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2026-08-26 0.00 653.50 2026-08-27 29.45 0.00 2026-08-28 0.00 2.19 2026-08-31 724.46 655.69 0.0261 2026-08-03 0.0262 2026-08-04 0.0262 2026-08-05 0.0262 2026-08-06 0.0262 2026-08-07 0.0262 2026-08-10 0.0262 2026-08-11 0.0262 2026-08-12 0.0262 2026-08-13 0.0262 2026-08-14 0.0262 2026-08-17 0.0262 2026-08-18 0.0262 2026-08-19 0.0262 2026-08-20 0.0262 2026-08-21 0.0263 2026-08-24 0.0263 2026-08-25 0.0263 2026-08-26 0.0264 2026-08-27 0.0264 2026-08-28 0.0265 2026-08-31 N 0.00 N R6 C000188950 0.00 12325749.11 12326494.6430 0.9999 2026-08-03 1.0000 2026-08-04 1.0000 2026-08-05 1.0000 2026-08-06 1.0000 2026-08-07 1.0000 2026-08-10 1.0000 2026-08-11 1.0000 2026-08-12 1.0000 2026-08-13 1.0000 2026-08-14 1.0000 2026-08-17 1.0000 2026-08-18 1.0000 2026-08-19 1.0000 2026-08-20 1.0000 2026-08-21 1.0000 2026-08-24 1.0000 2026-08-25 1.0000 2026-08-26 1.0000 2026-08-27 0.9999 2026-08-28 0.9999 2026-08-31 34447.20 805.69 2026-08-03 6208.59 391.35 2026-08-04 218390.53 130.53 2026-08-05 3673.82 214016.85 2026-08-06 1083.41 43697.61 2026-08-07 742853.10 107.43 2026-08-10 10437.71 116049.78 2026-08-11 906723.72 77597.55 2026-08-12 614024.29 222626.36 2026-08-13 1283.95 132.85 2026-08-14 5015.65 6941.86 2026-08-17 19489.14 1587.30 2026-08-18 341648.20 0.00 2026-08-19 3449.36 1526404.73 2026-08-20 4650.56 276579.20 2026-08-21 7901.24 67.52 2026-08-24 4012.43 0.43 2026-08-25 26382.63 0.80 2026-08-26 6370.26 3282.85 2026-08-27 3358.62 0.00 2026-08-28 3258.98 120947.58 2026-08-31 2964663.39 2611368.27 0.0358 2026-08-03 0.0358 2026-08-04 0.0358 2026-08-05 0.0358 2026-08-06 0.0358 2026-08-07 0.0358 2026-08-10 0.0358 2026-08-11 0.0358 2026-08-12 0.0358 2026-08-13 0.0358 2026-08-14 0.0358 2026-08-17 0.0358 2026-08-18 0.0358 2026-08-19 0.0358 2026-08-20 0.0359 2026-08-21 0.0359 2026-08-24 0.0359 2026-08-25 0.0360 2026-08-26 0.0360 2026-08-27 0.0360 2026-08-28 0.0361 2026-08-31 N 0.00 Broker-dealer 0.1653 0.00 Pension plan 0.2164 0.00 Retail investor 0.0754 0.00 N A C000217953 1000.00 300388575.83 300410179.5370 0.9999 2026-08-03 0.9999 2026-08-04 1.0000 2026-08-05 1.0000 2026-08-06 1.0000 2026-08-07 1.0000 2026-08-10 1.0000 2026-08-11 1.0000 2026-08-12 1.0000 2026-08-13 1.0000 2026-08-14 1.0000 2026-08-17 1.0000 2026-08-18 1.0000 2026-08-19 1.0000 2026-08-20 1.0000 2026-08-21 1.0000 2026-08-24 1.0000 2026-08-25 1.0000 2026-08-26 1.0000 2026-08-27 0.9999 2026-08-28 0.9999 2026-08-31 1892448.51 258028.37 2026-08-03 345324.12 136538.22 2026-08-04 95325.14 151796.14 2026-08-05 112040.64 164073.08 2026-08-06 145781.71 103113.82 2026-08-07 87524.47 245027.48 2026-08-10 140637.44 716231.68 2026-08-11 107942.60 491853.40 2026-08-12 14626.91 590211.90 2026-08-13 1387704.47 251619.54 2026-08-14 45767.65 57012.08 2026-08-17 555216.98 137336.80 2026-08-18 284695.72 564963.38 2026-08-19 23918.78 302855.12 2026-08-20 151877.28 1152092.66 2026-08-21 116502.71 124808.54 2026-08-24 127482.24 714082.23 2026-08-25 52385.90 511961.33 2026-08-26 549284.57 350457.40 2026-08-27 208843.41 1283038.84 2026-08-28 249581.26 134955.73 2026-08-31 6694912.51 8442057.74 0.0330 2026-08-03 0.0330 2026-08-04 0.0331 2026-08-05 0.0331 2026-08-06 0.0331 2026-08-07 0.0330 2026-08-10 0.0331 2026-08-11 0.0331 2026-08-12 0.0330 2026-08-13 0.0330 2026-08-14 0.0331 2026-08-17 0.0331 2026-08-18 0.0331 2026-08-19 0.0331 2026-08-20 0.0331 2026-08-21 0.0332 2026-08-24 0.0332 2026-08-25 0.0332 2026-08-26 0.0332 2026-08-27 0.0333 2026-08-28 0.0334 2026-08-31 N 0.00 Broker-dealer 0.214 0.00 N Federal Home Loan Bank Federal Home Loan Bank 3.790000% 3130B2T39 2549001DPIFGXC1TOL40 US3130B2T399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-24 2026-09-24 N N N 0.0367 10000348.60 10000348.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.760000% 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-19 2027-07-19 N N N 0.0377 30015522.90 30015522.90 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.770000% 3130BBMP7 2549001DPIFGXC1TOL40 US3130BBMP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-20 2028-07-20 N N N 0.0383 14999983.95 14999983.95 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0376 15004170.30 15004170.30 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-10 2027-02-10 N N N 0.0376 4000724.64 4000724.64 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-07 2026-12-07 N N N 0.0378 25001472.75 25001472.75 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N 0.0374 4998890.65 4998890.65 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-02 2026-12-02 N N N 0.0374 30007373.70 30007373.70 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERH53 254900C5LP6DN9OP9V83 US3133ERH531 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-09 2026-12-09 N N N 0.0374 14002365.44 14002365.44 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-18 2026-12-18 N N N 0.0374 10001338.40 10001338.40 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-30 2026-12-30 N N N 0.0374 20503788.81 20503788.81 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 15000066.75 15000066.75 0.0024 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-09 2026-09-09 N N N 0.0368 45000989.55 45000989.55 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-14 2027-01-14 N N N 0.0377 15003872.10 15003872.10 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERUR0 254900C5LP6DN9OP9V83 US3133ERUR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-25 2026-09-25 N N N 0.0367 99006239.97 99006239.97 0.0160 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-01 2026-10-01 N N N 0.0368 11000787.60 11000787.60 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-27 2027-01-27 N N N 0.0376 10002817.70 10002817.70 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0368 10000660.10 10000660.10 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-28 2027-09-28 N N N 0.0380 15001313.55 15001313.55 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-01 2027-12-01 N N N 0.0381 74989997.25 74989997.25 0.0122 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705000% 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-23 2027-06-23 N N N 0.0377 35026280.80 35026280.80 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-17 2026-09-17 N N N 0.0362 46999403.57 46999403.57 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N 0.0374 41002772.01 41002772.01 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-26 2027-03-26 N N N 0.0377 45015200.55 45015200.55 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-01 2027-10-01 N N N 0.0380 2001030.76 2001030.76 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.725000% 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-02 2027-04-02 N N N 0.0376 4999196.15 4999196.15 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-09 2027-04-09 N N N 0.0376 25000701.25 25000701.25 