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2026-08-18 1.0000 2026-08-19 1.0000 2026-08-20 1.0000 2026-08-21 1.0000 2026-08-24 1.0000 2026-08-25 1.0000 2026-08-26 1.0000 2026-08-27 0.9999 2026-08-28 0.9999 2026-08-31 2951856316.85 1218000000.00 2026-08-03 1439000000.00 1743000000.00 2026-08-04 1272000000.00 1471000000.00 2026-08-05 2341000000.00 1295000000.00 2026-08-06 1597000000.00 2358000000.00 2026-08-07 2122000000.00 1699000000.00 2026-08-10 1315000000.00 2162000000.00 2026-08-11 2336000000.00 1333000000.00 2026-08-12 2093000000.00 1956000000.00 2026-08-13 1527000000.00 2093000000.00 2026-08-14 1728000000.00 1508000000.00 2026-08-17 1766000000.00 1680000000.00 2026-08-18 1420000000.00 1527000000.00 2026-08-19 1356000000.00 1359000000.00 2026-08-20 1847000000.00 1278526821.53 2026-08-21 1695000000.00 1847000000.00 2026-08-24 1330000000.00 1585000000.00 2026-08-25 1290000000.00 1330000000.00 2026-08-26 1306000000.00 1290000000.00 2026-08-27 1728000000.00 1333000000.00 2026-08-28 828000000.00 1809000000.00 2026-08-31 35287856316.85 33874526821.53 0.0370 2026-08-03 0.0370 2026-08-04 0.0370 2026-08-05 0.0370 2026-08-06 0.0370 2026-08-07 0.0370 2026-08-10 0.0370 2026-08-11 0.0370 2026-08-12 0.0370 2026-08-13 0.0370 2026-08-14 0.0370 2026-08-17 0.0370 2026-08-18 0.0370 2026-08-19 0.0370 2026-08-20 0.0371 2026-08-21 0.0371 2026-08-24 0.0371 2026-08-25 0.0372 2026-08-26 0.0372 2026-08-27 0.0372 2026-08-28 0.0372 2026-08-31 Y 6196.00 Depository institution or other banking institution 0.5565 0.00 State or municipal government entity (excluding governmental pension plans) 0.3957 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 2026-09-01 2026-09-24 2026-09-24 N N N 0.0367 193006728.00 193006728.00 0.0015 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 2026-09-01 2027-07-16 2027-07-16 N N N 0.0377 143989351.20 143989351.20 0.0011 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 2026-09-01 2027-07-19 2027-07-19 N N N 0.0377 205106073.20 205106073.20 0.0016 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 2026-09-01 2027-07-29 2027-07-29 N N N 0.0377 123047291.00 123047291.00 0.0010 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 2026-09-01 2028-03-10 2028-03-10 N N N 0.0382 71972177.04 71972177.04 0.0006 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 2026-09-01 2028-07-20 2028-07-20 N N N 0.0383 349999625.50 349999625.50 0.0028 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 0.0370 99819350.00 99819350.00 0.0008 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 0.0376 39752666.80 39752666.80 0.0003 N N Y 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 0.0378 247699167.50 247699167.50 0.0020 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 2026-09-01 2027-12-27 2027-12-27 N N N 0.0382 30132454.80 30132454.80 0.0002 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 2026-09-01 2027-10-25 2027-10-25 N N N 0.0381 12899544.59 12899544.59 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 2026-09-01 2026-12-07 2026-12-07 N N N 0.0378 55003240.05 55003240.05 0.0004 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 2026-09-01 2026-12-02 2026-12-02 N N N 0.0374 186045716.90 186045716.90 0.0015 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 2026-09-01 2026-12-09 2026-12-09 N N N 0.0374 204034467.80 204034467.80 0.0016 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 2026-09-01 2026-11-23 2026-11-23 N N N 0.0368 197045613.40 197045613.40 0.0016 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 2026-09-01 2026-12-30 2026-12-30 N N N 0.0374 19003511.58 19003511.58 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 2026-09-01 2026-11-02 2026-11-02 N N N 0.0368 19001401.82 19001401.82 0.0002 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 2026-09-01 2026-10-06 2026-10-06 N N N 0.0368 47003277.78 47003277.78 0.0004 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 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 175000778.80 175000778.80 0.0014 N N Y 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 2026-09-01 2026-09-09 2026-09-09 N N N 0.0368 192004222.10 192004222.10 0.0015 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 2026-09-01 2026-09-25 2026-09-25 N N N 0.0367 456028741.70 456028741.70 0.0036 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 2026-09-01 2026-10-01 2026-10-01 N N N 0.0368 465033294.00 465033294.00 0.0037 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 2026-09-01 2027-11-12 2027-11-12 N N N 0.0380 382974627.50 382974627.50 0.0030 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 2026-09-01 2027-09-28 2027-09-28 N N N 0.0380 39003415.23 39003415.23 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-01 2027-12-01 N N N 0.0381 469937316.10 469937316.10 0.0037 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 2026-09-01 2027-07-09 2027-07-09 N N N 0.0378 95986555.20 95986555.20 0.0008 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 2026-09-01 2027-04-19 2027-04-19 N N N 0.0376 89961479.10 89961479.10 0.0007 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 2026-09-01 2027-06-23 2027-06-23 N N N 0.0377 110082596.80 110082596.80 0.0009 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 2026-09-01 2027-03-24 2027-03-24 N N N 0.0374 100006761.00 100006761.00 0.0008 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 2026-09-01 2027-03-26 2027-03-26 N N N 0.0377 687232061.70 687232061.70 0.0055 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 2026-09-01 2027-10-01 2027-10-01 N N N 0.0380 88045353.44 88045353.44 0.0007 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 2026-09-01 2027-09-24 2027-09-24 N N N 0.0380 65031454.80 65031454.80 0.0005 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 2026-09-01 2027-04-02 2027-04-02 N N N 0.0376 33994533.82 33994533.82 0.0003 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 2026-09-01 2027-04-09 2027-04-09 N N N 0.0376 65001823.25 65001823.25 0.0005 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 2026-09-01 2027-06-29 2027-06-29 N N N 0.0377 55017052.75 55017052.75 0.0004 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 2026-09-01 2027-08-05 2027-08-05 N N N 0.0378 105016174.20 105016174.20 0.0008 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 2026-09-01 2027-07-21 2027-07-21 N N N 0.0377 430143770.50 430143770.50 0.0034 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 2026-09-01 2027-07-30 2027-07-30 N N N 0.0377 520223756.00 520223756.00 0.0041 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 2026-09-01 2027-05-12 2027-05-12 N N N 0.0374 80010055.20 80010055.20 0.0006 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 2026-09-01 2027-08-11 2027-08-11 N N N 0.0379 124042983.40 124042983.40 0.0010 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 2026-09-01 2027-07-27 2027-07-27 N N N 0.0377 430102718.40 430102718.40 0.0034 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 2026-09-01 2027-09-10 2027-09-10 N N N 0.0380 10505796.11 10505796.11 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2028-09-01 2028-09-01 N N N 0.0383 217000000.00 217000000.00 0.0017 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 2026-09-01 2028-02-02 2028-02-02 N N N 0.0382 33990008.42 33990008.42 0.0003 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 2026-09-01 2028-01-03 2028-01-03 N N N 0.0383 67972445.04 67972445.04 0.0005 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 2026-09-01 2028-02-17 2028-02-17 N N N 0.0382 53005427.73 53005427.73 0.0004 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 2026-09-01 2028-03-16 2028-03-16 N N N 0.0382 42000936.18 42000936.18 0.0003 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 2026-09-01 2028-04-17 2028-04-17 N N N 0.0384 60965172.05 60965172.05 0.0005 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 2026-09-01 2028-05-12 2028-05-12 N N N 0.0382 382074069.80 382074069.80 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.725000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-19 2028-05-19 N N N 0.0382 24999982.00 24999982.00 0.0002 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 2026-09-01 2028-06-02 2028-06-02 N N N 0.0383 393999381.40 393999381.40 0.0031 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 2026-09-01 2028-06-26 2028-06-26 N N N 0.0384 139997855.20 139997855.20 0.0011 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 2026-09-01 2028-07-06 2028-07-06 N N N 0.0383 232017024.20 232017024.20 0.0018 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 2026-09-01 2028-07-07 2028-07-07 N N N 0.0383 257072103.90 257072103.90 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133EWYK0 254900C5LP6DN9OP9V83 US3133EWYK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-14 2028-08-14 N N N 0.0385 417998545.40 417998545.40 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133EWYY0 254900C5LP6DN9OP9V83 US3133EWYY02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-21 2028-08-21 N N N 0.0385 254998760.70 254998760.70 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0384 122999496.90 122999496.90 0.0010 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 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 296001503.70 296001503.70 0.0024 N N Y 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 2026-09-01 2026-09-23 2026-09-23 N N N 0.0367 263642003.80 263642003.80 0.0021 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 2026-09-01 2026-10-16 2026-10-16 N N N 0.0368 7000271.32 7000271.32 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 2026-09-01 2026-10-29 2026-10-29 N N N 0.0368 82009387.36 82009387.36 0.0007 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 2026-09-01 2027-08-25 2027-08-25 N N N 0.0377 185083614.50 185083614.50 0.0015 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 2026-09-01 2027-04-23 2027-04-23 N N N 0.0376 586192213.90 586192213.90 0.0047 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 2026-09-01 2027-09-22 2027-09-22 N N N 0.0376 250284930.00 250284930.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.870000% 3134HBTK7 S6XOOCT0IEG5ABCC6L87 US3134HBTK71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-23 2028-05-23 N N N 0.0382 496787248.60 496787248.60 0.0040 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 2026-09-01 2027-10-06 2027-10-06 N N N 0.0380 300225042.00 300225042.00 0.0024 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 2026-09-01 2027-06-16 2027-06-16 N N N 0.0377 265024260.80 265024260.80 0.0021 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 2026-09-01 2027-10-14 2027-10-14 N N N 0.0380 300229413.00 300229413.00 0.0024 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 2026-09-01 2026-09-11 2026-09-11 N N N 0.0368 143008813.10 143008813.10 0.0011 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 0.0368 103014866.00 103014866.00 0.0008 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 2026-09-01 2027-11-05 2027-11-05 N N N 0.0380 336712308.40 336712308.40 0.0027 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 0.0368 105022070.00 105022070.00 0.0008 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 0.0374 831662989.90 831662989.90 0.0066 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 2026-09-01 2028-02-02 2028-02-02 N N N 0.0382 614953407.60 614953407.60 0.0049 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 0.0383 554808081.00 554808081.00 0.0044 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 2026-09-01 2028-05-08 2028-05-08 N N N 0.0382 894139928.90 894139928.90 0.0071 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 2026-09-01 2028-06-08 2028-06-08 N N N 0.0383 549750052.50 549750052.50 0.0044 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Notes 3.751000% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 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 0.0375 16875000.00 16875000.00 0.0001 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 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 0.0385 250000.00 250000.00 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 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 0.0385 3777777.82 3777777.82 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903538B6 254900QI8QTIK0FY6E92 US6903538B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 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 0.0385 416666.78 416666.78 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 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 0.0385 20454546.18 20454546.18 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 2026-09-08 2026-09-08 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 0.0377 1993826380.00 1993826380.00 0.0159 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 0.0383 1143051528.00 1143051528.00 0.0091 N Y Y N U.S. Treasury U.S. Treasury Bills 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 990953450.00 990953450.00 0.0079 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 0.0392 492477355.00 492477355.00 0.0039 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 0.0398 1865446486.00 1865446486.00 0.0149 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 0.0390 964581984.30 964581984.30 0.0077 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 0.0400 195150416.00 195150416.00 0.0016 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 534514150.50 534514150.50 0.0043 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 0.0378 2588190176.00 2588190176.00 0.0206 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 0.0381 1037482259.00 1037482259.00 0.0083 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0382 4261011226.00 4261011226.00 0.0339 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 0.0400 437764608.00 437764608.00 0.0035 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0382 3970095200.00 3970095200.00 0.0316 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0382 743844585.00 743844585.00 0.0059 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 0.0385 519895750.50 519895750.50 0.0041 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 0.0371 1491818924.00 1491818924.00 0.0119 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 0.0385 989569910.00 989569910.00 0.0079 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 603175661.60 603175661.60 0.0048 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 0.0377 1234646759.00 1234646759.00 0.0098 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 0.0382 994183390.00 994183390.00 0.0079 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 0.0383 1091792351.00 1091792351.00 0.0087 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VR5 254900HROIFWPRGM1V77 US912797VR56 U.S. Treasury Debt Y 2027-08-05 2027-08-05 2027-08-05 N N N 0.0414 67393456.90 67393456.90 0.0005 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 0.0396 2214212985.00 2214212985.00 0.0176 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N 0.0395 1720908053.00 1720908053.00 0.0137 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 992755970.00 992755970.00 0.0079 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 0.0380 1780695394.00 1780695394.00 0.0142 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 0.0382 4163413674.00 4163413674.00 0.0332 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 0.0381 2228793593.00 2228793593.00 0.0177 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0397 2603775361.00 2603775361.00 0.0207 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0399 2746888200.00 2746888200.00 0.0219 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0385 2548660969.00 2548660969.00 0.0203 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0386 2991746417.00 2991746417.00 0.0238 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 2964574170.00 2964574170.00 0.0236 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 1974747200.00 1974747200.00 0.0157 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 0.0414 344500598.10 344500598.10 0.0027 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 3.956000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-11-02 2026-10-31 N N N 0.0397 1800360846.00 1800360846.00 0.0143 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 0.0401 550315392.00 550315392.00 0.0044 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 3.966000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0388 150137557.50 150137557.50 0.0012 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 108700.00 106073.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 577600.00 448714.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 6575000.00 4852932.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 9567100.00 6959292.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 613524800.00 614430629.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 513838800.00 513911930.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 345819000.00 339636194.19 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0369 1403000000.00 1403000000.00 0.0112 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.690000% BIV9GL5L2 ZBUT11V806EZRVTWT807 BIV9GL5L2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G56G0 2056-06-25 4.500000 0.00 70395000.00 65365974.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBPB5 2055-06-25 5.000000 0.00 9458760.00 9167352.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GCRG0 2038-01-25 5.000000 0.00 9441664.00 9481438.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HC4D1 2054-04-25 0.125000 0.00 99971691.00 42276849.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCMP4 2054-05-25 0.125000 0.00 75000000.00 31518450.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HMLR9 2036-07-25 5.000000 0.00 15564160.00 14411750.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQXK2 2054-07-25 4.750000 0.00 32663040.00 30179593.57 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQXY2 2055-02-25 4.000000 0.00 19924500.00 18234367.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQY47 2055-02-25 5.000000 0.00 39773500.00 37886669.41 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C3E6 2055-02-20 5.388800 0.00 61841100.00 31566479.