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NR Standard and Poor's Ratings Services NR 2026-09-01 2027-11-19 2027-11-19 N N N 0.0373 19539565.31 19539565.31 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ERC74 254900C5LP6DN9OP9V83 US3133ERC748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-21 2026-09-21 N N N 0.0371 2330103.06 2330103.06 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-08 2026-09-08 N N N 0.0371 4230161.08 4230161.08 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-10-09 2026-10-09 N N N 0.0371 2500230.60 2500230.60 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERX55 254900C5LP6DN9OP9V83 US3133ERX553 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-11-24 2026-11-24 N N N 0.0376 59670617.09 59670617.09 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-10-15 2026-10-15 N N N 0.0372 88005808.88 88005808.88 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-11-05 2027-11-05 N N N 0.0375 58482324.23 58482324.23 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ET7J0 254900C5LP6DN9OP9V83 US3133ET7J06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-07-08 2027-07-08 N N N 0.0374 249994530.00 249994530.00 0.0082 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-17 2026-09-17 N N N 0.0368 69999111.70 69999111.70 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000% 3133ETAN7 254900C5LP6DN9OP9V83 US3133ETAN73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-11-24 2026-11-24 N N N 0.0371 122343497.10 122343497.10 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-04-01 2027-04-01 N N N 0.0371 8400615.64 8400615.64 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETJB4 254900C5LP6DN9OP9V83 US3133ETJB45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-05-27 2027-05-27 N N N 0.0372 149679312.97 149679312.97 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-06-09 2027-06-09 N N N 0.0375 25003660.75 25003660.75 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETKP1 254900C5LP6DN9OP9V83 US3133ETKP12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-06-09 2027-06-09 N N N 0.0371 100033583.00 100033583.00 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLC9 254900C5LP6DN9OP9V83 US3133ETLC99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-01-11 2027-01-11 N N N 0.0367 199985922.00 199985922.00 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ETLU9 254900C5LP6DN9OP9V83 US3133ETLU97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-12-18 2026-12-18 N N N 0.0372 33196590.36 33196590.36 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETMF1 254900C5LP6DN9OP9V83 US3133ETMF12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-03-23 2027-03-23 N N N 0.0370 115978624.68 115978624.68 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 9999980.00 9999980.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133ETSH1 254900C5LP6DN9OP9V83 US3133ETSH14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-12-08 2026-12-08 N N N 0.0372 165018338.10 165018338.10 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETSZ1 254900C5LP6DN9OP9V83 US3133ETSZ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-10-13 2026-10-13 N N N 0.0371 45000931.50 45000931.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-11-12 2027-11-12 N N N 0.0374 7901777.18 7901777.18 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-18 2026-09-18 N N N 0.0370 64999440.35 64999440.35 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETUB1 254900C5LP6DN9OP9V83 US3133ETUB16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-08-20 2027-08-20 N N N 0.0373 125007130.00 125007130.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ETUH8 254900C5LP6DN9OP9V83 US3133ETUH85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-02-19 2027-02-19 N N N 0.0374 55001640.10 55001640.10 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ETUJ4 254900C5LP6DN9OP9V83 US3133ETUJ42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-12-22 2026-12-22 N N N 0.0372 130001891.50 130001891.50 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETVG9 254900C5LP6DN9OP9V83 US3133ETVG93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-08-27 2027-08-27 N N N 0.0373 95006074.30 95006074.30 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ETVR5 254900C5LP6DN9OP9V83 US3133ETVR58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-12-02 2026-12-02 N N N 0.0372 154989430.55 154989430.55 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 69999855.80 69999855.80 0.0023 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-08 2026-09-08 N N N 0.0369 12999956.58 12999956.58 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ETXD4 254900C5LP6DN9OP9V83 US3133ETXD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-01-12 2027-01-12 N N N 0.0374 65005788.25 65005788.25 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-09-22 2027-09-22 N N N 0.0373 244727301.87 244727301.87 0.0081 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3133EWB66 254900C5LP6DN9OP9V83 US3133EWB666 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2027-02-04 2027-02-04 N N N 0.0365 35000000.00 35000000.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3133EWB74 254900C5LP6DN9OP9V83 US3133EWB740 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2027-03-04 2027-03-04 N N N 0.0365 60000000.00 60000000.00 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWFK1 254900C5LP6DN9OP9V83 US3133EWFK19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-06-03 2027-06-03 N N N 0.0369 34999778.45 34999778.45 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2028-01-11 2028-01-11 N N N 0.0372 34984877.55 34984877.55 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWHR4 254900C5LP6DN9OP9V83 US3133EWHR44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2027-03-19 2027-03-19 N N N 0.0370 89998787.70 89998787.70 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-06-23 2027-06-23 N N N 0.0370 99279076.50 99279076.50 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWJH4 254900C5LP6DN9OP9V83 US3133EWJH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-11-26 2027-11-26 N N N 0.0374 129999282.40 129999282.40 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-07-16 2027-07-16 N N N 0.0370 103998308.96 103998308.96 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000% 3133EWNT3 254900C5LP6DN9OP9V83 US3133EWNT36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2028-05-08 2028-05-08 N N N 0.0377 19999644.60 19999644.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-11-22 2027-11-22 N N N 0.0375 60000456.00 60000456.00 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133EWUS7 254900C5LP6DN9OP9V83 US3133EWUS79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-09-01 2027-09-01 N N N 0.0373 100002088.00 100002088.00 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133EWYS3 254900C5LP6DN9OP9V83 US3133EWYS34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2027-08-20 2027-08-20 N N N 0.0372 60999633.39 60999633.39 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133EWZQ6 254900C5LP6DN9OP9V83 US3133EWZQ68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2028-02-25 2028-02-25 N N N 0.0376 97699371.79 97699371.79 0.0032 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services NR 2026-09-01 2027-04-23 2027-04-23 N N N 0.0376 153050185.53 153050185.53 0.0050 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-09-22 2027-09-22 N N N 0.0379 125142465.00 125142465.00 0.0041 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-10-06 2027-10-06 N N N 0.0379 227770731.86 227770731.86 0.0075 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.730000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 0001026214 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2027-01-08 2027-01-08 N N N 0.0373 537268573.58 537268573.58 0.0177 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 0000310522 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-11-24 2026-11-24 2026-11-24 N N N 0.0382 198257794.00 198257794.00 0.0065 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y Fitch, Inc. F1+u Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-01 2026-12-01 2026-12-01 N N N 0.0382 106486804.98 106486804.98 0.0035 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y Fitch, Inc. F1+u Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-11 2027-02-11 2027-02-11 N N N 0.0397 383197128.60 383197128.60 0.0126 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y Fitch, Inc. F1+u Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-08 2026-12-08 2026-12-08 N N N 0.0385 148465687.50 148465687.50 0.0049 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y Fitch, Inc. F1+u Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-15 2026-12-15 2026-12-15 N N N 0.0386 247251770.00 247251770.00 0.0082 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 111665627.07 111665627.07 0.0037 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 912828YU8 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0358 91493401.08 91493401.08 0.0030 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.125000% 912828ZB9 254900HROIFWPRGM1V77 US912828ZB95 912828ZB9 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0402 60141186.49 60141186.49 0.0020 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 912828ZE3 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 98071289.00 98071289.00 0.0032 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 912828ZS2 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0414 86844562.50 86844562.50 0.0029 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0388 93044201.56 93044201.56 0.0031 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 91282CDQ1 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0353 151158477.33 151158477.33 0.0050 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0357 197938086.00 197938086.00 0.0065 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 91282CEF4 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 360456534.10 360456534.10 0.0119 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 91282CEN7 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 155815780.12 155815780.12 0.0051 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 91282CET4 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0379 98900781.00 98900781.00 0.0033 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0356 332129685.84 332129685.84 0.0109 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 91282CKE0 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0353 91133892.85 91133892.85 0.0030 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 91282CKJ9 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0405 103474366.49 103474366.49 0.0034 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 199919922.00 199919922.00 0.0066 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 3.956000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-10-31 2026-10-31 N N N 0.0371 61012228.67 61012228.67 0.0020 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 91282CME8 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0355 151858021.34 151858021.34 0.0050 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 91282CMH1 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-01-31 2027-01-31 2027-01-31 N N N 0.0403 94799965.47 94799965.47 0.0031 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 91282CMP3 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0356 62035553.28 62035553.28 0.0020 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 91282CMV0 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2027-10-31 2027-10-31 N N N 0.0377 592127598.45 592127598.45 0.0195 N Y Y N UNITED STATES TREASURY FLOATING RATE NOTE UNITED STATES TREASURY FLOATING RATE NOTE 3.854000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2028-04-30 2028-04-30 N N N 0.0381 340255387.60 340255387.60 0.0112 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.700000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10705025 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YY4J9 2045-08-01 3.500000 0.00 14194976.00 2067309.94 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGXZ4 2032-11-01 4.590000 0.00 9425000.00 9332682.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BNYS1 2055-09-01 5.500000 0.00 4660000.00 4370040.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGE32 2034-05-01 3.540000 0.00 13957000.00 12402270.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NV4W4 2034-09-01 4.400000 0.00 13964000.00 13577011.02 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVW52 2034-09-01 4.400000 0.00 9736000.00 9466182.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1024.00 953.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426R6L0 2055-07-01 6.500000 0.00 9563728.00 9313776.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426TJU2 2055-07-01 6.000000 0.00 1638670.00 926036.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YC46 2055-08-01 6.500000 0.00 1000.00 1043.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YE44 2055-09-01 5.000000 0.00 35702144.00 33749788.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PH23 2055-08-01 5.000000 0.00 36744640.00 32675484.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQXV9 2054-01-01 5.500000 0.00 16625024.00 11385444.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GYBM6 2056-08-01 5.500000 0.00 1024.00 1028.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1BC3 2032-11-01 4.590000 0.00 6913880.00 6842397.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQNN1 2052-10-01 5.000000 0.00 20000000.00 14010230.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQKA2 2052-10-01 5.000000 0.00 16300000.00 11088997.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRU3 2052-07-01 4.500000 0.00 74039040.00 48954368.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSAB7 2053-04-01 4.500000 0.00 5558980.00 4218096.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSFC0 2053-06-01 5.500000 0.00 1024.00 696.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUPH3 2054-05-01 5.000000 0.00 39500000.00 32491110.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAF1 2054-08-01 6.000000 0.00 133063424.00 106815922.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JQL48 2040-09-01 6.650000 0.00 19698272.00 265042.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 312937BV6 2039-11-01 5.500000 0.00 1008.00 51.10 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0Y30 2048-04-01 4.500000 0.00 1000.00 198.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQEX0 2049-10-01 3.500000 0.00 4885456.00 3296665.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VNMU4 2049-03-01 4.500000 0.00 67780352.00 13001563.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLZ76 2053-07-01 5.000000 0.00 28971872.00 22989516.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDY71 2042-10-01 3.500000 0.00 31000000.00 4087742.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPHA5 2043-04-01 4.000000 0.00 5000000.00 667343.66 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1000.00 1005.65 U.S. Treasuries (including strips) Y Fitch, Inc. 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NR Standard and Poor's Ratings Services NR 2026-09-17 2026-09-17 2026-09-17 N N N 0.0366 200000000.00 200000000.00 0.0066 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.750000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10715105 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWFV7 2029-03-06 3.520000 0.00 485000.00 482792.33 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWAV2 2041-01-22 5.340000 0.00 19840000.00 19312851.20 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETE94 2039-10-14 5.450000 0.00 15482000.00 15418512.62 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ERXM8 2044-10-17 5.450000 0.00 16185000.00 15759805.66 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPAY1 2038-02-17 4.940000 0.00 1408000.00 1355067.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EN4S6 2027-12-22 3.750000 0.00 50000.00 50028.88 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMXW7 2028-04-28 1.400000 0.00 750000.00 717736.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMSW3 2028-03-10 1.400000 0.00 1000000.00 962610.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMQ70 2027-10-14 1.150000 0.00 2750000.00 2669222.57 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELBZ6 2030-12-02 2.080000 0.00 25000.00 22707.06 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EFBK2 2032-08-27 3.270000 0.00 15000.00 13936.10 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EC5C4 2033-11-28 3.070000 0.00 31000.00 27847.95 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EAG85 2039-08-08 3.330000 0.00 19000.00 15718.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7TP9 2027-09-22 3.810000 0.00 1525000.00 1536335.41 Agency Debentures and Agency Strips FANNIEMAE STRIPS B1V7KEBTPIMZEU4LTD58 31359YEA1 2030-05-15 0.00 0.00 978000.00 821221.71 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWYZ7 2031-08-21 4.620000 0.00 10245000.00 10212854.60 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWXN5 2029-08-03 4.250000 0.00 50280000.00 50142914.37 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWTX8 2029-06-25 4.370000 0.00 15070000.00 15090505.25 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWSM3 2028-06-09 4.000000 0.00 70000.00 70152.96 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWSE1 2034-06-02 5.030000 0.00 31939000.00 31824220.11 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMX5 2029-04-30 4.030000 0.00 1315000.00 1316302.29 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMG2 2034-04-21 4.770000 0.00 33275000.00 33205288.88 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMF4 2031-04-22 4.330000 0.00 50000.00 49893.74 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 15620000.00 15447906.65 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWLC2 2027-04-14 3.750000 0.00 7710000.00 7799134.02 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDPG2 2028-02-25 4.250000 0.00 10500000.00 10483707.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDK51 2029-12-28 4.550000 0.00 9405000.00 9411782.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GDGW7 2030-06-11 4.210000 0.00 24000.00 23980.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCR98 2031-03-11 4.000000 0.00 4025000.00 3997681.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCR72 2030-12-30 4.050000 0.00 965000.00 963593.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCNP6 2031-02-27 4.000000 0.00 2925000.00 2853356.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCEM3 2031-01-13 4.010000 0.00 2140000.00 2102114.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G42W2 2035-09-06 1.600000 0.00 1100000.00 838417.56 Agency Mortgage-Backed Securities Y Fitch, Inc. 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NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 125000000.00 125000000.00 0.0041 N Y Y N FIXED INCOME CLEARING CORP / BNY FIXED INCOME CLEARING CORP / BNY 3.660000% N/A 549300H47WTHXPU08X20 LMRP10805325 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 113543900.00 107951270.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 140773600.00 136848770.83 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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BANK OF AMERICA SECURITIES, INC. 3.670000% N/A 549300RHSE13N47D3B98 0001675365 LMRP10805345 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 3618N53T4 2055-11-20 3.000000 0.00 582761.00 498650.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYZE0 2056-05-20 5.000000 0.00 1377154.00 1337005.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L0M66 2056-08-20 6.000000 0.00 6074240.00 6236804.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YS70 2054-03-20 6.000000 0.00 59800000.00 26808882.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJW6 2047-10-20 3.000000 0.00 442093.00 52877.54 Agency Mortgage-Backed Securities Fannie 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0082 N Y Y N SOCIETE GENERALE, NEW YORK BRANCH SOCIETE GENERALE, NEW YORK BRANCH 3.670000% N/A 254900J6B390XMPVLV82 LMRP10806275 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 38375JZQ1 2037-04-20 4.066900 0.00 21581990.00 174527.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JJ63 2037-05-20 4.066900 0.00 4977.00 57.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JHX6 2037-02-20 3.916900 0.00 30000000.00 284667.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374KKU6 2035-01-20 3.966900 0.00 22000000.00 214186.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374HWE6 2034-08-16 4.053700 0.00 2400.00 46.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GYH9 2033-04-16 4.003700 0.00 30792322.00 232841.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GYF3 2032-03-16 4.003700 0.00 20556114.00 73446.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374GXR8 2027-12-16 3.953700 0.00 38010486.00 5040.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373SU70 2033-03-16 4.053700 0.00 43549533.00 7670.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373Q2T7 2033-06-16 3.973700 0.00 50000000.00 172947.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MXJ4 2037-03-20 3.966900 0.00 24519419.00 237958.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GJS9 2039-11-25 4.457700 0.00 16895004.00 159490.43 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 31397Y3S8 2038-08-15 4.751000 0.00 21250000.00 173557.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FM4 2056-04-20 5.500000 0.00 402682236.00 398209438.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 245501575.00 212103737.78 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 600000000.00 600000000.00 0.0198 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.670000% N/A 1VUV7VQFKUOQSJ21A208 0001330437 LMRP10806295 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 38385XXW7 2056-08-20 4.650000 0.00 29278400.00 29289111.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Y4M0 2054-12-20 5.068800 0.00 2428360.00 1365435.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B6ZW9 2042-07-21 5.650000 0.00 2400000.00 2356866.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWWT3 2033-07-27 4.890000 0.00 2010000.00 2001048.13 Agency Debentures and 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BANK 2549001DPIFGXC1TOL40 3130B7DT8 2037-08-21 5.500000 0.00 16030000.00 15823225.47 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UGXT4 2056-05-01 5.000000 0.00 1000.00 968.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UGXS6 2056-06-01 5.000000 0.00 1000.00 974.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 1000.00 1040.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 67969087.00 65390118.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 55760640.00 53439294.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BB2 2056-01-20 3.500000 0.00 4525792.00 3936648.81 Agency Mortgage-Backed Securities Government National Mortgage 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5.000000 0.00 1008.00 972.96 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q3D2 2055-12-01 5.500000 0.00 1000.00 934.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426WL24 2055-07-01 7.500000 0.00 3126.00 2888.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 50422492.00 28757638.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EUP3 2053-07-01 4.000000 0.00 1000.00 746.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 2050-11-01 2.000000 0.00 1000.00 480.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BW36 2030-10-01 3.000000 0.00 1000.00 96.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GJU7 2036-12-01 6.035000 0.00 1000.00 17.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GPR8 2037-11-01 6.500000 0.00 1000.00 10.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9SX3 2056-08-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y65Z9 2055-08-01 5.500000 0.00 1024.00 901.80 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2LP4 2055-04-01 6.000000 0.00 1000.00 864.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2CR0 2048-04-01 3.000000 0.00 1000.00 791.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1F73 2052-03-01 2.500000 0.00 1000.00 731.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W7QK4 2056-07-20 6.500000 0.00 1000.00 1048.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W7M85 2056-08-20 5.500000 0.00 1000.00 1023.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2XA9 2056-07-20 6.000000 0.00 1000.00 1028.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0XY1 2056-07-20 6.500000 0.00 1000.00 1056.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132VFYV6 2036-01-01 4.178000 0.00 1000.00 1007.05 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPB3 2055-03-01 7.000000 0.00 32973312.00 16484721.97 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPBM9 2052-06-01 3.000000 0.00 1000.00 647.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9RL0 2042-10-01 4.000000 0.00 1000.00 804.77 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8VQ4 2039-04-01 5.500000 0.00 1024.00 30.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q3SX5 2031-08-01 4.420000 0.00 1025765.00 1011635.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSKP9 2052-09-01 5.000000 0.00 1000.00 705.46 Agency Mortgage-Backed 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1072830.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WCSA3 2056-07-20 6.000000 0.00 1000.00 1032.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W8YG2 2056-07-20 6.000000 0.00 1000.00 1049.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUA54 2056-06-20 6.000000 0.00 1000.00 1024.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VP6Y7 2076-07-20 6.128000 0.00 1000.00 1053.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2JN8 2061-01-15 5.650000 0.00 360947.00 366903.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2J32 2061-04-15 5.030000 0.00 1000.00 969.10 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 61604600.00 47879377.70 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 2537600.00 2538818.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 26390400.00 26519115.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 62508400.00 57792976.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 232500.00 212283.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 65500.00 60587.93 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 400000000.00 400000000.00 0.0132 N Y Y N FIXED INCOME CLEARING CORP / STATE STREET FIXED INCOME CLEARING CORP / STATE STREET 3.500000% N/A 549300H47WTHXPU08X20 LMRP10806315 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 74420200.00 102000040.40 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0350 100000000.00 100000000.00 0.0033 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.670000% N/A VYVVCKR63DVZZN70PB21 0000276523 LMRP10807015 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YVH7 2049-09-01 3.000000 0.00 302548.00 86142.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0MP4 2053-09-01 6.000000 0.00 23000000.00 18893226.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 50535000.00 25476570.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 866000.00 694355.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHR7 2053-07-01 4.500000 0.00 292000.00 227225.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K9F42 2056-07-01 5.000000 0.00 1014399.00 992573.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7L31 2056-06-01 5.000000 0.00 4994050.00 4728363.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7GU7 2056-06-01 4.500000 0.00 2797480.00 2644352.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K7DU0 2056-06-01 5.000000 0.00 13682113.00 13290905.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K76F1 2056-06-01 5.500000 0.00 1622429.00 1640820.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJRP9 2050-08-01 2.500000 0.00 15000.00 6097.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH2L9 2050-05-01 3.000000 0.00 3520000.00 1191544.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGF37 2049-07-01 4.500000 0.00 300000.00 34964.23 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CCRA6 2053-09-01 5.500000 0.00 26948.00 21079.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BND83 2052-10-01 5.000000 0.00 1319420.00 876839.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WPJ63 2041-01-01 6.000000 0.00 1493822.00 908508.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WPBC8 2040-11-01 4.500000 0.00 2139246.00 1907431.19 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WP6P5 2041-05-01 4.500000 0.00 1439321.00 1395918.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNU24 2040-09-01 4.000000 0.00 3479747.00 3085208.42 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNRJ1 2040-09-01 6.000000 0.00 406474.00 366055.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WNP53 2040-08-01 6.000000 0.00 1352550.00 1329184.88 Agency Mortgage-Backed Securities Freddie Mac 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NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 61530000.00 61530000.00 0.0020 N Y Y N FIXED INCOME CLEARING CORP / STATE STREET FIXED INCOME CLEARING CORP / STATE STREET 3.670000% N/A 549300H47WTHXPU08X20 LMRP10807035 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 256013100.00 255000010.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 148840400.00 204000080.70 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 450000000.00 450000000.00 0.0148 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 3.680000% N/A SUVUFHICNZMP2WKHG940 0000803012 LMRP10808015 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7GY6 2056-05-25 6.500000 0.00 28035399.00 29276174.70 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXUX3 2056-06-01 5.500000 0.00 29206522.00 28639849.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXEF0 2056-04-01 5.500000 0.00 67962417.00 67286258.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSMG0 2054-08-01 6.000000 0.00 14979499.00 9383223.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QRT1 2055-09-01 6.000000 0.00 78718677.00 70250956.85 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 200000000.00 200000000.00 0.0066 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 3.670000% N/A KBVRJ5K57JZ3E2AVWX40 0000877559 LMRP10808025 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSFC0 2053-06-01 5.500000 0.00 69630720.00 47388016.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSHE4 2053-06-01 5.500000 0.00 75529088.00 54749368.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQBZ9 2054-02-01 7.000000 0.00 18501248.00 7915501.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 64765184.00 60304889.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426PMQ5 2055-06-01 5.000000 0.00 2954992.00 2834103.49 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YC46 2055-08-01 6.500000 0.00 1000.00 1043.28 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAB41 2053-08-01 6.500000 0.00 1000.00 662.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1FS3 2054-10-01 5.000000 0.00 1000.00 790.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRT95 2053-08-01 6.000000 0.00 16864000.00 14120055.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPC69 2045-01-01 3.500000 0.00 27914080.00 4965308.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQJ37 2044-07-01 3.500000 0.00 22761000.00 3996761.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERLT5 2044-10-01 5.978000 0.00 1024.00 27.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.500000 0.00 75000000.00 6485207.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ASRS9 2054-10-01 5.000000 0.00 3674400.00 3379656.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GYBM6 2056-08-01 5.500000 0.00 1024.00 1028.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUGH3 2054-04-01 6.500000 0.00 12520000.00 8869221.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTDF3 2053-10-01 5.500000 0.00 5450000.00 4261996.32 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BVPA7 2053-02-01 5.500000 0.00 7628992.00 5408412.94 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BM6A8 2052-10-01 5.000000 0.00 2175960.00 1541475.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y3UU6 2048-11-01 5.000000 0.00 1000.00 381.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XJN63 2033-12-01 4.470000 0.00 1000.00 977.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-10-01 6.500000 0.00 1024.00 722.63 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y0Y30 2048-04-01 4.500000 0.00 1000.00 198.82 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 312937BV6 2039-11-01 5.500000 0.00 1008.00 51.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKLA9 2033-05-01 4.270000 0.00 16586300.00 15572487.46 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXTB8 2061-07-01 2.500000 0.00 1000.00 492.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427AMF1 2055-09-01 6.500000 0.00 1000.00 887.30 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426YJK3 2055-09-01 6.500000 0.00 1000.00 894.03 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QB2B3 2049-10-01 4.500000 0.00 24799000.00 7753250.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXD83 2035-01-01 4.435000 0.00 39254000.00 37533292.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 870.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKVN0 2033-06-01 4.400000 0.00 15100000.00 14287479.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LWYK7 2052-10-01 5.000000 0.00 8555280.00 4624490.35 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 300000000.00 300000000.00 0.0099 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.670000% N/A NQQ6HPCNCCU6TUTQYE16 LMRP10808035 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 3618WHRE5 2056-08-20 6.000000 0.00 10518992.00 11075236.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WJY94 2056-08-20 6.000000 0.00 10979460.00 11192725.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WPGP4 2056-08-20 5.500000 0.00 12092416.00 12201723.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPZ3 2050-03-20 4.000000 0.00 11912710.00 10653906.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTXX1 2056-06-20 5.500000 0.00 12811836.00 12971660.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVR39 2056-06-20 6.500000 0.00 12032663.00 12436086.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVR47 2053-06-20 6.500000 0.00 12727993.00 12921425.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W7TC9 2056-08-20 6.000000 0.00 11933724.00 12253094.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W8HG1 2056-08-20 6.000000 0.00 11885600.00 12421771.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WC6K5 2056-07-20 6.500000 0.00 10321614.00 10690209.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WENJ5 2056-08-20 5.500000 0.00 12599785.00 12697223.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 390041.00 243304.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.500000 0.00 16010000.00 10690289.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSWN4 2053-12-20 7.500000 0.00 19604092.00 10998660.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GCPT3 2054-04-20 7.500000 0.00 12535932.00 12218084.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6P68 2056-07-20 5.500000 0.00 11939334.00 11941403.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V6EV6 2055-12-20 5.000000 0.00 2792086.00 2693035.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCS63 2056-06-20 6.500000 0.00 11765945.00 12176938.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WDNM0 2056-08-20 6.000000 0.00 10944475.00 11523218.84 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 200000000.00 200000000.00 0.0066 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY CANADIAN IMPERIAL BANK OF COMMERCE NY 3.680000% N/A 549300H8L46OOZOFHU82 0001045520 LMRP10809025 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWGP8 2055-12-01 5.000000 0.00 1024.00 964.17 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PYS7 2055-09-01 6.000000 0.00 1088.00 972.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PV43 2055-08-01 5.500000 0.00 23955741.00 20936324.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PBL7 2055-07-01 6.000000 0.00 238259.00 214041.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 101004800.00 72106643.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LT28 2046-11-01 3.500000 0.00 68686272.00 16265847.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BKVE6 2052-09-01 4.500000 0.00 596525.00 403970.65 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGY42 2028-12-01 4.650000 0.00 1500000.00 1500277.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1023.00 708.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G4TS9 2073-11-20 5.851000 0.00 992933.00 346873.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QKEL5 2051-01-15 2.500000 0.00 3760.00 2310.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBR6 2052-07-20 3.000000 0.00 1024.00 611.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1024.00 638.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JQS83 2055-12-01 5.000000 0.00 8280240.00 7880749.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.300000 0.00 1000.00 971.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1C40 2030-11-01 3.900000 0.00 1497.00 1456.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q05Y4 2030-12-01 3.960000 0.00 24761000.00 24128034.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NVJY4 2031-06-01 5.810000 0.00 1776.00 1813.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LMSA2 2028-03-01 3.290000 0.00 2306630.00 2270297.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LGAK2 2031-12-01 3.140000 0.00 3104842.00 2661457.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNL92 2052-01-01 2.500000 0.00 1115.00 684.90 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6BB4 2053-06-01 5.000000 0.00 1022.00 700.43 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1LS7 2053-04-01 4.500000 0.00 769757.00 521317.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLMR9 2033-08-01 4.580000 0.00 7368000.00 7271454.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJ7J9 2033-04-01 4.700000 0.00 11125000.00 11041625.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEJP3 2032-01-01 2.000000 0.00 1253110.00 1092989.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HUDE3 2029-06-01 3.040000 0.00 5000000.00 4640955.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9AQ7 2056-05-01 5.000000 0.00 14848.00 14393.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 217853.00 200013.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQXS1 2054-08-01 6.500000 0.00 9570879.00 5761239.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.500000 0.00 1023.00 357.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W3G94 2055-06-01 6.500000 0.00 4121.00 3528.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U6ET7 2056-03-01 5.500000 0.00 1008.00 1015.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QV3U6 2055-01-01 6.000000 0.00 1216.00 1014.54 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCB96 2049-11-01 3.500000 0.00 31950588.00 6745617.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1FC9 2032-11-01 4.270000 0.00 9730000.00 9468869.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1F62 2032-12-01 4.350000 0.00 6018000.00 5876360.35 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 21000.00 20375.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 4000.00 3696.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 33600.00 32388.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 300.00 275.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 92.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 525600.00 475988.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 1598000.00 1321020.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 73400.00 52413.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 305200.00 300183.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 600.00 448.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 603400.00 445362.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 2000.00 1553.72 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 200000000.00 200000000.00 0.0066 N Y Y N BNP PARIBAS BNP PARIBAS 3.670000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 LMRP10809035 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 38385GE62 2055-06-20 5.438800 0.00 1024.00 625.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.388800 0.00 1004.00 586.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.958800 0.00 1000.00 824.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.288800 0.00 1008.00 514.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.748800 0.00 1000.00 795.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.688800 0.00 1000.00 578.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.238800 0.00 1000.00 500.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.638800 0.00 1155.00 822.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SFG3 2056-05-20 4.738800 0.00 1027.00 1014.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 1024.00 837.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.638800 0.00 3648.00 3463.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1000.00 858.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.738800 0.00 1000.00 958.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.638800 0.00 1000.00 950.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.438800 0.00 1000.00 872.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.748800 0.00 1023.00 352.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.638800 0.00 1023.00 476.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.638800 0.00 1008.00 447.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.538800 0.00 1056.00 667.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VMJ4 2053-01-20 4.548800 0.00 1000.00 594.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 4.738800 0.00 1000.00 668.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.538800 0.00 1006.00 566.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.731200 0.00 1066.00 553.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QNE7 2051-12-20 2.500000 0.00 2024.00 1397.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.938800 0.00 1024.00 256.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.738800 0.00 1024.00 499.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.738800 0.00 1000.00 649.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.888800 0.00 1000.00 556.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.938800 0.00 1010.00 409.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.818800 0.00 1000.00 548.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 1024.00 1023.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1023.00 747.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 4.888800 0.00 1026.00 355.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.748800 0.00 1244.00 867.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.958800 0.00 1000.00 794.11 Agency Collateralized Mortgage Obligation Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B4C63 2029-06-25 2.650000 0.00 1000.00 386.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4KY2 2052-03-01 2.000000 0.00 1000.00 764.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 1000.00 962.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2T92 2055-07-01 6.000000 0.00 15967900.00 12599929.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2RT0 2055-04-01 6.500000 0.00 69200000.00 49758026.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 25509368.00 19728784.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UKRX3 2056-07-01 6.000000 0.00 1016.00 1041.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U5XW1 2056-08-01 5.000000 0.00 2726936.00 2659713.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 423814.00 393342.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2NY0 2036-04-01 4.460000 0.00 7096.00 6820.47 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2M88 2036-04-01 4.250000 0.00 1024.00 973.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2LJ5 2033-04-01 3.980000 0.00 1425760.00 1358319.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q2L97 2033-04-01 4.340000 0.00 1000.00 973.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 2000.00 527.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 1038.00 226.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 7050152.00 752175.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 945990.00 77220.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1007.00 107.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 188117510.00 19882652.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSS5 2048-02-20 5.000000 0.00 400312.00 36841.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 1001.00 105.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWN47 2054-12-01 6.500000 0.00 1000.00 816.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 5108.00 3557.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 2024.00 1708.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 1000.00 848.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 974.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 17154676.00 16390800.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 40695732.00 38708195.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WU0 2056-03-20 6.500000 0.00 1000.00 1041.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 1001.00 1076.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1005.00 488.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1026.00 429.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8MZ7 2050-11-01 2.500000 0.00 1000.00 453.67 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6NH0 2050-04-01 2.500000 0.00 1000.00 398.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7K66 2055-11-01 5.000000 0.00 1024.00 1006.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 2222.00 1985.68 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1024.00 944.22 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 130038.00 120435.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 1000.00 670.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1000.00 918.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1080346.00 915722.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 923078.00 521602.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1073.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 8002.00 5351.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618G2MU5 2053-11-20 7.500000 0.00 1112252.00 323902.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 201146.00 115004.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1369.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 1000.00 555.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSG96 2053-06-01 5.500000 0.00 14265412.00 10187863.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 1024.00 667.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUD5 2052-11-01 4.500000 0.00 1457990.00 1033720.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1008.00 725.23 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 529042.00 340811.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPQ91 2052-07-01 3.500000 0.00 6785000.00 4608096.51 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 1000.00 662.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1408039.00 849781.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 15412623.00 10327812.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 1000.00 658.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 1008.00 664.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 1000.00 654.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1572410.00 1001730.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 1000.00 635.17 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 2251715.00 2251636.94 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NYK75 2035-06-01 4.960000 0.00 440700.00 443342.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8ZT8 2053-04-01 6.500000 0.00 590346.00 359920.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1290.00 882.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6.000000 0.00 1000.00 401.81 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7HE4 2055-02-01 4.500000 0.00 1000.00 830.00 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 10873.00 8668.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LAL29 2036-01-01 1.770000 0.00 1780983.00 1244013.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 38604.00 41525.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 197824.00 205836.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPT63 2056-02-20 6.500000 0.00 1439808.00 1491832.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPBY1 2056-03-20 6.500000 0.00 158982.00 166388.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 1000.00 1033.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 1000.00 1041.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML43 2056-02-20 6.500000 0.00 312215.00 326913.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 3000.00 3122.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 1024.00 1039.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6Q21 2052-02-01 2.500000 0.00 3345671.00 2729662.78 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 1008.00 954.18 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 2021.00 1935.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 1910008.00 1872032.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 1000.00 857.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 762.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 4.000000 0.00 1000.00 889.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 1000.00 735.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5.000000 0.00 1000.00 945.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U1MQ5 2056-01-01 5.500000 0.00 1699019.00 1692484.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVSX3 2054-11-01 7.000000 0.00 1000.00 607.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 1000.00 562.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 2000.00 1087.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTPL7 2053-12-01 6.500000 0.00 1000.00 543.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QT6X2 2054-02-01 6.000000 0.00 1045776.00 865496.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1024.00 714.61 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSGY1 2053-06-01 5.000000 0.00 1315.00 916.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 2000.00 1364.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 2048.00 1468.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 2142417.00 1850964.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 1000.00 918.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1024.00 708.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 748.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 1010.00 680.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFN23 2052-01-01 3.000000 0.00 1000.00 561.68 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 1000.00 542.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 30120252.00 20164061.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4.000000 0.00 1024.00 683.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 1000.00 695.33 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 403.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVC3 2050-12-01 2.500000 0.00 892538.00 369135.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV82 2051-01-01 2.500000 0.00 47000.00 20167.38 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 2050-09-01 2.500000 0.00 1008.00 370.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4.000000 0.00 1000.00 695.36 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 3000.00 1720.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 6664508.00 3504385.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 2254102.00 1578087.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWC2 2054-04-01 6.000000 0.00 2500000.00 1735481.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 1040.00 715.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 2244.00 1471.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQ84 2052-09-01 4.500000 0.00 1000.00 731.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 1813.00 1943.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 1781912.00 1660844.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 1136.00 961.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 393846.00 408667.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 898535.00 795836.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 1000.00 1033.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06V4 2054-04-20 7.500000 0.00 1417650.00 1246509.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 5130.00 3474.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 5024912.00 3523007.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 1024.00 687.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1024.00 617.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 1000.00 416.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 2008.00 1148.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 986209.00 418501.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RMY1 2056-06-01 4.219000 0.00 1004.00 954.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 45426390.00 45332684.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.257000 0.00 1008.00 840.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.500000 0.00 609020.00 471176.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 1008.00 860.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2690892.00 1513827.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 1000.00 629.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 2045.00 325.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 1000.00 466.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1216.00 864.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 10755848.00 9262879.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1008.00 642.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMJZ8 2051-11-01 2.000000 0.00 300000.00 167928.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMH80 2051-11-01 2.000000 0.00 439000.00 247170.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 1024.00 572.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 1005.00 158.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q3HZ2 2031-07-01 4.240000 0.00 1000.00 979.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVL5 2056-02-20 6.500000 0.00 266169.00 277433.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.500000 0.00 98029.00 102183.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVJ0 2056-02-20 6.500000 0.00 367247.00 383334.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 6576.00 6872.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPK8 2056-03-20 6.500000 0.00 1000.00 1052.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 14373.00 15297.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 1000.00 1076.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LLBD7 2055-08-20 7.000000 0.00 1000.00 1045.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2.000000 0.00 3073.00 1768.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 1024.00 581.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 55614300.00 31228856.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 2032.00 1008.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 19051840.00 8734095.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 17230032.00 11086571.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 2042.00 1308.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 29468265.00 18441642.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.762000 0.00 1008.00 700.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1VR8 2048-03-01 4.500000 0.00 21333520.00 6368795.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 1000.00 998.92 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BWYR3 2055-12-01 5.500000 0.00 1815108.00 1813508.19 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BWPA0 2056-01-01 4.500000 0.00 4002672.00 3746279.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 731997.00 665761.10 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6.000000 0.00 1000.00 923.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6.000000 0.00 256000.00 177652.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9F90 2056-06-01 5.500000 0.00 1024.00 1008.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y8HH2 2056-02-01 5.500000 0.00 1008.00 961.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.500000 0.00 9529816.00 8441397.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XGZG6 2041-07-01 4.500000 0.00 14752589.00 332072.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3130G1JF0 2056-08-01 5.000000 0.00 1790861.00 1761126.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KY6U8 2046-01-01 4.500000 0.00 1000.00 917.85 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.500000 0.00 1008.00 759.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFQ6 2052-05-01 3.000000 0.00 1000.00 630.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 1008.00 829.03 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 1000.00 1000.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1000.00 954.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3.000000 0.00 1000.00 413.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQT3 2056-06-20 6.000000 0.00 42404.00 43991.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 11251728.00 10476426.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1000.00 941.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1090.00 844.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 2048.00 1867.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 2048.00 1910.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 2036-12-01 2.000000 0.00 30737024.00 15572898.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9SZ8 2056-08-01 5.500000 0.00 3798880.00 3787150.32 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9SD7 2056-08-01 5.000000 0.00 1008.00 978.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9SB1 2056-08-01 5.000000 0.00 1024.00 997.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y9S21 2056-08-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5.000000 0.00 1317902.00 1257291.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 36472845.00 33803384.68 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 1000.00 973.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWDC0 2055-12-01 5.500000 0.00 302056.00 288323.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVVV0 2055-10-01 6.000000 0.00 1000.00 837.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSPY8 2054-08-01 7.500000 0.00 1000.00 372.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RYF1 2056-03-01 5.000000 0.00 1024.00 961.44 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RES5 2052-05-01 2.000000 0.00 1000.00 759.55 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 2114.00 90.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 36789229.00 32014328.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 7603991.00 6374239.45 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1000.00 949.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 1024.00 745.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427GVS0 2055-11-01 7.000000 0.00 1008.00 856.21 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31425WVN8 2055-01-01 6.500000 0.00 1000.00 674.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FZJ9 2056-08-01 5.000000 0.00 1000.00 967.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 1000.00 774.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FGG6 2045-01-01 5.500000 0.00 1000.00 624.79 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 1000.00 851.15 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 1001.00 382.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2029.00 961.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGAR7 2036-05-01 4.650000 0.00 3871580.00 3782278.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 1201.00 978.66 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0UM2 2053-10-01 5.500000 0.00 1000.00 704.20 Agency 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549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 891.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AWKE8 2055-01-01 6.500000 0.00 4501320.00 2181033.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APUW2 2054-10-01 5.500000 0.00 1040.00 774.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANZ44 2054-09-01 7.000000 0.00 1031720.00 722743.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AE4A4 2054-06-01 6.500000 0.00 13879000.00 7048291.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ACHB2 2056-08-01 5.500000 0.00 1024.00 1020.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAMR5 2054-04-01 6.000000 0.00 1000.00 741.85 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DAZ2 2034-03-01 6.000000 0.00 1000.00 5.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1XD7 2036-01-01 4.200000 0.00 53702430.00 50984335.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1WH9 2036-02-01 4.240000 0.00 1024.00 973.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0XW7 2035-11-01 4.170000 0.00 1152.00 1089.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.280000 0.00 207542.00 198213.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 9417189.00 9136578.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 36542695.00 35940489.66 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0LL4 2035-09-01 4.760000 0.00 1074751.00 1064599.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 1070.00 1035.62 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2397600.00 2260239.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 603600.00 464251.75 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 600000000.00 600000000.00 0.0198 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 3.660000% N/A NQQ6HPCNCCU6TUTQYE16 LMRP10809045 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 17548100.00 12571059.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 15126400.00 12521136.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 39697200.00 25907816.64 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 50000000.00 50000000.00 0.0016 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.670000% N/A OXTKY6Q8X53C9ILVV871 0000072267 LMRP10810015 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 38385SVR1 2056-05-20 4.500000 0.00 5411.00 4593.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J2Q5 2051-06-20 4.500000 0.00 6815.00 6194.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MM61 2054-04-20 4.738800 0.00 9791.00 6659.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DVC8 2053-09-20 5.000000 0.00 9011.00 10106.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQE9 2053-03-20 5.500000 0.00 10579.00 10405.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383P7Y1 2051-12-20 4.000000 0.00 28275.00 11500.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MJV1 2052-02-20 3.000000 0.00 4445.00 2987.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380T3R5 2037-04-16 3.953700 0.00 1179961.00 54425.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5AM7 2049-07-25 4.207700 0.00 12265.00 1716.21 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVGR4 2047-02-25 2.500000 0.00 5471.00 4119.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHPA2 2043-12-25 4.357700 0.00 289617.00 37306.21 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TCVV7 2028-02-15 9.000000 0.00 1982416.00 157.48 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3133T9WZ4 2027-04-15 9.500000 0.00 2992469.00 200.31 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B7A27 2049-12-25 3.500000 0.00 14933.00 950.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WCF9 2050-11-20 5.000000 0.00 26441.00 26170.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UTY2 2057-10-16 2.000000 0.00 5573.00 1034.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378PFG8 2043-12-20 2.500000 0.00 7154.00 3929.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BC83 2059-09-20 3.931900 0.00 8824071.00 1033.86 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC4Q2 2054-04-25 4.643200 0.00 98000.00 30223.40 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 31396WBS4 2037-06-25 4.077700 0.00 77919.00 501.66 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JJS5 2036-03-15 4.121000 0.00 39629.00 1034.66 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2CA0 2051-09-25 3.000000 0.00 5083.00 463.45 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQVV2 2049-01-25 3.000000 0.00 12018.00 848.56 Agency Collateralized Mortgage Obligation TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBS9 2039-09-15 0.00 0.00 5601000.00 2830274.92 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WPEV3 2056-08-20 6.000000 0.00 3397530.00 3487924.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4TQ5 2056-06-20 5.500000 0.00 2189191.00 2198592.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJ6M7 2056-07-20 6.000000 0.00 1762738.00 1810378.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJ5D8 2056-07-20 6.000000 0.00 1863008.00 1928760.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC4Z0 2054-01-20 5.000000 0.00 9157218.00 4753516.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABB43 2051-07-20 3.000000 0.00 3320000.00 1834376.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMB63 2053-09-01 6.000000 0.00 3427709.00 2632943.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 6673440.00 3649404.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 2.000000 0.00 5279290.00 2839263.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.500000 0.00 6418883.00 2799991.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VJQ4 2035-04-20 2.500000 0.00 15042099.00 2538516.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXK3 2049-08-20 4.000000 0.00 43130653.00 1772927.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UN99 2049-03-20 3.500000 0.00 50000000.00 3953307.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHDM4 2051-02-01 2.500000 0.00 8902214.00 4731223.96 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGGJ0 2040-12-01 1.500000 0.00 7820266.00 3820845.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGEZ6 2050-12-01 2.500000 0.00 6134000.00 3301731.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9PW7 2038-08-01 4.500000 0.00 17932713.00 4398961.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XL6 2047-11-01 3.500000 0.00 13688000.00 3479577.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q3HV1 2033-07-01 4.205000 0.00 7119100.00 6869299.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q25V6 2031-06-01 3.900000 0.00 19393000.00 18736469.38 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NQ5R5 2054-06-01 6.000000 0.00 5562000.00 4344299.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGKJ4 2056-06-20 5.500000 0.00 2761770.00 2776243.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8JZ7 2048-05-01 4.500000 0.00 18433241.00 4172897.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J77L3 2047-01-01 2.500000 0.00 11157776.00 3219044.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5C58 2048-03-01 4.000000 0.00 38691100.00 5185281.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVUY0 2047-05-01 4.000000 0.00 28453114.00 3974043.75 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BULY6 2055-12-01 5.000000 0.00 8944200.00 8642768.34 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BU5Y4 2055-12-01 6.000000 0.00 2487700.00 2009461.87 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BRDB2 2055-10-01 6.000000 0.00 3767432.00 2914521.64 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BQU66 2055-09-01 6.000000 0.00 3726030.00 3677915.93 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K1KU5 2056-04-01 5.500000 0.00 2720827.00 2712933.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JWLY0 2056-02-01 6.500000 0.00 2799123.00 2765383.40 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JUXC9 2056-02-01 5.000000 0.00 1361210.00 1316461.02 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JUVT4 2056-02-01 6.000000 0.00 1783721.00 1820505.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JSM51 2056-01-01 5.000000 0.00 3795400.00 3654140.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JRBB2 2056-01-01 5.000000 0.00 2216750.00 2146762.02 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JNZT6 2055-12-01 6.000000 0.00 2185758.00 2210206.47 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142AWYF6 2056-09-01 4.772000 0.00 4202720.00 4175535.41 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427S3T3 2056-05-01 5.000000 0.00 6377300.00 6118708.76 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427K2P9 2055-10-01 6.500000 0.00 2531600.00 2634548.31 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31426R4E8 2055-07-01 5.000000 0.00 1012000.00 970035.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FNC7 2045-07-01 7.000000 0.00 546200.00 396154.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 5235100.00 4527221.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZY9 2039-01-01 6.500000 0.00 12856354.00 4408872.91 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZL7 2054-01-01 5.500000 0.00 2610000.00 1915976.72 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140URWR5 2056-07-01 6.000000 0.00 3391800.00 3451709.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UMSY6 2056-08-01 4.586000 0.00 5472418.00 5423022.13 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UC5M9 2056-05-01 6.000000 0.00 5375554.00 5306524.30 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UAAG0 2056-06-01 5.500000 0.00 1897300.00 1907028.90 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U7C26 2056-03-01 6.500000 0.00 3581799.00 3692822.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U74M1 2056-04-01 5.000000 0.00 1268300.00 1232941.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U5CR5 2056-02-01 5.000000 0.00 2016700.00 1946291.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U4Z85 2056-02-01 5.000000 0.00 4950629.00 4788712.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AA3K8 2051-03-20 3.000000 0.00 4400000.00 2190562.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MURJ6 2056-03-20 5.000000 0.00 61200.00 59509.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLLK9 2056-06-20 5.500000 0.00 1759621.00 1768076.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MH4S0 2061-06-15 5.200000 0.00 2451400.00 2428194.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M0CH2 2061-05-15 5.370000 0.00 4680000.00 4734306.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LFXS3 2067-09-15 6.030000 0.00 4401304.00 4497837.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L6QM4 2060-12-15 5.250000 0.00 5043400.00 5013595.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KYFM6 2068-06-15 5.270000 0.00 5312763.00 5214645.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLND5 2056-02-15 5.340000 0.00 2600000.00 2621021.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 6766504.00 3815036.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 7840889.00 4402860.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y3JF4 2048-09-01 4.000000 0.00 14163350.00 4294204.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XXQU8 2047-09-01 3.500000 0.00 14218309.00 2386429.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B1L25 2053-03-20 6.000000 0.00 5000000.00 2266345.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YY6X9 2052-05-20 2.500000 0.00 5221199.00 1983936.58 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AXQA3 2051-11-01 3.500000 0.00 9768677.00 5594752.53 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A3SG4 2050-04-01 3.000000 0.00 8415331.00 3836632.43 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HAW94 2043-01-01 3.000000 0.00 8060500.00 1768056.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BFF91 2055-06-01 5.000000 0.00 1055050.00 1013996.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ATAF3 2054-12-01 6.000000 0.00 2448652.00 2446918.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQGR7 2054-09-01 6.500000 0.00 2613456.00 1980061.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AFE28 2054-05-01 5.500000 0.00 1627374.00 1139548.11 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A9D64 2054-03-01 5.500000 0.00 3327599.00 2880024.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0M58 2053-05-01 4.500000 0.00 5780000.00 4484105.69 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 2634892.00 1801077.46 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSW99 2052-07-01 4.000000 0.00 4914773.00 3544349.34 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKU1 2052-12-01 3.500000 0.00 4125000.00 2814204.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNX65 2052-09-01 4.500000 0.00 5560000.00 4209067.52 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 74933193.00 42736914.09 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXS6 2041-03-01 2.500000 0.00 6551825.00 2681730.35 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLZ3 2050-02-01 3.500000 0.00 44481778.00 5507130.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 2051-10-01 2.000000 0.00 169000.00 97561.74 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y8BP0 2056-01-01 5.500000 0.00 93695700.00 90602121.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJQL0 2052-11-01 4.500000 0.00 8364800.00 6083326.83 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGV30 2052-04-01 3.000000 0.00 12315000.00 7464452.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGAH2 2052-03-01 3.500000 0.00 11003593.00 6425566.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6L74 2044-04-01 4.000000 0.00 18345000.00 5249955.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4G83 2045-02-01 5.000000 0.00 8100000.00 1898439.84 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W22X8 2055-05-01 6.500000 0.00 37320200.00 29762973.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1SU8 2037-06-01 2.500000 0.00 35000.00 25893.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPMK1 2052-06-01 5.000000 0.00 15803456.00 9824203.26 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KP6M5 2052-11-01 5.000000 0.00 31000.00 22237.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CQGS8 2054-07-01 6.500000 0.00 7304885.00 3279114.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N73Y4 2055-10-01 5.500000 0.00 1846657.00 1826557.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N6NW8 2052-11-01 5.000000 0.00 1154938.00 832426.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N5KN3 2052-12-01 6.000000 0.00 5421500.00 3013630.14 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MUEJ5 2056-04-01 5.000000 0.00 5075792.00 4907246.24 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MLS27 2056-06-01 5.000000 0.00 2325000.00 2282836.40 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AS6 2050-02-01 3.500000 0.00 20418447.00 3114407.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3DL3 2050-02-01 4.500000 0.00 13305571.00 4384822.59 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31427S7G7 2056-05-01 4.500000 0.00 2049300.00 1930097.37 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 2045-02-01 4.000000 0.00 23000000.00 3499873.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAG5 2042-08-01 3.500000 0.00 36000000.00 3155992.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 19476200.00 13969908.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2TB2 2056-04-20 5.500000 0.00 3078509.00 3092675.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2TA4 2056-04-20 5.500000 0.00 1775205.00 1783699.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2SK3 2056-04-20 5.500000 0.00 2779739.00 2793336.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2SJ6 2056-04-20 5.500000 0.00 3296601.00 3312700.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2SF4 2056-04-20 5.500000 0.00 2559406.00 2569394.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2SE7 2056-04-20 5.500000 0.00 4259779.00 4279364.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CS23 2043-07-01 3.000000 0.00 3536540.00 2721261.49 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGPQ1 2046-02-01 3.500000 0.00 44000000.00 3650659.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V4JQ9 2051-06-20 2.500000 0.00 5250000.00 2265704.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UCLL0 2051-02-20 2.000000 0.00 6002885.00 2822385.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617KGV98 2049-07-20 3.500000 0.00 17887956.00 3408616.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FTDL9 2065-06-15 5.050000 0.00 2432025.00 2416365.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFE9 2052-02-20 2.500000 0.00 3713660.00 2135330.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDB9 2052-08-20 3.000000 0.00 2500000.00 1445078.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L3Z7 2040-10-15 4.000000 0.00 95000000.00 3168982.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACPQ7 2053-07-20 5.500000 0.00 98700.00 72041.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC5V8 2050-07-20 4.000000 0.00 3592165.00 2471892.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UXYL3 2056-08-01 6.000000 0.00 3762562.00 3866352.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UTQN7 2056-08-01 5.500000 0.00 1769300.00 1765380.89 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140UT6R0 2056-07-01 5.500000 0.00 1939300.00 1934303.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VF6E3 2056-04-20 5.000000 0.00 5730306.00 5580094.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y73E6 2055-12-01 5.500000 0.00 1280800.00 1227859.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBRV1 2056-04-20 5.000000 0.00 2176271.00 2134777.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5AJ9 2068-06-15 5.310000 0.00 2124559.00 2098917.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4M34 2055-12-20 6.000000 0.00 4936518.00 4867718.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4DU4 2055-12-20 6.000000 0.00 1175820.00 1208739.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4DT7 2055-12-20 6.000000 0.00 2269621.00 2331912.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DB0 2056-02-20 5.500000 0.00 3246317.00 3187312.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VU0 2055-09-20 7.000000 0.00 10765025.00 4683890.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BMWZ9 2055-09-01 5.500000 0.00 2353927.00 2282054.25 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BMCT5 2055-09-01 5.500000 0.00 4259395.00 4198544.69 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BLPZ9 2055-09-01 5.500000 0.00 2385402.00 2370048.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KE6E8 2055-02-20 7.000000 0.00 3235363.00 3155195.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KCL88 2055-02-20 6.500000 0.00 4440340.00 4563386.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KCL47 2055-02-20 6.500000 0.00 4310719.00 4434852.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J17M9 2067-06-15 5.800000 0.00 5142828.00 5247275.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNCK1 2068-02-15 5.620000 0.00 4729787.00 4673598.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HAJS5 2054-06-20 6.500000 0.00 10454016.00 5701061.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NNC8 2043-09-20 4.500000 0.00 75000000.00 3495740.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142K3MD7 2056-05-01 5.000000 0.00 31482900.00 30203594.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2FA9 2056-04-20 5.000000 0.00 5227200.00 5089791.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U4KE8 2056-02-01 5.000000 0.00 1782900.00 1723364.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U32G5 2056-01-01 5.000000 0.00 1190981.00 1148208.88 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U1F75 2056-02-01 5.000000 0.00 3867547.00 3340003.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVSB1 2054-11-01 6.000000 0.00 2063401.00 1996759.41 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUNU6 2054-04-01 6.000000 0.00 2633500.00 2600608.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQW2 2053-12-01 6.500000 0.00 4329300.00 3672287.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 2052-10-01 5.500000 0.00 4320000.00 2649615.56 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLMZ6 2051-08-01 2.500000 0.00 635000.00 371779.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2RC8 2042-11-15 3.200000 0.00 12593923.00 2451710.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKN5 2040-09-20 4.500000 0.00 126855000.00 4620296.83 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 700000000.00 700000000.00 0.0231 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.680000% N/A K5HU16E3LMSVCCJJJ255 LMRP10810025 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSP1 2051-01-01 1.500000 0.00 25301000.00 12621514.61 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMC60 2049-10-01 5.000000 0.00 1455000.00 139781.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2R5 2051-12-01 2.000000 0.00 270000.00 155571.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9SF2 2044-04-01 6.000000 0.00 191000.00 51695.78 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9NN0 2040-07-01 4.500000 0.00 7000.00 3833.60 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6HR4 2039-11-01 5.500000 0.00 9000.00 5211.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6GL8 2039-05-01 5.000000 0.00 1418000.00 771832.95 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCAB6 2040-06-01 4.500000 0.00 4556000.00 3411696.75 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6C76 2056-02-01 4.500000 0.00 143780608.00 132504393.84 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6B28 2055-10-01 5.500000 0.00 380000.00 325007.94 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6AR4 2055-06-01 6.500000 0.00 45000.00 26229.16 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GYA47 2056-08-01 6.000000 0.00 21969824.00 22349726.20 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BPWF1 2052-11-01 5.000000 0.00 8135312.00 5886630.09 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFC0 2052-04-01 3.000000 0.00 165000.00 101523.01 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DZ0 2052-03-01 3.000000 0.00 1343000.00 727582.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DS6 2052-03-01 3.000000 0.00 7072900.00 3732938.74 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WW3 2052-01-01 2.000000 0.00 33258000.00 19322183.33 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3G76 2052-02-01 2.500000 0.00 10000.00 6147.13 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0HG1 2051-12-01 2.000000 0.00 75000.00 40868.14 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYJL5 2051-12-01 2.000000 0.00 95000.00 54396.80 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEC3 2052-07-01 4.500000 0.00 316000.00 217424.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 12453940.00 8667335.48 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.500000 0.00 99270.00 70143.38 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 211516.00 135233.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 710000.00 417779.43 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB77 2051-08-01 3.000000 0.00 524000.00 250362.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB28 2051-07-01 3.000000 0.00 7284096.00 3398114.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 40000.00 26310.25 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKW4 2049-11-01 3.000000 0.00 16000.00 4884.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVE92 2054-10-01 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 65000000.00 65000000.00 0.0021 N Y Y N BANK OF AMERICA SECURITIES, INC. BANK OF AMERICA SECURITIES, INC. 3.660000% N/A 549300RHSE13N47D3B98 0001675365 LMRP10810045 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 167811600.00 153000017.01 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 150000000.00 150000000.00 0.0049 N Y Y N FIXED INCOME CLEARING CORP - NORTHERN TRUST FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.500000% N/A 549300H47WTHXPU08X20 LMRP10810075 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 50000000.00 50295764.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 50000000.00 50236242.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 9522000.00 9566990.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 50000000.00 50094429.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 50000000.00 50094429.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 50000000.00 50094429.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 29532600.00 29311105.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 50000000.00 49721806.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 50000000.00 49721806.56 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 18934000.00 18862997.33 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0350 400000000.00 400000000.00 0.0132 N Y Y N BNP PARIBAS BNP PARIBAS 3.500000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 LMRP10810095 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 252747800.00 244168502.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 177126000.00 163831519.28 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0350 400000000.00 400000000.00 0.0132 N Y Y N Master Portfolio Trust 2026-09-08 /s/Christopher Berarducci Christopher Berarducci Principal Financial Officer