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-06 2027-05-06 N N N 0.0374 15004396.65 15004396.65 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-27 2027-05-27 N N N 0.0374 20008057.60 20008057.60 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-27 2027-08-27 N N N 0.0377 25010822.50 25010822.50 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750000% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-29 2027-06-29 N N N 0.0377 8002480.40 8002480.40 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-03 2027-11-03 N N N 0.0380 11013241.03 11013241.03 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-21 2027-07-21 N N N 0.0377 30010030.50 30010030.50 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133ETRN9 254900C5LP6DN9OP9V83 US3133ETRN90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-29 2026-12-29 N N N 0.0374 39998549.20 39998549.20 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.765000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-30 2027-07-30 N N N 0.0377 75032272.50 75032272.50 0.0122 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-02 2027-09-02 N N N 0.0380 25011154.50 25011154.50 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-22 2027-09-22 N N N 0.0380 10009296.60 10009296.60 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-20 2028-01-20 N N N 0.0382 39994966.40 39994966.40 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N 0.0382 9997061.30 9997061.30 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0382 4000409.64 4000409.64 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-24 2028-03-24 N N N 0.0381 24990005.50 24990005.50 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-17 2028-04-17 N N N 0.0384 1998858.10 1998858.10 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWMW7 254900C5LP6DN9OP9V83 US3133EWMW73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-28 2028-04-28 N N N 0.0382 22005049.66 22005049.66 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWPJ3 254900C5LP6DN9OP9V83 US3133EWPJ36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-12 2028-05-12 N N N 0.0382 20003878.00 20003878.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.725000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-19 2028-05-19 N N N 0.0382 49999964.00 49999964.00 0.0081 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWRT9 254900C5LP6DN9OP9V83 US3133EWRT99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-02 2028-06-02 N N N 0.0383 34999945.05 34999945.05 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133EWVA5 254900C5LP6DN9OP9V83 US3133EWVA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-06 2028-07-06 N N N 0.0383 25001834.50 25001834.50 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0369 40000203.20 40000203.20 0.0065 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0368 20000775.20 20000775.20 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-29 2026-10-29 N N N 0.0368 10001144.80 10001144.80 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.775000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-23 2027-04-23 N N N 0.0376 25008200.25 25008200.25 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-22 2027-09-22 N N N 0.0376 9010257.48 9010257.48 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-06 2027-10-06 N N N 0.0380 44033006.16 44033006.16 0.0071 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-14 2027-10-14 N N N 0.0380 25019117.75 25019117.75 0.0041 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-11 2026-09-11 N N N 0.0368 6000369.78 6000369.78 0.0010 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-11 2026-12-11 N N N 0.0374 16007949.28 16007949.28 0.0026 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-07 2028-01-07 N N N 0.0382 19995646.20 19995646.20 0.0032 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N 0.0382 37997121.12 37997121.12 0.0062 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0383 24991355.00 24991355.00 0.0041 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N 0.0382 21003286.92 21003286.92 0.0034 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-08 2028-06-08 N N N 0.0383 19990911.00 19990911.00 0.0032 N N N N U.S. Treasury U.S. Treasury Bills 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0377 49845659.50 49845659.50 0.0081 N Y Y N U.S. Treasury U.S. Treasury Bills 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0383 74546838.75 74546838.75 0.0121 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0392 34473414.85 34473414.85 0.0056 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0398 42217999.42 42217999.42 0.0068 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0390 19585421.00 19585421.00 0.0032 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 249772967.50 249772967.50 0.0405 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 149318664.00 149318664.00 0.0242 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0381 34814840.90 34814840.90 0.0056 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0382 173817474.30 173817474.30 0.0282 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N 0.0400 36966789.12 36966789.12 0.0060 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0382 99252380.00 99252380.00 0.0161 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0385 24756940.50 24756940.50 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 29936165.70 29936165.70 0.0049 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0377 99712106.00 99712106.00 0.0162 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0386 49440628.00 49440628.00 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0377 149352430.50 149352430.50 0.0242 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0379 24873365.50 24873365.50 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0382 24854584.75 24854584.75 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0383 49672081.50 49672081.50 0.0081 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VQ7 254900HROIFWPRGM1V77 US912797VQ73 U.S. Treasury Debt Y 2027-07-08 2027-07-08 2027-07-08 N N N 0.0410 9661023.60 9661023.60 0.0016 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y 2027-01-28 2027-01-28 2027-01-28 N N N 0.0396 52157016.98 52157016.98 0.0085 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 49637798.50 49637798.50 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0380 74402314.50 74402314.50 0.0121 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0382 99128897.00 99128897.00 0.0161 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0381 49528746.50 49528746.50 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0397 49127837.00 49127837.00 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0399 147154725.00 147154725.00 0.0239 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0385 24744281.25 24744281.25 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0386 123625885.00 123625885.00 0.0200 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 123523923.80 123523923.80 0.0200 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 148106040.00 148106040.00 0.0240 N Y Y N U.S. Treasury U.S. Treasury Notes 0.500000% 912828ZV5 254900HROIFWPRGM1V77 US912828ZV59 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0414 14556363.30 14556363.30 0.0024 N Y Y N U.S. Treasury U.S. Treasury Notes 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-03-01 2027-03-01 2027-02-28 N N N 0.0401 50028672.00 50028672.00 0.0081 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 3.966000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0388 35032096.75 35032096.75 0.0057 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 59965700.00 60142378.51 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0369 57000000.00 57000000.00 0.0092 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.690000% BIV9GL5L2 ZBUT11V806EZRVTWT807 BIV9GL5L2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GCM75 2055-09-25 5.250000 0.00 34613888.00 34509769.42 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HJEW3 2035-11-25 5.750000 0.00 1199780.00 1091798.05 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DZ75 2053-11-20 5.538800 0.00 21792977.00 5198433.64 Agency Collateralized Mortgage Obligation Y 2026-09-01 2026-09-08 2026-09-08 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0369 40000000.00 40000000.00 0.0065 N N Y N Natixis Natixis 3.730000% BIV9LFLY3 2549003L5ZG5M2ZSE107 BIV9LFLY3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XYGQ6 2047-11-01 3.500000 0.00 4473.00 896.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131YBFD5 2047-04-01 3.000000 0.00 6153000.00 1051225.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.150000 0.00 1000.00 694.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBGH1 2054-02-25 4.843200 0.00 1978.00 1053.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B8D73 2055-04-01 6.500000 0.00 1000.00 310.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LDUJ6 2038-10-01 2.150000 0.00 1265.00 922.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2TE8 2036-06-01 4.650000 0.00 1000.00 978.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1036.00 964.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426JE96 2055-04-01 6.500000 0.00 16084.00 10168.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QKM8 2070-12-20 4.238800 0.00 1000.00 1001.77 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 802900.00 800354.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 3792600.00 4093950.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 200.00 140.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 700.00 484.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 500.00 339.59 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(including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 74600.00 73442.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 55900.00 48413.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 13640500.00 12836692.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 1000.00 971.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 30800.00 30659.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 207100.00 218806.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 2349900.00 2351945.66 U.S. Treasuries (including 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31418DWX6 2036-02-01 2.000000 0.00 1006239.00 406471.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2.000000 0.00 1010.00 524.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.500000 0.00 1000.00 692.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.500000 0.00 1000.00 590.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 23609.00 16266.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 1000.00 696.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 11822.00 7656.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5.000000 0.00 1000.00 747.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 1000.00 851.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.500000 0.00 1000.00 850.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1008.00 938.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425WVN8 2055-01-01 6.500000 0.00 1000.00 674.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426BN36 2055-01-01 6.500000 0.00 1000.00 492.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QV75 2055-06-01 6.500000 0.00 2048.00 1933.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 1312.00 955.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RQ60 2055-08-01 7.000000 0.00 1000.00 748.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSPY8 2054-08-01 7.500000 0.00 1000.00 372.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 26000.00 25929.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 1000.00 965.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.500000 0.00 1024.00 1012.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 1024.00 949.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 7347.00 7027.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 1024.00 90.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJU2 2046-07-20 4.000000 0.00 1050.00 92.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 2235.00 234.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 2050.00 218.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 18244.00 1928.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1008.00 107.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 14538628.00 1186770.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 2032.00 442.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1138.00 729.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 2002.00 1288.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1000.00 458.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 3072.00 1743.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 2024.00 1289.42 Agency Mortgage-Backed Securities Government National Mortgage 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Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 3008.00 1253.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 3088.00 2165.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 3040.00 2058.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 362160.00 311890.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 2008.00 936.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 1000.00 371.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MSCH3 2050-04-20 4.000000 0.00 1001.00 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2038-11-20 6.500000 0.00 645626.00 471151.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 2016.00 1720.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 2000.00 801.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 1000.00 1077.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 2000.00 1404.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 2000.00 1836.74 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 3618H06W2 2054-04-20 7.500000 0.00 1035.00 802.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7.000000 0.00 3741.00 845.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 1000.00 885.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 1016.00 1088.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 1000.00 871.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 2000.00 2143.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSA1 2065-04-20 6.500000 0.00 559251.00 350028.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 2000.00 2153.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 1000.00 1064.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.500000 0.00 1001.00 1044.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 3076.00 3201.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 1000.00 1042.26 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 3618MPRU2 2056-05-20 6.500000 0.00 1000.00 1045.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 1000.00 1032.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1087.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYRS8 2056-03-20 6.500000 0.00 1000.00 1041.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1053.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1024.00 978.40 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 3618N5A33 2054-11-20 5.000000 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BofA Securities, Inc. 3.980000% BIVA2S356 549300HN4UKV1E2R3U73 BIVA2S356 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABLQ4 2043-01-25 2.500000 0.00 750000.00 608500.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGLR1 2042-07-25 3.000000 0.00 41000.00 3074.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVSA7 2055-03-25 4.543200 0.00 49811000.00 34917365.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBTE5 2056-08-25 5.000000 0.00 246864.00 220501.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398SRV7 2040-12-25 4.000000 0.00 3044250.00 775969.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RR40 2067-01-20 3.000000 0.00 3400000.00 266859.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RTJ5 2066-04-20 4.681900 0.00 48754.00 3900.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YTM2 2040-05-20 2.500000 0.00 4999964.00 10637.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YJC9 2049-08-20 3.750000 0.00 49950000.00 14253750.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YJB0 2071-12-20 4.088800 0.00 74560160.00 45754103.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LD71 2075-10-20 4.388800 0.00 35000000.00 34297113.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DBR6 2055-02-20 4.738800 0.00 40000000.00 32088225.18 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-06-24 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0398 160000000.00 160000000.00 0.0259 N N Y N BNP Paribas Securities Corp. 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BNP Paribas Securities Corp. 4.150000% BIVA4DN89 RCNB6OTYUAMMP879YW96 BIVA4DN89 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G0PN8 2056-08-01 5.500000 0.00 1000.00 1009.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 24976913.00 2332817.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNDV2 2050-04-01 5.500000 0.00 1000.00 484.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 2000.00 1275.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 770000.00 553254.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 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36225B5K0 2034-03-15 6.500000 0.00 1000.00 5.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.788800 0.00 1239.00 983.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NQL5 2055-06-20 5.038800 0.00 250831.00 185396.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.958800 0.00 600234.00 476649.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.718800 0.00 10841095.00 9274131.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.638800 0.00 312534.00 173161.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UTG7 2055-09-20 4.788800 0.00 298614.00 254235.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 13307277.00 6692985.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.731200 0.00 889072.00 461252.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 1000.00 428.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.538800 0.00 8995752.00 5065594.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TZE6 2052-07-20 4.538800 0.00 23990144.00 15304150.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 4.738800 0.00 47575066.00 31825558.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 4.938800 0.00 7251991.00 4875222.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VV96 2053-02-20 4.518800 0.00 4299328.00 2504497.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.538800 0.00 2298856.00 1453280.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.548800 0.00 2706110.00 1720864.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X4Z4 2053-05-20 4.638800 0.00 42502.00 12794.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.638800 0.00 638558.00 283254.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.638800 0.00 1726198.00 1080655.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.588800 0.00 2038272.00 1714922.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.788800 0.00 4575126.00 2661742.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AZ48 2053-06-20 4.788800 0.00 22690920.00 6862479.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.638800 0.00 12964939.00 4102832.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.658800 0.00 450818.00 310848.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.638800 0.00 17818.00 8300.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.748800 0.00 8004760.00 2759835.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.538800 0.00 28770509.00 6861775.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.138800 0.00 2119490.00 500386.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.038800 0.00 998224.00 237622.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 4.688800 0.00 4581250.00 3669758.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.938800 0.00 1736498.00 434957.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1011.00 738.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.838800 0.00 1696.00 517.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K5J6 2054-03-20 5.750000 0.00 9248.00 7644.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 3520.00 3519.58 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 38384MFB8 2054-04-20 5.750000 0.00 7703667.00 7677710.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MLB1 2054-04-20 4.738800 0.00 895700.00 366243.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 2813871.00 2817845.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.838800 0.00 1001727.00 370144.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.938800 0.00 78751.00 31964.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.738800 0.00 451721.00 293316.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.748800 0.00 229056.00 111369.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.738800 0.00 4501657.00 2291973.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.658800 0.00 126051.00 90234.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 91304.00 68095.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.958800 0.00 1008.00 831.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.988800 0.00 638845.00 321226.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.788800 0.00 4426099.00 3547286.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.038800 0.00 1322341.00 1218449.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.638800 0.00 1280.00 1178.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JG72 2055-11-20 4.000000 0.00 4939202.00 4067518.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KPT1 2055-12-20 4.638800 0.00 1409402.00 1365926.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 126976.00 103834.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 41730.00 36263.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.758800 0.00 40000.00 38402.87 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 400.00 372.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 100.00 99.09 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 175000000.00 175000000.00 0.0284 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 4.040000% BIVA4QYV7 549300QJJX6CVVUXLE15 BIVA4QYV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 375600.00 384264.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 1119400.00 1070704.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 22800.00 22913.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 6523800.00 6487727.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 305200.00 303200.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 57972400.00 57152469.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 32801300.00 31723902.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 26500.00 26389.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 5218600.00 5206071.93 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-23 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0404 100000000.00 100000000.00 0.0162 N N Y N Royal Bank of Canada Royal Bank of Canada 4.090000% BIVA54EP0 549300HXQQQCCUBS2Z23 BIVA54EP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 228100.00 220717.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 413200.00 407387.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 53700.00 51331.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 100.00 94.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 5000000.00 3884301.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 24717900.00 18318970.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 29000.00 21691.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 1000000.00 822441.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 4647000.00 3318322.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 14051600.00 9642383.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 2385700.00 1415154.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 5380200.00 3268359.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 5001300.00 3006767.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 3005000.00 2118941.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 11000000.00 8872461.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 31255800.00 23837113.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3900000.00 3367319.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 301000.00 276140.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 16310600.00 14219915.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 3312400.00 3102739.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 2327700.00 2151949.04 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-29 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0409 100000000.00 100000000.00 0.0162 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.850000% BIVA75X09 VYVVCKR63DVZZN70PB21 BIVA75X09 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHE47 2037-02-01 2.500000 0.00 1120591.00 491047.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MLBV1 2055-11-01 5.000000 0.00 2602051.00 2491252.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNZL9 2037-04-01 2.500000 0.00 35000.00 18055.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPA72 2052-05-01 4.000000 0.00 3932449.00 2753311.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRKN2 2053-02-01 6.000000 0.00 40632765.00 25367514.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7AN0 2055-11-01 6.500000 0.00 15234154.00 15693046.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6M99 2049-10-01 4.500000 0.00 315000.00 50218.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FJ24 2045-04-01 6.000000 0.00 168350.00 100618.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FRD1 2040-11-01 3.500000 0.00 44874549.00 39734936.28 Agency Mortgage-Backed Securities Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0385 85000000.00 85000000.00 0.0138 N N N Y Bank of Montreal Bank of Montreal 3.680000% BIVA7HQ68 NQQ6HPCNCCU6TUTQYE16 BIVA7HQ68 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G2J35 2056-09-01 6.000000 0.00 1640194.30 1683793.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 2808835.10 1795843.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPY28 2052-09-01 4.500000 0.00 2500000.00 1642168.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133QBJD6 2036-09-25 5.150000 0.00 1975000.00 1978538.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133QBJV6 2031-09-25 4.800000 0.00 4500000.00 4504167.00 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AQ3V2 2054-10-01 5.000000 0.00 1809267.75 1603830.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W34E6 2055-11-01 5.500000 0.00 1865389.55 1721674.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W53G7 2056-03-01 6.500000 0.00 7176.65 6916.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5UR3 2056-03-01 5.000000 0.00 1967656.55 1876509.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6JT0 2055-09-01 6.000000 0.00 1884592.60 1915477.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6VE9 2052-04-01 2.500000 0.00 2051673.45 1696129.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7G87 2052-08-01 3.000000 0.00 2310567.70 1996822.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7N89 2052-04-01 1.500000 0.00 2618333.15 1962794.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKN30 2053-03-01 5.500000 0.00 2585005.50 1865941.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6CZ1 2055-03-01 5.000000 0.00 1915723.30 1616885.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6TD2 2055-06-01 4.500000 0.00 2150741.05 1965375.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2.000000 0.00 3051350.00 1632885.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418F2J5 2056-08-01 5.500000 0.00 1717806.20 1711799.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418F2Y2 2041-08-01 5.000000 0.00 1780867.55 1781021.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XZW4 2053-02-01 4.000000 0.00 1659362.00 256987.03 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVJ5 2051-03-01 2.000000 0.00 5000000.00 516114.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427T2A3 2056-06-01 5.000000 0.00 1918983.60 1860737.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UBE2 2052-06-01 3.000000 0.00 1928134.75 1669377.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GA8 2053-04-25 3.500000 0.00 2150522.00 336467.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GE0 2053-07-25 4.000000 0.00 3738537.75 677600.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVLQ2 2055-09-01 5.500000 0.00 683446.40 570613.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 1950000.00 1870517.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXUU9 2056-06-01 5.500000 0.00 1650690.90 1600859.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6E66 2056-08-01 6.000000 0.00 1815401.85 1846790.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6E74 2056-08-01 6.500000 0.00 1555656.70 1613070.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JCDV9 2041-08-01 5.000000 0.00 1619030.60 1619170.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JTK93 2056-01-01 5.500000 0.00 1683618.20 1603116.38 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2026-09-21 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0368 50000000.00 50000000.00 0.0081 N N Y N BofA Securities, Inc. BofA Securities, Inc. 4.020000% BIVA7JA53 549300HN4UKV1E2R3U73 BIVA7JA53 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GB5X9 2056-07-25 5.000000 0.00 5280872.00 4713614.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRNM7 2056-05-25 4.343200 0.00 31937280.00 30158641.43 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAB2 2065-04-20 4.381900 0.00 3499937.00 307226.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LAZ9 2044-12-20 3.500000 0.00 1028864.00 898157.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YAZ6 2071-08-20 5.138800 0.00 500000.00 481253.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BL42 2055-10-20 4.738800 0.00 14503200.00 13495658.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LTU3 2075-08-20 4.338800 0.00 1000000.00 945448.22 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-08-19 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0402 50000000.00 50000000.00 0.0081 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.660000% BIVA8FA43 K5HU16E3LMSVCCJJJ255 BIVA8FA43 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 99000000.00 101004496.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 99000000.00 99000000.00 0.0160 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.950000% BIVA8FAH4 549300QJJX6CVVUXLE15 BIVA8FAH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 3344800.00 3314539.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 1668700.00 1667193.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 75.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 200.00 117.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 76.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 240900.00 218851.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 117300.00 110710.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 90.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 25730900.00 23788110.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 2000000.00 1965256.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 2610100.00 2569955.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 75000.00 70213.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 446400.00 446593.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1792000.00 1811240.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 300.00 292.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 500.00 502.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 810000.00 821401.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 1139100.00 1134036.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1073400.00 1066366.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 114200.00 111230.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 4597000.00 4446006.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 2399900.00 2349717.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 200.00 200.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 37800.00 37449.73 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-05-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0395 45000000.00 45000000.00 0.0073 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.670000% BIVA8FBU4 549300H7EXFMRS487544 BIVA8FBU4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 25001813.00 25254375.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 260000.00 140745.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0367 25001812.50 25001812.50 0.0041 N N Y N Bank of Montreal Bank of Montreal 3.690000% BIVA8PDQ9 NQQ6HPCNCCU6TUTQYE16 BIVA8PDQ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3E2 2033-01-01 2.500000 0.00 30418189.73 10561972.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3H5 2030-01-01 2.500000 0.00 14300635.20 4053491.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DP7 2051-10-01 3.500000 0.00 10000000.00 7745861.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4S99 2048-08-01 3.500000 0.00 24170190.40 20917868.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMET9 2033-08-01 3.500000 0.00 16758903.87 8286337.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 1935200.00 992991.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 6666666.67 3645700.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALNN6 2067-05-20 6.696000 0.00 1962455.73 329140.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALQ45 2067-05-20 6.764000 0.00 2007156.40 232233.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALRL6 2067-07-20 6.806000 0.00 2669499.47 302239.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUW4 2067-06-20 6.851000 0.00 5162544.53 554480.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUX2 2067-06-20 6.856000 0.00 3334178.40 637940.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQCJ6 2067-06-20 6.644000 0.00 874249.73 33031.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQE47 2067-10-20 6.863000 0.00 3403932.67 905265.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEH8 2067-10-20 7.004000 0.00 2471838.53 385830.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEV7 2067-10-20 6.842000 0.00 2675168.00 894901.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1T29 2067-08-20 7.060000 0.00 2002292.00 437394.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TK9 2067-07-20 6.888000 0.00 3342920.53 726923.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TU7 2067-08-20 6.905000 0.00 2682551.07 485214.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1UF8 2067-09-20 7.035000 0.00 6023087.60 1002900.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32H1 2067-07-20 6.879000 0.00 5197568.67 969017.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32Z1 2067-06-20 6.861000 0.00 2008543.47 421294.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B3Q93 2067-08-20 7.037000 0.00 770184.00 177529.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA7A5 2067-08-20 7.188000 0.00 1283764.67 41294.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2K2 2067-11-20 6.807000 0.00 2675660.80 625091.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2L0 2067-11-20 6.807000 0.00 2011977.73 274256.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZ75 2067-10-20 6.938000 0.00 2674616.53 667376.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZN0 2067-09-20 7.132000 0.00 2668724.40 354346.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZR1 2067-10-20 6.964000 0.00 2666666.67 611268.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BJ4T8 2067-11-20 6.445000 0.00 174408.80 62274.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKP1 2067-09-20 6.953000 0.00 5222008.67 855262.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKT3 2067-09-20 7.052000 0.00 3169571.47 548473.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BQMV7 2067-11-20 6.883000 0.00 2011154.80 537656.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTM25 2067-11-20 6.702000 0.00 4320745.07 1189473.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTYP1 2067-11-20 6.868000 0.00 4681419.20 1161235.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA25 2067-10-20 6.772000 0.00 3281661.47 676988.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA66 2067-10-20 6.867000 0.00 5348839.07 1319088.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA74 2067-10-20 6.807000 0.00 5324513.33 1085975.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F5Y46 2072-05-20 5.328000 0.00 2073333.33 2116450.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F7PB6 2072-05-20 5.607000 0.00 1466666.67 1536539.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGB61 2068-02-20 6.371000 0.00 1317930.80 384673.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGBU8 2068-01-20 6.648000 0.00 376082.40 91901.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD87 2071-08-20 6.744000 0.00 2638730.80 1668289.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDT3 2072-05-20 5.477000 0.00 1386666.67 1619739.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDU0 2072-05-20 5.505000 0.00 2606666.67 2780834.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGB79 2072-05-20 5.665000 0.00 1333333.33 1493271.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGCL7 2072-06-20 5.639000 0.00 2666666.67 2876013.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC49 2072-04-20 5.461000 0.00 2000000.00 2014688.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC98 2072-04-20 5.427000 0.00 1447570.27 1498652.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWBU3 2072-04-20 5.431000 0.00 2000000.00 1935809.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEA2 2072-05-20 5.398000 0.00 1853333.33 2046685.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEW4 2072-03-20 5.566000 0.00 1175636.40 1011384.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZH3 2067-12-20 6.627000 0.00 392768.67 92744.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZJ9 2067-11-20 6.620000 0.00 179387.87 49229.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 1194694.00 1094753.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMH6 2067-10-20 6.546000 0.00 871823.33 191206.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMK9 2067-11-20 6.319000 0.00 899484.40 319692.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UK75 2067-06-20 6.722000 0.00 5748362.80 683621.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL25 2067-08-20 6.990000 0.00 2603059.47 550523.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL74 2067-07-20 6.997000 0.00 1145718.93 136126.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULM1 2067-07-20 7.020000 0.00 2571007.60 437873.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULP4 2067-06-20 7.062000 0.00 2048070.80 62923.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULQ2 2067-08-20 6.978000 0.00 2420137.47 351336.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMH1 2067-08-20 6.878000 0.00 516570.67 88950.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMS7 2067-09-20 6.939000 0.00 762156.00 156461.48 Agency Mortgage-Backed Securities Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0369 100000000.00 100000000.00 0.0162 N N Y N Bank of Montreal Bank of Montreal 3.680000% BIVA8PDR7 NQQ6HPCNCCU6TUTQYE16 BIVA8PDR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.500000 0.00 6666666.67 3907849.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 13573333.33 5661928.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 13333333.33 6982005.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 13333333.33 7487008.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVU9 2052-01-20 2.500000 0.00 20000000.00 11415078.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 6666666.67 5690415.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 13333333.33 11099071.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 2805306.00 2570632.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F4Q6 2042-03-20 3.500000 0.00 135600000.00 8248347.88 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 19333333.33 18109617.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 20153640.00 19921679.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 916933.33 906369.08 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-11 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0368 100000000.00 100000000.00 0.0162 N N Y N Fixed Income Clearing Corp. - ING Financial Markets, LLC Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.670000% BIVA94DB8 N/A BIVA94DB8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 1600000.00 1654522.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 9560900.00 7151261.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 6900.00 5318.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 3000000.00 2945289.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 4917200.00 4891690.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 111212800.00 95256930.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 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4727939.25 3340005.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KML52 2065-05-20 7.000000 0.00 10241657.25 7346409.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KMN27 2065-03-20 7.000000 0.00 63863.55 66104.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRH72 2065-03-20 6.500000 0.00 94623.30 52829.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L0EW8 2065-05-20 6.500000 0.00 9834546.15 7202726.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L2V88 2065-04-20 7.000000 0.00 80531.70 83389.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L45M2 2065-05-20 7.000000 0.00 56964.00 58956.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L4DC5 2055-05-20 6.500000 0.00 759615.30 444565.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LBR42 2055-08-20 6.500000 0.00 577156.50 421912.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LBRU4 2055-08-20 6.500000 0.00 397858.35 411682.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDK94 2055-08-20 6.500000 0.00 343239.45 355102.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLF9 2055-08-20 6.500000 0.00 191543.10 41893.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLG7 2055-08-20 6.500000 0.00 151610.10 158534.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLH5 2055-08-20 6.500000 0.00 173862.30 181051.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDS62 2055-07-20 7.000000 0.00 235269.75 250006.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGU96 2065-10-20 5.500000 0.00 2336603.55 1714543.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LVF82 2065-09-20 7.000000 0.00 2213385.60 2230782.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LY4Y1 2056-03-20 6.500000 0.00 162677.40 169371.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8G57 2055-09-20 7.000000 0.00 168273.00 176076.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEJ93 2056-03-20 7.500000 0.00 358082.25 389566.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQSP0 2056-03-20 6.500000 0.00 402393.75 419162.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3WB6 2056-02-20 7.000000 0.00 1162988.10 1238990.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XR0 2056-04-20 6.500000 0.00 260399.10 274280.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XS8 2056-04-20 6.500000 0.00 389211.45 410178.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XT6 2056-04-20 6.500000 0.00 597868.65 630061.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XU3 2056-04-20 6.500000 0.00 484966.80 510720.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XV1 2056-04-20 6.500000 0.00 707188.50 745472.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 122431.35 60430.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FB8 2056-04-20 6.500000 0.00 1297075.20 1324856.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NK4J2 2065-03-20 6.500000 0.00 1072572.45 656448.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NK5W2 2065-03-20 6.500000 0.00 202575.15 47648.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLPX6 2055-03-20 6.000000 0.00 1787592.45 1211695.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLVD3 2055-03-20 6.500000 0.00 398662.95 385799.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NMRK0 2065-05-20 6.500000 0.00 873560.55 586846.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NQFL2 2065-04-20 6.500000 0.00 85315.80 61917.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NQNV1 2055-03-20 6.500000 0.00 187573.50 174527.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VDLL5 2056-04-20 4.500000 0.00 255751.20 237448.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VFUK2 2056-04-20 4.500000 0.00 329737.95 306000.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VGTC0 2056-04-20 4.500000 0.00 171145.95 159099.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQZG2 2056-07-20 6.500000 0.00 873263.40 922605.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQZH0 2056-07-20 6.500000 0.00 728776.05 769635.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQZS6 2056-07-20 6.500000 0.00 437880.30 462875.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W8GW7 2056-08-20 6.500000 0.00 706827.60 753606.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W8GX5 2056-08-20 6.500000 0.00 568334.25 607297.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WK6D3 2056-08-20 8.000000 0.00 198075.60 207818.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLYY4 2056-08-20 6.000000 0.00 1421447.40 1459491.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195R6F1 2047-01-20 4.000000 0.00 602574.45 381102.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2QZ8 2045-11-15 5.000000 0.00 878976.15 119856.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAPU2 2050-06-20 5.500000 0.00 345000.00 92011.78 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 150000000.00 150000000.00 0.0243 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.690000% BIVA94P90 RUC0QBLBRPRCU4W1NE59 BIVA94P90 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 3618N5GP8 2055-02-20 5.500000 0.00 15179929.00 10572088.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 93494496.00 71027911.58 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2026-10-05 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0369 80000000.00 80000000.00 0.0130 N N Y N Bank of Montreal Bank of Montreal 3.690000% BIVA94PF6 NQQ6HPCNCCU6TUTQYE16 BIVA94PF6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QB5L8 2034-11-01 2.500000 0.00 72131472.00 15438864.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 22069726.00 11605502.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLP69 2031-10-01 4.000000 0.00 58815032.00 23955632.96 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2026-10-05 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0369 50000000.00 50000000.00 0.0081 N N Y N Invesco Investment Securities Funds 2026-09-08 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer