N-MFP3 0000828806 XXXXXXXX 2026-08-31 Invesco Treasurer's Series Trust 0000828806 549300C81XUXD3V4PM95 Invesco Premier U.S. Government Money Portfolio 549300TCMEM5428K3T88 S000000176 2 N N 033-19862 Invesco Advisers, Inc. 801-33949 Pricewaterhouse Coopers LLP Houston TX None Invesco Investment Services, Inc. 0000896852 084-05432 N N N Government N N 35 109 10426126764.71 16656292931.90 0.4388 0.7011 2026-08-03 10688639092.01 16479316175.87 0.4532 0.6988 2026-08-04 10698756118.25 16829485185.46 0.4470 0.7032 2026-08-05 10135423550.89 16301152618.10 0.4330 0.6964 2026-08-06 10343071593.02 16433800660.23 0.4394 0.6981 2026-08-07 10694304894.70 17210033961.93 0.4462 0.7180 2026-08-10 11121834293.49 17149312710.72 0.4652 0.7173 2026-08-11 11062247521.37 17278413838.61 0.4602 0.7188 2026-08-12 10446805326.94 16812971644.18 0.4432 0.7133 2026-08-13 11238554594.92 17489720912.16 0.4651 0.7238 2026-08-14 11449900872.47 17701067189.73 0.4630 0.7158 2026-08-17 11856818074.78 17360296492.04 0.4862 0.7119 2026-08-18 11492837612.71 17904441342.48 0.4612 0.7185 2026-08-19 10952598301.81 17479202031.59 0.4471 0.7136 2026-08-20 10823708581.73 17520312311.51 0.4424 0.7161 2026-08-21 11225703724.30 17922307454.09 0.4514 0.7206 2026-08-24 11836972390.28 18169450807.59 0.4768 0.7319 2026-08-25 12074827930.46 18756431597.77 0.4753 0.7383 2026-08-26 11548790649.35 18260394316.66 0.4636 0.7331 2026-08-27 11287307010.99 18377910678.31 0.4542 0.7396 2026-08-28 11946537710.26 18497141377.59 0.4784 0.7407 2026-08-31 906.95 24900594184.24 24901149701.54 70735512.83 471967016.81 24499919104.51 24497565798.2200 Y 1.0000 0.0381 2026-08-03 0.0381 2026-08-04 0.0381 2026-08-05 0.0381 2026-08-06 0.0381 2026-08-07 0.0380 2026-08-10 0.0380 2026-08-11 0.0380 2026-08-12 0.0380 2026-08-13 0.0380 2026-08-14 0.0380 2026-08-17 0.0380 2026-08-18 0.0380 2026-08-19 0.0381 2026-08-20 0.0381 2026-08-21 0.0382 2026-08-24 0.0382 2026-08-25 0.0383 2026-08-26 0.0383 2026-08-27 0.0383 2026-08-28 0.0383 2026-08-31 1.0001 2026-08-03 1.0001 2026-08-04 1.0001 2026-08-05 1.0001 2026-08-06 1.0002 2026-08-07 1.0001 2026-08-10 1.0001 2026-08-11 1.0001 2026-08-12 1.0001 2026-08-13 1.0002 2026-08-14 1.0001 2026-08-17 1.0001 2026-08-18 1.0001 2026-08-19 1.0001 2026-08-20 1.0002 2026-08-21 1.0001 2026-08-24 1.0001 2026-08-25 1.0001 2026-08-26 1.0001 2026-08-27 1.0001 2026-08-28 1.0001 2026-08-31 N N Investor C000000400 1000.00 680181201.40 680115867.5230 1.0001 2026-08-03 1.0001 2026-08-04 1.0001 2026-08-05 1.0002 2026-08-06 1.0002 2026-08-07 1.0002 2026-08-10 1.0002 2026-08-11 1.0002 2026-08-12 1.0002 2026-08-13 1.0002 2026-08-14 1.0002 2026-08-17 1.0002 2026-08-18 1.0002 2026-08-19 1.0002 2026-08-20 1.0002 2026-08-21 1.0002 2026-08-24 1.0002 2026-08-25 1.0002 2026-08-26 1.0002 2026-08-27 1.0001 2026-08-28 1.0001 2026-08-31 5820995.56 46719247.07 2026-08-03 12080764.14 66821174.03 2026-08-04 15947931.99 144081047.86 2026-08-05 17035325.90 260722939.05 2026-08-06 11707242.11 6866025.25 2026-08-07 26260868.53 1622606.36 2026-08-10 1980156.30 16251481.85 2026-08-11 1344828.81 2374603.14 2026-08-12 2207286.35 2773971.30 2026-08-13 6663948.97 2681789.23 2026-08-14 15790610.58 1759897.66 2026-08-17 3479843.61 3354953.38 2026-08-18 2646577.59 7488630.77 2026-08-19 3088997.32 2030795.15 2026-08-20 3506828.73 1872329.80 2026-08-21 7978161.66 3408171.56 2026-08-24 4363815.20 2323308.87 2026-08-25 2472958.22 4670669.35 2026-08-26 1366928.96 3704376.34 2026-08-27 6315224.62 3609029.31 2026-08-28 3892501.91 3146643.88 2026-08-31 155951797.06 588283691.21 0.0363 2026-08-03 0.0363 2026-08-04 0.0363 2026-08-05 0.0363 2026-08-06 0.0363 2026-08-07 0.0362 2026-08-10 0.0362 2026-08-11 0.0362 2026-08-12 0.0362 2026-08-13 0.0362 2026-08-14 0.0362 2026-08-17 0.0362 2026-08-18 0.0362 2026-08-19 0.0363 2026-08-20 0.0363 2026-08-21 0.0364 2026-08-24 0.0364 2026-08-25 0.0365 2026-08-26 0.0365 2026-08-27 0.0365 2026-08-28 0.0365 2026-08-31 Y 43335.00 Broker-dealer 0.9397 0.00 N Institutional C000029750 1000.00 23819737903.11 23817449930.6920 1.0001 2026-08-03 1.0001 2026-08-04 1.0001 2026-08-05 1.0001 2026-08-06 1.0001 2026-08-07 1.0001 2026-08-10 1.0001 2026-08-11 1.0001 2026-08-12 1.0001 2026-08-13 1.0001 2026-08-14 1.0001 2026-08-17 1.0001 2026-08-18 1.0001 2026-08-19 1.0001 2026-08-20 1.0001 2026-08-21 1.0001 2026-08-24 1.0001 2026-08-25 1.0001 2026-08-26 1.0001 2026-08-27 1.0001 2026-08-28 1.0001 2026-08-31 251124140.25 211114962.42 2026-08-03 191104621.51 138574511.12 2026-08-04 350429009.80 170544322.70 2026-08-05 246302378.51 186282215.60 2026-08-06 324915205.25 197939438.44 2026-08-07 463633765.54 314606432.75 2026-08-10 196129374.63 194341688.95 2026-08-11 160039492.39 278435949.78 2026-08-12 183262600.67 155560985.41 2026-08-13 728679845.49 142359352.07 2026-08-14 233579842.88 134691899.25 2026-08-17 147699053.27 245481943.31 2026-08-18 190245217.18 225096164.83 2026-08-19 225528393.48 207717582.41 2026-08-20 552717792.18 588185310.71 2026-08-21 316572489.22 119731992.45 2026-08-24 382723820.91 159018188.80 2026-08-25 293231325.05 106371339.87 2026-08-26 214980044.00 219250523.13 2026-08-27 174353542.60 240993298.68 2026-08-28 409342780.96 294682365.70 2026-08-31 6236594735.77 4530980468.38 0.0363 2026-08-03 0.0363 2026-08-04 0.0363 2026-08-05 0.0363 2026-08-06 0.0363 2026-08-07 0.0362 2026-08-10 0.0362 2026-08-11 0.0362 2026-08-12 0.0362 2026-08-13 0.0362 2026-08-14 0.0362 2026-08-17 0.0362 2026-08-18 0.0362 2026-08-19 0.0363 2026-08-20 0.0363 2026-08-21 0.0364 2026-08-24 0.0364 2026-08-25 0.0365 2026-08-26 0.0365 2026-08-27 0.0365 2026-08-28 0.0365 2026-08-31 Y 1368077.00 Broker-dealer 0.3727 0.00 Non-financial corporation 0.3084 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 20000697.20 20000697.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.725000% 3130B5T81 2549001DPIFGXC1TOL40 US3130B5T814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-08 2027-04-08 N N N 0.0376 59982812.40 59982812.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.735000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-10 2028-03-10 N N N 0.0382 19992271.40 19992271.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665000% 3130BARR0 2549001DPIFGXC1TOL40 US3130BARR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-17 2026-09-17 N N N 0.0367 173498985.00 173498985.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665000% 3130BAS99 2549001DPIFGXC1TOL40 US3130BAS999 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-17 2026-09-17 N N N 0.0367 126499260.00 126499260.00 0.0052 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 74999919.75 74999919.75 0.0031 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 25006950.50 25006950.50 0.0010 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 0.0010 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 34992234.55 34992234.55 0.0014 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 100024579.00 100024579.00 0.0041 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 65010982.40 65010982.40 0.0027 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 124016596.20 124016596.20 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.785000% 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-23 2026-11-23 N N N 0.0368 100023154.00 100023154.00 0.0041 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 50009241.00 50009241.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.775000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-06 2026-10-06 N N N 0.0368 50003487.00 50003487.00 0.0020 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 74000329.30 74000329.30 0.0030 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 214004705.90 214004705.90 0.0087 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 14003613.96 14003613.96 0.0006 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 215013551.50 215013551.50 0.0088 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 75005370.00 75005370.00 0.0031 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 61004026.61 61004026.61 0.0025 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 20001751.40 20001751.40 0.0008 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 199973326.00 199973326.00 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ET3D7 254900C5LP6DN9OP9V83 US3133ET3D71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-08 2027-10-08 N N N 0.0380 92992807.38 92992807.38 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0378 54992297.25 54992297.25 0.0022 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 115086351.20 115086351.20 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695000% 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-24 2027-05-24 N N N 0.0374 219997681.20 219997681.20 0.0090 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730000% 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-29 2027-12-29 N N N 0.0381 34998420.45 34998420.45 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-05 2027-11-05 N N N 0.0380 39987914.00 39987914.00 0.0016 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 80005408.80 80005408.80 0.0033 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 50016889.50 50016889.50 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-24 2027-09-24 N N N 0.0380 25012098.00 25012098.00 0.0010 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 44992765.35 44992765.35 0.0018 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 50001402.50 50001402.50 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ETGP6 254900C5LP6DN9OP9V83 US3133ETGP67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-13 2027-05-13 N N N 0.0374 70031929.80 70031929.80 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755000% 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-14 2027-05-14 N N N 0.0377 6001331.94 6001331.94 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-22 2027-10-22 N N N 0.0380 50024458.00 50024458.00 0.0020 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 50021645.00 50021645.00 0.0020 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 20006201.00 20006201.00 0.0008 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 25030093.25 25030093.25 0.0010 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 200086060.00 200086060.00 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133ETVH7 254900C5LP6DN9OP9V83 US3133ETVH76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-27 2027-07-27 N N N 0.0377 35008360.80 35008360.80 0.0014 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 97043279.46 97043279.46 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.780000% 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-10 2027-09-10 N N N 0.0380 66036432.66 66036432.66 0.0027 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 100092966.00 100092966.00 0.0041 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 10001024.10 10001024.10 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-27 2028-03-27 N N N 0.0382 49980297.50 49980297.50 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-10 2028-04-10 N N N 0.0385 44999261.55 44999261.55 0.0018 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 24985726.25 24985726.25 0.0010 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 154029860.60 154029860.60 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710000% 3133EWQH6 254900C5LP6DN9OP9V83 US3133EWQH60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-22 2027-10-22 N N N 0.0380 69974748.90 69974748.90 0.0029 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 99999928.00 99999928.00 0.0041 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 149999764.50 149999764.50 0.0061 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 50003669.00 50003669.00 0.0020 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 105000533.40 105000533.40 0.0043 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 40001550.40 40001550.40 0.0016 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 25002862.00 25002862.00 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0374 61012162.79 61012162.79 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-11 2027-08-11 N N N 0.0379 50018263.00 50018263.00 0.0020 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 125041001.30 125041001.30 0.0051 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 70079780.40 70079780.40 0.0029 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 125093767.50 125093767.50 0.0051 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-16 2027-06-16 N N N 0.0377 100009155.00 100009155.00 0.0041 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 125095588.80 125095588.80 0.0051 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 70004314.10 70004314.10 0.0029 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0368 35007356.65 35007356.65 0.0014 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 175086945.30 175086945.30 0.0071 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-22 2027-12-22 N N N 0.0381 51000814.47 51000814.47 0.0021 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 21998333.28 21998333.28 0.0009 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 299896260.00 299896260.00 0.0122 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 254039756.10 254039756.10 0.0104 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 133939103.70 133939103.70 0.0055 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903534U8 254900QI8QTIK0FY6E92 US6903534U89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 250000.00 250000.00 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2030-10-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 2361111.09 2361111.09 0.0001 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.751000% 6903536H5 254900QI8QTIK0FY6E92 US6903536H50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2027-06-20 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0375 1000000.00 1000000.00 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.820000% 6903537R2 254900QI8QTIK0FY6E92 US6903537R24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-08 2027-06-20 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0382 666666.69 666666.69 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 6903538B6 254900QI8QTIK0FY6E92 US6903538B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2026-09-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 208333.39 208333.39 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 90376PBG5 254900QI8QTIK0FY6E92 US90376PBG54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2028-06-20 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 3692307.71 3692307.71 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.850000% 90376PBJ9 254900QI8QTIK0FY6E92 US90376PBJ93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2026-12-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0385 299999.94 299999.94 0.0000 N N Y N U.S. Treasury U.S. Treasury Bills 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0377 249228297.50 249228297.50 0.0102 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 248489462.50 248489462.50 0.0101 N Y Y N U.S. Treasury U.S. Treasury Bills 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 99095345.00 99095345.00 0.0040 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 98495471.00 98495471.00 0.0040 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 343634879.00 343634879.00 0.0140 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 195854210.00 195854210.00 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0400 146362812.00 146362812.00 0.0060 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 2997275.61 2997275.61 0.0001 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 194114263.20 194114263.20 0.0079 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 99470974.00 99470974.00 0.0041 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 297972813.00 297972813.00 0.0122 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 150785587.20 150785587.20 0.0062 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 148878570.00 148878570.00 0.0061 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0382 297537834.00 297537834.00 0.0121 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 99027762.00 99027762.00 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 274414852.30 274414852.30 0.0112 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 98881256.00 98881256.00 0.0040 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 497841435.00 497841435.00 0.0203 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 348227117.00 348227117.00 0.0142 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 99418339.00 99418339.00 0.0041 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 248360407.50 248360407.50 0.0101 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 18355944.84 18355944.84 0.0007 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N 0.0395 49168801.50 49168801.50 0.0020 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 248007715.00 248007715.00 0.0101 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 449053903.40 449053903.40 0.0183 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 74293119.75 74293119.75 0.0030 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 343894859.00 343894859.00 0.0140 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 392412600.00 392412600.00 0.0160 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 296931375.00 296931375.00 0.0121 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 247251770.00 247251770.00 0.0101 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 321162201.80 321162201.80 0.0131 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 394949440.00 394949440.00 0.0161 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 97042422.00 97042422.00 0.0040 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 115105460.80 115105460.80 0.0047 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.690000% BIV90WLD5 549300HXQQQCCUBS2Z23 BIV90WLD5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPYV4 2052-09-01 4.500000 0.00 7463769.00 4846024.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUCB4 2055-01-25 4.643200 0.00 6157772.00 3834116.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6TA6 2056-07-25 4.593200 0.00 138687.00 136021.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHQF1 2054-12-25 4.793200 0.00 149842.00 99032.31 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6UL2 2055-06-01 6.000000 0.00 38431570.00 34034320.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9BE3 2056-05-01 5.000000 0.00 976961.00 878640.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9S96 2056-08-01 5.500000 0.00 87102778.00 87036783.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9TZ7 2056-08-01 6.000000 0.00 7251060.00 7456373.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G9VD9 2054-04-25 4.500000 0.00 123167.00 22741.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXZE0 2056-07-01 5.500000 0.00 4197339.00 4199359.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XP23 2054-11-20 4.888800 0.00 15408900.00 12811182.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385K4F4 2055-11-20 4.688800 0.00 1512080.00 1469929.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SRP0 2056-05-20 4.438800 0.00 2547801.00 2519366.26 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 10722200.00 9239356.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 78007900.00 60235258.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 33634100.00 29688050.87 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 245000000.00 245000000.00 0.0100 N Y Y N J.P. Morgan Securities LLC J.P. 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Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 1000.00 1052.30 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 3618N1A73 2056-02-20 6.500000 0.00 1000.00 1045.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 1000.00 1041.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 1070.00 907.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 2048.00 1527.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 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549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 2106.00 1765.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 3000.00 1950.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 2516013.00 2294575.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1000.00 931.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1000.00 962.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1000.00 997.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBM7 2065-03-20 6.500000 0.00 149843.00 51516.43 Agency Mortgage-Backed Securities 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BofA Securities, Inc. 3.970000% BIVA2S315 549300HN4UKV1E2R3U73 BIVA2S315 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 3136AHTR1 2044-01-25 4.000000 0.00 1200000.00 1095540.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137A0K95 2040-07-15 4.500000 0.00 60000.00 12324.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137AN3R4 2041-05-15 2.500000 0.00 9999999.00 143391.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FYAR7 2041-04-25 2.000000 0.00 200000.00 102436.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GCQF3 2056-09-25 0.00 0.00 35000000.00 35148505.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H2GK4 2051-08-25 2.000000 0.00 750000.00 412391.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRNM7 2056-05-25 4.343200 0.00 2443648.00 2307557.31 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CN21 2039-09-20 4.700000 0.00 7999990.00 541319.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RU61 2067-02-20 4.531900 0.00 603261.00 97275.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMV2 2065-08-20 4.131900 0.00 3000000.00 92415.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LDK5 2060-02-16 4.500000 0.00 8889104.00 7568032.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LZV7 2065-05-16 4.750000 0.00 499943.00 457295.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YPC1 2067-07-20 3.909500 0.00 4399999.00 179217.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KMK5 2074-01-20 4.568800 0.00 1695456.00 1491199.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383U5T3 2052-09-20 4.838800 0.00 25000000.00 17810617.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.638800 0.00 126153000.00 37976438.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384B4T5 2053-07-20 4.638800 0.00 30000000.00 18415530.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384W3A1 2054-09-20 4.808800 0.00 30000000.00 21925292.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XB28 2054-11-20 4.938800 0.00 30000000.00 18575692.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GQD4 2055-05-20 4.988800 0.00 30000000.00 23810016.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PRE1 2056-03-20 4.500000 0.00 16965760.00 15837510.25 Agency Collateralized Mortgage Obligation Y 2026-09-08 2026-09-08 2027-06-22 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0397 200000000.00 200000000.00 0.0082 N N Y N BofA Securities, Inc. 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 3136G5TJ9 2056-05-25 4.343200 0.00 59955648.00 54560548.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCUC4 2054-05-25 4.893200 0.00 399964.00 271182.42 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382RPM4 2051-04-20 3.000000 0.00 82312000.00 38700366.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UVM0 2051-06-20 3.000000 0.00 102544000.00 60294418.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EYE9 2053-09-20 4.938800 0.00 99999900.00 33564174.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HYF9 2054-01-20 4.788800 0.00 30000000.00 16609311.39 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 200000000.00 200000000.00 0.0082 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.000000% BIVA38052 RCNB6OTYUAMMP879YW96 BIVA38052 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 2832100.00 2751130.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 17958100.00 26184110.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 100.00 82.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 800.00 909.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 130421900.00 78018545.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 480731200.00 225854164.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 9454500.00 5458813.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 266000.00 218229.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 170797000.00 146502463.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 63035500.00 61951788.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 14935900.00 14767496.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 1700.00 1621.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 1207000.00 1172675.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 8780800.00 9277144.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 4811300.00 4845641.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 400000.00 404633.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 14775100.00 14896703.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.909600 0.00 400.00 401.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 19847700.00 19690342.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 3200.00 3184.74 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-06-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0400 600000000.00 600000000.00 0.0245 N N Y N BofA Securities, Inc. BofA Securities, Inc. 4.180000% BIVA3NRK7 549300HN4UKV1E2R3U73 BIVA3NRK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 828600.00 1179299.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 77001600.00 60179395.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 186960000.00 169794389.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 3201400.00 3215562.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 226525200.00 224631387.77 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-26 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0418 450000000.00 450000000.00 0.0184 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA4DN89 RCNB6OTYUAMMP879YW96 BIVA4DN89 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G1CA8 2056-08-01 5.000000 0.00 1000.00 983.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNDV2 2050-04-01 5.500000 0.00 1174.00 568.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPAG3 2052-07-01 4.500000 0.00 1202679.00 799248.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1000.00 707.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 2290878.00 1501945.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1999.00 1275.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 1000.00 849.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 9009.00 7227.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUKS5 2053-09-01 5.500000 0.00 1000.00 776.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 1000.00 669.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2.000000 0.00 1000.00 592.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 1000.00 689.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 9386.00 6832.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 2020270.00 1456255.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 692.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWJD6 2053-09-01 4.500000 0.00 1000.00 790.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 81518.00 42781.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BT4M9 2053-01-01 6.500000 0.00 1000.00 673.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 2000.00 1313.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C0YE6 2053-04-01 7.000000 0.00 2368.00 356.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 1039357.00 629906.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133G7QA4 2035-01-01 3.000000 0.00 1000.00 221.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPSF6 2052-07-01 4.500000 0.00 1000.00 776.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.500000 0.00 3379995.00 2258325.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQG67 2052-12-01 6.000000 0.00 1001.00 441.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133W7RZ0 2054-03-01 5.500000 0.00 1000.00 789.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4QB7 2029-05-25 3.143000 0.00 43000.00 30990.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.513200 0.00 7965545.00 5027487.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.190000 0.00 1000.00 888.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.943200 0.00 66488.00 31512.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRZ26 2046-03-25 5.500000 0.00 1004.00 394.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWWS1 2053-01-25 5.000000 0.00 327540.00 207898.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWXH4 2055-08-25 5.043200 0.00 441143.00 366058.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPVN6 2031-01-25 3.080000 0.00 1009.00 948.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 7325.00 6815.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 1052.00 948.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FUY81 2050-05-25 4.107700 0.00 2345586.00 883621.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 24359778.00 7560112.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GC3Z4 2056-06-25 4.693200 0.00 7083125.00 6749812.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 2505511.00 1393123.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBC77 2031-10-25 5.028000 0.00 137345.00 138027.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.560000 0.00 1000.00 753.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6.000000 0.00 4048954.00 689436.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AM3A7 2054-08-01 7.000000 0.00 1000.00 810.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APMA9 2054-09-01 5.500000 0.00 1556021.00 1491664.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6.000000 0.00 1000.00 859.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 910.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BEX45 2055-06-01 6.500000 0.00 1000.00 648.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 377358.00 288380.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVQB9 2055-11-01 5.500000 0.00 1024025.00 892095.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 1136.00 907.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 1000.00 925.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.991000 0.00 1055.00 1031.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KSU47 2051-11-01 2.500000 0.00 1000.00 509.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.170000 0.00 77938.00 72304.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6ET6 2054-06-01 6.000000 0.00 1000.00 867.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1000.00 684.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 1008.00 1000.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NP2Z2 2053-09-01 6.500000 0.00 1000.00 1015.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D98 2035-11-01 4.535000 0.00 1140.00 1109.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1WH9 2036-02-01 4.240000 0.00 162699.00 154637.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 1006.00 158.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 2128.00 1284.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQQY4 2052-10-01 5.500000 0.00 1000.00 727.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1000.00 719.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQU60 2052-11-01 4.500000 0.00 1000.00 744.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRDB6 2053-01-01 6.500000 0.00 1000.00 525.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1023.00 713.91 Agency 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Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 65200.00 60280.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 12443500.00 11870389.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 64876800.00 60972539.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 10160900.00 10127064.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 200.00 174.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 41632000.00 43730965.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 102600.00 101359.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 3100.00 3041.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 34139000.00 37101108.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 245200.00 254111.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 63910600.00 63157614.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 200.00 201.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 74114700.00 77266918.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1453300.00 1443777.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 20500.00 20210.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 841300.00 837783.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 100.00 99.76 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 385000000.00 385000000.00 0.0157 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 91282CKX8 2029-06-30 4.250000 0.00 106646000.00 106960213.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 121895300.00 121186923.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 78970700.00 78826363.88 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 300000000.00 300000000.00 0.0122 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.660000% BIVA64Q35 254900BN8XS34XZDJ223 BIVA64Q35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 177165.00 193639.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 15.00 11.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 3630.00 3063.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 90.00 101.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 60.00 42.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 113700.00 80201.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 22890.00 15707.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 27540.00 15288.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 347130.00 241376.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 30.00 18.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 1820655.00 1094572.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 21045.00 14985.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 22501395.00 13163638.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 60.00 54.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 3152640.00 3032597.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 15.00 13.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 548460.00 539211.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 3750000.00 4558530.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 92520.00 79428.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 135.00 134.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1223280.00 1109156.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 4507995.00 4510197.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 10244835.00 10761350.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1251750.00 1265189.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 8414175.00 8881667.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 15.00 14.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 7171245.00 7184686.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 1079715.00 1079868.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 5729685.00 5541486.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1545090.00 1500184.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 732375.00 722102.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 10031730.00 9866825.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 226440.00 227448.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 814650.00 817205.34 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-09 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0366 75000000.00 75000000.00 0.0031 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.650000% BIVA6PL58 254900BN8XS34XZDJ223 BIVA6PL58 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 20.00 19.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 40.00 37.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 60.00 47.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 5239200.00 5726385.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 20.00 16.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 40.00 31.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 20.00 13.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 20.00 19.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 9465140.00 8749142.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 20.00 13.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1454100.00 1011105.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 40.00 18.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 40.00 24.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 142480.00 121230.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 900.00 815.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 1736420.00 1660883.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 20.00 18.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 27845400.00 25742957.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 3338720.00 3280088.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 280.00 348.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 9861520.00 8946865.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 10953920.00 12901285.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 20.00 19.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5687480.00 6458267.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 212780.00 182671.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 16012000.00 13969224.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1340.00 1214.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 11271800.00 11040833.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 2365320.00 2482577.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 4800000.00 4811191.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 18275860.00 19861585.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 609200.00 616121.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 20.00 20.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 7609180.00 7662057.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 40695580.00 39869344.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 80.00 78.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 10235840.00 10067579.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 18776960.00 18835858.22 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-14 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0365 200000000.00 200000000.00 0.0082 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.670000% BIVA6V553 RUC0QBLBRPRCU4W1NE59 BIVA6V553 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283BCC0 2027-10-15 3.500000 0.00 2587659.90 168.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VBB9 2028-12-15 2.500000 0.00 8594154.15 3839.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VBD5 2028-12-15 4.500000 0.00 3390108.15 226.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VHV9 2034-03-15 4.000000 0.00 2106150.45 9287.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325WXD9 2047-09-15 4.500000 0.00 16743440.40 756100.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325YCL0 2052-03-15 2.500000 0.00 1368900.00 159238.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132J0P50 2047-09-15 2.000000 0.00 18725728.95 3337986.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BGDC9 2052-07-01 5.000000 0.00 843896.55 591835.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMX59 2052-10-01 5.000000 0.00 507605.40 257916.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CHZZ1 2053-11-01 6.500000 0.00 43297.50 28412.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q6X41 2055-08-25 6.000000 0.00 25642147.65 4366049.48 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WPVX0 2041-03-01 3.500000 0.00 99553.20 92088.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FA5Z9 2033-10-01 4.500000 0.00 1371564.60 1403.32 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCBD7 2033-12-01 5.500000 0.00 31894474.80 22823.11 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCKD7 2034-08-01 5.500000 0.00 16038331.95 13103.87 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCN77 2036-07-01 6.500000 0.00 1763851.50 2435.32 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCP26 2036-03-01 6.500000 0.00 1803677.85 2382.19 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FEMT6 2035-05-01 4.500000 0.00 2447413.20 1729.19 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVEX4 2055-11-01 5.000000 0.00 523350.00 494955.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73D5 2028-02-01 3.268000 0.00 92400.00 9172.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC3L6 2056-03-01 4.771000 0.00 159150.00 157026.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC3N2 2056-01-01 4.807000 0.00 167550.00 165700.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MJ6Y6 2052-04-01 3.000000 0.00 16991.25 10959.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNW32 2052-04-01 3.000000 0.00 13451.25 9337.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCQZ7 2056-04-01 4.665000 0.00 92250.00 89597.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTJ54 2056-09-01 6.000000 0.00 236918.25 242738.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTJ70 2056-09-01 6.000000 0.00 178066.50 182595.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5UY8 2052-05-01 3.000000 0.00 7500000.00 6194759.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCUG1 2051-08-01 3.000000 0.00 42996.45 24564.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRQ32 2054-10-01 5.000000 0.00 7500000.00 6533120.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y67C8 2055-08-01 6.500000 0.00 7500000.00 6335669.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FRF6 2040-11-01 4.500000 0.00 124942.05 109447.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FT56 2056-02-01 5.000000 0.00 13200.00 12368.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FTE7 2041-01-01 3.500000 0.00 37532.40 32887.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FZJ9 2056-08-01 5.000000 0.00 5305.05 5130.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FZK6 2056-08-01 5.500000 0.00 75493.20 74708.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UK62 2053-09-01 5.500000 0.00 24969390.75 3914181.08 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424VHM9 2054-08-01 5.500000 0.00 68056.80 11462.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NXF1 2055-04-01 5.500000 0.00 7240534.20 5858919.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RW97 2056-03-01 5.500000 0.00 5257561.20 4831618.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427S4L9 2056-05-01 5.000000 0.00 4158.75 3953.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SUN6 2056-04-01 5.000000 0.00 4550070.45 4369984.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TGV2 2055-11-01 6.500000 0.00 225000.00 230485.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142FRPN5 2051-01-25 1.500000 0.00 101250.00 6794.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUKT9 2055-04-01 6.500000 0.00 7588401.00 5535568.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVLS8 2055-09-01 5.500000 0.00 5954367.30 5457122.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 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5.500000 0.00 6553724.00 6320393.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TEK8 2056-06-01 4.500000 0.00 7217759.00 6682712.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TRJ7 2056-03-01 6.500000 0.00 130160071.00 132126903.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TSX5 2056-04-01 6.000000 0.00 32300000.00 32574272.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TZN9 2055-05-01 5.500000 0.00 52511328.00 51597520.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UE82 2056-04-01 5.500000 0.00 42801.00 42818.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JCBV1 2041-01-01 3.500000 0.00 71606292.00 64010216.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JQ6T1 2056-01-01 6.500000 0.00 3379244.00 2928759.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JTVP5 2056-02-01 5.500000 0.00 5432000.00 5288986.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142KA4J8 2056-07-01 5.500000 0.00 3129242.00 3115431.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142KAFR8 2056-07-01 5.000000 0.00 1066898.00 1046299.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142KBDS6 2056-07-01 5.000000 0.00 2885963.00 2808819.94 Agency Mortgage-Backed Securities Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0385 350000000.00 350000000.00 0.0143 N N N Y Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.660000% BIVA7HC89 254900BN8XS34XZDJ223 BIVA7HC89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash 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Corp S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 6435000.00 6172706.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXUU9 2056-06-01 5.500000 0.00 5447279.97 5282836.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6E66 2056-08-01 6.000000 0.00 5990826.11 6094407.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6E74 2056-08-01 6.500000 0.00 5133667.11 5323133.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JCDV9 2041-08-01 5.000000 0.00 5342800.98 5343264.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JTK93 2056-01-01 5.500000 0.00 5555940.06 5290284.06 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 165000000.00 165000000.00 0.0067 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWKS4 2055-06-25 5.143200 0.00 35000000.00 21967300.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWPJ9 2055-07-25 5.000000 0.00 1900000.00 1736198.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7JS6 2056-09-25 4.583800 0.00 23248900.00 23030382.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBJ22 2056-08-25 5.000000 0.00 21407000.00 20707465.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCHA3 2054-04-25 4.593200 0.00 49995100.00 40764669.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLXJ6 2055-06-25 5.143200 0.00 50000000.00 36740566.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLZD7 2055-06-25 4.643200 0.00 399971.00 281904.91 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NYR9 2056-03-20 4.638800 0.00 12000000.00 11556847.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385P3U1 2056-04-20 4.638800 0.00 100000000.00 98214664.65 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 250000000.00 250000000.00 0.0102 N N Y N Bank of Montreal Bank of Montreal 3.720000% BIVA7U6H7 NQQ6HPCNCCU6TUTQYE16 BIVA7U6H7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6B2 2032-02-01 2.500000 0.00 100000000.00 14006639.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A8Y37 2033-01-01 3.000000 0.00 79616269.00 13059978.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q36Y2 2031-06-25 4.400000 0.00 16000000.00 15010260.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3PM7 2031-03-25 4.000000 0.00 25000000.00 22610434.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3RT0 2031-04-25 4.000000 0.00 20000000.00 18325631.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3SP7 2027-04-25 4.000000 0.00 5000000.00 4664204.27 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJRM2 2032-01-01 2.000000 0.00 54493234.00 8194411.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 11654214.00 6128440.76 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2026-10-30 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0372 100000000.00 100000000.00 0.0041 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.660000% BIVA8FA43 K5HU16E3LMSVCCJJJ255 BIVA8FA43 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 4.375 31-AUG-2028 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 100375000.00 102210883.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 248750000.00 253801455.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 349125000.00 349125000.00 0.0143 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 912810RP5 2045-11-15 3.000000 0.00 941500.00 690319.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 136800.00 99510.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 50900.00 30920.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 9108900.00 4813454.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 200.00 117.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 66.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 4786800.00 3232633.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 549200.00 454007.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 500.00 458.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 80720200.00 74625491.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 721900.00 710796.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 130.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 20539200.00 20229103.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1231400.00 1224591.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 5800.00 5810.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 100.00 100.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 2457000.00 2469089.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 3866100.00 3848913.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4056900.00 4102992.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.909600 0.00 46248900.00 46464908.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 312100.00 303984.95 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 160000000.00 160000000.00 0.0065 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 912803EC3 2043-05-15 0.00 0.00 140000250.00 141423445.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2038 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 750000.00 419678.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 1805000.00 977097.00 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0367 140000250.00 140000250.00 0.0057 N N Y N TD Securities (USA) LLC TD Securities (USA) LLC 3.650000% BIVA8KYN4 SUVUFHICNZMP2WKHG940 BIVA8KYN4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NAA6 2055-06-20 5.388800 0.00 44404630.80 27102830.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PEH2 2055-07-20 5.138800 0.00 60000000.00 36739346.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DQB7 2051-11-20 2.500000 0.00 90000000.00 48242937.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAD2 2054-05-20 4.888800 0.00 120000000.00 41835375.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JED1 2055-11-20 5.038800 0.00 60000000.00 46147894.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQS6 2056-03-20 4.638800 0.00 6812386.20 6525160.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TPE5 2056-06-20 4.738800 0.00 60000000.00 56927238.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XNF5 2056-07-20 6.500000 0.00 40471999.80 42479217.07 Agency Collateralized Mortgage Obligation Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 300000000.00 300000000.00 0.0122 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 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5.500000 0.00 3482146.00 2874637.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BFQY9 2052-07-01 4.500000 0.00 2677950.00 2118914.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BQV86 2052-11-01 5.000000 0.00 866646.50 607455.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BSP48 2052-12-01 5.500000 0.00 830730.50 461711.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BUFY8 2053-01-01 6.000000 0.00 6414747.00 3383613.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C8WZ4 2053-08-01 5.000000 0.00 4196157.50 2949407.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CMAC8 2054-01-01 6.500000 0.00 4030621.00 3194030.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KL7C5 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4719750.00 4650720.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 10868200.00 10947834.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 6713950.00 6787449.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 3201350.00 3183699.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 450.00 459.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 27330300.00 27251054.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 191650.00 190500.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1363550.00 1338869.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 687800.00 685343.90 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 300000000.00 300000000.00 0.0122 N Y Y N CIBC World Markets Corp. CIBC World Markets Corp. 3.670000% BIVA94JF3 549300445CON3DBMU275 BIVA94JF3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 64306.97 64110.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 4772375.16 4888057.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 99183.60 164581.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 290153.16 277357.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 6013604.52 5723355.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 191217.12 270867.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 873808.81 987315.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 252815.51 180216.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 14.56 10.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 14.56 13.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 174.75 125.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 372022.23 252069.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 14.56 9.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 771.80 713.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 14.56 10.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 43.69 20.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 14.56 7.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 205721.14 103000.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 472793.11 284241.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 362454.82 258086.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 14.56 9.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 449609.98 236669.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 196925.53 158412.62 U.S. Treasuries (including 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Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 14.56 13.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 9804541.15 8993817.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 6977364.45 6453324.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 131.06 118.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 87.37 117.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 131.06 173.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 29.12 28.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 14.56 14.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 14.56 18.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 29.12 36.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 6175595.17 8040707.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 6043.34 7346.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 131074.96 113585.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 7760115.41 7411717.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 153923.16 131839.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 290109.48 272320.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 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