.00 100077374.00 19354621.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q7SR9 2047-10-01 3.500000 0.00 37850620.00 9434650.88 Agency Mortgage-Backed 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12743872.00 7277700.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385AHQ8 2054-12-20 4.681390 0.00 27574210.00 20387931.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BD56 2055-01-20 4.691390 0.00 40161900.00 30099007.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.671390 0.00 1024.00 777.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EU69 2055-04-20 4.771390 0.00 66912458.00 50443598.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.821390 0.00 38039400.00 19745928.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.671390 0.00 17557960.00 14410972.97 Agency 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254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 100.00 101.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 154000.00 128779.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 1449700.00 1141583.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100.00 73.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 699900.00 504536.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1400.00 935.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 23100.00 14575.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 3900.00 2813.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 25000.00 17018.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2773900.00 1251241.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 600.00 396.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 166880800.00 133083978.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 137.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 500.00 410.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 2316300.00 1796677.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 121800.00 105697.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 1100.00 842.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 67100.00 63997.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 86.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 962900.00 899257.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 93.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 69598800.00 62185049.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 568700.00 531053.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 367300.00 359034.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 300.00 292.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 50100.00 47303.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 100.00 131.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 207200.00 192839.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 92.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 34900.00 31864.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 78300.00 76739.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 733600.00 715489.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 1622500.00 1562829.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 12900.00 12248.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1678700.00 1593219.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 200.00 172.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1000.00 941.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 24500.00 24518.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 112600.00 96543.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 24800.00 23159.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 100.00 108.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1000.00 880.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 27100.00 26955.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 168900.00 167021.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 500.00 549.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 18300300.00 17990823.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 400.00 408.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 96300.00 99107.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 100.00 100.48 U.S. Treasuries (including 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254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 3883000.00 3897323.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 19905000.00 19292450.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 180100.00 176513.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8846000.00 8597710.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 800.00 786.84 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-12-10 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0374 1370000000.00 1370000000.00 0.0141 N N Y N Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.750000% BIVA0QKA2 N/A BIVA0QKA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 587788400.00 518641640.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 328259200.00 322858404.90 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0375 825000000.00 825000000.00 0.0085 N N N Y Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.650000% BIVA1KVJ3 254900BN8XS34XZDJ223 BIVA1KVJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 54.00 51.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 54.00 51.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 8608032.00 9385418.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 54.00 55.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 648.00 480.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 378.00 288.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 54.00 36.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 4278906.00 2615438.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 756.00 510.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 216.00 172.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 540.00 418.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 405378.00 369368.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 24754248.00 23281309.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 73224.00 98334.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 393768.00 390121.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 80136.00 104141.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 2529360.00 2337216.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 758376.00 920611.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 54.00 52.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 23679432.00 28668022.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 27266382.00 23744569.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 108.00 103.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 540.00 476.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 37015326.00 44995721.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 216.00 213.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 461700.00 535849.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 54.00 51.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 162.00 170.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 574020.00 546216.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 14955300.00 16849126.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 373680.00 370103.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 54.00 53.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 81733320.00 79649965.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 108.00 108.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 6081858.00 6729402.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 54.00 53.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 54.00 53.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 2143584.00 2246854.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 54.00 58.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 981936.00 1000147.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 214704.00 217298.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 52488.00 52424.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 230850.00 231232.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 311472.00 308800.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 26337420.00 27256399.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 216.00 212.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1041930.00 1040937.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 1493208.00 1451296.64 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-10 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0365 270000000.00 270000000.00 0.0028 N N Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.660000% BIVA1RFW7 N/A BIVA1RFW7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 5141200.00 5301631.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 94.54 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 189661000.00 157064708.95 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 39000.00 26548.81 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.87 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 757700.00 511695.32 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 2000.00 1193.83 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 4050600.00 3959445.12 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 94.42 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 100.00 97.05 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 200.00 190.74 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 5095700.00 4853700.11 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4524000.00 4241001.18 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 86.17 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 85.74 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 24149900.00 22552632.57 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 400.00 352.23 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 54100.00 51296.51 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 5293300.00 5282624.82 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 191.21 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 45395600.00 44373018.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1232100.00 1235299.47 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 1505800.00 1473469.78 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 136400.00 138929.74 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 140000.00 141389.48 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 100.00 100.73 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 36760600.00 36875236.53 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 15159900.00 14803393.20 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 1444100.00 1418179.47 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 200.00 199.15 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 2237800.00 2221956.38 U.S. Treasuries (including strips) Y 2026-08-17 2026-08-17 2026-08-17 N N N 0.0366 300000000.00 300000000.00 0.0031 N N N Y Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.670000% BIVA28B85 254900BN8XS34XZDJ223 BIVA28B85 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 55.00 51.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 110.00 101.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 165.00 131.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 170995.00 186437.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 55.00 45.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 55.00 45.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 275.00 209.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 2530.00 1668.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 40700.00 22822.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 4400000.00 3033787.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 25969845.00 21194653.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 836605.00 783273.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 55.00 49.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 55.00 51.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 110.00 105.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 257097885.00 345264519.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 8488535.00 8409928.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 55.00 53.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 770.00 956.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 760925.00 988870.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 110.00 104.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 49018475.00 43251997.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 3356650.00 4080333.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 55.00 51.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1971805.00 2132222.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7415870.00 7782439.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 55.00 55.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 55.00 60.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 11715.00 11770.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 7706105.00 8077357.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1276550.00 1263547.