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C3S5 2055-02-20 5.338800 0.00 100000000.00 49660995.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LBM9 2050-07-20 2.250000 0.00 66524288.00 52950080.09 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-09-08 2026-09-08 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0369 385000000.00 385000000.00 0.0031 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.710000% BIV9JN6X8 MBNUM2BPBDO7JBLYG310 BIV9JN6X8 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 3136AGXW7 2043-02-25 3.000000 0.00 1700000.00 187195.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1Z56 2048-06-25 4.000000 0.00 500000.00 451805.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVKH0 2054-09-25 4.543200 0.00 128166000.00 78526893.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R4F0 2067-04-20 4.405700 0.00 100000.00 146946.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QG63 2071-03-20 4.838800 0.00 10000000.00 7883072.93 Agency Collateralized 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Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ANX61 2054-09-01 5.500000 0.00 1000.00 979.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APN42 2054-08-01 6.000000 0.00 232632.00 194796.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AQST0 2054-09-01 5.000000 0.00 1000.00 905.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AYAV7 2055-01-01 6.500000 0.00 1000.00 821.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 910.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B5UL9 2055-04-01 6.500000 0.00 5463.00 3892.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6.000000 0.00 1000.00 877.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BG5N9 2055-06-01 7.500000 0.00 1601671.00 1721049.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BGDL4 2055-08-01 6.500000 0.00 1000.00 947.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6.000000 0.00 1000.00 923.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 28466.00 28435.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FTAF8 2047-04-01 3.112000 0.00 4182212.00 340886.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HR3B7 2038-12-01 4.150000 0.00 1269.00 1033.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 5178.00 4790.56 Agency Mortgage-Backed 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.991000 0.00 2000.00 1954.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3.000000 0.00 1370673.00 223249.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KBB52 2050-08-01 2.500000 0.00 133847.00 52809.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KFMY8 2035-11-01 2.000000 0.00 3960.00 1529.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNLC0 2050-10-01 2.000000 0.00 317000.00 147299.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LAL29 2036-01-01 1.770000 0.00 1000.00 698.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 2052.00 1635.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 4018.00 2964.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.170000 0.00 3912296.00 3629495.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 3001.00 3116.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5WV3 2053-11-01 6.500000 0.00 1000.00 747.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6MT7 2054-07-01 5.500000 0.00 1000.00 758.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.500000 0.00 21755.00 13327.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAZQ0 2052-05-01 3.000000 0.00 18784.00 12219.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6.000000 0.00 1000.00 401.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3.000000 0.00 3354.00 1936.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSRV9 2052-12-01 5.500000 0.00 3415457.00 2710450.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1210.00 828.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 2027.00 1671.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 365038.00 359650.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYW64 2033-09-01 5.280000 0.00 2025.00 2045.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 2020.00 2019.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q05T5 2031-04-01 4.740000 0.00 1776.00 1759.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 2063.00 1996.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0LL4 2035-09-01 4.760000 0.00 910345.00 901746.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 1226.00 1189.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.280000 0.00 2807.00 2680.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1EN6 2030-10-01 4.385000 0.00 2000.00 1977.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2KM9 2033-04-01 4.575000 0.00 1000.00 986.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2QS0 2032-09-01 4.660000 0.00 2181.00 2152.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 2117.00 333.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 0.00 1001.00 339.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEZP0 2050-09-01 3.000000 0.00 25152226.00 11840992.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 1000.00 395.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2.000000 0.00 6467.00 3751.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.500000 0.00 3494.00 2061.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMJU9 2051-11-01 2.500000 0.00 14043700.00 8535388.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE99 2052-02-01 2.500000 0.00 22447937.00 13507818.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLG5 2052-03-01 3.500000 0.00 11000.00 6547.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1120.00 675.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAU1 2052-05-01 4.000000 0.00 3473675.00 2476606.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPZU4 2052-08-01 5.000000 0.00 95000.00 63247.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQGG4 2052-09-01 6.000000 0.00 1000.00 641.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1423.00 1023.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 2109.00 1374.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS2M2 2053-09-01 4.500000 0.00 3358000.00 2453290.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 30986730.00 21624467.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT3N7 2054-02-01 6.000000 0.00 1047.00 682.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 2002.00 1088.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUA71 2054-03-01 5.000000 0.00 7658246.00 5940035.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUBJ4 2054-03-01 5.500000 0.00 182016.00 137396.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 8219.00 7206.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRE6 2054-11-01 5.500000 0.00 35048.00 30687.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWAE2 2055-01-01 5.500000 0.00 114372.00 98293.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 1700.00 1555.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.500000 0.00 1299.00 1122.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 1000.00 928.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U42J7 2056-02-01 5.500000 0.00 12955.00 12742.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U5Y59 2056-02-01 5.500000 0.00 1307188.00 1302751.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6KS2 2056-03-01 4.500000 0.00 63876.00 59890.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 1000.00 1004.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9P36 2056-04-01 5.000000 0.00 1000.00 967.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAJH9 2056-04-01 5.000000 0.00 296500.00 287112.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5L9 2056-05-01 5.500000 0.00 13264665.00 13048675.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5M7 2056-05-01 5.500000 0.00 10729424.00 10567027.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5Q8 2056-05-01 5.500000 0.00 11336624.00 11290663.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UHVG2 2056-06-01 5.500000 0.00 2008.00 2000.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UKRX3 2056-07-01 6.000000 0.00 1146841.00 1175591.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UPM58 2056-08-01 5.500000 0.00 641094.00 641514.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UQN63 2056-09-01 6.500000 0.00 1024.00 1070.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTLJ1 2056-08-01 5.500000 0.00 1000.00 998.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 2065041.00 1597089.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0WU5 2054-10-01 4.500000 0.00 89093.00 75363.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0YF6 2054-11-01 5.000000 0.00 323761.00 267187.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5.000000 0.00 1067.00 926.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3VT3 2053-07-01 4.000000 0.00 59079.00 50522.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 482431.00 464344.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4E60 2055-03-01 5.500000 0.00 9135307.00 7694276.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4EA1 2052-04-01 2.500000 0.00 1090556.00 847177.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.500000 0.00 1000.00 788.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4UP0 2056-01-01 5.000000 0.00 3017.00 2839.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6.000000 0.00 27264663.00 25449432.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 762.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 2460058.00 2411145.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5QK3 2056-04-01 5.500000 0.00 1143.00 1122.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 1000.00 957.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 22439.00 21240.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 1000.00 780.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6RE4 2053-12-01 3.000000 0.00 2000.00 1677.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6RS3 2050-10-01 5.000000 0.00 1000.00 954.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 60073.00 60957.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 31060.00 29503.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 31286156.00 28975951.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1033.00 952.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FP0 2052-06-01 3.500000 0.00 142854.00 127884.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FV7 2053-07-01 2.500000 0.00 102501.00 83616.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7GA2 2052-09-01 3.500000 0.00 15653496.00 14037396.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7K66 2055-11-01 5.000000 0.00 14742.00 14497.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7K74 2053-10-01 5.000000 0.00 5696702.00 5618079.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7MN7 2056-02-01 5.000000 0.00 17419.00 16929.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 212370.00 35086.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4E69 2049-06-01 5.500000 0.00 1013.00 219.08 Agency Mortgage-Backed Securities Federal National Mortgage 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 1000.00 585.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XM5L6 2053-11-01 6.500000 0.00 1139.00 729.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.500000 0.00 3644.00 1747.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XP6Y0 2054-06-01 6.500000 0.00 1000.00 620.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPAG4 2054-02-01 5.500000 0.00 2055000.00 1542784.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 712.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQF69 2052-03-01 2.000000 0.00 10000.00 6837.12 Agency Mortgage-Backed 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549300M8ZYFG0OCMTT87 3617F6YQ5 2057-11-15 4.500000 0.00 1005.00 932.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FC5Q4 2058-06-15 5.240000 0.00 1000.00 974.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FR6W7 2065-07-15 4.740000 0.00 1000.00 948.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FTAX6 2057-10-15 4.190000 0.00 1000.00 909.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FXAH2 2057-11-15 4.000000 0.00 1000.00 901.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 5037376.00 1281457.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4.000000 0.00 2001.00 260.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MUSX6 2050-05-20 4.000000 0.00 1000.00 201.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 19781.00 3149.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NRYL1 2062-10-15 2.900000 0.00 1000.00 844.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 68296.00 42970.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 2000.00 1163.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2002.00 1126.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V15C1 2045-04-20 4.500000 0.00 5337.00 1839.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VSCL4 2049-07-20 5.000000 0.00 6030.00 1864.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VTQN3 2050-01-20 5.000000 0.00 3066.00 1041.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2EB0 2058-01-15 5.380000 0.00 1000.00 976.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RP5 2039-12-20 5.500000 0.00 7002.00 3395.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RQ3 2038-08-20 6.000000 0.00 1211710.00 473323.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WD2J2 2046-07-20 4.000000 0.00 1000.00 205.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YPGC3 2058-05-15 4.760000 0.00 1000.00 945.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 120260.00 102649.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.500000 0.00 1000.00 695.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 702701.00 281556.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ACYE2 2058-04-15 5.000000 0.00 1000.00 956.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGRD3 2057-12-15 4.820000 0.00 1000.00 947.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AH2C0 2058-01-15 5.700000 0.00 1000.00 993.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618APYX1 2058-04-15 5.080000 0.00 1008.00 972.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AQVW4 2053-01-15 5.670000 0.00 1000.00 955.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 1000.00 258.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVA22 2058-05-15 5.440000 0.00 1024.00 1009.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVAP1 2058-04-15 4.670000 0.00 1000.00 941.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B0HL0 2058-05-15 4.760000 0.00 1000.00 945.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 1000.00 571.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F26D2 2053-09-20 7.000000 0.00 1001.00 686.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F4TU5 2061-04-15 4.730000 0.00 1000.00 949.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FRVN7 2054-03-20 5.000000 0.00 8980.00 8254.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GCH39 2054-02-20 7.500000 0.00 343091.00 302992.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 6053.00 4047.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GEPB8 2053-12-20 7.500000 0.00 78436.00 86082.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1000.00 702.47 Agency 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4.980000 0.00 2000.00 1938.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1040.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 850.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 1000.00 885.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 1354.00 1404.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLNR4 2068-06-15 5.350000 0.00 1000.00 990.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 2185.00 2340.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 4066.00 3441.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJY1 2055-03-20 7.500000 0.00 27995.00 26868.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 10316.00 11058.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSA1 2065-04-20 6.500000 0.00 439246.00 274918.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSB9 2065-03-20 7.000000 0.00 212138.00 127969.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7.000000 0.00 2000.00 932.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGSM0 2065-10-20 5.000000 0.00 4000.00 2953.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7.000000 0.00 3131.00 3365.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 229459.00 247097.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 3001.00 1752.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 28979.00 30843.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 8652.00 9213.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.500000 0.00 4000.00 4319.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.500000 0.00 2012.00 2184.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEQ87 2056-01-20 6.500000 0.00 1000.00 1042.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 5149.00 5419.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.500000 0.00 1000.00 1053.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPJ1 2056-02-20 6.500000 0.00 2001.00 2104.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHV35 2056-03-20 6.500000 0.00 1000.00 1042.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.500000 0.00 68123.00 71146.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVC5 2056-02-20 6.500000 0.00 2000.00 2087.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 2000.00 2086.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 3000.00 3135.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVX9 2056-03-20 6.500000 0.00 1000.00 1044.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 1000.00 1040.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.500000 0.00 7074.00 7395.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMG64 2056-01-20 6.500000 0.00 1000.00 844.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 4931.00 5139.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 4000.00 4164.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 3029.00 3153.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 76767.00 79321.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 1000.00 1052.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 14612.00 15335.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ79 2056-02-20 6.500000 0.00 357144.00 375437.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPA30 2056-03-20 6.500000 0.00 4922.00 5197.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPA55 2056-03-20 6.500000 0.00 1299.00 1371.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPAY2 2056-03-20 6.500000 0.00 1000.00 1056.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 9004.00 9197.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 1000.00 1045.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1040.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQSP0 2056-03-20 6.500000 0.00 1000.00 1041.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MSVK3 2056-02-20 6.500000 0.00 2024.00 2106.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTJW9 2056-02-20 6.500000 0.00 3527.00 3668.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL89 2056-04-20 6.000000 0.00 116027.00 119908.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 2090.00 2157.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6.000000 0.00 1399641.00 1430365.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 1000.00 1075.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 7021.00 7549.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 4019.00 4371.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 1000.00 1064.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 6005.00 6319.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 7457.00 7847.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 1001.00 1043.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WU0 2056-03-20 6.500000 0.00 39097.00 40725.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 10144.00 10582.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 6052.00 6315.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0Y46 2061-05-15 5.030000 0.00 1000.00 985.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 14262.00 14912.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TH1 2056-03-20 6.500000 0.00 1000.00 1041.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 2012.00 2094.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 323153.00 307370.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 2740997.00 2618943.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 2024.00 1972.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 8168.00 6928.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1002.00 747.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 9407729.00 7981404.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 2024.00 1704.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1015.00 700.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 2670869.00 1860131.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JC4 2055-03-20 5.000000 0.00 1024.00 873.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 524156.00 452850.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1609405.00 1154395.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 137556.00 119808.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 6564461.00 4987031.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 8270.00 7386.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 12552.00 9893.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 4012.00 3636.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 7152.00 5722.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 40002.00 36713.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1422011.00 1192037.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1024.00 858.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 2000.00 1300.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 7200.00 6663.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1412509.00 1229178.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 61118.00 44654.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 13592282.00 12396007.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5Y86 2055-10-20 6.000000 0.00 318624.00 243255.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 245167.00 240590.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 2848788.00 2652491.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 865650.00 832804.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HS9 2047-08-20 4.000000 0.00 28384080.00 25613957.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 1058.00 1048.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K63 2056-06-20 5.000000 0.00 1024.00 994.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6LX3 2056-05-20 5.000000 0.00 1000.00 999.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1001.00 998.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6PT8 2056-07-20 6.000000 0.00 4000.00 4026.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NRKY6 2065-04-20 7.000000 0.00 4583.00 1763.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7.000000 0.00 2000.00 1356.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXB56 2055-11-20 5.500000 0.00 1000.00 1000.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8KQ6 2056-05-20 5.500000 0.00 1003.00 1012.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8V43 2056-03-20 5.000000 0.00 1008.00 986.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 1000.00 1070.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 1000.00 1070.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9EY4 2066-03-20 5.500000 0.00 188585.00 188025.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9L91 2056-05-20 5.000000 0.00 1000.00 980.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAFH7 2056-04-20 5.000000 0.00 1000.00 974.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAS75 2056-04-20 5.000000 0.00 1000.00 974.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCR98 2056-05-20 5.500000 0.00 1000.00 1005.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCTZ8 2056-06-20 5.500000 0.00 2048.00 2061.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VDCG6 2056-04-20 5.500000 0.00 1008.00 1015.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHG73 2056-06-20 6.000000 0.00 1000.00 1032.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHG81 2056-06-20 6.000000 0.00 1002.00 1031.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHHC1 2056-06-20 6.000000 0.00 1000.00 1024.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHHF4 2056-06-20 6.500000 0.00 1000.00 1044.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWP1 2056-06-20 6.000000 0.00 304689.00 315122.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 665795.00 687105.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VM5M1 2056-05-20 5.500000 0.00 1000.00 1005.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VM6D0 2056-06-20 5.500000 0.00 1003.00 1015.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 398588.00 424124.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN66 2056-06-20 6.500000 0.00 1000.00 1064.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNY5 2056-06-20 6.000000 0.00 1000.00 1044.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 109024.00 113939.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPY3 2056-06-20 6.500000 0.00 1000.00 1064.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQR7 2056-06-20 5.500000 0.00 505433.00 516352.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMZ71 2056-04-20 6.000000 0.00 1006.00 1044.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VN3Y5 2066-04-20 6.000000 0.00 1255584.00 1280017.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VND24 2056-06-20 5.500000 0.00 1000.00 1010.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPVL7 2056-05-20 5.000000 0.00 1000.00 975.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQMC5 2056-05-20 5.000000 0.00 6994.00 6822.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 939100.00 939616.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQYK4 2056-07-20 5.500000 0.00 2000.00 2044.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VRB68 2056-07-20 6.000000 0.00 2000.00 2051.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT2N7 2056-07-20 6.000000 0.00 1000.00 1024.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTW79 2056-06-20 5.500000 0.00 1000.00 1006.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVZH9 2056-07-20 6.000000 0.00 1000.00 1023.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0EQ9 2056-07-20 6.000000 0.00 1000.00 1050.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W1D96 2056-06-20 6.000000 0.00 1000.00 1024.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2FX9 2056-06-20 5.500000 0.00 1003.00 1008.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 1000.00 1045.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2RN8 2056-07-20 6.000000 0.00 1008.00 1034.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W55C9 2056-08-20 6.000000 0.00 1990.00 2072.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WFAS6 2056-08-20 6.000000 0.00 1000.00 1035.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WFMD6 2056-08-20 6.000000 0.00 1000.00 1050.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WMXU1 2056-08-20 6.500000 0.00 1000.00 1046.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUG9 2041-06-20 5.000000 0.00 1991.00 62.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FY59 2041-11-20 3.500000 0.00 2005.00 121.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AA7F5 2051-05-20 3.500000 0.00 1024.00 437.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 1048.00 260.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAR30 2050-08-20 3.500000 0.00 1024.00 354.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AARG1 2048-02-20 3.500000 0.00 1023.00 232.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAUT9 2050-11-20 4.000000 0.00 2000.00 641.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3.000000 0.00 1437500.00 594913.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAWB6 2050-12-20 3.500000 0.00 1000.00 454.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAWJ9 2050-11-20 4.000000 0.00 1000.00 353.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAWK6 2045-12-20 3.500000 0.00 1024.00 309.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAX58 2051-02-20 3.000000 0.00 1040.00 516.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB5W8 2052-07-20 4.500000 0.00 1000.00 733.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 1037.00 834.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 10514.00 628.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HKR6 2042-09-20 4.480000 0.00 12379.00 254.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.788800 0.00 4211282.00 3341948.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PLZ4 2055-07-20 4.988800 0.00 2016.00 1919.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.958800 0.00 19257.00 15292.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PYQ0 2055-07-20 4.788800 0.00 2007.00 1210.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.738800 0.00 4932256.00 4573520.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.638800 0.00 19880114.00 11014727.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.166900 0.00 4139.00 612.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381Y7T5 2046-02-20 4.220100 0.00 1001.00 158.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 70719914.00 35569064.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 4000.00 2212.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.731200 0.00 270192.00 140176.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 4034256.00 1730365.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DBW7 2051-11-20 1.750000 0.00 2000.00 987.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 29016.00 15553.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 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0.00 57016663.00 13598492.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.138800 0.00 414488.00 97855.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.938800 0.00 1037.00 259.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.038800 0.00 1030.00 242.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.066900 0.00 5447669.00 3962332.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.138800 0.00 1009.00 238.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.938800 0.00 2000.00 458.14 Agency Collateralized Mortgage 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BofA Securities, Inc. 3.980000% BIVA2S356 549300HN4UKV1E2R3U73 BIVA2S356 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 3136B0QW9 2038-01-25 2.500000 0.00 47869312.00 8988827.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS6J9 2054-10-25 4.743200 0.00 2000000.00 1507409.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWUZ7 2055-07-25 4.843200 0.00 59096700.00 45999224.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G63Y2 2056-08-25 5.000000 0.00 77760256.00 74968525.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6VJ4 2037-07-25 5.000000 0.00 12122048.00 11911669.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRC31 2055-07-25 4.500000 0.00 12250000.00 11303738.53 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394V4H0 2036-03-25 5.500000 0.00 3717000.00 510806.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PSS1 2037-02-25 5.500000 0.00 2000000.00 331221.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3L2 2068-01-20 4.390800 0.00 1000000.00 243919.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWY2 2066-01-20 2.500000 0.00 6299829.00 169703.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAM8 2065-04-20 4.381900 0.00 2525000.00 174512.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSG2 2065-07-20 4.701900 0.00 599997.00 41111.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NX60 2055-07-20 5.500000 0.00 50000000.00 48626866.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVK6 2055-07-20 4.968800 0.00 96088000.00 80508056.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVP5 2055-07-20 4.938800 0.00 10000000.00 8371985.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WCY1 2051-07-20 3.000000 0.00 3999870.00 2175934.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 3227000.00 1794105.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQP1 2053-05-20 4.488800 0.00 30000000.00 14622148.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BKC4 2053-06-20 4.838800 0.00 59281000.00 26805631.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBL2 2053-07-20 4.688800 0.00 30000000.00 20709013.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DYM3 2053-10-20 6.500000 0.00 10000000.00 3167437.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NA70 2054-05-20 5.750000 0.00 25591900.00 25640362.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QUG1 2054-07-20 4.738800 0.00 30000000.00 17117564.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TP22 2061-05-16 4.500000 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N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.000000% BIVA38052 RCNB6OTYUAMMP879YW96 BIVA38052 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 200.00 149.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 43852800.00 27614996.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 2600.00 1608.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 300.00 167.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 1262800.00 904641.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 23900.00 16058.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 6030200.00 5610093.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 774800.00 766064.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 169000.00 145270.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 155796000.00 136126009.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 163890800.00 151695275.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 866000.00 786488.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 55537000.00 54926980.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 88000000.00 92559985.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1372000.00 1292467.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 91000.00 85599.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 179012300.00 171668818.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 547200.00 545186.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 663063600.00 688429546.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 30000000.00 29274740.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 5142000.00 5104354.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 18134000.00 17793951.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 172200000.00 171839043.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 1618700.00 1598352.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 128400500.00 125795142.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 82323500.00 80314770.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 60000000.00 58836526.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 45550000.00 44163638.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 75000000.00 72442967.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 21000000.00 20414510.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 5001000.00 4999376.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 106540000.00 105249519.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 71600000.00 70997705.10 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-06-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0400 2100000000.00 2100000000.00 0.0167 N N Y N BofA Securities, Inc. BofA Securities, Inc. 4.180000% BIVA3NRK7 549300HN4UKV1E2R3U73 BIVA3NRK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 24998100.00 19226990.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 631999200.00 549000819.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 300.00 277.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 140372200.00 140170162.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 13341200.00 11439938.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 60385400.00 60423489.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 11246600.00 11144705.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 91872600.00 89630868.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 249683200.00 242125289.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 632088000.00 615937498.90 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-26 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0418 1705000000.00 1705000000.00 0.0136 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA4DMR8 RCNB6OTYUAMMP879YW96 BIVA4DMR8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 128300.00 130152.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 82.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 257196000.00 239566556.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 67653700.00 64854555.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 60020000.00 59843542.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 5243400.00 5356299.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 174174500.00 167177758.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 433347200.00 426971088.14 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 945000000.00 945000000.00 0.0075 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA4DN89 RCNB6OTYUAMMP879YW96 BIVA4DN89 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 342048.00 362.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31287VDL1 2032-07-01 6.500000 0.00 7530.00 74.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.257000 0.00 2346625.00 1957166.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M5DY3 2037-07-01 6.000000 0.00 32119.00 1138.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M7YB6 2038-12-01 7.000000 0.00 9886590.00 372663.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.500000 0.00 17590.00 1184.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.500000 0.00 1000.00 224.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y93N1 2049-02-01 4.000000 0.00 1000.00 110.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.500000 0.00 1008.00 184.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329KM35 2030-09-01 4.500000 0.00 1525.00 23.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 1024.00 95.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 2030.00 1173.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMZ57 2051-10-01 2.500000 0.00 1999.00 1137.37 Agency 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Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 4904884.00 3639693.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142KDCL8 2031-04-01 4.250000 0.00 1000.00 981.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 70105.00 47828.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4.000000 0.00 970528.00 691122.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 3631576.00 2529217.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 2570006.00 2220384.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 6703059.00 6686590.70 Agency 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Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 4.638800 0.00 2421101.00 758660.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.638800 0.00 273338.00 121248.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YGA4 2052-09-20 4.588800 0.00 4719167.00 3200300.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.638800 0.00 13236354.00 8286386.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.638800 0.00 120463001.00 36263550.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.588800 0.00 1464424.00 1232109.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.788800 0.00 59550855.00 34645833.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.638800 0.00 1008.00 318.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.658800 0.00 9393169.00 6476792.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.638800 0.00 1481464.00 690173.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DR33 2053-11-20 4.888800 0.00 1000.00 347.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.038800 0.00 1000.00 238.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 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Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MEG8 2054-04-20 5.500000 0.00 50000000.00 50235566.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 33721586.00 33769212.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NDQ5 2054-04-20 4.788800 0.00 9964142.00 3720737.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKE4 2054-04-20 5.750000 0.00 47250372.00 47460951.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKM6 2054-04-20 5.750000 0.00 50000000.00 50109533.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.838800 0.00 7021371.00 2594438.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.938800 0.00 6562993.00 2663884.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.888800 0.00 197084402.00 79911638.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.738800 0.00 29237093.00 18984552.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.748800 0.00 58160.00 28278.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.738800 0.00 8593950.00 4195012.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.638800 0.00 12317911.00 8768164.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.738800 0.00 8219020.00 4184631.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XTC7 2054-10-20 4.658800 0.00 38604000.00 26579073.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.238800 0.00 88419.00 44273.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.658800 0.00 3850497.00 2756396.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CE53 2055-02-20 4.888800 0.00 95400.00 37760.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.288800 0.00 46018066.00 23478786.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CUB2 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17845647.00 13390717.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.788800 0.00 4523722.00 3625525.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.438800 0.00 10578868.00 6458479.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.038800 0.00 1072.00 987.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HNG8 2055-10-20 4.638800 0.00 2239900.00 2165611.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.638800 0.00 116082908.00 106876503.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.438800 0.00 552192.00 481536.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.638800 0.00 3476101.00 3305570.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 6436160.00 5528011.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 162660138.00 133015780.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 27058300.00 25589062.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 1728116.00 1501741.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.758800 0.00 1713000.00 1644602.80 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 1220000000.00 1220000000.00 0.0097 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 4.040000% BIVA4QYV7 549300QJJX6CVVUXLE15 BIVA4QYV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 832400.00 819911.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 2310500.00 2305118.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 2104800.00 2103320.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 100.00 99.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 16199100.00 15596088.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 100.00 88.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 4243200.00 4341089.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100000.00 82244.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 7277900.00 5486340.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 8361000.00 5225610.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 68.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 600.00 423.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 61.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 55.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 300.00 208.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 76600.00 49061.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 2375100.00 1597153.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 300.00 162.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 52.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 100.00 58.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 246367400.00 212717378.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 6588700.00 5985657.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 695100.00 668632.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 2090800.00 1778977.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 1516800.00 1290255.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 899000.00 807547.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 3426300.00 3224348.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1000.00 905.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 5695400.00 5608237.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2263100.00 2164651.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 3629800.00 3471898.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 33104100.00 30366767.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 100.00 93.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 200.00 184.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1473100.00 1361874.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 318000.00 310156.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 200.00 195.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 385.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 43500.00 40217.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 3518800.00 4277481.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 53000.00 52113.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 58000.00 56538.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 37100.00 35391.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 5483800.00 4752080.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 248000.00 237754.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 262939000.00 252076834.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 2146200.00 2437060.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 263358700.00 247509876.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 111500.00 95502.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 10099800.00 9480490.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 23432200.00 22116515.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 8800.00 8770.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 155000.00 154483.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 637400.00 596720.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 24004600.00 23321702.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 19660500.00 18168553.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 19928900.00 21032440.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 7000.00 6968.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 22400.00 22078.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 12000.00 11966.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 26900.00 26823.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 98.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2000000.00 2049182.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 14742300.00 14405113.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 21596900.00 21431811.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 256200.00 246077.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 68632500.00 68418984.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 5586100.00 6070784.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 79000.00 78529.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 1235100.00 1255363.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 65000.00 64736.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 3912000.00 3923526.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1601500.00 1566073.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 25353800.00 25538155.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 6510400.00 6394774.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 400.00 396.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1005.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 10398000.00 10446080.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 11375800.00 11325228.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 851200.00 848103.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 2197600.00 2189903.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 2941800.00 2956536.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 12200.00 12120.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 672300.00 667894.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 13107000.00 12872663.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 2000000.00 2000428.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 90500.00 88146.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 26768300.00 26072285.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 6278900.00 6072662.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 13336100.00 12922560.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 3918000.00 3749514.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 28000.00 27780.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 3272200.00 3177099.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 34500.00 33545.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 13312000.00 13229613.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 37200800.00 36093985.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 40000.00 39239.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 18700.00 17955.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 456000.00 451728.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 594000.00 584235.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 3393500.00 3337716.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 560900.00 555702.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 749900.00 752252.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 4161700.00 4168991.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 940200.00 943177.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 67000.00 66714.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 336000.00 334036.08 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-23 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0404 1193000000.00 1193000000.00 0.0095 N N Y N Royal Bank of Canada Royal Bank of Canada 4.090000% BIVA54EP0 549300HXQQQCCUBS2Z23 BIVA54EP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 7666900.00 7574828.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 5235500.00 5216678.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 14999800.00 15345839.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 3508000.00 3494582.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 108000.00 69173.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 5000000.00 2925071.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 3000000.00 2435626.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 8087000.00 7315515.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 168406200.00 154480921.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 8321600.00 7512388.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 94468000.00 91756994.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 255000.00 308980.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 97268000.00 93143840.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 3300000.00 3886667.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 103000000.00 101684481.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 47983600.00 48194233.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 16219100.00 15226667.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 38280600.00 37987980.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 25000000.00 25912551.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 105188400.00 103017819.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 109701000.00 107473759.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 49999900.00 49119703.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 90344400.00 90135739.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 3745700.00 3702544.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 87889200.00 86972520.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 100000000.00 98563032.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 5200000.00 5186657.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 68750800.00 68458127.84 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-29 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0409 1209000000.00 1209000000.00 0.0096 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.120000% BIVA5FS47 MBNUM2BPBDO7JBLYG310 BIVA5FS47 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 252211200.00 153000168.73 U.S. Treasuries (including strips) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0412 150000000.00 150000000.00 0.0012 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.140000% BIVA5FTC8 MBNUM2BPBDO7JBLYG310 BIVA5FTC8 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 3132HT3R5 2044-03-15 4.301000 0.00 85816832.00 9419700.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHF88 2041-06-25 2.000000 0.00 10500000.00 483500.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANFV4 2045-04-25 2.000000 0.00 1000000.00 744833.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWYS0 2047-06-25 3.500000 0.00 15800000.00 1235454.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLRL6 2031-09-25 1.582400 0.00 1100000.00 422377.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWU53 2053-11-25 5.000000 0.00 107508480.00 66048853.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H0W53 2044-09-15 1.000000 0.00 37500032.00 11943000.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H4RF9 2035-11-25 1.912000 0.00 39000000.00 30292077.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H5DQ7 2031-12-25 1.981000 0.00 49000000.00 42417429.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBLR3 2051-11-25 5.000000 0.00 19812704.00 10439806.78 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RFN0 2040-05-25 5.500000 0.00 15000000.00 119528.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398SF99 2040-12-25 4.000000 0.00 2138000.00 58242.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PGG8 2057-08-27 3.500000 0.00 349998.00 71314.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNT1 2055-06-20 4.538800 0.00 5600000.00 3420601.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PUQ4 2055-07-20 4.988800 0.00 25000000.00 21674832.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVM2 2055-07-20 4.958800 0.00 50000000.00 41881921.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YBT0 2049-08-20 3.500000 0.00 99999999.00 10521067.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382BYZ0 2049-12-20 4.500000 0.00 48317.00 35358.62 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3887527.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 20626866.00 19949352.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 5562324.00 5400665.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 2636550.00 2599570.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 36114228.00 35520570.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 815184.00 818815.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 2932740.00 2941939.21 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-09 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0366 270000000.00 270000000.00 0.0021 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.130000% BIVA64S82 MBNUM2BPBDO7JBLYG310 BIVA64S82 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 3136AY4S9 2047-12-25 3.500000 0.00 38199999.00 2458273.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQPK9 2053-11-25 5.143200 0.00 11301760.00 5066802.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSG82 2054-09-25 4.743200 0.00 20525200.00 15267597.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVSA7 2055-03-25 4.543200 0.00 700000.00 490697.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GB2V6 2048-12-25 5.500000 0.00 36319616.00 35036511.36 Agency Debentures and Agency Strips 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Association 549300M8ZYFG0OCMTT87 38385TEX5 2041-05-20 6.000000 0.00 9622848.00 9583440.14 Agency Collateralized Mortgage Obligation Y 2027-08-05 2027-08-05 2027-08-05 N N N 0.0413 250000000.00 250000000.00 0.0020 N N N Y Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.650000% BIVA6PL58 254900BN8XS34XZDJ223 BIVA6PL58 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 52.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 110.00 102.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 165.00 129.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 14407800.00 15747560.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 55.00 46.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 110.00 87.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 55.00 37.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 55.00 54.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 26029135.00 24060142.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 55.00 37.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 3998775.00 2780539.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 110.00 51.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 110.00 66.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 391820.00 333383.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 2475.00 2241.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 4775155.00 4567428.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 55.00 50.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 76574850.00 70793132.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 9181480.00 9020243.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 770.00 957.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 27119180.00 24603880.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 30123280.00 35478535.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 55.00 52.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 15640570.00 17760234.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 585145.00 502347.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 44033000.00 38415367.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 3685.00 3341.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 30997450.00 30362292.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 6504630.00 6827088.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 13200000.00 13230775.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 50258615.00 54619359.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 1675300.00 1694333.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 55.00 55.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 20925245.00 21070657.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 111912845.00 109640697.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 220.00 217.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 28148560.00 27685844.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 51636640.00 51798610.11 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-14 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0365 550000000.00 550000000.00 0.0044 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA6V2F4 RCNB6OTYUAMMP879YW96 BIVA6V2F4 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 3140APN42 2054-08-01 6.000000 0.00 226605.00 189749.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BU5V0 2055-11-01 5.500000 0.00 2501820.00 2159912.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3HZ2 2031-07-01 4.240000 0.00 190416.00 186553.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 51642239.00 51501582.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.788800 0.00 156224.00 123974.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.788800 0.00 1000.00 524.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 855424.00 699525.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 1424821.00 1238176.57 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 55000000.00 55000000.00 0.0004 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.670000% BIVA6V553 RUC0QBLBRPRCU4W1NE59 BIVA6V553 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 31283BCC0 2027-10-15 3.500000 0.00 14663406.10 954.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VBB9 2028-12-15 2.500000 0.00 48700206.85 21756.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VBD5 2028-12-15 4.500000 0.00 19210612.85 1283.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VHV9 2034-03-15 4.000000 0.00 11934852.55 52631.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325WXD9 2047-09-15 4.500000 0.00 94879495.60 4284567.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325YCL0 2052-03-15 2.500000 0.00 7757100.00 902350.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132J0P50 2047-09-15 2.000000 0.00 106112464.05 18915259.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BGDC9 2052-07-01 5.000000 0.00 4782080.45 3353733.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMX59 2052-10-01 5.000000 0.00 2876430.60 1461524.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CHZZ1 2053-11-01 6.500000 0.00 245352.50 161004.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q6X41 2055-08-25 6.000000 0.00 145305503.35 24740947.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WPVX0 2041-03-01 3.500000 0.00 564134.80 521833.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 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Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQPD7 2056-03-25 4.500000 0.00 45418.00 37916.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRK65 2055-07-25 4.750000 0.00 620109.00 530422.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31397HB98 2037-05-15 5.500000 0.00 2267000.00 253819.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UBR0 2063-09-20 4.511900 0.00 299996.00 1552.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376REZ5 2065-07-20 4.381900 0.00 400000.00 25907.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRG3 2066-03-20 4.931900 0.00 100000.00 8639.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QQK1 2070-11-20 4.531900 0.00 20000000.00 12544166.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QS78 2068-01-20 3.938800 0.00 1400000.00 240278.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381MWT3 2053-03-16 4.500000 0.00 49999.00 48087.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNT1 2055-06-20 4.538800 0.00 1799990.00 1099472.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381P3Z4 2055-08-20 5.000000 0.00 1510360.00 1386425.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVK6 2055-07-20 4.968800 0.00 153911000.00 128955493.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QDY4 2055-08-20 4.788800 0.00 4000000.00 3658420.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YHP2 2049-08-20 3.500000 0.00 16950000.00 4128651.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YGG2 2071-09-20 3.938800 0.00 315000.00 87284.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DZ92 2051-12-20 1.750000 0.00 17312000.00 9168528.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 50000000.00 27348734.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MCH9 2052-02-20 3.000000 0.00 200000000.00 114201963.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AAT0 2053-05-20 4.488800 0.00 30000000.00 13439590.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BJ85 2053-07-20 4.688800 0.00 100000000.00 31694643.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LAF6 2075-01-20 4.288800 0.00 20085300.00 11248007.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFK8 2054-04-20 4.768800 0.00 50000000.00 26211902.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NC78 2054-05-20 5.750000 0.00 50000000.00 50082933.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NNB7 2054-05-20 4.988800 0.00 100000000.00 35282642.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PBT6 2054-05-20 4.788800 0.00 30000000.00 19181246.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YNQ0 2054-10-20 4.838800 0.00 30000000.00 27079606.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YPW5 2054-10-20 4.888800 0.00 30000000.00 26967344.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YR94 2054-10-20 5.000000 0.00 50000000.00 46747283.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.688800 0.00 33912000.00 19614235.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BM49 2055-01-20 5.500000 0.00 150000000.00 123525202.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CT32 2055-02-20 4.908800 0.00 40000000.00 30673901.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EPZ1 2055-03-20 4.838800 0.00 156680600.00 98859707.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HX69 2055-10-20 5.000000 0.00 60000000.00 55978600.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JQU0 2055-11-20 4.638800 0.00 55000000.00 49906966.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KUV0 2055-12-20 4.588800 0.00 1650000.00 1601396.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NX33 2056-03-20 4.488800 0.00 100000000.00 98227522.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QPQ4 2076-05-20 4.286500 0.00 101101568.00 101005699.84 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-08-19 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0402 1672000000.00 1672000000.00 0.0133 N N Y N Bank of Montreal Bank of Montreal 3.720000% BIVA7U6H7 NQQ6HPCNCCU6TUTQYE16 BIVA7U6H7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QYC0 2070-04-20 4.018800 0.00 28539841.00 4597612.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RSJ9 2049-02-20 4.216900 0.00 142867335.00 28512991.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UQW4 2051-06-20 3.000000 0.00 50000000.00 24558131.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UZD6 2051-06-20 3.500000 0.00 60607428.00 34897922.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UZF1 2051-06-20 3.500000 0.00 49959836.00 24811286.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WRW9 2051-07-20 3.500000 0.00 62500000.00 34552805.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YH48 2072-11-20 4.838800 0.00 40061917.00 25034919.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HWR5 2054-01-20 4.738800 0.00 100000000.00 30356794.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JND2 2054-02-20 4.938800 0.00 100000000.00 31506188.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFC6 2054-04-20 4.838800 0.00 50000000.00 24869709.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NGZ2 2054-04-20 4.738800 0.00 50000000.00 24794575.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WG58 2054-09-20 4.788800 0.00 50000000.00 27822328.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FBK6 2055-04-20 4.688800 0.00 30000000.00 29321463.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MV29 2056-02-20 4.500000 0.00 31800563.00 28657804.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQ23 2056-03-20 4.500000 0.00 4706908.00 4465493.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RMB8 2056-04-20 5.000000 0.00 30000000.00 29239971.66 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2026-10-30 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0372 400000000.00 400000000.00 0.0032 N N Y N Bank of Montreal Bank of Montreal 3.680000% BIVA88SR9 NQQ6HPCNCCU6TUTQYE16 BIVA88SR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 16165350.00 11523259.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 17722500.00 12541654.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 9500000.00 6910482.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 500000.00 350543.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 15000000.00 8897733.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 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U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 150000000.00 237786551.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 181280400.00 239640968.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 10001400.00 12439685.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 108219600.00 122133078.38 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 600000000.00 600000000.00 0.0048 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.660000% BIVA8FA43 K5HU16E3LMSVCCJJJ255 BIVA8FA43 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 189287500.00 193010843.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 15-OCT-2027 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 198250000.00 202035181.00 U.S. Treasuries (including strips) TREASURY NOTE 4 15-DEC-2027 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 197250000.00 200944464.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 28-FEB-2027 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 250312500.00 255266204.00 U.S. Treasuries (including strips) TREASURY NOTE 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 99000000.00 101004496.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 31-MAY-2027 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 197500000.00 201515118.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 1131600000.00 1131600000.00 0.0090 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.950000% BIVA8FAH4 549300QJJX6CVVUXLE15 BIVA8FAH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 300.00 297.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 100.00 98.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 100.00 98.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 43100.00 44685.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 500.00 786.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 86700.00 88700.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3500000.00 2617893.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 200.00 225.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 4515800.00 3357706.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 6700.00 4945.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1500.00 992.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 68.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 3975300.00 2804082.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 2745000.00 2537352.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 200.00 145.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 27822000.00 19505624.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 144962000.00 101100463.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 61.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 55.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 5345400.00 2433346.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 6634400.00 3088113.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 2301300.00 1473972.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 4548000.00 3238413.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 108.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 200.00 117.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 300.00 199.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 445000.00 357970.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2100.00 1418.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 657400.00 533726.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 85.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 2534900.00 1954003.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 731500.00 631588.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 35700.00 34340.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 300.00 275.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1546600.00 1422015.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 94.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 85.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 179000.00 152265.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 90.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 7336800.00 6922133.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 2217400.00 2075650.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 92.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 118400.00 109413.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 100.00 90.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 409000.00 378118.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1000.00 984.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 600.00 746.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 208500.00 181810.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 2113700.00 2561148.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 19056100.00 18268881.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 300.00 340.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 74065600.00 63439295.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 77700.00 73337.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 300.00 257.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 87.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 87.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 19000.00 18959.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4537700.00 4788970.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 1800.00 1890.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 94.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 49635200.00 48921991.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 300.00 281.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2286600.00 2533509.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 1052500.00 1035098.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 8411000.00 8501307.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 1679400.00 1825115.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100100.00 99504.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 98800.00 100147.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 200.00 198.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2897600.00 3002908.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 200.00 199.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 3260900.00 3149722.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 12024300.00 12080037.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 768100.00 778912.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 8455000.00 8924760.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 2770100.00 2746368.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 39759600.00 39955229.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 2444600.00 2459173.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 9778800.00 9735327.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 15378600.00 15277835.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 4338500.00 4277516.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 4068000.00 4074006.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 1421700.00 1384733.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1471300.00 1474723.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 9740000.00 9684598.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 97.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 501300.00 485167.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 6248000.00 6245103.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 913500.00 911245.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 75054600.00 73908449.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 33800.00 32911.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 98.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 27600.00 27544.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 492000.00 492862.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 100.00 100.32 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-05-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0395 500000000.00 500000000.00 0.0040 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.670000% BIVA8FBU4 549300H7EXFMRS487544 BIVA8FBU4 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 36532913.00 36908736.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 217968750.00 220141600.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2047 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 115500000.00 116593750.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2043-11-15 0.00 0.00 4565000.00 2471163.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0367 370001662.50 370001662.50 0.0029 N N Y N DNB Bank ASA DNB Bank ASA 3.640000% BIVA8KYL8 549300GKFG0RYRRQ1414 BIVA8KYL8 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 137125900.00 136414505.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 103800.00 117867.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 21968700.00 21978031.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 19407300.00 19254129.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 113920700.00 113520647.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 221293700.00 218746695.37 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0364 500000000.00 500000000.00 0.0040 N N Y N TD Securities (USA) LLC TD Securities (USA) LLC 3.650000% BIVA8KYN4 SUVUFHICNZMP2WKHG940 BIVA8KYN4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NAA6 2055-06-20 5.388800 0.00 29603087.20 18068553.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PEH2 2055-07-20 5.138800 0.00 40000000.00 24492897.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DQB7 2051-11-20 2.500000 0.00 60000000.00 32161958.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAD2 2054-05-20 4.888800 0.00 80000000.00 27890250.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JED1 2055-11-20 5.038800 0.00 40000000.00 30765262.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQS6 2056-03-20 4.638800 0.00 4541590.80 4350106.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TPE5 2056-06-20 4.738800 0.00 40000000.00 37951492.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XNF5 2056-07-20 6.500000 0.00 26981333.20 28319478.04 Agency Collateralized Mortgage Obligation Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 200000000.00 200000000.00 0.0016 N N Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.750000% BIVA8N5J9 UVCP0ONBRH8AI9HEYC97 BIVA8N5J9 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 143456571.43 150629400.00 U.S. Treasuries (including strips) TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 225719904.76 237005900.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 181424000.00 190495200.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0375 550600476.20 550600476.20 0.0044 N Y Y N Bank of Montreal Bank of Montreal 3.690000% BIVA8PDQ9 NQQ6HPCNCCU6TUTQYE16 BIVA8PDQ9 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 3132CW3E2 2033-01-01 2.500000 0.00 144486401.23 50169371.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3H5 2030-01-01 2.500000 0.00 67928017.20 19254083.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DP7 2051-10-01 3.500000 0.00 47500000.00 36792842.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4S99 2048-08-01 3.500000 0.00 114808404.40 99359873.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMET9 2033-08-01 3.500000 0.00 79604793.37 39360103.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 9192200.00 4716711.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 31666666.67 17317077.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALNN6 2067-05-20 6.696000 0.00 9321664.73 1563415.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALQ45 2067-05-20 6.764000 0.00 9533992.90 1103107.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALRL6 2067-07-20 6.806000 0.00 12680122.47 1435636.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUW4 2067-06-20 6.851000 0.00 24522086.53 2633782.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUX2 2067-06-20 6.856000 0.00 15837347.40 3030219.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQCJ6 2067-06-20 6.644000 0.00 4152686.23 156900.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQE47 2067-10-20 6.863000 0.00 16168680.17 4300009.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEH8 2067-10-20 7.004000 0.00 11741233.03 1832696.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEV7 2067-10-20 6.842000 0.00 12707048.00 4250781.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1T29 2067-08-20 7.060000 0.00 9510887.00 2077624.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TK9 2067-07-20 6.888000 0.00 15878872.53 3452885.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TU7 2067-08-20 6.905000 0.00 12742117.57 2304766.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1UF8 2067-09-20 7.035000 0.00 28609666.10 4763775.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32H1 2067-07-20 6.879000 0.00 24688451.17 4602834.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32Z1 2067-06-20 6.861000 0.00 9540581.47 2001149.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B3Q93 2067-08-20 7.037000 0.00 3658374.00 843266.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA7A5 2067-08-20 7.188000 0.00 6097882.17 196147.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2K2 2067-11-20 6.807000 0.00 12709388.80 2969182.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2L0 2067-11-20 6.807000 0.00 9556894.23 1302716.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZ75 2067-10-20 6.938000 0.00 12704428.53 3170038.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZN0 2067-09-20 7.132000 0.00 12676440.90 1683145.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZR1 2067-10-20 6.964000 0.00 12666666.67 2903526.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BJ4T8 2067-11-20 6.445000 0.00 828441.80 295802.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKP1 2067-09-20 6.953000 0.00 24804541.17 4062498.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKT3 2067-09-20 7.052000 0.00 15055464.47 2605250.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BQMV7 2067-11-20 6.883000 0.00 9552985.30 2553868.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTM25 2067-11-20 6.702000 0.00 20523539.07 5649998.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTYP1 2067-11-20 6.868000 0.00 22236741.20 5515869.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA25 2067-10-20 6.772000 0.00 15587891.97 3215697.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA66 2067-10-20 6.867000 0.00 25406985.57 6265669.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA74 2067-10-20 6.807000 0.00 25291438.33 5158383.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F5Y46 2072-05-20 5.328000 0.00 9848333.33 10053138.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F7PB6 2072-05-20 5.607000 0.00 6966666.67 7298560.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGB61 2068-02-20 6.371000 0.00 6260171.30 1827197.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGBU8 2068-01-20 6.648000 0.00 1786391.40 436533.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD87 2071-08-20 6.744000 0.00 12533971.30 7924376.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDT3 2072-05-20 5.477000 0.00 6586666.67 7693764.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDU0 2072-05-20 5.505000 0.00 12381666.67 13208963.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGB79 2072-05-20 5.665000 0.00 6333333.33 7093041.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGCL7 2072-06-20 5.639000 0.00 12666666.67 13661065.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC49 2072-04-20 5.461000 0.00 9500000.00 9569768.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC98 2072-04-20 5.427000 0.00 6875958.77 7118599.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWBU3 2072-04-20 5.431000 0.00 9500000.00 9195093.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEA2 2072-05-20 5.398000 0.00 8803333.33 9721755.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEW4 2072-03-20 5.566000 0.00 5584272.90 4804078.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZH3 2067-12-20 6.627000 0.00 1865651.17 440534.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZJ9 2067-11-20 6.620000 0.00 852092.37 233838.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 5674796.50 5200079.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMH6 2067-10-20 6.546000 0.00 4141160.83 908230.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMK9 2067-11-20 6.319000 0.00 4272550.90 1518540.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UK75 2067-06-20 6.722000 0.00 27304723.30 3247201.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL25 2067-08-20 6.990000 0.00 12364532.47 2614986.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL74 2067-07-20 6.997000 0.00 5442164.93 646600.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULM1 2067-07-20 7.020000 0.00 12212286.10 2079899.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULP4 2067-06-20 7.062000 0.00 9728336.30 298886.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULQ2 2067-08-20 6.978000 0.00 11495652.97 1668850.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMH1 2067-08-20 6.878000 0.00 2453710.67 422513.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMS7 2067-09-20 6.939000 0.00 3620241.00 743192.02 Agency Mortgage-Backed Securities Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0369 475000000.00 475000000.00 0.0038 N N Y N Bank of Montreal Bank of Montreal 3.680000% BIVA8PDR7 NQQ6HPCNCCU6TUTQYE16 BIVA8PDR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.500000 0.00 31666666.67 18562284.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 64473333.33 26894162.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 63333333.33 33164525.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 63333333.33 35563291.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVU9 2052-01-20 2.500000 0.00 95000000.00 54221622.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 31666666.67 27029475.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 63333333.33 52720589.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 13325203.50 12210503.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F4Q6 2042-03-20 3.500000 0.00 644100000.00 39179652.41 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 91833333.33 86020684.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 95729790.00 94627977.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 4355433.33 4305253.15 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-11 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0368 475000000.00 475000000.00 0.0038 N N Y N Fixed Income Clearing Corp. - Bank of New York Mellon (The) Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.670000% BIVA94DA0 N/A BIVA94DA0 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 912810QB7 2039-05-15 4.250000 0.00 84461400.00 80623712.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 69000000.00 66541152.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 100073000.00 86709995.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 90792900.00 72986251.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 75000000.00 59375677.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 69500000.00 57201147.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 115600000.00 85944363.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 119550000.00 79695133.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 128291000.00 86013465.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 113500000.00 82259277.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 145500000.00 66876089.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 179268000.00 84222584.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 131800000.00 80574233.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 56700200.00 30966109.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 89000000.00 84280006.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 84890000.00 77508548.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 64200000.00 60518089.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 89800000.00 81503303.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 83750000.00 72534027.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 86000000.00 73924682.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 68550000.00 67717117.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 86400000.00 84505933.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 87800000.00 86210804.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 49207700.00 48007010.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 75000000.00 72731161.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 70000000.00 69598900.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 77850000.00 78098650.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 62600000.00 62872600.77 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2000000000.00 2000000000.00 0.0159 N Y Y N Fixed Income Clearing Corp. - ING Financial Markets, LLC Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.670000% BIVA94DB8 N/A BIVA94DB8 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 91282CMC2 2031-12-31 4.500000 0.00 506978000.00 510000360.37 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 500000000.00 500000000.00 0.0040 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.680000% BIVA94DF9 X574KRZ6V5A7UBU45C31 BIVA94DF9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 48750000.00 49695000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 12675000.00 12920700.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 48500000.00 49476000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47125000.00 48033500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47125000.00 48033500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26562500.00 27059500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26562500.00 27059500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 26562500.00 27059500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 14400000.00 14663520.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14125000.00 14400000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14125000.00 14400000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0.00 0.00 14125000.00 14400000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 13812500.00 14050500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 13812500.00 14050500.00 U.S. Treasuries (including strips) TREASURY BOND 2.75 15-NOV-2042 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 16818750.00 17155255.00 U.S. Treasuries (including strips) TREASURY BOND 3.375 15-MAY-2044 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 18026250.00 18394132.50 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 34937500.00 35632875.00 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 10481250.00 10689862.50 U.S. Treasuries (including strips) TREASURY BOND 4.75 15-MAY-2055 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 46250000.00 47158010.87 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49750000.00 50752668.48 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49750000.00 50752668.48 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 21890000.00 22331174.13 U.S. Treasuries (including strips) TREASURY NOTE 4.25 15-AUG-2035 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 47500000.00 48482891.30 U.S. Treasuries (including strips) TREASURY NOTE 3.625 31-AUG-2030 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 42625000.00 42662840.00 U.S. Treasuries (including strips) TREASURY NOTE 3.5 31-OCT-2027 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 49187500.00 50143418.48 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2038 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 13380000.00 13647840.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2037 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 28312500.00 28839500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2038 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 27500000.00 28009500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12125000.00 12369000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12125000.00 12369000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12125000.00 12369000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 12125000.00 12369000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 6671875.00 6797250.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 12968750.00 13215250.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2040 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 24812500.00 25281500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2041 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 23250000.00 23683000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2041 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 17750000.00 18093600.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 20503750.00 20906540.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 21812500.00 22241000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2042 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 21125000.00 21532000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2050 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 13875000.00 14120000.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1035940625.00 1035940625.00 0.0082 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.670000% BIVA94DG7 N/A BIVA94DG7 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 912797SA6 2026-10-01 0.00 0.00 93000.00 92715.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 4920000.00 4890475.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 196600.00 194821.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 439000.00 432413.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 354864600.00 354292203.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 1535000.00 1532524.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 49692000.00 49502723.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 308000.00 306379.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 100.00 99.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 71000.00 70950.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 187500.00 187236.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 181000.00 180615.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 154500.00 154056.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 410400.00 408924.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 862000.00 857648.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 300.00 289.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 1561800.00 1550498.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 18798600.00 19439192.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 103400.00 107362.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 105000.00 103845.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 338800.00 335074.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 12126000.00 12169122.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 15600.00 14825.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 2185300.00 2039946.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 431800.00 335448.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 8610000.00 6354943.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 699800.00 540363.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3396900.00 2540777.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 1000.00 822.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 909300.00 767326.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 90000.00 73592.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1204400.00 895527.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 6289800.00 4236821.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 60000000.00 42770220.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4119900.00 3020761.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 2822800.00 1867431.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 423500.00 264686.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 50000100.00 34109500.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 50000100.00 36371032.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 56610600.00 38846901.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 55.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 45.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 5790800.00 2636102.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 50.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 63.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 474100.00 285027.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 10300000.00 7334138.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 210800.00 110962.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 2694000.00 1818066.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 540000.00 309068.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 5505000.00 3150777.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 846600.00 564015.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 240000.00 193062.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 1885000.00 1558275.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 11737900.00 9048049.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 4057300.00 3685948.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 383000.00 358267.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2147700.00 2009008.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 2691800.00 2290344.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 7089300.00 6518232.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1106000.00 1014656.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 3484100.00 3037509.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 5689300.00 5110547.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 241700.00 218885.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 23000.00 21529.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 12474700.00 12283786.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 6387500.00 5902670.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 200.00 184.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 142000.00 131334.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 27435400.00 25363913.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 5472900.00 5337904.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 1689000.00 1659339.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 2560000.00 2513313.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 1500000.00 1478479.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 2068400.00 2032468.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 3474900.00 3403062.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 2624500.00 2520169.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 278000.00 265703.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 101300.00 100602.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 298.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 7292200.00 6741978.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 5849900.00 5796692.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 57405000.00 50056657.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 5329600.00 5149224.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1789100.00 1542248.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 21541100.00 18568961.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 86.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 122294800.00 116662267.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 2958400.00 2817153.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 770000.00 735430.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4014000.00 3772439.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 27220000.00 25675422.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 634300.00 544546.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 2570000.00 2405981.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 4566000.00 4518814.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 8747800.00 8406673.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1120000.00 1035008.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 3891400.00 3596099.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 1320100.00 1286809.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 7000000.00 6985205.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 11350000.00 10824100.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 202300.00 183426.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 8500000.00 7707006.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 50000.00 49470.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 18760000.00 18081863.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 218000.00 221504.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 16062900.00 15857744.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 53340000.00 52954321.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 3819900.00 3837920.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 214200.00 211834.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 6318500.00 6324177.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 49594718.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 1487900.00 1481134.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 2000000.00 1975811.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 16110000.00 16180717.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 10879600.00 10213886.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 2423300.00 2386713.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 361000.00 361263.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 73590200.00 72596479.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 16918300.00 16924509.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 68000.00 69672.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 150000000.00 153977123.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 11499900.00 11856812.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 154000.00 154703.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 2985700.00 2999343.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1000000.00 1014903.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 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38383LNZ9 2034-12-20 4.000000 0.00 8236737.00 2897054.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RKQ9 2047-11-20 4.000000 0.00 37543000.00 20450539.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RWB9 2052-01-20 2.500000 0.00 20353000.00 16460068.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UT26 2046-02-20 3.000000 0.00 20000000.00 9022767.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AKC6 2053-05-20 4.638800 0.00 50000000.00 15050655.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ETA3 2053-09-20 4.888800 0.00 50000000.00 10909571.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MR25 2054-06-20 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26668283.13 22387333.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7J90 2055-10-01 4.500000 0.00 11092554.92 10120268.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LSF0 2046-01-01 3.500000 0.00 5815350.75 1102334.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AJT7 2041-11-01 4.000000 0.00 851.58 48.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AVW4 2040-11-01 4.000000 0.00 158777.21 13901.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426XWR5 2055-09-01 5.000000 0.00 169295.96 162671.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ND71 2055-05-01 6.000000 0.00 9715441.08 8059660.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NPU7 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4326437.50 4263160.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 9962516.67 10035514.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 6154454.17 6221828.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2934570.83 2918391.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 412.50 421.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 25052775.00 24980132.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 175679.17 174625.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1249920.83 1227297.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 630483.33 628231.91 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 275000000.00 275000000.00 0.0022 N Y Y N CIBC World Markets Corp. 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0.00 400033.33 451997.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 115740.00 82503.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 6.67 4.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 6.67 6.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 80.00 57.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 170313.33 115398.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 6.67 4.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 353.33 326.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 6.67 4.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 20.00 9.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 6.67 3.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 94180.00 47154.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 216446.67 130127.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 165933.33 118153.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 6.67 4.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 205833.33 108348.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 90153.33 72521.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 66.67 55.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 46106.67 35540.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 99073.33 85541.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 94773.33 78991.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 72020.00 61278.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 6.67 6.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 333.33 290.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 514360.00 465809.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 6.67 6.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 4488560.00 4117407.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 3194266.67 2954358.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 60.00 54.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 40.00 53.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 60.00 79.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 13.33 13.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 6.67 6.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 6.67 8.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 13.33 16.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 2827213.33 3681069.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 2766.67 3363.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 60006.67 51999.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 3552613.33 3393115.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 70466.67 60356.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 132813.33 124669.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 4801940.00 4122467.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 6.67 6.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 9999933.33 9933413.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1806600.00 1576117.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 531100.00 510389.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 9853.33 9857.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 11066666.67 10787582.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 13.33 14.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 238540.00 227487.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 193920.00 175828.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 16795400.00 16188279.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 77546.67 76690.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 2249406.67 2231173.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 3529020.00 3706943.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 26.67 25.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 8753.33 8587.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 422920.00 404741.96 U.S. Treasuries (including 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7000000.00 3394021.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QNS7 2070-11-20 4.281900 0.00 3000000.00 1650538.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QNU2 2070-11-20 4.231900 0.00 3000000.00 1772306.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QRR5 2070-12-20 4.981900 0.00 14165311.00 10276027.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380RTP5 2063-06-16 1.400000 0.00 100000.00 58866.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D4P2 2060-02-16 1.250000 0.00 36000.00 23003.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DR85 2061-08-16 3.986500 0.00 800000.00 659432.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ETU2 2061-02-16 1.850000 0.00 700000.00 360469.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381EXY9 2062-01-16 1.900000 0.00 880000.00 452263.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JJR9 2055-02-16 4.000000 0.00 55000.00 48795.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JTD9 2057-12-16 4.250000 0.00 90000.00 81815.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381JW52 2065-06-16 4.500000 0.00 1490000.00 1301081.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381KCV4 2065-10-16 4.250000 0.00 4965000.00 4251205.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LDK5 2060-02-16 4.500000 0.00 750000.00 638537.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LDL3 2064-08-16 4.500000 0.00 50000.00 45073.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LGD8 2066-07-16 2.000000 0.00 1903132.00 1332443.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LHR6 2066-02-16 5.250000 0.00 235000.00 222814.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LT36 2044-11-16 4.500000 0.00 250000.00 224225.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ND21 2055-07-20 4.788800 0.00 600000.00 543109.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PKV4 2055-07-20 4.938800 0.00 10000000.00 7946399.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PU43 2055-06-20 0.010000 0.00 2064325.00 447323.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381R4J5 2049-03-20 3.500000 0.00 3765818.00 3151291.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RMH9 2048-07-20 0.407300 0.00 264000.00 151696.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S5G8 2061-04-16 4.500000 0.00 2287644.00 2081840.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S5H6 2061-04-16 4.500000 0.00 6500000.00 5915208.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S5J2 2067-06-16 4.500000 0.00 4590299.00 4092288.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S5K9 2069-05-16 4.500000 0.00 9599517.00 8164610.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S5L7 2041-06-16 4.500000 0.00 13786219.00 13437188.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S6Z5 2069-04-16 4.500000 0.00 25000.00 20325.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S7A9 2067-06-16 4.500000 0.00 1936317.00 1699170.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S7B7 2068-05-16 4.500000 0.00 2710843.00 2316927.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S7C5 2069-04-16 4.500000 0.00 951993.00 772945.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S7Q4 2069-04-16 5.001400 0.00 1955248.00 1970076.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SZW0 2066-12-16 4.750000 0.00 14047090.00 13056437.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381SZZ3 2068-11-16 4.500000 0.00 60000.00 49972.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AL94 2069-11-20 4.794200 0.00 933000.00 358013.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DZL6 2050-03-20 4.216900 0.00 34045861.00 10062642.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382ELY1 2050-04-20 4.000000 0.00 460000.00 202816.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GEM0 2050-06-20 4.116900 0.00 10714285.00 3978956.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HKV1 2050-08-20 3.938800 0.00 6332062.00 3287109.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YJ20 2072-12-20 4.658800 0.00 700000.00 692424.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKG7 2071-12-20 4.458800 0.00 2214000.00 1547325.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKM4 2072-01-20 3.988800 0.00 8000000.00 7817409.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YS46 2073-01-20 4.488800 0.00 1267000.00 1220987.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FG98 2052-01-20 3.500000 0.00 1000000.00 593497.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383R7N1 2052-01-20 2.500000 0.00 100000.00 83597.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384A2N2 2053-04-20 5.000000 0.00 2300000.00 2202566.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CES4 2064-03-16 4.000000 0.00 1110000.00 924627.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EK20 2053-06-20 5.000000 0.00 2300000.00 2205089.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GTN0 2065-09-16 4.250000 0.00 1120000.00 923749.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HQK7 2053-12-20 5.500000 0.00 1680000.00 1689771.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384L6Q7 2076-03-20 4.288800 0.00 5000000.00 5008631.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LPP8 2075-06-20 4.538800 0.00 1025000.00 967054.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LUK3 2075-08-20 4.488800 0.00 3000000.00 2965399.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MWF0 2054-04-20 4.838800 0.00 15287589.00 12338775.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NM36 2054-05-20 4.888800 0.00 15375000.00 11867054.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NV69 2054-05-20 4.738800 0.00 470000.00 291026.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384REQ5 2068-02-16 4.500000 0.00 9414625.00 8043582.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TAD4 2065-02-16 4.500000 0.00 177291.00 143468.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TMW9 2060-01-16 4.250000 0.00 1000000.00 894817.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TQ70 2067-09-16 4.500000 0.00 854773.00 756439.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XZG1 2054-11-20 4.888800 0.00 5000000.00 1905749.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YDU2 2054-10-20 4.708800 0.00 8000000.00 5131310.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FDV0 2055-04-20 4.988800 0.00 5000000.00 4728564.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HVJ3 2055-10-20 4.750000 0.00 1100800.00 975671.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXT5 2055-11-20 4.500000 0.00 612891.00 517063.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JXU2 2055-06-20 4.500000 0.00 106818.00 95312.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KUH1 2055-12-20 4.750000 0.00 5450000.00 5099696.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LNA2 2056-01-20 4.638800 0.00 7750000.00 7547596.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ50 2056-01-20 4.500000 0.00 1667806.00 1455432.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385M4K9 2056-02-20 4.000000 0.00 1410000.00 1302696.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385ND92 2056-03-20 4.588800 0.00 15000000.00 14642474.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF90 2054-02-20 4.500000 0.00 505142.00 456215.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QEK9 2076-04-20 4.288800 0.00 5000000.00 4874807.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RHC2 2056-04-20 5.000000 0.00 1878360.00 1680481.66 Agency Collateralized Mortgage Obligation Government 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549300M8ZYFG0OCMTT87 38385WDT8 2056-07-20 5.000000 0.00 1458205.00 1331132.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WED2 2056-03-20 6.500000 0.00 4767969.00 4840765.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WGH1 2066-07-20 5.000000 0.00 1312687.00 1216936.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WHS6 2055-10-20 5.000000 0.00 2750000.00 2716867.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WVP6 2056-08-20 5.500000 0.00 321923.00 298141.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WWV2 2066-08-20 5.000000 0.00 1193829.00 1114878.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WZQ0 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2.000000 0.00 6000000.00 3500878.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMV96 2054-07-25 2.000000 0.00 10000000.00 7005706.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.151300 0.00 23900000.00 11702806.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNSZ0 2052-07-25 2.000000 0.00 6909753.00 4959942.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNWQ5 2047-03-25 4.000000 0.00 6229000.00 3849381.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP5H0 2054-07-25 4.500000 0.00 37587207.00 24640031.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYQQ8 2033-01-25 3.950000 0.00 50000000.00 48564953.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5T91 2032-11-25 4.500000 0.00 145000000.00 142830945.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F7XL4 2035-12-25 1.250000 0.00 25000000.00 5665519.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBD44 2033-05-15 4.750000 0.00 40000000.00 38931638.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBMZ5 2056-08-25 4.533200 0.00 100000000.00 98539880.45 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6GW9 2052-03-25 3.000000 0.00 3000000.00 1718242.61 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6H73 2049-11-25 3.000000 0.00 1000000.00 558325.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N23 2055-01-25 2.000000 0.00 4550000.00 2708059.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N64 2052-08-25 3.250000 0.00 428343.00 296373.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8PR6 2052-08-25 3.250000 0.00 428343.00 296373.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HA6E1 2055-01-25 4.500000 0.00 29525208.00 19649753.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNZF8 2031-06-15 4.250000 0.00 25000000.00 22273769.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HP2L6 2032-11-15 4.250000 0.00 35000000.00 31085014.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPLY7 2031-07-15 4.350000 0.00 50273027.00 44555813.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPM75 2031-01-15 4.250000 0.00 40000000.00 34732788.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3B4 2067-11-20 4.527100 0.00 5755000.00 1102811.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UTT7 2065-01-20 4.421900 0.00 44120743.00 3232310.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUU2 2065-02-20 4.421900 0.00 38781504.00 3043733.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UVQ0 2065-03-20 4.381900 0.00 48768225.00 4114111.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RB70 2066-10-20 4.531900 0.00 17000000.00 1562119.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RJX5 2065-10-20 4.441900 0.00 54650450.00 4691372.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP42 2066-12-20 4.681900 0.00 20000000.00 3191569.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP91 2066-12-20 4.550800 0.00 6081000.00 626801.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RQR0 2066-01-20 4.691900 0.00 50000000.00 2033773.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRD0 2066-03-20 4.531900 0.00 54582057.00 3919142.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRF5 2066-03-20 4.731900 0.00 50000000.00 4305993.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRW8 2066-02-20 4.781900 0.00 21547250.00 2159619.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRZ1 2066-02-20 4.731900 0.00 41840560.00 6008390.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSJ6 2066-02-20 4.701900 0.00 36936000.00 2784212.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUB0 2065-08-20 4.681900 0.00 30000000.00 1852121.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUY0 2066-06-20 4.796600 0.00 25000825.00 1933220.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RWF9 2066-06-20 4.920800 0.00 50050044.00 5607146.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXY7 2066-08-20 4.531900 0.00 60000000.00 6044018.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXZ4 2066-06-20 5.121200 0.00 42005539.00 4150886.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DDU5 2029-07-20 1.750000 0.00 52249609.00 632301.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DJT2 2029-07-16 1.750000 0.00 100000000.00 1295691.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HQ73 2030-01-20 1.750000 0.00 60000000.00 1379502.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HT88 2030-01-20 1.750000 0.00 100000000.00 2650990.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JJE2 2030-02-20 1.750000 0.00 90000000.00 2655270.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LB93 2069-09-20 5.126500 0.00 26474089.00 5017726.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCX9 2068-05-20 4.081900 0.00 54617901.00 3094323.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LE25 2069-09-20 5.126500 0.00 28261463.00 5310716.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LFQ1 2068-07-20 4.620800 0.00 51641362.00 8244008.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJU8 2068-09-20 4.916500 0.00 34975045.00 5253152.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LL76 2069-11-20 4.674200 0.00 27618610.00 5309298.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LLH4 2068-10-20 4.731700 0.00 4132000.00 849106.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMV2 2065-08-20 4.131900 0.00 8000000.00 246442.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQG1 2069-01-20 4.331900 0.00 35552172.00 6741999.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQZ9 2069-02-20 4.231900 0.00 23673332.00 4116061.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LU27 2070-01-20 4.610800 0.00 20000000.00 4245776.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LWT6 2069-07-20 4.890900 0.00 29718670.00 6120135.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QBN1 2070-04-20 5.031900 0.00 21201373.00 4034233.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D4W7 2061-10-16 3.986500 0.00 5000000.00 4035711.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AK53 2069-11-20 4.281900 0.00 30983389.00 3801175.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UXP1 2051-06-20 3.500000 0.00 3143828.00 1465677.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YA45 2072-09-20 4.678800 0.00 20000000.00 8439887.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKX0 2072-01-20 4.138800 0.00 14315000.00 4356283.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YRP0 2072-04-20 4.338800 0.00 26045000.00 7941749.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 5709000.00 3174016.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KAQ5 2073-05-20 4.338800 0.00 5000000.00 989162.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LNZ9 2034-12-20 4.000000 0.00 16763263.00 5896033.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383P8D6 2052-04-20 1.500000 0.00 6378000.00 4169770.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383T7Z0 2049-10-20 3.750000 0.00 13127946.00 5982239.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TRN5 2052-06-20 2.000000 0.00 12000000.00 8492419.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 3370000.00 2513363.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MP67 2056-02-20 4.500000 0.00 5001000.00 4236562.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF74 2056-03-20 4.500000 0.00 2853834.00 2440133.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TMG3 2056-06-20 5.500000 0.00 534600.00 532114.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WTM6 2056-08-20 5.000000 0.00 2138000.00 1901968.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WVW1 2056-08-20 5.000000 0.00 3341139.00 3089977.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WZP2 2056-05-20 2.000000 0.00 6959574.00 4213678.72 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2026-10-05 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0369 750000000.00 750000000.00 0.0060 N N Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.780000% BIVA953D2 UVCP0ONBRH8AI9HEYC97 BIVA953D2 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 142614285.71 149745000.00 U.S. Treasuries (including strips) TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 224323904.76 235540100.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 179928000.00 188924400.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0378 546866190.50 546866190.50 0.0044 N N Y N SHORT TERM INVESTMENTS TRUST 2026-09-08 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer