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BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0386 4417010.01 4417010.01 0.0046 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0386 568992.57 568992.57 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0389 2637098.16 2637098.16 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0389 1077535.25 1077535.25 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CV9 2549001DPIFGXC1TOL40 US313384CV95 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0389 1077416.38 1077416.38 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384DD8 2549001DPIFGXC1TOL40 US313384DD88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-17 2027-03-17 2027-03-17 N N N 0.0389 2055070.50 2055070.50 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0360 498748.96 498748.96 0.0005 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 2592193.50 2592193.50 0.0027 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0370 1093216.66 1093216.66 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0376 1071776.55 1071776.55 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0372 3501121.54 3501121.54 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ER4C2 254900C5LP6DN9OP9V83 US3133ER4C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-18 2027-02-18 N N N 0.0372 2200076.60 2200076.60 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ER4W8 254900C5LP6DN9OP9V83 US3133ER4W89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-25 2027-01-25 N N N 0.0370 4800279.07 4800279.07 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N 0.0375 1200011.71 1200011.71 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-18 2026-11-18 N N N 0.0369 2100498.14 2100498.14 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-23 2026-12-23 N N N 0.0372 4001008.84 4001008.84 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 4400400.18 4400400.18 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-03 2026-09-03 N N N 0.0373 500001.82 500001.82 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0382 99967.66 99967.66 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000% 3133ETA23 254900C5LP6DN9OP9V83 US3133ETA235 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-29 2027-09-29 N N N 0.0373 1901785.07 1901785.07 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-01 2027-04-01 N N N 0.0373 4400001.62 4400001.62 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-02 2026-10-02 N N N 0.0368 3500047.71 3500047.71 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-16 2027-04-16 N N N 0.0372 3001374.30 3001374.30 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0367 2100030.39 2100030.39 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.966300% 3133ETHD2 254900C5LP6DN9OP9V83 US3133ETHD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2027-05-19 2027-05-19 N N N 0.0398 1900111.93 1900111.93 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0372 2900797.88 2900797.88 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-25 2027-08-25 N N N 0.0379 1400117.91 1400117.91 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-19 2027-11-19 N N N 0.0375 700243.63 700243.63 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-24 2027-05-24 N N N 0.0382 3598525.30 3598525.30 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-19 2027-07-19 N N N 0.0371 1801224.05 1801224.05 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-23 2027-09-23 N N N 0.0373 1901563.62 1901563.62 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-21 2028-01-21 N N N 0.0374 500125.14 500125.14 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0379 1199322.89 1199322.89 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-24 2028-04-24 N N N 0.0373 1600226.14 1600226.14 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWNU0 254900C5LP6DN9OP9V83 US3133EWNU09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-06 2027-05-06 N N N 0.0373 10000244.80 10000244.80 0.0104 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-07 2027-05-07 N N N 0.0369 1600081.02 1600081.02 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N 0.0375 1300145.03 1300145.03 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-13 2027-09-13 N N N 0.0372 700066.28 700066.28 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-19 2027-05-19 N N N 0.0369 1000024.98 1000024.98 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000% 3133EWXT2 254900C5LP6DN9OP9V83 US3133EWXT26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0418 999437.75 999437.75 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWZU7 254900C5LP6DN9OP9V83 US3133EWZU70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-28 2027-07-28 N N N 0.0372 2725240.56 2725240.56 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0372 1800010.66 1800010.66 0.0019 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-23 2026-09-23 N N N 0.0368 3900275.50 3900275.50 0.0040 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0376 2100107.65 2100107.65 0.0022 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB2E0 S6XOOCT0IEG5ABCC6L87 US3134HB2E05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0387 5096174.64 5096174.64 0.0053 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB3N9 S6XOOCT0IEG5ABCC6L87 US3134HB3N94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0404 2997010.83 2997010.83 0.0031 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB6V8 S6XOOCT0IEG5ABCC6L87 US3134HB6V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0398 2896330.89 2896330.89 0.0030 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.775000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-23 2027-04-23 N N N 0.0373 2100823.62 2100823.62 0.0022 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0378 3700067.78 3700067.78 0.0038 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-22 2027-09-22 N N N 0.0369 1902364.70 1902364.70 0.0020 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-06 2027-10-06 N N N 0.0373 1801545.62 1801545.62 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAE9 S6XOOCT0IEG5ABCC6L87 US3134HCAE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0372 2898530.77 2898530.77 0.0030 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAN9 S6XOOCT0IEG5ABCC6L87 US3134HCAN94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0369 2898823.56 2898823.56 0.0030 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000% 3134HCXQ7 S6XOOCT0IEG5ABCC6L87 US3134HCXQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0400 2896188.59 2896188.59 0.0030 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000% 3134HCZ28 S6XOOCT0IEG5ABCC6L87 US3134HCZ288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0421 1298530.47 1298530.47 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000% 3134HCZ36 S6XOOCT0IEG5ABCC6L87 US3134HCZ361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-22 2027-06-22 2027-06-22 N N N 0.0421 1298544.49 1298544.49 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313589P64 B1V7KEBTPIMZEU4LTD58 US313589P645 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0376 3511568.38 3511568.38 0.0036 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 2026-09-01 2026-10-23 2026-10-23 N N N 0.0369 2900460.40 2900460.40 0.0030 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 2026-09-01 2026-11-20 2026-11-20 N N N 0.0370 4000929.04 4000929.04 0.0042 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 2026-09-01 2026-12-11 2026-12-11 N N N 0.0362 2001049.50 2001049.50 0.0021 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 2026-09-01 2028-04-06 2028-04-06 N N N 0.0376 899829.54 899829.54 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.950000% 3136GD2N2 B1V7KEBTPIMZEU4LTD58 US3136GD2N23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0422 1596956.11 1596956.11 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.900000% 3136GD5Q2 B1V7KEBTPIMZEU4LTD58 US3136GD5Q27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0415 2695096.69 2695096.69 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000% 3136GDE90 B1V7KEBTPIMZEU4LTD58 US3136GDE908 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0419 2497181.90 2497181.90 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.090000% 3136GDH30 B1V7KEBTPIMZEU4LTD58 US3136GDH307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-14 2027-07-14 2027-07-14 N N N 0.0417 1498856.99 1498856.99 0.0016 N N N N RIVERSIDE HOME LENDING LP TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.730000% 769141AA0 N/A US769141AA08 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 8 N N N 0.0373 4200000.00 4200000.00 0.0044 N N Y N AVENTURA BORROWERS TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.730000% 78437YAA2 N/A US78437YAA29 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2065-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 8 N N N 0.0373 1500000.00 1500000.00 0.0016 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0390 1481969.00 1481969.00 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 1087027.63 1087027.63 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 1974780.26 1974780.26 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0412 2766311.58 2766311.58 0.0029 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 97679.59 97679.59 0.0001 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500000% 91282CAH4 254900HROIFWPRGM1V77 US91282CAH43 U.S. Treasury Debt Y 2027-08-31 2027-08-31 2027-08-31 N N N 0.0421 1195554.11 1195554.11 0.0012 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 5387765.65 5387765.65 0.0056 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0398 396585.94 396585.94 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 495629.44 495629.44 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0412 692355.96 692355.96 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.250000% 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0416 526072.71 526072.71 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CFB2 254900HROIFWPRGM1V77 US91282CFB28 U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N 0.0422 513228.78 513228.78 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0387 1800562.50 1800562.50 0.0019 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0395 400632.81 400632.81 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0412 401035.40 401035.40 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0414 401460.49 401460.49 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0417 5308813.21 5308813.21 0.0055 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CLG4 254900HROIFWPRGM1V77 US91282CLG41 U.S. Treasury Debt Y 2027-08-15 2027-08-15 2027-08-15 N N N 0.0422 816408.07 816408.07 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 1999453.12 1999453.12 0.0021 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0388 2502343.75 2502343.75 0.0026 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.848600% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0375 5601819.12 5601819.12 0.0058 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0400 400248.89 400248.89 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 1998437.50 1998437.50 0.0021 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.910600% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0375 16615763.03 16615763.03 0.0172 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0409 3093056.17 3093056.17 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 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BANK AND TRUST CO 3.670000% ARP1LF2N3 549300H47WTHXPU08X20 ARP1LF2N3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 8478800.00 8160048.33 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 8000000.00 8000000.00 0.0083 N Y Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 3.680000% ARP1LF2O1 549300H47WTHXPU08X20 ARP1LF2O1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 6075100.00 4080093.29 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 4000000.00 4000000.00 0.0042 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.680000% ARP1LF2Q6 549300H47WTHXPU08X20 ARP1LF2Q6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 03.000 CLAS8943 B1V7KEBTPIMZEU4LTD58 3138WJ5D6 2047-03-01 3.000000 0.00 5360052.00 1055457.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3840 B1V7KEBTPIMZEU4LTD58 3140ADHS3 2054-06-01 6.000000 0.00 1000.00 679.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6979 S6XOOCT0IEG5ABCC6L87 3132DUXG7 2054-11-01 5.500000 0.00 1000.00 850.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7432 S6XOOCT0IEG5ABCC6L87 3132DVHH1 2055-01-01 5.000000 0.00 15154959.00 13417212.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7590 S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 1024.00 970.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.500000 0.00 1029.00 778.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 S6XOOCT0IEG5ABCC6L87 3133BPFM5 2052-10-01 5.500000 0.00 1520527.00 973777.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9931 B1V7KEBTPIMZEU4LTD58 3140N3A90 2052-09-01 5.000000 0.00 1000.00 273.62 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 15000000.00 15000000.00 0.0156 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.680000% ARP1LF2Z6 549300H47WTHXPU08X20 ARP1LF2Z6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 03.500 CTAS0725 B1V7KEBTPIMZEU4LTD58 3138W9YX2 2033-10-01 3.500000 0.00 14450718.00 1693079.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6467 B1V7KEBTPIMZEU4LTD58 3140A7FH2 2054-03-01 6.500000 0.00 3727128.00 1680116.10 Agency Mortgage-Backed Securities FNMS 07.000 CLDD5756 B1V7KEBTPIMZEU4LTD58 3140B6ME2 2055-07-01 7.000000 0.00 1592675.00 1658068.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3660 B1V7KEBTPIMZEU4LTD58 3140BGB69 2055-07-01 6.000000 0.00 2150150.00 1660105.41 Agency Mortgage-Backed Securities FEPC 07.000 CLSL4078 S6XOOCT0IEG5ABCC6L87 31427RQ86 2055-08-01 7.000000 0.00 1388575.00 1063459.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 S6XOOCT0IEG5ABCC6L87 3132DWG23 2053-04-01 6.000000 0.00 1711347.00 955612.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQG9197 S6XOOCT0IEG5ABCC6L87 3133CAGE4 2053-08-01 5.500000 0.00 2539920.00 1701352.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9280 S6XOOCT0IEG5ABCC6L87 3133KRJZ8 2053-06-01 6.000000 0.00 1004151.00 649589.49 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6785 S6XOOCT0IEG5ABCC6L87 3133WDRE4 2054-05-01 6.500000 0.00 2593250.00 1716887.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7279 S6XOOCT0IEG5ABCC6L87 3133WECQ1 2054-06-01 6.000000 0.00 340418.00 340205.36 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 B1V7KEBTPIMZEU4LTD58 3140NNPZ2 2053-07-01 6.000000 0.00 6136321.00 3361523.59 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 16000000.00 16000000.00 0.0166 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.680000% ARP1LF5K6 549300H47WTHXPU08X20 ARP1LF5K6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 71900.00 70697.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 16328600.00 14018108.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 300.00 282.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 18000.00 17476.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 19200.00 19056.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 2000.00 1487.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1900.00 1256.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 204700.00 151707.60 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 14000000.00 14000000.00 0.0145 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.680000% ARP1LF5M2 M67H5PRC0NQKM73ZAS82 0000026617 ARP1LF5M2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac 2549001DPIFGXC1TOL40 3137HLZC9 2055-06-25 5.573200 0.00 11185.00 7874.58 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSL4180 S6XOOCT0IEG5ABCC6L87 31427RUE8 2055-09-01 6.000000 0.00 14376.00 13078.58 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3053 S6XOOCT0IEG5ABCC6L87 3142GTMB9 2054-12-01 5.000000 0.00 94885.00 81817.70 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0108 S6XOOCT0IEG5ABCC6L87 3142J6DN0 2056-04-01 4.000000 0.00 430705.00 386139.56 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 25051.00 17446.81 Agency Mortgage-Backed Securities GNII SF MB1213 M 549300M8ZYFG0OCMTT87 3618N6K30 2056-05-20 3.500000 0.00 14483.00 12705.13 Agency Mortgage-Backed Securities GNII SF MB1343 M 549300M8ZYFG0OCMTT87 3618N6P50 2056-07-20 5.000000 0.00 6908565.00 6737416.82 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 42693.00 23596.04 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 7000000.00 7000000.00 0.0073 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.680000% ARP1LF5T7 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF5T7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 7339100.00 7140004.90 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 7000000.00 7000000.00 0.0073 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.680000% ARP1LF5U4 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LF5U4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y MNRA CL001A2 R22M001 B1V7KEBTPIMZEU4LTD58 3136BKX80 2031-10-25 1.724700 0.00 2548.00 2193.05 Agency Collateralized Mortgage Obligation MNRA CL0042A2 R22M00 B1V7KEBTPIMZEU4LTD58 3136BLQ45 2030-12-25 1.248000 0.00 1096.00 944.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5CE8 2056-04-25 4.943200 0.00 1791.00 1590.93 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLEV0 2055-05-25 5.693200 0.00 1000.00 615.58 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMNH9 2055-05-25 5.243200 0.00 1859.00 1176.37 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQUZ2 2056-04-25 4.693200 0.00 1000.00 871.38 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HRAL3 2056-04-25 4.693200 0.00 1315.00 1148.16 Agency Collateralized Mortgage Obligation GNRA 2021-221 FA 549300M8ZYFG0OCMTT87 38383FRT2 2051-12-20 3.500000 0.00 2340.00 1576.15 Agency Collateralized Mortgage Obligation GNRA 2024-113 FG 549300M8ZYFG0OCMTT87 38384QQZ4 2054-07-20 4.938800 0.00 1769.00 663.77 Agency Collateralized Mortgage Obligation GNRA 2024-198 FC 549300M8ZYFG0OCMTT87 38384Y4M0 2054-12-20 5.068800 0.00 10041200.00 5646035.51 Agency Collateralized Mortgage Obligation GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 1000.00 745.81 Agency Collateralized Mortgage Obligation GNRA 2026-047 FV 549300M8ZYFG0OCMTT87 38385NTQ7 2056-03-20 4.538800 0.00 4324.00 4221.96 Agency Collateralized Mortgage Obligation GNRA 2026-046 BF 549300M8ZYFG0OCMTT87 38385PDL0 2056-03-20 4.638800 0.00 1000.00 949.48 Agency Collateralized Mortgage Obligation GNRA 2026-063 KF 549300M8ZYFG0OCMTT87 38385RXB6 2056-04-20 4.808800 0.00 1116.00 999.64 Agency Collateralized Mortgage Obligation FNMS 06.500 CLCC0446 B1V7KEBTPIMZEU4LTD58 3140Y6P87 2055-05-01 6.500000 0.00 1000.00 779.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1021 B1V7KEBTPIMZEU4LTD58 3140Y7D39 2055-09-01 5.500000 0.00 1024.00 870.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3233 B1V7KEBTPIMZEU4LTD58 3140Y9SX3 2056-08-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3234 B1V7KEBTPIMZEU4LTD58 3140Y9SY1 2056-08-01 5.500000 0.00 1000.00 996.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4.000000 0.00 2635.00 174.67 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1606 S6XOOCT0IEG5ABCC6L87 31427NYC7 2055-07-01 6.500000 0.00 1024.00 811.21 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2668 S6XOOCT0IEG5ABCC6L87 31427P6E9 2049-03-01 4.500000 0.00 1232.00 1082.90 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5258 S6XOOCT0IEG5ABCC6L87 3142GVZY0 2055-11-01 6.500000 0.00 1000.00 916.86 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6665 S6XOOCT0IEG5ABCC6L87 3142GXMP9 2056-05-01 5.000000 0.00 616495.00 586818.52 Agency Mortgage-Backed Securities GNII SF DP8692 C 549300M8ZYFG0OCMTT87 3618MPUR5 2056-03-20 4.500000 0.00 1000.00 927.27 Agency Mortgage-Backed Securities GNII SF MB0744 M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 1000.00 916.35 Agency Mortgage-Backed Securities GNII SF MB1285 M 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1000.00 997.54 Agency Mortgage-Backed Securities GNII SF DS6826 C 549300M8ZYFG0OCMTT87 3618VTSP4 2056-06-20 6.000000 0.00 1000.00 1017.45 Agency Mortgage-Backed Securities GNII SP 788693 C 549300M8ZYFG0OCMTT87 3622AERN8 2056-06-20 5.000000 0.00 13589.00 13228.50 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2096 S6XOOCT0IEG5ABCC6L87 3132A2KH4 2036-05-01 6.000000 0.00 1155.00 14.01 Agency Mortgage-Backed Securities FEPC 03.000 CNSA0157 S6XOOCT0IEG5ABCC6L87 3132CJE66 2032-08-01 3.000000 0.00 1023.00 909.04 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6010 S6XOOCT0IEG5ABCC6L87 3132DTVB3 2054-08-01 6.500000 0.00 1098.00 638.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7212 S6XOOCT0IEG5ABCC6L87 3132DVAM7 2054-11-01 5.000000 0.00 1836.00 1688.70 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8290 S6XOOCT0IEG5ABCC6L87 3133KQF76 2052-12-01 4.500000 0.00 1497.00 1011.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8828 B1V7KEBTPIMZEU4LTD58 3140QUY26 2054-07-01 5.000000 0.00 1000.00 875.25 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 623.79 Agency Mortgage-Backed Securities GNII SF MA8949 M 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 2061.00 979.90 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 1000.00 681.92 Agency Mortgage-Backed Securities GNII SF MA9012 M 549300M8ZYFG0OCMTT87 36179YAM6 2053-05-20 3.000000 0.00 1040.00 646.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3625 B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.890000 0.00 1105.00 971.86 Agency Mortgage-Backed Securities GNII SF MA5528 M 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 1026.00 84.32 Agency Mortgage-Backed Securities GNII SF CX6094 C 549300M8ZYFG0OCMTT87 3618FSXX1 2053-11-20 7.500000 0.00 1000.00 700.50 Agency Mortgage-Backed Securities GNII SF DN5618 C 549300M8ZYFG0OCMTT87 3618M8G32 2055-09-20 7.000000 0.00 1000.00 1047.52 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 300.00 315.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 3100.00 3057.93 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 6000000.00 6000000.00 0.0062 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.660000% ARP1LF5V2 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF5V2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 3104300.00 3060035.79 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 3000000.00 3000000.00 0.0031 N N Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.670000% ARP1LF5W0 MBNUM2BPBDO7JBLYG310 0000315030 ARP1LF5W0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4964700.00 4665926.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 1419700.00 1454113.65 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 6000000.00 6000000.00 0.0062 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 3.680000% ARP1LF641 L3I9ZG2KFGXZ61BMYR72 0001041839 ARP1LF641 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLCC1621 B1V7KEBTPIMZEU4LTD58 3140Y7YT9 2055-12-01 5.000000 0.00 1000.00 934.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0332 S6XOOCT0IEG5ABCC6L87 31427MLN9 2055-02-01 5.500000 0.00 3628907.00 3064817.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5826 S6XOOCT0IEG5ABCC6L87 3132DTPK0 2054-06-01 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3136G6J74 2037-07-25 5.500000 0.00 1757.00 1770.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1512 A-3 20340425 3.0 S6XOOCT0IEG5ABCC6L87 3137FMTT9 2034-04-25 3.059000 0.00 1000.00 886.66 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHB75 2054-11-25 4.893200 0.00 1821.00 1290.01 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHZM6 2051-09-25 5.000000 0.00 4251.00 2909.26 Agency Collateralized Mortgage Obligation GNRA 2025-131 YF 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.738800 0.00 1079.00 1000.52 Agency Collateralized Mortgage Obligation GNRA 2022-010 FB 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 1001.00 560.55 Agency Collateralized Mortgage Obligation GNRA 2023-060 FA 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.538800 0.00 1385.00 590.39 Agency Collateralized Mortgage Obligation GNRA 2022-153 YF 549300M8ZYFG0OCMTT87 38383YGA4 2052-09-20 4.588800 0.00 168826.00 114489.24 Agency Collateralized Mortgage Obligation GNRA 2023-070 FA 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.638800 0.00 1722.00 1078.03 Agency Collateralized Mortgage Obligation GNRA 2023-176 FB 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.138800 0.00 28828.00 6805.94 Agency Collateralized Mortgage Obligation GNRA 2023-187 FE 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 4.888800 0.00 1022.00 353.76 Agency Collateralized Mortgage Obligation GNRA 2024-046 FB 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.818800 0.00 1000.00 548.25 Agency Collateralized Mortgage Obligation GNRA 2024-061 FH 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.788800 0.00 1000.00 524.49 Agency Collateralized Mortgage Obligation GNRA 2024-117 FG 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.888800 0.00 1578.00 639.83 Agency Collateralized Mortgage Obligation GNRA 2024-132 FE 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.888800 0.00 1697.00 943.76 Agency Collateralized Mortgage Obligation GNRA 2024-132 FD 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.738800 0.00 5473750.00 3554275.83 Agency Collateralized Mortgage Obligation GNRA 2024-134 FC 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.698800 0.00 3592.00 2044.92 Agency Collateralized Mortgage Obligation GNRA 2024-142 FA 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.748800 0.00 1019.00 710.81 Agency Collateralized Mortgage Obligation GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.838800 0.00 1657.00 933.80 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.688800 0.00 1008.00 756.37 Agency Collateralized Mortgage Obligation GNRA 2025-102 FL 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.788800 0.00 1001.00 802.25 Agency Collateralized Mortgage Obligation GNRM 2026-079 GT 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 1000.00 898.28 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDB1267 B1V7KEBTPIMZEU4LTD58 3140AAMR5 2054-04-01 6.000000 0.00 1000.00 741.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1600 B1V7KEBTPIMZEU4LTD58 3140ANX61 2054-09-01 5.500000 0.00 1000.00 979.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6466 B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 1000.00 926.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6469 B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1023.00 943.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2870 B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3.000000 0.00 1025.00 339.24 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 712.00 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0288 B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 16864.00 11666.55 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 1000.00 918.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3203 B1V7KEBTPIMZEU4LTD58 3140Y9RZ9 2056-08-01 5.000000 0.00 1000.00 977.12 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6053 B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 3622.00 3441.58 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4700 S6XOOCT0IEG5ABCC6L87 31427SGJ1 2055-10-01 6.000000 0.00 1000.00 966.83 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 1008.00 938.48 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7125 S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 1697.00 1703.10 Agency Mortgage-Backed Securities GNII SF DP3334 C 549300M8ZYFG0OCMTT87 3618MHV35 2056-03-20 6.500000 0.00 1035.00 1078.95 Agency Mortgage-Backed Securities GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 1000.00 1033.28 Agency Mortgage-Backed Securities GNII SF MB0870 M 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1024.00 946.73 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1024.00 978.40 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 2000.00 1948.75 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 1000.00 848.39 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 870.98 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1008.00 765.78 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1008.00 925.12 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1024.00 955.23 Agency Mortgage-Backed Securities GNII SF MB0687 M 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1000.00 774.61 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 1005.00 963.16 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1000.00 931.09 Agency Mortgage-Backed Securities GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1000.00 964.75 Agency Mortgage-Backed Securities GNII ET DI7511 C 549300M8ZYFG0OCMTT87 3618NRKY6 2065-04-20 7.000000 0.00 204320.00 78606.16 Agency Mortgage-Backed Securities GNII SF DR9658 C 549300M8ZYFG0OCMTT87 3618VJWT3 2056-06-20 6.000000 0.00 1000.00 1025.93 Agency Mortgage-Backed Securities GNII SF DS1314 C 549300M8ZYFG0OCMTT87 3618VMN74 2056-06-20 6.000000 0.00 1000.00 1045.52 Agency Mortgage-Backed Securities GNII SF DS1308 C 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 1000.00 1045.09 Agency Mortgage-Backed Securities GNII SF DS1364 C 549300M8ZYFG0OCMTT87 3618VMQR7 2056-06-20 5.500000 0.00 1000.00 1021.60 Agency Mortgage-Backed Securities GNII SF DS3955 C 549300M8ZYFG0OCMTT87 3618VQMC5 2056-05-20 5.000000 0.00 1000.00 975.55 Agency Mortgage-Backed Securities GNII ET DS4068 C 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 1008.00 1008.55 Agency Mortgage-Backed Securities GNII SF DT3711 C 549300M8ZYFG0OCMTT87 3618W3DQ4 2056-06-20 6.000000 0.00 1000.00 1043.16 Agency Mortgage-Backed Securities GNMI SP 784925 X 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 1000.00 248.78 Agency Mortgage-Backed Securities GNII SP 788238 M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 1024.00 823.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1020.00 668.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 1960.00 1530.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5069 S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 86568.00 65784.06 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 1000.00 639.36 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8313 S6XOOCT0IEG5ABCC6L87 3132DWGW7 2053-04-01 4.000000 0.00 73214.00 52830.44 Agency Mortgage-Backed Securities FEPC 07.500 CLQH8277 S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 1000.00 1000.89 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM8039 B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.991000 0.00 1000.00 977.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 1000.00 434.67 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9774 B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 1000.00 1038.33 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4399 B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 1046.00 862.42 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2471 B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 1002.00 987.21 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ3917 B1V7KEBTPIMZEU4LTD58 3140NYK75 2035-06-01 4.960000 0.00 1039.00 1045.23 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ4359 B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 1020.00 1019.96 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ4830 B1V7KEBTPIMZEU4LTD58 3140Q0LL4 2035-09-01 4.760000 0.00 1000.00 990.55 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5137 B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 4375.00 4244.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5192 B1V7KEBTPIMZEU4LTD58 3140Q0XW7 2035-11-01 4.170000 0.00 6616.00 6255.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6706 B1V7KEBTPIMZEU4LTD58 3140Q2NY0 2036-04-01 4.460000 0.00 1007.00 967.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1186 B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 55108.00 30810.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2364 B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 1000.00 614.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1000.00 719.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6899 B1V7KEBTPIMZEU4LTD58 3140QSUZ2 2053-08-01 5.000000 0.00 7756.00 5867.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2414 B1V7KEBTPIMZEU4LTD58 3140UHVG2 2056-06-01 5.500000 0.00 1182.00 1177.85 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 2193.00 578.28 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1747.00 1119.36 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 1040.00 590.15 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1024.00 652.36 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 1000.00 654.63 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 2659.00 1747.86 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 1024.00 686.17 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 1031.00 589.08 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 1000.00 424.35 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 2000.00 1143.45 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1000.00 603.37 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1008.00 706.72 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 2000.00 1354.56 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1008.00 642.04 Agency Mortgage-Backed Securities GNII SF MA9490 M 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 1000.00 335.32 Agency Mortgage-Backed Securities GNII SF BT3675 C 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 1000.00 254.39 Agency Mortgage-Backed Securities GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 57046.00 48692.32 Agency Mortgage-Backed Securities FMAR 842106 G S6XOOCT0IEG5ABCC6L87 31288RKT4 2043-10-01 6.188000 0.00 1000.00 943.66 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5198 B1V7KEBTPIMZEU4LTD58 3140BVX47 2055-11-01 6.000000 0.00 15484.00 15850.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 1000.00 998.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6317 B1V7KEBTPIMZEU4LTD58 3140HYAT5 2035-04-01 2.320000 0.00 1000.00 830.99 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6181 B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 1001.00 958.75 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6041 B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 1001.00 1015.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6355 B1V7KEBTPIMZEU4LTD58 3140W7BZ2 2051-02-01 4.000000 0.00 1000.00 922.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6432 B1V7KEBTPIMZEU4LTD58 3140W7EE6 2056-07-01 5.000000 0.00 1000.00 975.47 Agency Mortgage-Backed Securities GNII ET DE0859 C 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7.000000 0.00 1008.00 227.89 Agency Mortgage-Backed Securities GNII SF DG1234 C 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1040.58 Agency Mortgage-Backed Securities GNII SF DJ4785 C 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 2008.00 1699.58 Agency Mortgage-Backed Securities GNII SF DJ4780 C 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1000.00 1071.97 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 25203.00 27140.33 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 76400.00 66366.64 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 4000000.00 4000000.00 0.0042 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.680000% ARP1LFBD5 FOR8UP27PHTHYVLBNG30 0000769993 ARP1LFBD5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2023-064 FD 549300M8ZYFG0OCMTT87 38383X7C2 2053-05-20 4.658800 0.00 1674000.00 705648.30 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 599469.00 417182.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQY0378 S6XOOCT0IEG5ABCC6L87 31426JM48 2055-04-01 6.000000 0.00 7265176.00 4988787.84 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1963 S6XOOCT0IEG5ABCC6L87 3142GSFD5 2054-07-01 5.500000 0.00 5753000.00 5049708.03 Agency Mortgage-Backed 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CLFS2467 B1V7KEBTPIMZEU4LTD58 3140XHW52 2052-01-01 2.500000 0.00 28700.00 17005.86 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5321 S6XOOCT0IEG5ABCC6L87 3132DS4E9 2052-10-01 4.000000 0.00 530210.00 403034.16 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2.000000 0.00 532000.00 315270.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4028 B1V7KEBTPIMZEU4LTD58 3140QPPN1 2052-07-01 4.500000 0.00 107000.00 70975.13 Agency Mortgage-Backed Securities GNII JM MA8866 M 549300M8ZYFG0OCMTT87 36179XZ74 2053-05-20 5.000000 0.00 112100.00 64552.99 Agency Mortgage-Backed Securities GNII SF MA9906 M 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.500000 0.00 115000.00 76788.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3809 B1V7KEBTPIMZEU4LTD58 3140W4GT8 2043-03-01 3.000000 0.00 2354300.00 1951740.31 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 384700.00 453091.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 455800.00 756339.18 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 4000000.00 4000000.00 0.0042 N Y Y N BANK OF AMERICA NA BANK OF AMERICA NA 3.680000% ARP1LFEF7 B4TYDEB6GKMZO031MB27 0001102113 ARP1LFEF7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 03.500 CLCA3479 B1V7KEBTPIMZEU4LTD58 3140QA2M1 2049-05-01 3.500000 0.00 10101884.00 1030000.03 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1000000.00 1000000.00 0.0010 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 3.680000% ARP1LFEJ9 5493006QMFDDMYWIAM13 0000891478 ARP1LFEJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 8013400.00 7988470.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 222200.00 171575.88 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 8000000.00 8000000.00 0.0083 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000% ARP1LFEK6 1VUV7VQFKUOQSJ21A208 0001330437 ARP1LFEK6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y MNRA CL001A2 R22M001 B1V7KEBTPIMZEU4LTD58 3136BKX80 2031-10-25 1.724700 0.00 1024.00 881.35 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLEV0 2055-05-25 5.693200 0.00 1000.00 615.58 Agency Collateralized Mortgage Obligation GNRA 2024-198 FC 549300M8ZYFG0OCMTT87 38384Y4M0 2054-12-20 5.068800 0.00 1000.00 562.29 Agency Collateralized Mortgage Obligation GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 1555.00 1159.73 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFS7151 B1V7KEBTPIMZEU4LTD58 3140XN5M2 2052-04-01 2.500000 0.00 1087.00 733.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1021 B1V7KEBTPIMZEU4LTD58 3140Y7D39 2055-09-01 5.500000 0.00 1024.00 870.54 Agency Mortgage-Backed Securities FEPC 07.000 CLSL5905 S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 1000.00 1028.02 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8043 S6XOOCT0IEG5ABCC6L87 3132DV5C5 2050-02-01 2.500000 0.00 4099.00 910.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7317 S6XOOCT0IEG5ABCC6L87 3132DVDW2 2054-02-01 5.500000 0.00 1191.00 974.36 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8828 B1V7KEBTPIMZEU4LTD58 3140QUY26 2054-07-01 5.000000 0.00 1000.00 875.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4727 B1V7KEBTPIMZEU4LTD58 3140ULHD6 2056-06-01 5.500000 0.00 1020.00 1017.41 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 623.79 Agency Mortgage-Backed Securities GNII SF CV6949 C 549300M8ZYFG0OCMTT87 3618F3WJ8 2053-06-20 6.500000 0.00 1000.00 265.08 Agency Mortgage-Backed Securities GNII SF CV7433 C 549300M8ZYFG0OCMTT87 3618F4HJ3 2053-07-20 6.500000 0.00 54680.00 18457.56 Agency Mortgage-Backed Securities FNAR XX.XXX JUBM1537 B1V7KEBTPIMZEU4LTD58 3140J5V71 2051-04-01 6.315000 0.00 5400.00 676.44 Agency Mortgage-Backed Securities GNII SF DM0811 C 549300M8ZYFG0OCMTT87 3618LP3U9 2055-09-20 7.500000 0.00 1000.00 965.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1100.00 1340.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 14100.00 14830.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 4228200.00 3967488.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 73400.00 58109.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 9400.00 9685.99 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 4000000.00 4000000.00 0.0042 N N Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.670000% ARP1LFEX8 6PJDTY319315T5LR2241 ARP1LFEX8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 700.00 628.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 5667700.00 5237505.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 100.00 134.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 38000.00 33135.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 800.00 879.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 400.00 391.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 100.00 100.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 101.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 39400.00 41075.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 202000.00 202028.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 1616600.00 1623801.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 300.00 300.95 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 7000000.00 7000000.00 0.0073 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.680000% ARP1LFF41 6PJDTY319315T5LR2241 ARP1LFF41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLFS6245 B1V7KEBTPIMZEU4LTD58 3140XM5F9 2053-11-01 5.000000 0.00 521036.00 381948.99 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2333 B1V7KEBTPIMZEU4LTD58 3140Y8SX5 2056-04-01 5.000000 0.00 1982.00 1888.00 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5249 B1V7KEBTPIMZEU4LTD58 31418EZP8 2054-01-01 7.000000 0.00 32756.00 8569.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5954 S6XOOCT0IEG5ABCC6L87 31427TTL0 2056-08-01 5.500000 0.00 1000.00 988.84 Agency Mortgage-Backed 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301982.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4006 S6XOOCT0IEG5ABCC6L87 3132E0NX6 2053-09-01 5.000000 0.00 1194000.00 914603.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5508 S6XOOCT0IEG5ABCC6L87 3133BFDM9 2052-07-01 5.000000 0.00 105000.00 70782.21 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1878 B1V7KEBTPIMZEU4LTD58 3140Q9CQ4 2048-06-01 4.000000 0.00 1024.00 239.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9373 B1V7KEBTPIMZEU4LTD58 3140QVMX9 2054-10-01 5.000000 0.00 1008.00 902.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0416 B1V7KEBTPIMZEU4LTD58 3140U3PA3 2056-03-01 5.000000 0.00 2016.00 1942.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0814 B1V7KEBTPIMZEU4LTD58 3140UF3Y8 2056-06-01 6.000000 0.00 2000.00 2030.48 Agency Mortgage-Backed Securities FNMS 04.000 CLFA0732 B1V7KEBTPIMZEU4LTD58 3140W0Y66 2052-05-01 4.000000 0.00 1000.00 789.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4951 B1V7KEBTPIMZEU4LTD58 3140W5QD9 2055-12-01 5.500000 0.00 1169.00 1093.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 8200.00 7365.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100.00 95.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 9100.00 8579.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 393800.00 395599.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 239400.00 238429.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 100.00 101.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 44200.00 43821.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 8800.00 8820.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 204100.00 204005.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 500.00 498.85 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 3000000.00 3000000.00 0.0031 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.680000% ARP1LFJG0 549300QJJX6CVVUXLE15 0001317808 ARP1LFJG0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2021-223 FA 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 20636689.00 11287746.52 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 93.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 26300.00 17164.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 25700.00 25782.08 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 11000000.00 11000000.00 0.0114 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.680000% ARP1LFJH8 549300QJJX6CVVUXLE15 0001317808 ARP1LFJH8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac 2549001DPIFGXC1TOL40 3137HQQY0 2056-03-25 4.643200 0.00 1017.00 876.21 Agency Collateralized Mortgage Obligation GNRA 2025-098 TF 549300M8ZYFG0OCMTT87 38381NQU5 2055-06-20 4.838800 0.00 1055.00 832.84 Agency Collateralized Mortgage Obligation GNRA 2025-004 FD 549300M8ZYFG0OCMTT87 38385CAH1 2055-01-20 4.738800 0.00 1000.00 790.43 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE 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