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 10722360.00 10561599.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 55.00 56.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 8934145.00 9034150.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1105940.00 1109388.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 3726965.00 3877845.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 55.00 53.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 50714015.00 50647096.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 25821565.00 25407084.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 13750000.00 13874964.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 55.00 54.82 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-13 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0367 550000000.00 550000000.00 0.0057 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.980000% BIVA2KNG7 RCNB6OTYUAMMP879YW96 BIVA2KNG7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31282YDN6 2034-12-01 5.000000 0.00 381162.00 413.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288RHY7 2054-04-01 4.821000 0.00 30631.00 26546.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 13219.00 395.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M7X68 2032-12-01 7.500000 0.00 3998.00 122.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MJTY6 2044-01-01 3.500000 0.00 4677.00 344.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.500000 0.00 1018.00 70.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XVV28 2047-01-01 3.500000 0.00 1000.00 307.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.500000 0.00 1002.00 184.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 2408.00 227.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D6BE9 2037-01-01 2.000000 0.00 1021.00 530.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM3X1 2052-01-01 3.000000 0.00 1000.00 495.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMYZ2 2051-10-01 2.500000 0.00 1000.00 569.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNDV2 2050-04-01 5.500000 0.00 2052.00 1012.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.500000 0.00 7000.00 4362.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1000.00 643.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 1002.00 702.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQWE2 2052-04-01 2.500000 0.00 2902971.00 1966062.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSA36 2052-03-01 2.000000 0.00 2643.00 1810.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 19755.00 15182.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DT5T3 2053-11-01 5.000000 0.00 1000.00 814.79 Agency Mortgage-Backed Securities Federal Home Loan 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0KJ0 2053-09-01 5.500000 0.00 1969.00 1491.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132V8KY1 2032-12-01 4.170000 0.00 1646209.00 1646027.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.830000 0.00 365395.00 265728.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 3398.00 2783.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.260000 0.00 4207.00 3589.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31335AYJ1 2046-09-01 3.500000 0.00 1174.00 176.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2009.00 958.55 Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJY72 2052-12-01 5.500000 0.00 1815000.00 1321371.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPAG4 2054-02-01 5.500000 0.00 2055000.00 1566444.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQF69 2052-03-01 2.000000 0.00 10000.00 6920.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 762.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7LH9 2055-10-01 5.500000 0.00 1024.00 934.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 543811.00 530520.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PS9 2056-03-01 5.500000 0.00 1000.00 972.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8W93 2056-04-01 6.000000 0.00 1260880.00 1326079.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 3086.00 2930.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 29911439.00 29986107.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 1000.00 577.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.500000 0.00 2163.00 805.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 1000.00 534.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.500000 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549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 19645728.00 12703473.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 447275.00 290509.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 2008.00 1335.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 83923.00 56215.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 613859.00 410114.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1000.00 668.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 7254.00 4938.99 Agency Mortgage-Backed 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36179YU44 2054-04-20 4.500000 0.00 299720.00 260630.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 1008.00 482.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 1024.00 395.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 1041.00 548.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FQSW5 2065-02-20 6.500000 0.00 1000.00 1031.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 5037376.00 1291360.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4.000000 0.00 2003.00 262.99 Agency Mortgage-Backed Securities Government National 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549300M8ZYFG0OCMTT87 3618GBN75 2065-04-20 7.000000 0.00 301084.00 125360.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GEPB8 2053-12-20 7.500000 0.00 78435.00 86252.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1000.00 705.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 524.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 948.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1863.00 1582.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 363538.00 335351.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 9002.00 6990.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7.000000 0.00 382911.00 91898.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1044.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 1000.00 889.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 1354.00 1411.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 2185.00 2345.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 3058.00 2747.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJY1 2055-03-20 7.500000 0.00 27995.00 26921.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 6325.00 6793.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSA1 2065-04-20 6.500000 0.00 347745.00 218410.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSB9 2065-03-20 7.000000 0.00 6992.00 4234.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSZX3 2065-04-20 7.000000 0.00 138266.00 11704.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7.000000 0.00 2006.00 938.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGSM0 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1043.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 4931.00 5162.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 4000.00 4181.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 3029.00 3166.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 76767.00 79705.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 1000.00 1056.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 14612.00 15403.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ79 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39841.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 10144.00 10625.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 6052.00 6340.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 14262.00 14971.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TH1 2056-03-20 6.500000 0.00 1000.00 1045.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 1012.00 1057.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 323153.00 309955.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 179451.00 172608.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 2024.00 1988.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 8168.00 7019.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1002.00 759.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 9383080.00 8063538.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 2024.00 1723.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1015.00 710.81 Agency Mortgage-Backed Securities Government National 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2055-09-20 5.500000 0.00 533752.00 471829.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 61118.00 46491.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 5174969.00 4815199.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1871112.00 1784119.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1200302.00 1120676.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 1779491.00 1717681.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 245167.00 242183.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 2848788.00 2676270.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1385932.00 1341783.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1048082.00 1017464.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FP7 2056-04-20 6.500000 0.00 1024.00 1055.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6LX3 2056-05-20 5.000000 0.00 1000.00 1002.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NHPR8 2065-02-20 6.500000 0.00 16229.00 7028.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBA3 2065-03-20 6.500000 0.00 1000.00 537.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBK1 2065-03-20 7.000000 0.00 2785064.00 552553.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKP91 2055-07-20 6.500000 0.00 174090.00 182936.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKXX9 2065-05-20 6.500000 0.00 2002.00 1330.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NRKY6 2065-04-20 7.000000 0.00 2011.00 803.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7.000000 0.00 1000.00 683.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 2005.00 2094.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8C69 2056-04-20 6.000000 0.00 3000.00 3092.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBH34 2056-05-20 6.000000 0.00 3632.00 3804.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBH42 2056-05-20 6.000000 0.00 3000.00 3086.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6.000000 0.00 191847.00 199743.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VG3L8 2056-05-20 6.000000 0.00 1000.00 1041.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 1000.00 1037.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 277449.00 296414.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6.000000 0.00 1007.00 1057.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN74 2056-06-20 6.000000 0.00 1002.00 1052.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.500000 0.00 2000.00 2141.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 1198.00 1227.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 3001.00 3155.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT5E4 2056-05-20 6.500000 0.00 3028.00 3266.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 1001.00 1050.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLP9 2040-10-20 4.500000 0.00 2625.00 105.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 3266.00 145.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AC3Z5 2039-09-15 5.000000 0.00 2003.00 71.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.500000 0.00 1068763.00 5506.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 48019.00 2897.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 2672.00 685.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2.000000 0.00 53654.00 29103.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 3048.00 186.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LSZ0 2033-12-15 6.500000 0.00 1006.00 20.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HKR6 2042-09-20 4.480000 0.00 12379.00 258.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.771390 0.00 6733856.00 5427526.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PLZ4 2055-07-20 4.971390 0.00 2016.00 1928.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.941390 0.00 18565.00 15097.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PYQ0 2055-07-20 4.771390 0.00 2007.00 1243.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.721390 0.00 2000.00 1859.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.621390 0.00 19880113.00 11182599.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.184090 0.00 4137.00 617.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381Y7T5 2046-02-20 4.161180 0.00 1001.00 161.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 70719913.00 35899840.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 4000.00 2235.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.733010 0.00 270192.00 141684.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UDH1 2051-04-20 1.750000 0.00 49904904.00 18965279.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 4024037.00 1760929.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DBW7 2051-11-20 1.750000 0.00 2000.00 1000.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 29016.00 15712.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.500000 0.00 2048.00 1191.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.500000 0.00 1200.00 717.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FVA8 2051-12-20 1.000000 0.00 1597.00 640.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 3695.00 2095.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.651390 0.00 4377.00 2020.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 4.751390 0.00 6200252.00 3319184.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.521390 0.00 1010.00 578.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 4.721390 0.00 33283344.00 22588987.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 4.721390 0.00 1000.00 678.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.521390 0.00 5116.00 3271.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.531390 0.00 5456348.00 3508375.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X4Z4 2053-05-20 4.621390 0.00 3298.00 1026.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.621390 0.00 56670429.00 25670560.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 4.521390 0.00 1558371.00 1078045.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.621390 0.00 16614349.00 10592972.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.771390 0.00 2025.00 1200.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 4.681390 0.00 31229097.00 10330077.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.621390 0.00 25458966.00 8322699.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.641390 0.00 6535122.00 4577052.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.621390 0.00 1027.00 490.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.731390 0.00 1088.00 386.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.521390 0.00 57016663.00 14153631.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.121390 0.00 414488.00 102035.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.921390 0.00 1035.00 267.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.021390 0.00 1030.00 252.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.084090 0.00 5447669.00 3993561.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.121390 0.00 1009.00 248.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.921390 0.00 2000.00 476.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNN6 2053-12-20 4.921390 0.00 1000.00 245.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GQ78 2054-01-20 4.681390 0.00 46677658.00 14610957.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.500000 0.00 19072023.00 18886763.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 27421505.00 20476283.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KLB5 2064-03-20 4.801390 0.00 74994944.00 30560841.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 12754441.00 12807809.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KTK7 2054-03-20 4.691390 0.00 17353926.00 11343459.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.801390 0.00 2171432.00 1231525.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 2004.00 2014.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NDQ5 2054-04-20 4.771390 0.00 38035858.00 14647747.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.921390 0.00 55196.00 23110.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.871390 0.00 55450.00 23188.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.871390 0.00 1000.00 567.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.721390 0.00 1000.00 658.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.721390 0.00 1679064.00 841815.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.731390 0.00 20000399.00 14298549.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.621390 0.00 1001.00 728.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.721390 0.00 2258.00 1179.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.221390 0.00 35453180.00 18327613.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.641390 0.00 93627083.00 68322268.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRT0 2054-10-20 4.571390 0.00 3400.00 2554.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BBM1 2054-12-20 4.821390 0.00 31465567.00 14846208.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.271390 0.00 1008.00 530.13 Agency Collateralized Mortgage Obligation Government 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2042-02-15 3.125000 0.00 552.00 439.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 19741590.00 21524441.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 40318862.00 29592757.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 46.00 35.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 92.00 76.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 46.00 38.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 184.00 140.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 46.00 30.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 46.00 29.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 15272.00 10720.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1774174.00 1215821.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 46.00 31.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 12474740.00 6995238.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 92.00 41.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 138.00 64.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1196.00 731.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 46.00 27.46 U.S. Treasuries (including 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Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 2948.00 3082.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 200075.00 211408.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1058.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 933.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1000.00 961.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 39032.00 27651.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1164.00 897.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1024.00 870.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 1000.00 668.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1024.00 905.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 12671.00 11790.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1000.00 933.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 1024.00 988.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1001.00 940.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1000.00 968.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FP7 2056-04-20 6.500000 0.00 2029.00 2092.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBA3 2065-03-20 6.500000 0.00 1112.00 597.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 2000.00 2074.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 1000.00 1068.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6.000000 0.00 1000.00 1050.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN74 2056-06-20 6.000000 0.00 245110.00 257563.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.500000 0.00 1000.00 1070.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQV8 2056-06-20 6.500000 0.00 1000.00 1068.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 1000.00 1051.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.500000 0.00 134296.00 691.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 1029.00 837.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.771390 0.00 599744.00 483397.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.941390 0.00 12899076.00 10490105.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.701390 0.00 55122715.00 47998458.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.621390 0.00 1965730.00 1105726.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UTG7 2055-09-20 4.771390 0.00 811326.00 709271.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.184090 0.00 2692001.00 401637.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382E6U6 2046-04-20 4.161180 0.00 1550000.00 372856.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 9564997.00 4855518.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QLF5 2051-04-20 4.870690 0.00 1010.00 420.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UDH1 2051-04-20 1.750000 0.00 23165093.00 8803392.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XTS4 2051-08-20 2.500000 0.00 11900000.00 6752219.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 223770.00 97922.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DS58 2051-11-20 1.000000 0.00 8520930.00 3556983.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FVA8 2051-12-20 1.000000 0.00 14843885.00 5954022.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 1071.00 607.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 4.751390 0.00 77187244.00 41320689.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.521390 0.00 1137.00 651.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.500000 0.00 1211.00 788.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.500000 0.00 7366339.00 4819860.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.521390 0.00 1006.00 643.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.531390 0.00 7855997.00 5051325.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 4.621390 0.00 2421101.00 786216.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.621390 0.00 273338.00 123816.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YGA4 2052-09-20 4.571390 0.00 4718159.00 3243024.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.621390 0.00 13236354.00 8439231.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.621390 0.00 120463001.00 37504134.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.571390 0.00 1464424.00 1240545.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.771390 0.00 59550855.00 35316250.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.641390 0.00 9393169.00 6578764.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.621390 0.00 1481463.00 707402.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.021390 0.00 1000.00 245.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.921390 0.00 1003.00 258.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.021390 0.00 3118450.00 763259.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.084090 0.00 3263616.00 2392482.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.121390 0.00 1461900.00 359879.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GL24 2054-01-20 4.721390 0.00 82225664.00 25694217.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.921390 0.00 743400.00 177125.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 4964131.00 3706833.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.821390 0.00 973293.00 305466.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JV92 2054-02-20 5.500000 0.00 55000000.00 47363569.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K5J6 2054-03-20 5.750000 0.00 32538714.00 27659649.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KNT4 2054-03-20 5.500000 0.00 7837568.00 7811675.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 22546551.00 22640893.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.801390 0.00 1399.00 793.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MEG8 2054-04-20 5.500000 0.00 50000000.00 50371966.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 33721586.00 33903120.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NDQ5 2054-04-20 4.771390 0.00 9964142.00 3837227.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKE4 2054-04-20 5.750000 0.00 47250372.00 47640124.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKM6 2054-04-20 5.750000 0.00 50000000.00 50239933.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.821390 0.00 7021371.00 2673146.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.921390 0.00 6562992.00 2747961.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.871390 0.00 197084402.00 82416476.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.721390 0.00 29237093.00 19240054.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.731390 0.00 58160.00 29123.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.721390 0.00 8593950.00 4308661.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.621390 0.00 12317911.00 8965868.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.721390 0.00 8219020.00 4294375.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.221390 0.00 88419.00 45708.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.641390 0.00 3850497.00 2809814.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385B5M8 2055-01-20 4.721390 0.00 35056070.00 19456750.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CE53 2055-02-20 4.871390 0.00 95400.00 39105.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.271390 0.00 46018066.00 24202098.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 2233465.00 1998066.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.941390 0.00 6076359.00 5085853.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.971390 0.00 5486881.00 2829996.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.921390 0.00 39257343.00 21530668.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.371390 0.00 74656130.00 44896764.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FBC4 2055-04-20 4.821390 0.00 15401700.00 12331985.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.671390 0.00 17845647.00 13552810.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.771390 0.00 4523722.00 3730746.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.421390 0.00 10578868.00 6652874.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.021390 0.00 1072.00 1012.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HNG8 2055-10-20 4.621390 0.00 2239900.00 2174591.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.621390 0.00 116082908.00 109310987.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.421390 0.00 552192.00 497090.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.621390 0.00 3476101.00 3324054.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 6436160.00 5535837.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NBZ6 2056-02-20 4.571390 0.00 1008.00 789.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.871390 0.00 162253482.00 134153210.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 27058300.00 25778917.44 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 4563400.00 4426726.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 102.14 64.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 11666.92 6042.65 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 1220000000.00 1220000000.00 0.0126 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.750000% BIVA4KCA0 549300H7EXFMRS487544 BIVA4KCA0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 35313338.00 35220804.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 218750000.00 217846681.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2047 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 115937500.00 115294921.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 14715000.00 7956446.00 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0375 370000837.50 370000837.50 0.0038 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.750000% BIVA4L3T7 K5HU16E3LMSVCCJJJ255 BIVA4L3T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 4.125 30-SEP-2027 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 188337500.00 192527323.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 15-OCT-2027 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 197250000.00 201562110.00 U.S. Treasuries (including strips) TREASURY NOTE 4 15-DEC-2027 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 196250000.00 200481884.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 28-FEB-2027 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 249375000.00 254473084.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 28-FEB-2027 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 489000.00 497749.00 U.S. Treasuries (including strips) TREASURY NOTE 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 98625000.00 100710940.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 31-MAY-2027 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 196750000.00 200967467.00 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0375 1126587500.00 1126587500.00 0.0116 N N Y N DNB Bank ASA DNB Bank ASA 3.650000% BIVA4QQG9 549300GKFG0RYRRQ1414 BIVA4QQG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 137926600.00 136756076.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1019600.00 968115.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 35801600.00 35063763.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 96896000.00 96064777.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 218156600.00 214654808.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 19376500.00 19241876.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 7452600.00 7250647.55 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 500000000.00 500000000.00 0.0052 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.650000% BIVA4QR52 254900BN8XS34XZDJ223 BIVA4QR52 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 53.33 53.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 24800.00 53194.39 U.S. Treasuries (including strips) U.S. 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200.00 198.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 385.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 21921900.00 21288582.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 75000.00 72872.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 5902000.00 6947548.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 4691700.00 4419048.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 45000.00 45562.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 100.00 99.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2000000.00 2045561.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 14139300.00 14473984.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 21596900.00 21376070.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 5585600.00 6062606.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 247367000.00 243218416.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1004.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 21599900.00 21635687.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 138399000.00 136222814.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 73350000.00 71890701.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 282713000.00 281850442.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 54705000.00 53188632.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 59900.00 59892.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 218130000.00 210766149.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 5918000.00 5649456.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 5614000.00 5507733.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 560900.00 554799.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 749900.00 750217.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 19240000.00 19153352.24 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2027-07-23 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0404 1193000000.00 1193000000.00 0.0123 N N Y N Fixed Income Clearing Corp. - Bank of New York Mellon (The) Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.640000% BIVA4W4L9 N/A BIVA4W4L9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 139500000.00 116573025.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 140306600.00 102119731.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 164000000.00 119408190.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 188500000.00 106737987.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 206020000.00 135187411.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 32824300.00 17331303.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 195750000.00 114575935.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 168240000.00 116448477.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 121060000.00 106794236.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 107345400.00 101806223.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 139500000.00 132525976.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 20992400.00 19780711.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 134509000.00 133475298.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 132105000.00 133124938.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 125000000.00 125110553.28 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1550000000.00 1550000000.00 0.0160 N Y Y N Fixed Income Clearing Corp. - State Street Bank Fixed Income Clearing Corp. - State Street Bank 3.640000% BIVA4W4P0 N/A BIVA4W4P0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing 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strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 78.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 72.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1300.00 868.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 400.00 274.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1000.00 710.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 70.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 1300.00 728.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1500.00 916.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 759500.00 494094.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 66.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 2161100.00 1429532.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 800.00 620.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 86.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 939000.00 895578.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 93.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 200.00 173.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 6915600.00 6388206.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1000.00 959.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1632000.00 1595273.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 24999900.00 24514570.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 92.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 100.00 96.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 30527100.00 29412030.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 49001300.00 46153653.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 96.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 428000.00 425724.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 3462600.00 3409362.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 184803600.00 189177993.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 100.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 1016500.00 1023919.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 14586100.00 14545188.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 5870000.00 5961507.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 11628300.00 11671339.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 100.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 8438200.00 8452180.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 200.00 199.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 760000.00 772984.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 200.00 198.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 97.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 12976900.00 12741269.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 4999900.00 5018342.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 10416100.00 10057018.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951148 0.00 1000.00 1000.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 33753200.00 33722701.49 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 400000000.00 400000000.00 0.0041 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.640000% BIVA4W512 N/A BIVA4W512 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 295000100.00 122747771.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 123000000.00 50408352.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0.00 0.00 191000000.00 66656326.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0.00 0.00 131866700.00 41724601.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0.00 0.00 684351600.00 164774756.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0.00 0.00 97574200.00 20672655.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0.00 0.00 254000000.00 53257704.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 673971000.00 461864573.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 950660000.00 496861720.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 770700000.00 547079764.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 73894400.00 60307105.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 102994700.00 79889582.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 559927000.00 428742217.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 499292000.00 432823727.67 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221960691.38 52249324.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834G93 2053-05-15 0.00 0.00 157720000.00 36730937.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 74721000.00 17175294.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 33000000.00 15342426.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 36000000.00 16195500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 80000000.00 34833600.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 85000000.00 35247715.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 60000000.00 23707200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 95777844.03 31296176.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 80000000.00 21200160.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 63260000.00 16523195.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0.00 0.00 77872000.00 20069950.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 48825000.00 12411070.88 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5500000000.00 5500000000.00 0.0568 N Y Y N Fixed Income Clearing Corp. - ING Financial Markets, LLC Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.640000% BIVA4W5M6 N/A BIVA4W5M6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 200000000.00 196365200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 24999900.00 24645401.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1000.00 676.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 24999900.00 17758776.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 70.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 50000000.00 39873963.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 76.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 96937000.00 96127596.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 543344000.00 543226275.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 1000.00 997.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 1000.00 965.53 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 900000000.00 900000000.00 0.0093 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.650000% BIVA4W5Y0 N/A BIVA4W5Y0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 123500.00 123463.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 7484100.00 7460809.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 100.00 99.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 8248700.00 8240443.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 159600.00 159328.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 63570400.00 63417703.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 100.00 99.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 9889900.00 9844792.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 1454000.00 1442077.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 426300.00 424753.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 267200.00 266040.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 3998300.00 3941604.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 300.00 296.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 45100.00 45523.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 100.00 88.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 189.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 200.00 195.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 2185300.00 2022828.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 200.00 158.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 400.00 308.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 699800.00 546287.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1100.00 814.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 83.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 83.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 670000.00 554849.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 124981300.00 98418002.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 1847400.00 1408984.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 11507800.00 8481837.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 6289800.00 4275970.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 73.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 20158900.00 14531920.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4109800.00 2987052.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 4980100.00 3328086.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 2144900.00 1414531.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 7719900.00 4871138.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 71.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 60739600.00 43813643.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 4930700.00 3502542.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 300.00 225.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 3047100.00 2074278.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5252000.00 2945070.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 300.00 135.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 261400.00 122516.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 100.00 61.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 62.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 53.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 10453100.00 7059261.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 59.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 15179800.00 10700709.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 101064800.00 55287020.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 10000000.00 5226492.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 540000.00 313019.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 17041700.00 11683839.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 14503700.00 11836839.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 12540000.00 10295334.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 2524000.00 2208509.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 255200.00 197950.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 13250000.00 10145669.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 7999900.00 6847410.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 1540000.00 1307065.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 10000000.00 9224041.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 8396100.00 7805416.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 15337400.00 13295607.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 5043700.00 4600577.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 284000.00 265895.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 140500.00 121833.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 12911800.00 11431730.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 11787200.00 10531612.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100.00 93.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1544600.00 1426806.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1489100.00 1455589.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 5307900.00 5007269.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 13012400.00 11877996.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 170800.00 161265.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 5667900.00 5330646.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 550800.00 537364.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 14200800.00 14069296.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 276100.00 273360.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 2624400.00 2548581.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 900.00 837.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 12999700.00 12012173.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 5849700.00 5778251.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 800.00 730.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 2992400.00 2897314.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 523500.00 452198.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 8173900.00 7814302.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 7312600.00 6965317.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 861800.00 760418.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 94.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 21034400.00 19718593.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 86.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 3278000.00 2810550.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 6760000.00 5952667.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 200.00 199.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 50500.00 50415.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 50079600.00 46220747.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 31319700.00 30462410.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 3754500.00 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Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BXCX2 2055-12-01 6.000000 0.00 1000.00 921.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E6DM1 2045-08-01 3.000000 0.00 1000.00 123.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FTJV4 2047-02-01 3.500000 0.00 1024.00 244.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXE24 2046-09-01 3.500000 0.00 1024.00 202.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGM8 2047-02-01 3.000000 0.00 1000.00 222.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXNT5 2059-08-01 4.000000 0.00 1000.00 336.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXZN5 2052-04-01 3.500000 0.00 1008.00 643.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H8WS0 2048-05-01 4.000000 0.00 1000.00 275.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H8ZB4 2048-08-01 4.000000 0.00 1024.00 199.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBEZ7 2033-01-01 2.500000 0.00 1000.00 108.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HJPV7 2048-06-01 4.500000 0.00 1000.00 146.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JADL9 2049-02-01 5.000000 0.00 1000.00 270.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCSD7 2047-06-01 4.500000 0.00 1000.00 835.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JKJ72 2048-11-01 4.500000 0.00 1000.00 234.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KEB98 2050-04-01 3.000000 0.00 1000.00 363.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M2BE1 2036-10-01 2.000000 0.00 1000.00 501.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5SA4 2053-07-01 5.000000 0.00 1002.00 846.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6W66 2054-11-01 5.000000 0.00 1040.00 919.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MEUN4 2055-04-01 5.500000 0.00 3258988.00 3081532.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MKRE4 2055-07-01 5.500000 0.00 1000.00 1000.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MUCQ1 2056-05-01 5.000000 0.00 1000.00 984.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MUFM7 2041-04-01 3.500000 0.00 1000.00 941.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MYAJ1 2052-08-01 5.000000 0.00 1024.00 645.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4QW0 2052-11-01 4.000000 0.00 1000.00 852.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NS5L4 2053-10-01 6.500000 0.00 1000.00 1018.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8KT1 2048-02-01 4.000000 0.00 1000.00 115.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QG7G6 2051-02-01 4.000000 0.00 1006.00 330.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QGLX3 2051-01-01 2.000000 0.00 1000.00 502.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMK37 2041-11-01 2.500000 0.00 1000.00 587.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPJV0 2047-06-01 3.500000 0.00 1000.00 678.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPPM3 2052-07-01 4.500000 0.00 1008.00 671.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPRM1 2052-07-01 4.000000 0.00 2048.00 1449.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPRV1 2052-07-01 4.500000 0.00 1000.00 695.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QR2K8 2053-05-01 5.000000 0.00 1000.00 775.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSQN4 2053-07-01 6.000000 0.00 1024.00 742.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSU58 2053-08-01 5.000000 0.00 1008.00 811.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTZQ5 2054-02-01 4.500000 0.00 1008.00 749.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUB39 2054-03-01 6.000000 0.00 1000.00 759.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5.000000 0.00 1000.00 867.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 1024.00 906.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV2M5 2054-12-01 5.000000 0.00 1000.00 915.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV4U5 2055-01-01 6.500000 0.00 1025.00 583.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV5B6 2054-12-01 6.500000 0.00 1000.00 873.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVK86 2054-10-01 5.500000 0.00 1008.00 842.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRH9 2054-11-01 5.500000 0.00 1024.00 852.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9LK2 2056-03-01 5.500000 0.00 1008.00 918.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UG4F6 2056-07-01 5.000000 0.00 1000.00 981.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UKUW1 2056-07-01 5.000000 0.00 1000.00 973.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTZV9 2056-07-01 5.500000 0.00 1000.00 1007.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UUGE5 2056-08-01 5.500000 0.00 1000.00 1003.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0BA2 2054-12-01 5.000000 0.00 1000.00 897.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1HD8 2052-04-01 3.500000 0.00 1000.00 804.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1J95 2049-11-01 5.000000 0.00 1000.00 849.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1R54 2054-12-01 5.000000 0.00 1000.00 907.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6EJ7 2055-10-01 5.500000 0.00 1000.00 968.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6NP3 2056-05-01 5.000000 0.00 1024.00 978.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6TF9 2056-06-01 5.000000 0.00 1024.00 996.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7.000000 0.00 1020.00 1077.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4VG8 2049-09-01 3.000000 0.00 1000.00 391.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFPU9 2051-11-01 2.500000 0.00 2830.00 1541.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGX95 2052-05-01 3.500000 0.00 1000.00 659.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJYX5 2052-09-01 4.500000 0.00 1000.00 736.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLHS0 2053-04-01 6.500000 0.00 1000.00 422.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMPU4 2053-09-01 6.000000 0.00 1024.00 592.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XSDC4 2054-12-01 6.000000 0.00 1000.00 739.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y64Z0 2055-08-01 6.000000 0.00 1713965.00 1536060.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7H92 2055-10-01 5.000000 0.00 1000.00 962.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y86Y7 2056-05-01 6.000000 0.00 1000.00 1019.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5.000000 0.00 1000.00 966.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8N28 2056-03-01 5.000000 0.00 2048.00 1963.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9BH6 2056-05-01 5.000000 0.00 1024.00 990.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9ET7 2056-06-01 5.500000 0.00 1024.00 1026.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9F82 2056-06-01 5.500000 0.00 1024.00 991.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9GY4 2056-06-01 5.000000 0.00 1024.00 998.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9LT9 2056-07-01 5.000000 0.00 1280.00 1251.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9PK4 2056-05-01 7.000000 0.00 407999.00 431038.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BHA7 2029-07-01 4.000000 0.00 1938072.00 54074.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C3A0 2038-10-01 4.000000 0.00 1117.00 104.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.500000 0.00 1000.00 116.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3.000000 0.00 1000.00 155.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLV2 2050-02-01 3.500000 0.00 1000.00 125.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.500000 0.00 1280.00 895.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHU7 2032-08-01 3.500000 0.00 1000.00 358.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 41808064.00 28993163.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.500000 0.00 1024.00 701.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ET75 2053-07-01 6.000000 0.00 1024.00 596.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 2048.00 1384.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 1024.00 869.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FCQ8 2039-09-01 6.500000 0.00 1000.00 365.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FKM8 2055-05-01 5.000000 0.00 1000.00 879.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 1000.00 928.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVV6 2056-04-01 4.000000 0.00 1024.00 930.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWC7 2046-04-01 5.000000 0.00 1000.00 960.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWN3 2056-05-01 4.500000 0.00 1024.00 961.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 1024.00 982.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-06-01 4.500000 0.00 1024.00 964.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXN2 2041-06-01 3.500000 0.00 1008.00 946.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FYZ4 2041-07-01 5.500000 0.00 1000.00 1006.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418NBB5 2040-04-01 5.500000 0.00 1024.00 51.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425VVE0 2054-12-01 5.500000 0.00 1024.00 818.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425VX40 2054-12-01 4.500000 0.00 1000.00 913.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425W5P2 2054-12-01 6.000000 0.00 1001.00 666.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425WEP2 2055-01-01 5.500000 0.00 1008.00 842.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425WMB4 2055-01-01 6.500000 0.00 1000.00 694.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YFN2 2055-01-01 5.000000 0.00 2000.00 1915.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426B3V6 2055-02-01 6.500000 0.00 1000.00 610.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426BQ41 2055-02-01 5.000000 0.00 1016.00 866.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426C5E0 2055-02-01 5.500000 0.00 1000.00 883.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426FQZ3 2055-02-01 5.000000 0.00 1000.00 949.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426KUJ3 2055-04-01 5.500000 0.00 1000.00 735.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426KZW9 2055-03-01 6.500000 0.00 1000.00 705.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QJP9 2055-06-01 5.000000 0.00 1000.00 959.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QYK3 2055-06-01 5.000000 0.00 1098546.00 1059317.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426SHJ1 2055-06-01 5.000000 0.00 2008.00 1918.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426TWF0 2055-07-01 6.500000 0.00 1000.00 817.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426UEE0 2055-08-01 5.500000 0.00 1000.00 959.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.500000 0.00 1040.00 917.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426UNT7 2055-08-01 6.500000 0.00 1000.00 1041.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426XG69 2055-08-01 6.500000 0.00 1002.00 1002.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426YDX1 2055-09-01 6.500000 0.00 1000.00 1039.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427CH22 2055-10-01 5.500000 0.00 1000.00 990.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427CPE7 2055-10-01 5.000000 0.00 1008.00 953.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427G6N9 2055-11-01 5.500000 0.00 1008.00 997.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427GGF5 2055-07-01 4.500000 0.00 1000.00 937.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HBR2 2055-11-01 5.500000 0.00 1000.00 905.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HDC3 2055-10-01 7.000000 0.00 1000.00 1005.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HR38 2055-11-01 5.000000 0.00 1024.00 979.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HVJ8 2055-11-01 5.000000 0.00 1008.00 938.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427KJJ5 2055-11-01 6.000000 0.00 1008.00 941.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427KPD1 2055-11-01 5.500000 0.00 1000.00 949.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MHP9 2055-01-01 5.500000 0.00 5680300.00 4928696.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MKJ9 2055-01-01 5.000000 0.00 1000.00 848.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MNH0 2054-11-01 5.500000 0.00 1000.00 891.55 Agency Mortgage-Backed Securities Federal Home Loan 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Treasury 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0.00 0.00 53919000.00 13803533.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 55800.00 118936.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 4999900.00 10109765.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 2945700.00 4624773.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 94.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 200.00 292.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 39856300.00 33204878.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 56549800.00 47288552.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 8450700.00 6445223.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 200.00 144.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1499700.00 1065317.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 400.00 356.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 1471700.00 1001843.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 300.00 206.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 67.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 21304100.00 11654307.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1191500.00 972413.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 94.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 39647700.00 38680571.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 3737000.00 4641136.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 1255600.00 1714009.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 39987900.00 37216484.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 543900.00 526617.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 3648200.00 3694667.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 600.00 584.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4601800.00 4640621.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 39999900.00 40016817.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 400.00 394.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 12092400.00 12080879.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 100.00 98.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 2125400.00 2116145.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 414700.00 408073.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 20886700.00 20792409.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834J66 2053-11-15 0.00 0.00 4999759.47 1133745.46 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1250000000.00 1250000000.00 0.0129 N Y Y N Mizuho Securities (USA) LLC Mizuho Securities (USA) LLC 3.660000% BIVA4W7Y8 7TK5RJIZDFROZCA6XF66 BIVA4W7Y8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133QA6N0 2029-08-25 4.650000 0.00 8529411.76 8465006.18 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422BG38 2040-06-29 2.125000 0.00 1705.88 1179.51 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422BJ76 2040-07-23 2.150000 0.00 8529.41 5873.56 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422XWD0 2042-03-28 4.000000 0.00 5117.65 4411.92 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31422XXY3 2032-04-27 4.120000 0.00 1705.88 1664.77 Agency Debentures and Agency Strips Federal Agricultural Mortgage Corp 549300MS654K78GYF580 31428JPF8 2028-07-14 4.200000 0.00 2757217.65 2753675.54 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 170434.71 171427.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 851286.47 849976.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 32959438.24 28690490.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 85328.24 81766.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 84611.76 72909.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 170434.71 169930.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 20932507.06 19614843.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 6325582.35 6195218.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1109028.24 1106647.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 5117578.82 4993508.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 34.12 33.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 238.82 240.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 6078604.71 6072672.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 52131.76 51996.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 21648482.94 21217786.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 2983520.00 2902671.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 42044831.18 42316048.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 2161881.76 2160026.87 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 145000000.00 145000000.00 0.0015 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.660000% BIVA4WBV9 X574KRZ6V5A7UBU45C31 BIVA4WBV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 48875000.00 49865000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 48875000.00 49865000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 48375000.00 50141146.41 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47000000.00 47919500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47000000.00 47919500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26375000.00 26903000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26375000.00 26903000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26375000.00 26903000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 14220000.00 14478480.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14000000.00 14248500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14000000.00 14248500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14000000.00 14248500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 13687500.00 13925500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 13687500.00 13925500.00 U.S. Treasuries (including strips) TREASURY BOND 2.75 15-NOV-2042 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 16703750.00 17033663.75 U.S. Treasuries (including strips) TREASURY BOND 3.375 15-MAY-2044 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 17911250.00 18274921.88 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 34750000.00 35433781.25 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 10425000.00 10630134.38 U.S. Treasuries (including strips) TREASURY BOND 2.375 15-MAY-2051 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 29562500.00 30146971.47 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 27125000.00 27630563.54 U.S. Treasuries (including strips) TREASURY BOND 2.0 15-AUG-2051 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 7595000.00 7736557.79 U.S. Treasuries (including strips) TREASURY BOND 4.75 15-MAY-2055 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 46062500.00 46981442.93 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49562500.00 50575865.49 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49562500.00 50575865.49 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 21807500.00 22253380.82 U.S. Treasuries (including strips) TREASURY NOTE 4.25 15-AUG-2035 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 48625000.00 49560447.51 U.S. Treasuries (including strips) TREASURY NOTE 3.625 31-AUG-2030 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 42625000.00 43470298.59 U.S. Treasuries (including strips) TREASURY NOTE 3.5 31-OCT-2027 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 49062500.00 50017500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2038 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 13380000.00 13627920.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2037 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 28250000.00 28768500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2038 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 27375000.00 27926000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12062500.00 12255000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12062500.00 12255000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12062500.00 12255000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12062500.00 12255000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 6640625.00 6768500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 12906250.00 13142500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2040 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 24625000.00 25093000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2041 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 23062500.00 23493000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2041 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 17600000.00 17908400.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 20327500.00 20710080.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 21625000.00 22032000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2042 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 20937500.00 21310000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 13750000.00 13974000.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1132954375.00 1132954375.00 0.0117 N Y Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.760000% BIVA4WDV7 UVCP0ONBRH8AI9HEYC97 BIVA4WDV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 3.0 15-NOV-2044 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 162796190.48 170936000.00 U.S. Treasuries (including strips) TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 261295238.10 274360000.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 209323428.57 219789600.00 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0376 633414857.20 633414857.20 0.0065 N N Y N Bank of Montreal Bank of Montreal 3.650000% BIVA4WF94 NQQ6HPCNCCU6TUTQYE16 BIVA4WF94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 900000.00 898332.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 890450.00 763470.08 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 24275000.00 24512648.29 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 400.00 405.09 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 36997300.00 36986162.61 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 32784500.00 32321745.15 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 34500000.00 32934478.50 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 50050000.00 49460008.83 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 634800.00 622784.01 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0365 175000000.00 175000000.00 0.0018 N N Y N Bank of Montreal Bank of Montreal 3.680000% BIVA4WFM5 NQQ6HPCNCCU6TUTQYE16 BIVA4WFM5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D9ZC1 2042-03-01 1.500000 0.00 17082764.96 12833375.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWC50 2052-02-01 1.500000 0.00 25064013.69 15169453.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KM4U6 2051-11-01 2.000000 0.00 22309841.04 13554125.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KP7K8 2052-10-01 5.500000 0.00 17810000.00 13511995.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WFYV3 2054-07-01 5.500000 0.00 17764820.83 13943269.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 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14658660.93 15135679.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TZ90 2056-07-01 5.000000 0.00 15167941.30 14816373.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GA8 2053-04-25 3.500000 0.00 29462151.40 4661217.62 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GE0 2053-07-25 4.000000 0.00 51217967.18 9382434.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.500000 0.00 17125000.00 15108352.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWES4 2055-12-01 6.000000 0.00 16632278.13 16284535.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWWA3 2056-03-01 6.000000 0.00 15795391.71 15826014.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX2M8 2056-07-01 6.500000 0.00 12581118.95 13093505.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6ER0 2056-07-01 4.000000 0.00 15547577.21 14333052.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JCCU2 2041-05-01 4.000000 0.00 16262216.47 15346666.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JCDD9 2041-07-01 4.000000 0.00 17043535.01 16361515.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWH74 2056-03-01 4.500000 0.00 15493818.41 14517695.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWTV8 2056-03-01 5.000000 0.00 14699767.78 14139963.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142KB7F1 2056-07-01 5.500000 0.00 15648566.07 15725593.52 Agency Mortgage-Backed Securities Y 2026-08-07 2026-08-07 2026-08-19 Y BANK 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3137HF4U6 2054-08-25 4.586080 0.00 250000.00 126074.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HFAE5 2054-08-25 4.766080 0.00 183000.00 109752.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HFRD9 2054-09-25 4.500000 0.00 1000000.00 969173.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHNW7 2054-12-25 0.125000 0.00 50000000.00 26259428.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHUF6 2033-12-25 4.674000 0.00 1900000.00 1889334.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHUM1 2053-11-25 2.997554 0.00 10000000.00 8223196.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HJ4P9 2055-01-25 5.066080 0.00 1500000.00 996157.01 Agency Debentures and Agency Strips Federal Home Loan 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Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HMDP2 2055-08-25 4.816080 0.00 3150000.00 2992362.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HMGJ3 2055-08-25 4.766080 0.00 1050000.00 841880.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HMGL8 2055-08-25 4.816080 0.00 14300000.00 12645120.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HMXP0 2055-09-25 4.716080 0.00 100000000.00 73120297.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPER0 2032-04-25 2.967634 0.00 10000000.00 9001291.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPTM5 2032-06-15 4.250000 0.00 400000.00 366733.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HR6G9 2056-04-25 5.196080 0.00 390000.00 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549300M8ZYFG0OCMTT87 38375UEJ5 2064-01-20 4.335710 0.00 200000.00 3664.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UEN6 2064-02-20 4.385710 0.00 1380000.00 111561.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUV0 2065-02-20 4.215710 0.00 280000.00 18714.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUZ1 2065-03-20 4.365710 0.00 100000.00 5168.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWT3 2066-04-20 4.585710 0.00 3000000.00 281520.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UXM7 2066-05-20 4.535710 0.00 4000000.00 406883.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376ETM7 2059-11-20 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Association 549300M8ZYFG0OCMTT87 38382AL94 2069-11-20 4.794190 0.00 933000.00 358838.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382ELY1 2050-04-20 4.000000 0.00 460000.00 205811.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GEM0 2050-06-20 4.134090 0.00 10714285.00 4031788.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HKV1 2050-08-20 3.921390 0.00 6332062.00 3307021.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YJ20 2072-12-20 4.641390 0.00 700000.00 694762.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKG7 2071-12-20 4.441390 0.00 2214000.00 1560520.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKM4 2072-01-20 3.971390 0.00 8000000.00 7824207.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YS46 2073-01-20 4.471390 0.00 1267000.00 1230215.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BMN9 2052-05-20 4.750000 0.00 1150000.00 954756.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BTF9 2055-09-20 4.621390 0.00 25000000.00 18173737.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FG98 2052-01-20 3.500000 0.00 1000000.00 611659.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KAC6 2073-05-20 4.671390 0.00 30928826.00 23265937.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383R7N1 2052-01-20 2.500000 0.00 100000.00 83768.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383U2A7 2044-07-20 3.000000 0.00 90000.00 42454.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XCT9 2053-03-20 4.521390 0.00 18224996.00 7550050.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384A2N2 2053-04-20 5.000000 0.00 2300000.00 2215225.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CCB3 2053-07-20 4.621390 0.00 7650000.00 4431528.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CES4 2064-03-16 4.000000 0.00 1110000.00 934885.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DWS2 2053-10-20 6.000000 0.00 8771562.00 5424759.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EK20 2053-06-20 5.000000 0.00 2300000.00 2218064.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GTN0 2065-09-16 4.250000 0.00 1120000.00 932145.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HQK7 2053-12-20 5.500000 0.00 1900000.00 1915358.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384L6Q7 2076-03-20 4.271390 0.00 5000000.00 5038464.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LPP8 2075-06-20 4.521390 0.00 1025000.00 977130.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.771390 0.00 20000000.00 10806689.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MM61 2054-04-20 4.721390 0.00 31675000.00 21856306.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MMN4 2054-04-20 4.721390 0.00 5000000.00 2258161.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MWF0 2054-04-20 4.821390 0.00 18935435.00 15912361.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NM36 2054-05-20 4.871390 0.00 24500000.00 19181429.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NV69 2054-05-20 4.721390 0.00 470000.00 294449.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384REQ5 2068-02-16 4.500000 0.00 9414625.00 8195534.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TAD4 2065-02-16 4.500000 0.00 177291.00 144465.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TMW9 2060-01-16 4.250000 0.00 1000000.00 906222.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ21 2050-09-16 4.500000 0.00 2079999.00 2052759.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ39 2050-09-16 4.750000 0.00 3120000.00 3099243.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ70 2067-09-16 4.500000 0.00 6360656.00 5662058.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ88 2067-09-16 4.750000 0.00 8258824.00 7606966.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ96 2042-12-16 4.650000 0.00 9300000.00 9059026.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TWM0 2039-08-16 4.500000 0.00 15504269.00 14963383.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WM28 2054-09-20 4.801390 0.00 4660000.00 3236999.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XZG1 2054-11-20 4.871390 0.00 5000000.00 1976157.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YDU2 2054-10-20 4.691390 0.00 10000000.00 6779546.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BBE9 2064-12-20 4.971390 0.00 20000000.00 9549357.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BEW6 2054-12-20 4.621390 0.00 35000000.00 30181573.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GGL7 2055-05-20 5.250000 0.00 207532.00 192555.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HVJ3 2055-10-20 4.750000 0.00 1100800.00 980511.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HZK6 2055-10-20 4.721390 0.00 15000000.00 13834625.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JB77 2052-10-20 4.750000 0.00 503665.00 479889.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JP80 2055-11-20 5.000000 0.00 25843224.00 24041580.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXT5 2055-11-20 4.500000 0.00 612891.00 516148.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXU2 2055-06-20 4.500000 0.00 106818.00 95496.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KRE2 2055-12-20 5.000000 0.00 42859556.00 39787711.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KUH1 2055-12-20 4.750000 0.00 5450000.00 5177878.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LNA2 2056-01-20 4.621390 0.00 7750000.00 7585253.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ50 2056-01-20 4.500000 0.00 1667806.00 1459201.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385M2Z8 2055-02-20 4.500000 0.00 33339942.00 31100318.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385M4K9 2056-02-20 4.000000 0.00 1410000.00 1310493.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MA55 2056-02-20 4.500000 0.00 54518.00 43280.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.421390 0.00 25000000.00 24556988.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MV37 2056-02-20 4.500000 0.00 2338859.00 2075961.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385N2P8 2056-03-20 4.750000 0.00 22174722.00 19661889.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385N3E2 2056-03-20 4.750000 0.00 4388432.00 3969320.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385ND92 2056-03-20 4.571390 0.00 15000000.00 14718552.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF90 2054-02-20 4.500000 0.00 505142.00 457157.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NG24 2053-08-20 4.500000 0.00 5236958.00 5047653.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QEK9 2076-04-20 4.271390 0.00 5000000.00 4905449.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QJV0 2076-06-20 4.335760 0.00 15019548.00 15044778.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RGL3 2056-04-20 5.371390 0.00 15000000.00 14541948.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RHC2 2056-04-20 5.000000 0.00 3243360.00 2943558.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RMH5 2056-04-20 5.000000 0.00 23560763.00 21808635.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SMX8 2056-05-20 5.500000 0.00 50197.00 50037.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNS8 2056-05-20 5.000000 0.00 5051002.00 4628196.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNX7 2056-05-20 4.750000 0.00 16198777.00 15673414.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNZ2 2056-05-20 4.521390 0.00 20872758.00 20677291.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TGV7 2056-06-20 5.500000 0.00 25000000.00 23923693.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385THC8 2039-02-20 5.000000 0.00 31602753.00 31348057.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TKZ3 2056-06-20 5.000000 0.00 26799305.00 24966384.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TNE7 2056-06-20 5.000000 0.00 5948449.00 5456421.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WBX1 2066-07-20 4.731790 0.00 1500000.00 1499215.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WDT8 2056-07-20 5.000000 0.00 448679.00 410234.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WGM0 2044-01-20 5.000000 0.00 12461000.00 12353831.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WKN3 2051-10-20 4.500000 0.00 290245.00 284559.68 Agency Collateralized Mortgage Obligation Y 2026-08-07 2026-08-07 2026-09-04 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0369 1340000000.00 1340000000.00 0.0138 N N Y N Bank of Montreal Bank of Montreal 3.690000% BIVA4WRM2 NQQ6HPCNCCU6TUTQYE16 BIVA4WRM2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BF4Q3 2033-04-25 1.516810 0.00 28700000.00 7139218.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BM2D9 2054-07-25 2.000000 0.00 4700000.00 2766827.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMH27 2054-07-25 2.000000 0.00 6000000.00 3518860.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMV96 2054-07-25 2.000000 0.00 10000000.00 7036076.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.081891 0.00 23900000.00 11891389.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNSZ0 2052-07-25 2.000000 0.00 6909753.00 4967847.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNWQ5 2047-03-25 4.000000 0.00 6229000.00 3913544.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP5H0 2054-07-25 4.500000 0.00 37587207.00 24938117.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYQQ8 2033-01-25 3.950000 0.00 50000000.00 48580774.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5T91 2032-11-25 4.500000 0.00 145000000.00 143490840.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F7XL4 2035-12-25 1.250000 0.00 25000000.00 5813465.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBD44 2033-05-15 4.750000 0.00 40000000.00 39266476.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6GW9 2052-03-25 3.000000 0.00 3000000.00 1736131.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6H73 2049-11-25 3.000000 0.00 1000000.00 568492.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N23 2055-01-25 2.000000 0.00 4550000.00 2706109.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N64 2052-08-25 3.250000 0.00 428343.00 296602.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8PR6 2052-08-25 3.250000 0.00 428343.00 296602.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HA6E1 2055-01-25 4.500000 0.00 29525208.00 19914399.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNZF8 2031-06-15 4.250000 0.00 25000000.00 22638732.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HP2L6 2032-11-15 4.250000 0.00 10000000.00 8971101.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPLY7 2031-07-15 4.350000 0.00 50273027.00 44838990.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPM75 2031-01-15 4.250000 0.00 40000000.00 35223719.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3B4 2067-11-20 4.527140 0.00 5755000.00 1166797.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UTT7 2065-01-20 4.375710 0.00 44120743.00 3337341.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUU2 2065-02-20 4.375710 0.00 38781504.00 3111007.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UVQ0 2065-03-20 4.335710 0.00 48768225.00 4435192.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RB70 2066-10-20 4.485710 0.00 17000000.00 1626535.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RJX5 2065-10-20 4.395710 0.00 54650450.00 4747655.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP42 2066-12-20 4.635710 0.00 20000000.00 3265280.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP91 2066-12-20 4.550800 0.00 6081000.00 662764.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RPB6 2066-01-20 4.635710 0.00 78286528.00 9208812.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RQR0 2066-01-20 4.645710 0.00 50000000.00 2304600.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRD0 2066-03-20 4.485710 0.00 54582057.00 4006428.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRF5 2066-03-20 4.685710 0.00 50000000.00 4833133.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRW8 2066-02-20 4.735710 0.00 21547250.00 2404241.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRZ1 2066-02-20 4.685710 0.00 41840560.00 6221339.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSJ6 2066-02-20 4.655710 0.00 36936000.00 2925049.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUB0 2065-08-20 4.635710 0.00 30000000.00 2138487.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUY0 2066-06-20 4.796610 0.00 25000825.00 1966618.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RWF9 2066-06-20 4.920850 0.00 50050044.00 5886660.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXY7 2066-08-20 4.485710 0.00 60000000.00 6605907.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXZ4 2066-06-20 4.920850 0.00 42005539.00 4502796.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DDU5 2029-07-20 1.750000 0.00 52249609.00 680826.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DJT2 2029-07-16 1.750000 0.00 100000000.00 1429192.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HQ73 2030-01-20 1.750000 0.00 60000000.00 1447514.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HT88 2030-01-20 1.750000 0.00 100000000.00 2772166.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JJE2 2030-02-20 1.750000 0.00 90000000.00 2761673.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LB93 2069-09-20 5.126550 0.00 26474089.00 5245356.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCX9 2068-05-20 4.035710 0.00 54617901.00 3205337.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LE25 2069-09-20 5.126550 0.00 28261463.00 5521318.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LFQ1 2068-07-20 4.620850 0.00 51641362.00 8710005.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJU8 2068-09-20 4.916550 0.00 34975045.00 5562609.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LL76 2069-11-20 4.674190 0.00 27618610.00 5584111.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LLH4 2068-10-20 4.731650 0.00 4132000.00 910265.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMV2 2065-08-20 4.085710 0.00 8000000.00 251291.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQG1 2069-01-20 4.285710 0.00 35552172.00 7133089.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQZ9 2069-02-20 4.185710 0.00 23673332.00 4247523.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LU27 2070-01-20 4.610800 0.00 20000000.00 4376751.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LWT6 2069-07-20 4.890850 0.00 29718670.00 6516332.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QBN1 2070-04-20 4.985710 0.00 21201373.00 4232444.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QKK7 2070-09-20 4.735710 0.00 17803779.00 10528625.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D4W7 2061-10-16 3.973730 0.00 5000000.00 4070459.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LVM1 2065-11-16 4.500000 0.00 10000000.00 9305987.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AK53 2069-11-20 4.235710 0.00 30983389.00 3904543.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UXP1 2051-06-20 3.500000 0.00 3143828.00 1458103.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UXT3 2051-06-20 3.500000 0.00 15612448.00 9538409.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YA45 2072-09-20 4.661390 0.00 20000000.00 8682988.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKX0 2072-01-20 4.121390 0.00 14315000.00 4510343.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YRP0 2072-04-20 4.321390 0.00 26045000.00 8208235.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383HTQ2 2043-09-20 3.000000 0.00 21394000.00 9992719.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KAQ5 2073-05-20 4.321390 0.00 5000000.00 1031966.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LNZ9 2034-12-20 4.000000 0.00 25000000.00 9143449.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383P8D6 2052-04-20 1.500000 0.00 6378000.00 4203440.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383T7Z0 2049-10-20 3.750000 0.00 13127946.00 6178040.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TRN5 2052-06-20 2.000000 0.00 12000000.00 8509159.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UT26 2046-02-20 3.000000 0.00 20000000.00 9266147.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LH68 2056-01-20 4.750000 0.00 2113633.00 1866909.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MP67 2056-02-20 4.500000 0.00 5001000.00 4249629.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF74 2056-03-20 4.500000 0.00 2853834.00 2458284.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SME0 2056-05-20 4.750000 0.00 3801223.00 3272854.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TMG3 2056-06-20 5.500000 0.00 534600.00 535919.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WJD7 2056-07-20 5.000000 0.00 7110815.00 6625001.74 Agency Collateralized Mortgage Obligation Y 2026-08-07 2026-08-07 2026-09-04 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0369 700000000.00 700000000.00 0.0072 N N Y N SHORT TERM INVESTMENTS TRUST 2026-08-07 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer