N-MFP3 0000205007 XXXXXXXX 2026-09-30 SHORT TERM INVESTMENTS TRUST 0000205007 549300UJV6OHYATSFU27 Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 S000000220 9 N N 002-58287 Invesco Advisers, Inc. 801-33949 Pricewaterhouse Coopers LLP Houston TX None Invesco Investment Services, Inc. 0000896852 084-05432 N N N Government N N 54 112 84889208450.17 110924376748.49 0.6418 0.8386 2026-09-01 81272616702.18 108715326315.70 0.6244 0.8352 2026-09-02 85311372471.71 112472347852.79 0.6377 0.8408 2026-09-03 80457366495.09 107919313738.96 0.6217 0.8339 2026-09-04 84732876194.21 109799720103.58 0.6431 0.8333 2026-09-08 87123767672.79 113497903758.83 0.6432 0.8379 2026-09-09 86373953789.37 112349728266.36 0.6431 0.8365 2026-09-10 85315667786.39 111362744844.81 0.6424 0.8386 2026-09-11 83238734725.74 109859522718.78 0.6340 0.8367 2026-09-14 86782160052.46 111394149761.85 0.6577 0.8442 2026-09-15 87426061406.98 109539873523.20 0.6717 0.8416 2026-09-16 80587490800.92 107011212252.53 0.6314 0.8385 2026-09-17 78264872420.79 104002938945.90 0.6281 0.8346 2026-09-18 77324935961.50 103762177897.56 0.6168 0.8276 2026-09-21 77853764492.01 102856910477.75 0.6234 0.8236 2026-09-22 76855242600.36 102881087659.60 0.6122 0.8195 2026-09-23 77506906507.22 104023461306.62 0.6118 0.8211 2026-09-24 73517297157.92 100030081507.00 0.5992 0.8153 2026-09-25 70784850170.03 97542488078.88 0.5900 0.8131 2026-09-28 72356897907.15 97804309014.48 0.6078 0.8215 2026-09-29 70290407717.72 97382573547.36 0.5925 0.8209 2026-09-30 2928493518.57 115407536033.44 115445506318.43 251580302.25 1169237784.09 117456342355.16 117470110883.6300 Y 1.0000 0.0384 2026-09-01 0.0384 2026-09-02 0.0384 2026-09-03 0.0384 2026-09-04 0.0385 2026-09-08 0.0385 2026-09-09 0.0385 2026-09-10 0.0385 2026-09-11 0.0384 2026-09-14 0.0384 2026-09-15 0.0384 2026-09-16 0.0385 2026-09-17 0.0386 2026-09-18 0.0390 2026-09-21 0.0392 2026-09-22 0.0394 2026-09-23 0.0395 2026-09-24 0.0395 2026-09-25 0.0397 2026-09-28 0.0397 2026-09-29 0.0397 2026-09-30 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 1.0000 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9998 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9997 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9996 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 N N Cash Management C000000495 1000.00 447381139.18 447431000.1600 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9998 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 2138815.94 1340.81 2026-09-01 0.00 9786805.00 2026-09-02 5900000.00 7349750.00 2026-09-03 10000000.00 328891.94 2026-09-04 73088.00 10001.09 2026-09-08 0.00 625000.00 2026-09-09 0.00 11485700.65 2026-09-10 0.00 0.00 2026-09-11 219000.00 166650.00 2026-09-14 550000.33 5000.00 2026-09-15 0.00 491000.00 2026-09-16 0.00 338000.00 2026-09-17 0.00 1228000.00 2026-09-18 0.00 2999024.00 2026-09-21 501410.60 0.00 2026-09-22 0.00 665249.69 2026-09-23 2141000.00 500400.00 2026-09-24 0.00 5643250.64 2026-09-25 695000.00 11829.18 2026-09-28 12441000.00 0.00 2026-09-29 1693970.29 0.00 2026-09-30 36353285.16 41635893.00 0.0360 2026-09-01 0.0360 2026-09-02 0.0360 2026-09-03 0.0360 2026-09-04 0.0361 2026-09-08 0.0361 2026-09-09 0.0361 2026-09-10 0.0361 2026-09-11 0.0360 2026-09-14 0.0360 2026-09-15 0.0360 2026-09-16 0.0361 2026-09-17 0.0362 2026-09-18 0.0366 2026-09-21 0.0368 2026-09-22 0.0370 2026-09-23 0.0371 2026-09-24 0.0371 2026-09-25 0.0373 2026-09-28 0.0373 2026-09-29 0.0373 2026-09-30 Y 491.00 Depository institution or other banking institution 0.4823 0.00 Non-financial corporation 0.3211 0.00 N Institutional C000000496 1000.00 79527292679.25 79537228366.0490 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9998 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 5879118979.57 3404836664.98 2026-09-01 3569827339.56 3449596314.21 2026-09-02 1789504335.69 3176778302.57 2026-09-03 2308362286.89 2561305996.66 2026-09-04 4232148536.23 4088961014.76 2026-09-08 4148068938.52 2670879301.90 2026-09-09 3639271742.43 2629878025.43 2026-09-10 2564359940.69 3007409764.40 2026-09-11 3459549739.82 4201993050.32 2026-09-14 3226384306.84 5076901336.94 2026-09-15 4279865432.38 3719509458.91 2026-09-16 2504499941.25 4539940933.04 2026-09-17 2596400222.38 3930661147.45 2026-09-18 2405538527.32 2812508205.00 2026-09-21 5230072690.30 4209565492.89 2026-09-22 2977180821.99 4011499026.96 2026-09-23 2168991332.29 3061238984.14 2026-09-24 2892073566.72 5170309663.91 2026-09-25 2938932997.53 3721731668.56 2026-09-28 2986701974.82 5464484097.66 2026-09-29 2891510378.42 4985305329.89 2026-09-30 68688364031.64 79895293780.58 0.0368 2026-09-01 0.0368 2026-09-02 0.0368 2026-09-03 0.0368 2026-09-04 0.0369 2026-09-08 0.0369 2026-09-09 0.0369 2026-09-10 0.0369 2026-09-11 0.0368 2026-09-14 0.0368 2026-09-15 0.0368 2026-09-16 0.0369 2026-09-17 0.0370 2026-09-18 0.0374 2026-09-21 0.0376 2026-09-22 0.0378 2026-09-23 0.0379 2026-09-24 0.0379 2026-09-25 0.0381 2026-09-28 0.0381 2026-09-29 0.0381 2026-09-30 Y 99424.00 Broker-dealer 0.0504 0.00 Depository institution or other banking institution 0.068 0.00 Non-financial corporation 0.3906 0.00 N Personal C000000497 1000.00 99692505.64 99703792.5800 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9998 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 4194104.31 4378789.38 2026-09-01 748272.81 1657004.83 2026-09-02 1016084.95 5543656.19 2026-09-03 417091.06 1409843.86 2026-09-04 1859335.95 2312111.18 2026-09-08 2010317.69 634992.49 2026-09-09 309597.15 3233896.49 2026-09-10 739863.04 1392096.99 2026-09-11 1195956.25 1078624.29 2026-09-14 2646019.14 481927.65 2026-09-15 2441017.06 2258086.09 2026-09-16 713307.99 3580288.18 2026-09-17 578239.47 1825578.25 2026-09-18 2174695.31 589522.66 2026-09-21 3903631.22 201469.59 2026-09-22 948954.03 2856540.75 2026-09-23 1317511.18 693349.52 2026-09-24 993815.24 771083.91 2026-09-25 1248726.17 350361.34 2026-09-28 3374012.40 1028670.57 2026-09-29 1316342.56 2272332.75 2026-09-30 34146894.98 38550226.96 0.0313 2026-09-01 0.0313 2026-09-02 0.0313 2026-09-03 0.0313 2026-09-04 0.0314 2026-09-08 0.0314 2026-09-09 0.0314 2026-09-10 0.0314 2026-09-11 0.0313 2026-09-14 0.0313 2026-09-15 0.0313 2026-09-16 0.0314 2026-09-17 0.0315 2026-09-18 0.0319 2026-09-21 0.0321 2026-09-22 0.0323 2026-09-23 0.0324 2026-09-24 0.0324 2026-09-25 0.0326 2026-09-28 0.0326 2026-09-29 0.0326 2026-09-30 Y 108.00 Non-financial corporation 0.3201 0.00 Retail investor 0.1436 0.00 N Private C000000498 1000.00 1037385445.29 1037498565.6460 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9998 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 7642318.19 10881529.81 2026-09-01 7162196.71 7109698.11 2026-09-02 4348573.72 4466713.16 2026-09-03 15376099.90 2297452.87 2026-09-04 4873305.20 4190968.18 2026-09-08 3296176.19 12316253.20 2026-09-09 10896010.21 12196005.78 2026-09-10 4083402.34 5056547.52 2026-09-11 16219588.55 5484599.64 2026-09-14 46905722.47 10748878.80 2026-09-15 4928343.28 4091637.40 2026-09-16 10084809.79 6086228.67 2026-09-17 30367732.59 19416688.46 2026-09-18 36687911.46 6734844.24 2026-09-21 14446719.73 64434056.08 2026-09-22 9447617.24 8046394.38 2026-09-23 7694730.54 20459506.17 2026-09-24 11654199.54 19380666.31 2026-09-25 6141281.49 8809724.10 2026-09-28 9509740.85 5726801.37 2026-09-29 4540046.87 11771393.89 2026-09-30 266306526.86 249706588.14 0.0338 2026-09-01 0.0338 2026-09-02 0.0338 2026-09-03 0.0338 2026-09-04 0.0339 2026-09-08 0.0339 2026-09-09 0.0339 2026-09-10 0.0339 2026-09-11 0.0338 2026-09-14 0.0338 2026-09-15 0.0338 2026-09-16 0.0339 2026-09-17 0.0340 2026-09-18 0.0344 2026-09-21 0.0346 2026-09-22 0.0348 2026-09-23 0.0349 2026-09-24 0.0349 2026-09-25 0.0351 2026-09-28 0.0351 2026-09-29 0.0351 2026-09-30 Y 1158.00 Broker-dealer 0.4844 0.00 Depository institution or other banking institution 0.1067 0.00 N Reserve C000000499 1000.00 377343233.96 377388555.3700 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 7007911.21 68786.60 2026-09-01 500477.48 18615422.55 2026-09-02 6486401.95 253895.51 2026-09-03 12785539.35 609509.43 2026-09-04 131275.78 1780265.86 2026-09-08 8074876.49 198586.16 2026-09-09 10125.62 4815155.43 2026-09-10 13551.31 16589626.76 2026-09-11 91555.22 1398419.05 2026-09-14 100636.12 3615905.65 2026-09-15 5420056.06 29757.62 2026-09-16 7871866.19 541254.00 2026-09-17 282264.82 4830679.92 2026-09-18 170147.36 13166454.68 2026-09-21 25766.24 3967370.69 2026-09-22 11805883.15 107358.93 2026-09-23 10039.87 4328892.77 2026-09-24 213154.56 19164231.09 2026-09-25 177364.07 5835205.19 2026-09-28 58679.42 10070042.96 2026-09-29 13135145.51 512629.51 2026-09-30 74372717.78 110499450.36 0.0281 2026-09-01 0.0281 2026-09-02 0.0281 2026-09-03 0.0281 2026-09-04 0.0282 2026-09-08 0.0282 2026-09-09 0.0282 2026-09-10 0.0282 2026-09-11 0.0281 2026-09-14 0.0281 2026-09-15 0.0281 2026-09-16 0.0282 2026-09-17 0.0283 2026-09-18 0.0287 2026-09-21 0.0289 2026-09-22 0.0291 2026-09-23 0.0292 2026-09-24 0.0292 2026-09-25 0.0294 2026-09-28 0.0294 2026-09-29 0.0294 2026-09-30 Y 447.00 Broker-dealer 0.93 0.00 N Resource C000000500 1000.00 196430700.52 196457348.0200 0.9999 2026-09-01 0.9998 2026-09-02 0.9998 2026-09-03 0.9998 2026-09-04 0.9998 2026-09-08 0.9998 2026-09-09 0.9997 2026-09-10 0.9996 2026-09-11 0.9996 2026-09-14 0.9996 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9995 2026-09-18 0.9995 2026-09-21 0.9995 2026-09-22 0.9995 2026-09-23 0.9995 2026-09-24 0.9994 2026-09-25 0.9994 2026-09-28 0.9994 2026-09-29 0.9995 2026-09-30 2700610.80 710063.97 2026-09-01 6076126.06 108405993.99 2026-09-02 24000.00 12118841.70 2026-09-03 5351267.29 7061247.64 2026-09-04 2179440.77 7852226.87 2026-09-08 9843245.43 979253.56 2026-09-09 4524193.39 8100000.00 2026-09-10 10414049.33 102079.10 2026-09-11 357307.20 6292496.99 2026-09-14 13190570.06 1322745.25 2026-09-15 5009702.28 4100156.01 2026-09-16 2705453.59 2806000.00 2026-09-17 9991416.74 8102603.41 2026-09-18 5364880.75 10220174.56 2026-09-21 8925012.56 4337976.87 2026-09-22 3990175.61 5671590.65 2026-09-23 524.89 13148471.21 2026-09-24 14297409.79 399244.42 2026-09-25 5162885.24 10605372.06 2026-09-28 6087716.53 4576304.04 2026-09-29 66153546.77 13860963.61 2026-09-30 182349535.08 230773805.91 0.0352 2026-09-01 0.0352 2026-09-02 0.0352 2026-09-03 0.0352 2026-09-04 0.0353 2026-09-08 0.0353 2026-09-09 0.0353 2026-09-10 0.0353 2026-09-11 0.0352 2026-09-14 0.0352 2026-09-15 0.0352 2026-09-16 0.0353 2026-09-17 0.0354 2026-09-18 0.0358 2026-09-21 0.0360 2026-09-22 0.0362 2026-09-23 0.0363 2026-09-24 0.0363 2026-09-25 0.0365 2026-09-28 0.0365 2026-09-29 0.0365 2026-09-30 Y 162.00 Broker-dealer 0.3102 0.00 Depository institution or other banking institution 0.5252 0.00 N Corporate C000029703 1000.00 902218282.44 902358718.9200 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9995 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9995 2026-09-30 56674842.05 49900000.00 2026-09-01 24610396.90 30078132.07 2026-09-02 57550000.00 12209323.39 2026-09-03 32499090.00 46253036.63 2026-09-04 90750752.37 75000000.00 2026-09-08 103418840.43 8010222.23 2026-09-09 36052000.00 33460155.02 2026-09-10 47053000.00 44149205.83 2026-09-11 230413400.00 1279000.00 2026-09-14 61179670.00 23750000.00 2026-09-15 66312000.00 72116561.24 2026-09-16 166261576.75 33772259.00 2026-09-17 23373670.50 910501369.86 2026-09-18 900000.00 20310100.45 2026-09-21 97200.00 9028931.76 2026-09-22 2823800.00 13879370.53 2026-09-23 257443840.00 5982560.00 2026-09-24 1059600.00 47718204.40 2026-09-25 6480000.00 51343950.00 2026-09-28 622425.00 138850145.15 2026-09-29 2503000.00 16698531.00 2026-09-30 1268079104.00 1644291058.56 0.0365 2026-09-01 0.0365 2026-09-02 0.0365 2026-09-03 0.0365 2026-09-04 0.0366 2026-09-08 0.0366 2026-09-09 0.0366 2026-09-10 0.0366 2026-09-11 0.0365 2026-09-14 0.0365 2026-09-15 0.0365 2026-09-16 0.0366 2026-09-17 0.0367 2026-09-18 0.0371 2026-09-21 0.0373 2026-09-22 0.0375 2026-09-23 0.0376 2026-09-24 0.0376 2026-09-25 0.0378 2026-09-28 0.0378 2026-09-29 0.0378 2026-09-30 Y 1378.00 Depository institution or other banking institution 0.8543 0.00 Non-financial corporation 0.0889 0.00 N CAVU Securities C000224183 1000.00 30112332648.90 30115324045.8100 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9995 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 1342324030.66 308302267.04 2026-09-01 251979267.20 1583626152.26 2026-09-02 1572292132.42 394865653.37 2026-09-03 333211086.76 841343541.41 2026-09-04 2970045332.36 475367238.09 2026-09-08 1519052728.51 1554309793.05 2026-09-09 590854225.39 228284320.11 2026-09-10 507585626.12 835932832.46 2026-09-11 554595983.20 849721020.66 2026-09-14 1461214052.01 1085843620.08 2026-09-15 485047859.05 2300131742.34 2026-09-16 1225874092.40 1931357486.99 2026-09-17 280577936.21 1505635914.65 2026-09-18 471183271.84 375598924.00 2026-09-21 1841614380.00 1310650481.36 2026-09-22 687585958.83 208952334.87 2026-09-23 2739369780.00 627305623.23 2026-09-24 1185472878.43 1714919016.81 2026-09-25 237309603.56 1749027906.56 2026-09-28 2265876978.00 294543650.00 2026-09-29 1664736370.95 1043337035.00 2026-09-30 24187803573.90 21219056554.34 0.0368 2026-09-01 0.0368 2026-09-02 0.0368 2026-09-03 0.0368 2026-09-04 0.0369 2026-09-08 0.0369 2026-09-09 0.0369 2026-09-10 0.0369 2026-09-11 0.0368 2026-09-14 0.0368 2026-09-15 0.0368 2026-09-16 0.0369 2026-09-17 0.0370 2026-09-18 0.0374 2026-09-21 0.0376 2026-09-22 0.0378 2026-09-23 0.0379 2026-09-24 0.0379 2026-09-25 0.0381 2026-09-28 0.0381 2026-09-29 0.0381 2026-09-30 Y 31518.00 Depository institution or other banking institution 0.5313 0.00 Non-financial corporation 0.1253 0.00 State or municipal government entity (excluding governmental pension plans) 0.0539 0.00 N Premier C000250407 100000000.00 4756265719.98 4756720491.0800 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9997 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9996 2026-09-16 0.9996 2026-09-17 0.9996 2026-09-18 0.9996 2026-09-21 0.9996 2026-09-22 0.9996 2026-09-23 0.9996 2026-09-24 0.9995 2026-09-25 0.9995 2026-09-28 0.9995 2026-09-29 0.9996 2026-09-30 788431156.98 838000000.00 2026-09-01 1186000000.00 823000000.00 2026-09-02 1694000000.00 1186000000.00 2026-09-03 1243000000.00 1727000000.00 2026-09-04 909000000.00 1268000000.00 2026-09-08 1474000000.00 1006000000.00 2026-09-09 1808000000.00 1474000000.00 2026-09-10 1477000000.00 1780000000.00 2026-09-11 760000000.00 1493000000.00 2026-09-14 2062000000.00 725000000.00 2026-09-15 2117000000.00 2052000000.00 2026-09-16 843000000.00 2104000000.00 2026-09-17 1333000000.00 843000000.00 2026-09-18 1393000000.00 1306000000.00 2026-09-21 1130000000.00 1292000000.00 2026-09-22 1943000000.00 1078000000.00 2026-09-23 2078000000.00 1906000000.00 2026-09-24 931000000.00 2061484593.17 2026-09-25 854000000.00 958040512.92 2026-09-28 835000000.00 1373000000.00 2026-09-29 1831000000.00 835000000.00 2026-09-30 28689431156.98 28128525106.09 0.0372 2026-09-01 0.0372 2026-09-02 0.0372 2026-09-03 0.0372 2026-09-04 0.0373 2026-09-08 0.0373 2026-09-09 0.0373 2026-09-10 0.0373 2026-09-11 0.0372 2026-09-14 0.0372 2026-09-15 0.0372 2026-09-16 0.0373 2026-09-17 0.0374 2026-09-18 0.0378 2026-09-21 0.0380 2026-09-22 0.0382 2026-09-23 0.0383 2026-09-24 0.0383 2026-09-25 0.0385 2026-09-28 0.0385 2026-09-29 0.0385 2026-09-30 Y 5102.00 Depository institution or other banking institution 0.5901 0.00 State or municipal government entity (excluding governmental pension plans) 0.3572 0.00 N Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3130B7BA1 2549001DPIFGXC1TOL40 US3130B7BA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-29 2027-07-29 N N N 0.0401 123045090.60 123045090.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.105000% 3130B7BW3 2549001DPIFGXC1TOL40 US3130B7BW33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-01 2028-08-01 N N N 0.0408 501012280.00 501012280.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.965000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-10 2028-03-10 N N N 0.0405 71975327.76 71975327.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3130BBMP7 2549001DPIFGXC1TOL40 US3130BBMP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-20 2028-07-20 N N N 0.0408 350013286.00 350013286.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MA4 2549001DPIFGXC1TOL40 US313384MA49 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-22 2027-09-22 2027-09-22 N N N 0.0458 957011250.00 957011250.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-23 2027-09-23 2027-09-23 N N N 0.0458 454523144.30 454523144.30 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MC0 2549001DPIFGXC1TOL40 US313384MC05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-24 2027-09-24 2027-09-24 N N N 0.0458 478385210.00 478385210.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0387 39873000.00 39873000.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0400 248421110.00 248421110.00 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.330000% 3133EN5A4 254900C5LP6DN9OP9V83 US3133EN5A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-27 2027-12-27 N N N 0.0404 30125102.40 30125102.40 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.300000% 3133ENV49 254900C5LP6DN9OP9V83 US3133ENV499 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-25 2027-10-25 N N N 0.0404 12896330.68 12896330.68 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.950000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-07 2026-12-07 N N N 0.0391 55002035.00 55002035.00 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.020000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-02 2026-12-02 N N N 0.0391 186014137.90 186014137.90 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.015000% 3133ERH53 254900C5LP6DN9OP9V83 US3133ERH531 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-09 2026-12-09 N N N 0.0391 204023500.80 204023500.80 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.015000% 3133ERN23 254900C5LP6DN9OP9V83 US3133ERN232 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-23 2026-11-23 N N N 0.0391 197027932.60 197027932.60 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.020000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-30 2026-12-30 N N N 0.0391 19002329.40 19002329.40 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-02 2026-11-02 N N N 0.0391 19000639.35 19000639.35 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.005000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-06 2026-10-06 N N N 0.0391 47001098.39 47001098.39 0.0004 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.125000% 3133ERUC3 254900C5LP6DN9OP9V83 US3133ERUC33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-20 2027-09-20 N N N 0.0403 50080951.50 50080951.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.130000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-12 2027-11-12 N N N 0.0403 11345339.02 11345339.02 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.970000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-28 2027-09-28 N N N 0.0402 39004207.71 39004207.71 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.975000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-01 2027-12-01 N N N 0.0403 470044396.20 470044396.20 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.945000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-09 2027-07-09 N N N 0.0401 95990046.72 95990046.72 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.925000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-19 2027-04-19 N N N 0.0400 89967725.10 89967725.10 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.935000% 3133ET5H6 254900C5LP6DN9OP9V83 US3133ET5H67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-23 2027-06-23 N N N 0.0399 109991559.70 109991559.70 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.950000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-24 2027-03-24 N N N 0.0395 100007128.00 100007128.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.945000% 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-26 2027-03-26 N N N 0.0400 637073892.00 637073892.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.035000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-01 2027-10-01 N N N 0.0406 88049070.56 88049070.56 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-24 2027-09-24 N N N 0.0402 65030572.75 65030572.75 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.955000% 3133ETBZ9 254900C5LP6DN9OP9V83 US3133ETBZ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-02 2027-04-02 N N N 0.0400 33995962.50 33995962.50 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.960000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N 0.0400 65002684.50 65002684.50 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.980000% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-29 2027-06-29 N N N 0.0399 55016590.20 55016590.20 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.005000% 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-03 2027-11-03 N N N 0.0403 150065307.00 150065307.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.990000% 3133ETQ59 254900C5LP6DN9OP9V83 US3133ETQ595 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-05 2027-08-05 N N N 0.0401 105016350.60 105016350.60 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.995000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-30 2027-07-30 N N N 0.0401 65025422.15 65025422.15 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.970000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-12 2027-05-12 N N N 0.0398 80009498.40 80009498.40 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-11 2027-08-11 N N N 0.0402 124040975.80 124040975.80 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133ETVH7 254900C5LP6DN9OP9V83 US3133ETVH76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-27 2027-07-27 N N N 0.0401 430101037.10 430101037.10 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-10 2027-09-10 N N N 0.0402 10505474.39 10505474.39 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-01 2028-09-01 N N N 0.0408 217032159.40 217032159.40 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.970000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N 0.0405 34021527.44 34021527.44 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-03 2028-01-03 N N N 0.0407 67976616.84 67976616.84 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWC99 254900C5LP6DN9OP9V83 US3133EWC995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-08 2028-09-08 N N N 0.0408 114999935.60 114999935.60 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.970000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N 0.0405 52991381.14 52991381.14 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.995000% 3133EWE22 254900C5LP6DN9OP9V83 US3133EWE223 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-11 2028-08-11 N N N 0.0408 440000743.60 440000743.60 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWH37 254900C5LP6DN9OP9V83 US3133EWH374 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-18 2028-09-18 N N N 0.0408 79999894.40 79999894.40 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-16 2028-03-16 N N N 0.0405 42002050.44 42002050.44 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWL40 254900C5LP6DN9OP9V83 US3133EWL400 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-28 2028-09-28 N N N 0.0408 304998505.50 304998505.50 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-17 2028-04-17 N N N 0.0408 60969216.96 60969216.96 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.025000% 3133EWM64 254900C5LP6DN9OP9V83 US3133EWM648 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-05 2028-10-02 2028-10-02 N N N 0.0408 250000000.00 250000000.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWPJ3 254900C5LP6DN9OP9V83 US3133EWPJ36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-12 2028-05-12 N N N 0.0406 382081824.40 382081824.40 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.985000% 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-19 2028-05-19 N N N 0.0406 25000683.00 25000683.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWRT9 254900C5LP6DN9OP9V83 US3133EWRT99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-02 2028-06-02 N N N 0.0407 394008167.60 394008167.60 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWUH1 254900C5LP6DN9OP9V83 US3133EWUH15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-26 2028-06-26 N N N 0.0408 140003607.80 140003607.80 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.005000% 3133EWVA5 254900C5LP6DN9OP9V83 US3133EWVA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-06 2028-07-06 N N N 0.0408 232116638.00 232116638.00 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.005000% 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N 0.0408 257051454.00 257051454.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWYK0 254900C5LP6DN9OP9V83 US3133EWYK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-14 2028-08-14 N N N 0.0409 418012548.40 418012548.40 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWYY0 254900C5LP6DN9OP9V83 US3133EWYY02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-21 2028-08-21 N N N 0.0409 255007198.70 255007198.70 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.000000% 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N 0.0407 123003205.40 123003205.40 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N 0.0391 7000315.56 7000315.56 0.0001 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-29 2026-10-29 N N N 0.0390 82007596.48 82007596.48 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.005000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-25 2027-08-25 N N N 0.0401 185078638.00 185078638.00 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.005000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-23 2027-04-23 N N N 0.0400 586194200.40 586194200.40 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-22 2027-09-22 N N N 0.0402 250142250.00 250142250.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.100000% 3134HBTK7 S6XOOCT0IEG5ABCC6L87 US3134HBTK71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-23 2028-05-23 N N N 0.0406 496599439.10 496599439.10 0.0042 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-06 2027-10-06 N N N 0.0403 300148911.00 300148911.00 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.975000% 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-16 2027-06-16 N N N 0.0400 115027190.60 115027190.60 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-14 2027-10-14 N N N 0.0403 300257835.00 300257835.00 0.0026 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588LV5 B1V7KEBTPIMZEU4LTD58 US313588LV56 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N 0.0457 303084619.00 303084619.00 0.0026 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-23 2026-10-23 N N N 0.0390 103005887.50 103005887.50 0.0009 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.140000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-05 2027-11-05 N N N 0.0403 12038478.99 12038478.99 0.0001 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-20 2026-11-20 N N N 0.0391 105006957.30 105006957.30 0.0009 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-11 2026-12-11 N N N 0.0391 831418552.60 831418552.60 0.0071 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.970000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N 0.0405 614903463.50 614903463.50 0.0052 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.965000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0406 554840648.40 554840648.40 0.0047 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.970000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N 0.0407 893797839.80 893797839.80 0.0076 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.965000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-08 2028-06-08 N N N 0.0407 1199283168.00 1199283168.00 0.0102 N N N N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Notes 4.153000% 6903533N5 254900QI8QTIK0FY6E92 US6903533N55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2030-03-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0415 15750000.00 15750000.00 0.0001 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 4.230000% 6903534Y0 254900QI8QTIK0FY6E92 US6903534Y02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 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 0.0423 3777777.82 3777777.82 0.0000 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 4.230000% 690353D38 254900QI8QTIK0FY6E92 US690353D389 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2028-11-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0423 20454546.18 20454546.18 0.0002 N N Y N U.S. International Development Finance Corp. U.S. International Development Finance Corp., VRD Bonds 3.840000% 690353XS1 254900QI8QTIK0FY6E92 US690353XS10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2030-05-15 Y US INTL DEV FINANCE CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0384 4043000.00 4043000.00 0.0000 N N Y N U.S. Treasury U.S. Treasury Bills 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0408 993663020.00 993663020.00 0.0085 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 0.0415 493709645.00 493709645.00 0.0042 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 0.0422 1869716641.00 1869716641.00 0.0159 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 0.0429 965933030.00 965933030.00 0.0082 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 0.0432 195458788.00 195458788.00 0.0017 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 0.0398 1459436663.00 1459436663.00 0.0124 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 0.0428 438432498.00 438432498.00 0.0037 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 0.0402 447927385.50 447927385.50 0.0038 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 0.0407 521335657.50 521335657.50 0.0044 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0405 992287170.00 992287170.00 0.0084 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 0.0406 604813731.20 604813731.20 0.0051 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 0.0396 850952347.30 850952347.30 0.0072 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VR5 254900HROIFWPRGM1V77 US912797VR56 U.S. Treasury Debt Y 2027-08-05 2027-08-05 2027-08-05 N N N 0.0444 67449781.70 67449781.70 0.0006 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y 2027-01-28 2027-01-28 2027-01-28 N N N 0.0418 1726447555.00 1726447555.00 0.0147 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 0.0421 1724927435.00 1724927435.00 0.0147 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0400 497821300.00 497821300.00 0.0042 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 0.0402 3108914625.00 3108914625.00 0.0265 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 0.0408 645596315.00 645596315.00 0.0055 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N 0.0442 1152397398.00 1152397398.00 0.0098 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 0.0423 2609791338.00 2609791338.00 0.0222 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 0.0425 2752880956.00 2752880956.00 0.0234 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0427 3143423808.00 3143423808.00 0.0268 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 0.0406 1860921525.00 1860921525.00 0.0158 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 0.0403 2886080411.00 2886080411.00 0.0246 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 0.0405 2972966640.00 2972966640.00 0.0253 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 0.0405 1980443240.00 1980443240.00 0.0169 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WK9 254900HROIFWPRGM1V77 US912797WK94 U.S. Treasury Debt Y 2027-03-11 2027-03-11 2027-03-11 N N N 0.0427 2846417889.00 2846417889.00 0.0242 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 0.0443 344777107.60 344777107.60 0.0029 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 4.358000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-01 2026-11-02 2026-10-31 N N N 0.0445 1799879724.00 1799879724.00 0.0153 N Y Y N U.S. Treasury U.S. Treasury Notes 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-03-01 2027-03-01 2027-02-28 N N N 0.0423 549663983.00 549663983.00 0.0047 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 4.313000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-10-01 2027-04-30 2027-04-30 N N N 0.0418 150154033.50 150154033.50 0.0013 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.920000% BIV9GL5L2 ZBUT11V806EZRVTWT807 BIV9GL5L2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTG23 2050-11-25 5.500000 0.00 16663552.00 7683754.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWGX8 2054-10-25 5.000000 0.00 40453360.00 33985056.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G56G0 2056-06-25 4.500000 0.00 70373494.00 62292712.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GCGG2 2055-07-25 5.000000 0.00 9285984.00 7967130.77 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HDMH0 2036-11-25 6.000000 0.00 5558415.00 5555092.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQXK2 2054-07-25 4.750000 0.00 25342592.00 22478607.68 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WS33 2049-07-20 3.500000 0.00 150000000.00 33429439.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.500000 0.00 16087000.00 8929910.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MF28 2054-04-20 0.125000 0.00 200000000.00 78523742.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C3E6 2055-02-20 5.397800 0.00 99999999.00 48659505.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385C3S5 2055-02-20 5.347800 0.00 100000000.00 47357945.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LBM9 2050-07-20 2.250000 0.00 47424256.00 35837103.10 Agency Collateralized Mortgage Obligation Y 2026-10-01 2026-10-07 2026-10-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N n/a n/a N N 0.0392 385000000.00 385000000.00 0.0033 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.770000% BIV9PB542 MBNUM2BPBDO7JBLYG310 BIV9PB542 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 3137HRZK8 2056-06-25 5.500000 0.00 80000000.00 71224092.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PHF9 2058-03-25 3.500000 0.00 250859520.00 56829752.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TP66 2049-04-20 4.000000 0.00 133757998.00 24297820.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YAY9 2071-08-20 5.047800 0.00 4999940.00 4215442.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BM31 2055-01-20 5.500000 0.00 3140256.00 2939705.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XKR2 2056-07-20 4.647800 0.00 45755840.00 44493187.68 Agency Collateralized Mortgage Obligation Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0377 200000000.00 200000000.00 0.0017 N N N Y RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.740000% BIV9VTMN5 549300QJJX6CVVUXLE15 BIV9VTMN5 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 31281BN63 2036-09-01 5.500000 0.00 21466.00 200.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 11300.00 299.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 8755.00 100.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288LRC7 2035-05-01 5.000000 0.00 8843.00 89.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288LSS1 2036-11-01 6.000000 0.00 11764.00 260.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.500000 0.00 43249.00 98.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128CUW77 2033-12-01 4.500000 0.00 11297.00 575.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M9HN5 2039-10-01 6.000000 0.00 1927.00 91.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 7573.00 820.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G0X66 2056-08-01 5.500000 0.00 1001.00 966.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G2R51 2056-09-01 5.500000 0.00 878404.00 845290.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G5RJ4 2056-09-01 5.000000 0.00 1000.00 934.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G6F30 2056-09-01 6.500000 0.00 1000.00 1025.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 2104.00 51.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XF3E8 2038-08-01 5.000000 0.00 1086.00 3.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5DL6 2045-03-01 3.500000 0.00 2445.00 198.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D6JZ4 2040-04-01 6.000000 0.00 35682.00 19391.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMN92 2043-01-01 3.500000 0.00 1670.00 540.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 5.000000 0.00 1065.00 675.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWH7 2053-02-01 6.500000 0.00 1000.00 507.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 1028.00 636.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DT7H7 2054-09-01 5.500000 0.00 32821606.00 23616013.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCL5 2051-10-01 3.500000 0.00 1717.00 759.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1274.00 713.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 45000.00 26231.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWJQ7 2053-11-01 5.000000 0.00 12248.00 9191.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B0QP1 2051-12-01 2.000000 0.00 3344970.00 1903571.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BM7G4 2052-10-01 5.000000 0.00 7973408.00 5267269.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KKVF3 2050-12-01 2.000000 0.00 1000.00 485.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPQY7 2052-07-01 4.500000 0.00 1024.00 641.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WALR7 2054-04-01 6.000000 0.00 1323780.00 812491.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCGJ7 2054-05-01 6.500000 0.00 2044.00 1485.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2056-03-25 4.690300 0.00 460444.00 371274.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQM73 2056-03-25 4.590300 0.00 6352853.00 5289418.43 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNYE4 2027-12-01 2.500000 0.00 1001.00 27.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402C4J8 2034-04-01 5.500000 0.00 5381.00 23.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A9SE1 2054-06-01 7.500000 0.00 1000.00 1032.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B1DX1 2055-02-01 6.500000 0.00 3308364.00 2637733.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYHG2 2055-12-01 6.000000 0.00 1038832.00 1016998.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LQM23 2052-02-01 2.500000 0.00 1000.00 576.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSU78 2052-07-01 4.500000 0.00 11250000.00 7498494.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NP4F4 2053-06-01 6.500000 0.00 1000.00 750.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 25607.00 10460.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 1000.00 848.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVH80 2039-09-01 6.000000 0.00 2987876.00 1994757.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVPU2 2054-11-01 5.000000 0.00 866913.00 714743.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U72S0 2056-04-01 5.500000 0.00 1486388.00 1427791.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U7ZR6 2056-04-01 5.000000 0.00 44850.00 41847.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9AA6 2056-03-01 5.500000 0.00 2732780.00 2620318.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UB2F9 2056-03-01 6.000000 0.00 1340970.00 1356216.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD2N8 2056-05-01 5.500000 0.00 1702750.00 1629858.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDHX0 2056-06-01 5.000000 0.00 1069208.00 998076.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UGD66 2056-05-01 5.000000 0.00 2853970.00 2639107.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UKU27 2056-06-01 5.000000 0.00 2126300.00 1978429.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UQ2S8 2056-07-01 5.000000 0.00 3044832.00 2830819.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTRQ9 2056-08-01 6.000000 0.00 3722180.00 3714936.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 26820024.00 12806506.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2CB5 2055-06-01 6.000000 0.00 30463102.00 25219709.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3N47 2040-10-01 4.500000 0.00 25000.00 20578.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 7385530.00 6392553.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5AP9 2056-02-01 4.500000 0.00 2793229.00 2441112.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5HJ6 2037-08-01 2.500000 0.00 1008.00 814.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5HS6 2056-01-01 5.000000 0.00 2237275.00 1954608.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5JW5 2055-10-01 6.500000 0.00 8224160.00 7065675.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X85L7 2050-09-01 4.500000 0.00 19990177.00 3669264.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAY48 2039-11-01 3.500000 0.00 11337554.00 4486183.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCXQ6 2051-10-01 2.500000 0.00 1000.00 537.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3.000000 0.00 1024.00 627.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ69 2051-12-01 3.000000 0.00 44266.00 23267.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGWZ8 2036-07-01 2.500000 0.00 1000.00 471.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHC54 2050-01-01 4.000000 0.00 27000.00 14651.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJF57 2052-09-01 4.000000 0.00 804153.00 492831.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLGM4 2053-05-01 4.500000 0.00 71996.00 46953.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XM5R3 2052-08-01 3.500000 0.00 3281457.00 2183713.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNCT9 2051-11-01 3.500000 0.00 1000.00 651.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.500000 0.00 1000.00 695.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNN42 2051-09-01 4.000000 0.00 1000.00 633.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNVT8 2051-12-01 2.500000 0.00 1000.00 662.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 3047608.00 1648311.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6NH9 2055-05-01 5.500000 0.00 9133520.00 7773889.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6U65 2055-06-01 6.500000 0.00 1000.00 781.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7DR6 2055-09-01 5.500000 0.00 124551.00 112973.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8CV6 2056-01-01 6.000000 0.00 631693.00 537103.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8VK9 2056-04-01 6.500000 0.00 1000.00 889.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9GV0 2056-06-01 5.500000 0.00 1000.00 942.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9XC3 2056-09-01 5.500000 0.00 1210687.00 1164645.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9XF6 2056-09-01 5.500000 0.00 107469708.00 103123585.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 13227264.00 1207392.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.500000 0.00 1000.00 512.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 22438528.00 9494692.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.500000 0.00 8120064.00 5348162.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3.000000 0.00 1000.00 644.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 1000.00 664.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ERW2 2053-04-01 3.500000 0.00 200753.00 144658.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EYQ7 2053-12-01 7.000000 0.00 20425001.00 5533351.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWY9 2041-05-01 5.500000 0.00 1000.00 945.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426KL46 2055-04-01 5.500000 0.00 4521472.00 4131216.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426LVV3 2055-05-01 6.000000 0.00 1000.00 792.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426WR69 2055-08-01 6.000000 0.00 1000.00 981.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ASC2 2055-09-01 6.000000 0.00 1767802.00 1737312.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427DE49 2055-10-01 5.500000 0.00 1000.00 762.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427GWD2 2055-11-01 5.000000 0.00 2007.00 1843.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MM57 2055-02-01 6.000000 0.00 55095516.00 40744228.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NLK3 2054-05-01 5.500000 0.00 1775000.00 1385628.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427Q5B4 2055-11-01 4.500000 0.00 347253.00 303512.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QCK6 2055-08-01 6.500000 0.00 27307754.00 22228748.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QTP7 2055-11-01 5.000000 0.00 14628112.00 12869805.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QZV7 2055-12-01 5.500000 0.00 723907.00 668260.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXV7 2056-02-01 5.000000 0.00 1224064.00 1071733.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RZN3 2052-06-01 3.000000 0.00 1000.00 780.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SFM5 2056-03-01 5.000000 0.00 14291584.00 12566317.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SK56 2056-04-01 5.000000 0.00 406113.00 368291.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SRE0 2052-06-01 4.000000 0.00 13450393.00 11495362.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TVM5 2056-07-01 6.000000 0.00 228154.00 223838.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TYW0 2056-07-01 5.000000 0.00 3157839.00 2919630.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRSA9 2054-05-01 5.500000 0.00 25377680.00 20062788.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTBL9 2054-11-01 5.500000 0.00 2056457.00 1666422.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTQR0 2054-12-01 5.000000 0.00 379840.00 327825.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTVF0 2055-01-01 6.500000 0.00 11440512.00 7122677.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUT29 2055-05-01 6.000000 0.00 1170260.00 936873.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVT84 2055-10-01 5.000000 0.00 1000.00 894.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 9935705.00 9372930.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYJR7 2056-09-01 6.000000 0.00 38924000.00 38192820.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 28161.00 25333.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 199377.00 16529.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6K3 2049-11-20 3.000000 0.00 1000.00 73.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.500000 0.00 4507543.00 411111.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTY6 2050-09-20 3.500000 0.00 1000.00 243.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 22403053.00 13260916.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 3115.00 1912.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 25000000.00 15327498.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 1197.00 596.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 2024.00 1092.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 3819902.00 2238136.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 200000000.00 125374875.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 35499166.00 22305636.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 497000.00 318901.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 2304.00 1304.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 1024.00 649.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 19809.00 8046.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 823942.00 526156.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 423948.00 309138.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 1000.00 609.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 396200.00 130511.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPF5 2054-01-20 5.000000 0.00 6511.00 5026.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRG1 2054-02-20 5.000000 0.00 10398.00 7515.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1008.00 609.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 1000.00 738.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YWZ3 2054-05-20 3.500000 0.00 28039600.00 17631236.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYT5 2054-06-20 4.000000 0.00 2736.00 2144.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FR6W7 2065-07-15 4.740000 0.00 1005.00 922.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WLSR8 2056-09-15 4.350000 0.00 1000.00 894.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVAP1 2058-04-15 4.670000 0.00 1000.00 918.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLNR4 2068-06-15 5.350000 0.00 558094.00 536168.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MX4P1 2056-07-20 5.500000 0.00 12298823.00 12002809.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N2J98 2056-04-20 6.500000 0.00 868291.00 881811.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 3000.00 2066.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 5982873.00 3942030.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1023.00 700.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1000.00 725.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RD3 2055-07-20 4.500000 0.00 190282.00 165351.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K63 2056-06-20 5.000000 0.00 1000.00 926.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 1000.00 953.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VADG1 2056-06-20 6.000000 0.00 751508.00 746189.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHD2 2061-07-15 4.650000 0.00 178128.00 164536.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHH3 2061-06-15 5.400000 0.00 1000.00 976.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCJ89 2056-04-20 5.500000 0.00 1001.00 966.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMJN4 2056-06-20 6.000000 0.00 1000.00 998.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT2D9 2056-07-20 6.000000 0.00 2540142.00 2521134.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTN20 2056-06-20 5.500000 0.00 5935327.00 5741204.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUJW6 2056-08-20 6.000000 0.00 1000.00 997.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VYLD7 2061-08-15 4.500000 0.00 2150447.00 1975320.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0EQ9 2056-07-20 6.000000 0.00 969167.00 986584.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0FA3 2056-07-20 5.000000 0.00 1000.00 923.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W1D70 2056-06-20 6.000000 0.00 1065.00 953.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3ME1 2056-07-20 6.000000 0.00 1541789.00 1528922.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WCR48 2056-07-20 5.000000 0.00 1008.00 930.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WDX56 2056-09-20 6.000000 0.00 1000.00 996.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEGW4 2056-09-20 6.000000 0.00 1000.00 999.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WFPS0 2056-09-20 6.000000 0.00 1000.00 1019.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WHS20 2056-08-20 6.000000 0.00 1000.00 995.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L5K8 2042-03-15 3.500000 0.00 1000.00 47.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.797800 0.00 8014751.00 6171824.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NLC0 2055-06-20 4.897800 0.00 100000000.00 59410280.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NZG6 2055-07-20 4.747800 0.00 1482000.00 1077962.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PAL7 2055-07-20 4.747800 0.00 1295.00 1058.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QR51 2051-05-20 3.500000 0.00 1579.00 799.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.500000 0.00 281813628.00 147250985.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 12903737.00 6940236.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3.000000 0.00 71671251.00 39227737.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GMS7 2052-01-20 3.000000 0.00 18791222.00 9932411.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 1000.00 378.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 68593000.00 39078865.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.647800 0.00 45777000.00 20628637.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.597800 0.00 5002701.00 2136055.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DBV8 2053-10-20 4.827800 0.00 2677738.00 871292.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3C0 2054-07-20 4.947800 0.00 23101754.00 7299402.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WXA8 2054-09-20 4.757800 0.00 14351462.00 9501910.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XQD8 2054-10-20 4.797800 0.00 7056632.00 4551252.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Y2M2 2054-11-20 4.697800 0.00 95234668.00 57446354.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YPU9 2054-09-20 4.847800 0.00 687281.00 443477.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YT84 2054-11-20 4.757800 0.00 10776353.00 5071399.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YY96 2054-11-20 4.747800 0.00 12743872.00 6896874.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385AHQ8 2054-12-20 4.707800 0.00 37511210.00 26266092.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385B5M8 2055-01-20 4.747800 0.00 1000.00 512.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BD56 2055-01-20 4.717800 0.00 40161900.00 28819604.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EU69 2055-04-20 4.797800 0.00 66912458.00 48621726.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.847800 0.00 38039401.00 18595161.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.697800 0.00 17558850.00 13811620.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FPM7 2055-04-20 4.697800 0.00 13903680.00 7220049.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.697800 0.00 14863775.00 10844126.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.847800 0.00 2883600.00 2376343.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.847800 0.00 5951160.00 5103493.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.097800 0.00 13965942.00 10517084.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JCW1 2055-11-20 5.047800 0.00 74541.00 55200.00 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 8900.00 8816.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 563000.00 559967.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 275000.00 272882.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 26427600.00 26098179.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0.00 0.00 100.00 27.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 43000.00 41106.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 154000.00 124118.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 4935600.00 3162293.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 300.00 211.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 699900.00 474939.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 11148000.00 7787870.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 569400.00 358210.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1108600.00 743074.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 100.00 86.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 100.00 69.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 45200.00 32561.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 25000.00 16289.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 3043100.00 1306510.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 788800.00 536690.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 51.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 10259300.00 6480925.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 128.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 2277900.00 1649086.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 15836500.00 12058709.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 11367800.00 10470874.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 90.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 18907800.00 17074627.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1504800.00 1354166.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 11575300.00 10164195.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1297900.00 1144373.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 1132800.00 1050976.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1049800.00 1289362.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 31000.00 31146.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 207200.00 189336.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 91.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 25800.00 23066.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 12600.00 12375.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 28600.00 24538.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 110000.00 92264.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 24800.00 23034.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1000.00 851.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 11154400.00 12275974.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 100.00 98.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 600.00 572.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 100.00 97.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8846000.00 8452760.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 75000.00 74965.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 339000.00 335973.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 309.41 210.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 155.29 102.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 23.10 14.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 0.03 0.01 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-12-10 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0369 1370000000.00 1370000000.00 0.0117 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.980000% BIVA2KNG7 RCNB6OTYUAMMP879YW96 BIVA2KNG7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31282YDN6 2034-12-01 5.000000 0.00 377018.00 391.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.257000 0.00 11247036.00 9144813.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288RNQ7 2056-08-01 4.471000 0.00 1008.00 945.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7.000000 0.00 12671364.00 110351.41 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AGNF8 2039-07-11 2.800000 0.00 10000.00 7443.24 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B8BG6 2035-11-06 4.800000 0.00 10000.00 9476.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G2XC9 2056-09-01 6.000000 0.00 1000.00 998.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XWMM2 2047-04-01 4.500000 0.00 1001.00 98.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XWSY0 2047-05-01 4.500000 0.00 2005.00 131.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.500000 0.00 1002.00 172.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325YRN0 2052-06-15 2.000000 0.00 1030532.00 99641.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329NKV9 2047-01-01 4.000000 0.00 1617.00 206.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 2408.00 215.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5EF8 2045-10-01 4.000000 0.00 1002.00 73.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5GJ8 2047-01-01 4.500000 0.00 1009140.00 90401.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A8ZB8 2033-01-01 2.500000 0.00 1000.00 132.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132AEV60 2035-02-01 3.500000 0.00 2733010.00 1648577.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132D6BE9 2037-01-01 2.000000 0.00 1044.00 512.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 5.000000 0.00 152664.00 96797.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNDV2 2050-04-01 5.500000 0.00 476985.00 221645.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5.000000 0.00 1000.00 729.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.500000 0.00 7972.00 5240.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 1002.00 625.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1000.00 606.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 12050.00 7829.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 19755.00 14176.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DT5T3 2053-11-01 5.000000 0.00 1000.00 765.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DU7D3 2054-12-01 5.000000 0.00 1000.00 783.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUNM5 2054-10-01 5.000000 0.00 385000.00 313615.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 2965.00 1866.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVL60 2052-01-01 2.000000 0.00 1000.00 537.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 20000.00 9543.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCN1 2051-11-01 2.000000 0.00 2000.00 1106.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 1000.00 582.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 1000.00 602.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 1000.00 607.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 2305.00 1512.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 1023.00 680.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 1000.00 685.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 2008.00 1315.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.500000 0.00 100000.00 70924.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 1042.00 578.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 1000.00 558.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 1049.00 516.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 33000.00 21516.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 798.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0A51 2053-05-01 5.500000 0.00 983942.00 727107.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 117311.00 66687.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0DU3 2053-07-01 6.000000 0.00 1120.00 651.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 1000.00 669.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0KJ0 2053-09-01 5.500000 0.00 1969.00 1382.83 Agency Mortgage-Backed Securities FKPC 03.830 WAWA0503 S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.830000 0.00 365440.00 254973.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 4490.00 3517.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 1444.00 1060.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XEFA4 2038-11-01 3.200000 0.00 512166.00 410570.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XEG21 2041-04-01 4.900000 0.00 1317.00 1217.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.260000 0.00 4207.00 3398.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31335AYJ1 2046-09-01 3.500000 0.00 1174.00 166.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 2011.00 895.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 1000.00 363.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133ALAD0 2051-05-01 2.000000 0.00 1034.00 537.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133AYVR8 2051-12-01 2.000000 0.00 147797.00 79214.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BBF20 2052-05-01 4.500000 0.00 159932.00 93971.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 1001.00 591.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 164580.00 81446.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 1000.00 626.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 1000.00 674.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 1002.00 582.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C5CL3 2053-06-01 5.500000 0.00 1010.00 704.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C8AR6 2053-07-01 5.000000 0.00 1000.00 768.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 1024.00 688.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 1000.00 974.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 2002.00 1576.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133D1BQ1 2054-11-01 5.500000 0.00 1024.00 833.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EGH24 2036-12-19 2.830000 0.00 1000.00 802.93 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EL6C3 2035-09-10 1.730000 0.00 1000.00 737.19 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ELE91 2035-06-04 1.800000 0.00 26000.00 19590.30 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EM2H4 2036-08-12 2.220000 0.00 1000.00 743.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133G7QA4 2035-01-01 3.000000 0.00 2001.00 428.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KJXE7 2050-08-01 2.000000 0.00 1000.00 347.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KKY86 2051-01-01 2.000000 0.00 25000.00 11936.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KLR66 2051-04-01 2.000000 0.00 53072.00 27955.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KNDV2 2052-05-01 3.500000 0.00 1094000.00 692358.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KNNV1 2052-02-01 3.000000 0.00 1000.00 550.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPXJ2 2052-09-01 5.000000 0.00 1004.00 672.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQEW2 2052-11-01 5.500000 0.00 1742000.00 1168915.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQLD6 2053-01-01 6.000000 0.00 1000.00 571.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 3714.00 2393.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N3ZG2 2053-11-01 6.500000 0.00 1306.00 200.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q5AA4 2051-01-25 2.500000 0.00 1525000.00 112981.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCNW0 2054-05-01 5.000000 0.00 1000.00 708.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WDQU9 2054-05-01 5.500000 0.00 13514343.00 10390363.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WDVG4 2054-06-01 6.500000 0.00 1404870.00 1384091.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 10840.00 8841.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31352DDR8 2037-10-15 1.914800 0.00 959811230.00 2203837.23 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135GACR0 2036-01-25 1.900000 0.00 1000.00 738.25 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 2419.00 2281.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.780000 0.00 5685.00 5150.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACGN5 2033-01-25 3.492700 0.00 1001.00 60.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKTK9 2054-08-25 4.085200 0.00 238599.00 13157.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.135200 0.00 2602.00 204.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0DY9 2047-12-25 4.104800 0.00 9976.00 2341.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3DE7 2030-09-25 3.893400 0.00 2410.00 1494.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3NP1 2058-11-25 5.868100 0.00 18400000.00 2189026.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6QP1 2049-10-25 4.304800 0.00 1001.00 262.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9T98 2060-06-25 6.113800 0.00 4370375.00 965148.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BASY1 2046-06-25 2.000000 0.00 1129.00 390.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBAB8 2042-04-25 2.000000 0.00 73344728.00 14423641.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBAQ5 2031-01-25 0.969600 0.00 1000.00 884.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLN63 2034-01-25 2.411100 0.00 249000.00 166303.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.991000 0.00 105000.00 85330.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP3K5 2032-09-25 3.892200 0.00 20667.00 19003.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.560300 0.00 44874442.00 27700057.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQCN7 2033-07-25 4.450000 0.00 10020.00 8815.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.190000 0.00 1000.00 880.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.990300 0.00 846061.00 389505.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQWA3 2053-12-25 5.240300 0.00 69216450.00 35804370.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTEZ2 2054-11-25 4.940300 0.00 39189030.00 26039272.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTL27 2054-12-25 5.090300 0.00 10642600.00 7952012.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 4.990300 0.00 3223.00 1872.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTWY5 2053-10-25 4.890300 0.00 2000000.00 1178728.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU3V0 2055-02-25 5.490300 0.00 1000.00 598.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUMR8 2055-01-25 5.090300 0.00 1000000.00 473789.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWL61 2053-01-25 5.000000 0.00 83296031.00 49617169.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWU38 2054-02-25 5.000000 0.00 32587510.00 21631919.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWWS1 2053-01-25 5.000000 0.00 27642496.00 16895615.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FLFV3 2042-04-01 4.500000 0.00 37849930.00 487186.94 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7LD6 2030-05-25 4.550000 0.00 8683008.00 8439218.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G8CZ5 2037-09-25 5.500000 0.00 18918444.00 18994014.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G8EB6 2056-10-25 5.500000 0.00 21698483.00 19421521.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371PBD1 2029-01-01 5.000000 0.00 1078.00 2.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31376KA22 2033-09-01 4.500000 0.00 1037.00 8.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 177474.00 146702.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.620000 0.00 1401145.00 1301151.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B3V70 2043-08-15 4.263000 0.00 9884997.00 1191835.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPVN6 2031-01-25 3.080000 0.00 5933.00 5462.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BVK88 2047-02-15 3.500000 0.00 1976125.00 1222802.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FEZU7 2028-04-25 3.900000 0.00 1040.00 1026.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FKUP9 2028-12-25 3.771000 0.00 500000.00 467836.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 37772.00 33993.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL6V1 2029-01-25 3.600000 0.00 275489.00 266645.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 8532.00 7573.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMTT9 2034-04-25 3.059000 0.00 1000.00 854.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMTY8 2029-06-25 2.903000 0.00 824866.00 778381.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FQ3Y7 2029-07-25 2.190000 0.00 383910.00 193509.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FQLH4 2042-11-15 4.175200 0.00 1008.00 209.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FRUT6 2030-01-25 2.069000 0.00 170000.00 153764.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FU4N1 2045-01-25 2.000000 0.00 84407904.00 21062975.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FUY81 2050-05-25 4.154800 0.00 42701481.00 15602165.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 3256852.00 979821.58 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GCXV0 2056-10-25 5.500000 0.00 21811257.00 19513823.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H13U8 2029-11-25 1.132000 0.00 22793.00 9778.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H1U53 2051-08-25 1.250000 0.00 2000000.00 805228.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H4SG6 2031-08-25 1.613000 0.00 615000.00 510691.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H5D79 2031-01-25 1.814000 0.00 452000.00 383091.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H5QM2 2032-01-25 2.476000 0.00 914241.00 794928.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6LN3 2032-01-25 2.590000 0.00 1190000.00 1040293.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 138487.00 74063.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HAJR8 2053-09-25 4.890300 0.00 3192845.00 1404610.68 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HB3D4 2028-10-25 5.069000 0.00 176977.00 176984.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBBV5 2053-12-25 5.160300 0.00 78318600.00 29561581.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBC77 2031-10-25 5.028000 0.00 3249.00 3204.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBCF9 2028-11-25 5.000000 0.00 89503.00 82293.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCKV3 2029-03-25 5.180000 0.00 455000.00 455396.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HDV56 2029-05-25 4.720000 0.00 280000.00 277248.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HDXL9 2029-07-25 4.543000 0.00 25000.00 24600.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.940300 0.00 1778.00 1210.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHB83 2054-11-25 4.890300 0.00 272000.00 167413.19 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHJF9 2031-10-25 4.680000 0.00 78073.00 75839.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHZM6 2051-09-25 5.000000 0.00 4667200.00 3058558.96 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLVG4 2055-06-25 5.090300 0.00 922000.00 750818.98 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNN46 2030-09-25 4.320000 0.00 19000.00 18392.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNPH5 2055-11-25 4.990300 0.00 14019075.00 10651248.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRL56 2053-09-25 4.500000 0.00 18614906.00 16708225.58 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG2L7 2049-01-01 6.500000 0.00 2314450.00 49267.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKZH1 2034-11-01 5.500000 0.00 2773.00 127.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.560000 0.00 1000.00 722.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.750000 0.00 6542.00 6193.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LPAC0 2038-09-01 3.810000 0.00 1000.00 749.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKVN2 2047-05-01 4.500000 0.00 1007.00 223.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLC68 2047-07-01 4.500000 0.00 1029.00 171.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XTBT1 2044-04-01 4.500000 0.00 1001.00 21.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395Q2Y5 2028-08-01 2.500000 0.00 259731.00 52.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31396HMW6 2036-02-15 5.500000 0.00 3927842.00 562538.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402YFK5 2033-09-01 4.500000 0.00 1029.00 12.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405FZY1 2033-10-01 6.500000 0.00 3049.00 46.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A6QL3 2053-11-01 6.500000 0.00 1025104.00 730791.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACWQ2 2054-06-01 5.000000 0.00 1000.00 899.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AFCE4 2054-05-01 6.000000 0.00 1000.00 799.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7.000000 0.00 1001.00 484.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AMHX2 2054-08-01 6.500000 0.00 1000.00 581.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ANX61 2054-09-01 5.500000 0.00 1000.00 941.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APM68 2054-10-01 7.000000 0.00 1540962.00 1563683.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AQST0 2054-09-01 5.000000 0.00 1000.00 866.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 869.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B5UL9 2055-04-01 6.500000 0.00 5463.00 3790.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B6HP3 2055-03-01 5.000000 0.00 354483.00 312533.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BDWK2 2055-07-01 6.000000 0.00 1000.00 974.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6.000000 0.00 1000.00 848.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BGDL4 2055-08-01 6.500000 0.00 1000.00 922.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6.000000 0.00 1000.00 897.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BREM7 2055-09-01 6.500000 0.00 1000.00 1013.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 5647.00 4938.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 28465.00 27315.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FTAF8 2047-04-01 3.113000 0.00 4182212.00 340366.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HR3B7 2038-12-01 4.150000 0.00 1269.00 988.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 5178.00 4629.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.020000 0.00 1003.00 923.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTX46 2034-06-01 3.400000 0.00 2000.00 1755.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HVNC4 2034-11-01 2.580000 0.00 1136.00 925.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HVPY4 2034-09-01 2.980000 0.00 3001.00 2550.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 2864.00 2825.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5F46 2047-04-01 6.039000 0.00 1000.00 94.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7PF6 2047-12-01 4.000000 0.00 3152260.00 591245.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JAPZ5 2047-11-01 3.500000 0.00 1000.00 269.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBSF4 2049-11-01 6.028000 0.00 1001.00 223.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.990000 0.00 2000.00 1908.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.752000 0.00 1008.00 685.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185000 0.00 9447664.00 8278837.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JG6Q3 2048-11-01 4.500000 0.00 3876110.00 714810.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3.000000 0.00 1370674.00 213082.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KNLC0 2050-10-01 2.000000 0.00 317000.00 140183.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LAL29 2036-01-01 1.770000 0.00 498288.00 334077.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 2052.00 1567.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCQH7 2036-06-01 2.300000 0.00 4651837.00 3626731.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 5018.00 3545.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LFGN8 2037-03-01 2.610000 0.00 263707.00 202486.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LFK37 2052-03-01 2.940000 0.00 3822.00 2541.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.170000 0.00 3912296.00 3466564.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 5210979.00 5195024.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5MB8 2053-03-01 6.000000 0.00 2271692.00 2006687.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5WV3 2053-11-01 6.500000 0.00 1000.00 693.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6MT7 2054-07-01 5.500000 0.00 1000.00 731.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAZQ0 2052-05-01 3.000000 0.00 18784.00 11606.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6.000000 0.00 1000.00 389.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3.000000 0.00 3356.00 1824.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSRV9 2052-12-01 5.500000 0.00 3415457.00 2604082.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MV2B3 2056-06-01 4.500000 0.00 6148671.00 5541055.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1210.00 781.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 2146.00 1723.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NJG81 2053-05-01 5.000000 0.00 894056.00 609351.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NLJV2 2053-05-01 6.500000 0.00 1000.00 994.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 1000.00 746.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 365038.00 346081.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYTB7 2035-06-01 4.610000 0.00 593562.00 560802.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYW64 2033-09-01 5.280000 0.00 566593.00 554603.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 2020.00 1987.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 91614.00 86831.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2LJ5 2033-04-01 3.980000 0.00 5160681.00 4757333.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2LP1 2036-03-01 4.240000 0.00 1000.00 912.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2QS0 2032-09-01 4.660000 0.00 2181.00 2088.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2WJ3 2033-03-01 4.610000 0.00 131772.00 125866.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2XW3 2033-05-01 4.500000 0.00 18286000.00 17375576.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2YE2 2033-05-01 4.500000 0.00 5099289.00 4845405.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 2117.00 319.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEJY9 2050-08-01 2.500000 0.00 2024.00 732.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 0.00 1001.00 320.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 1000.00 378.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMU69 2051-12-01 2.500000 0.00 12313840.00 7308933.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE99 2052-02-01 2.500000 0.00 22447937.00 12768779.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLG5 2052-03-01 3.500000 0.00 11000.00 6153.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1123.00 645.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAU1 2052-05-01 4.000000 0.00 3473675.00 2348489.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPZU4 2052-08-01 5.000000 0.00 95000.00 60024.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQGG4 2052-09-01 6.000000 0.00 1000.00 607.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 2426.00 1670.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS2M2 2053-09-01 4.500000 0.00 3358000.00 2336093.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT3N7 2054-02-01 6.000000 0.00 1047.00 653.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTJV2 2053-11-01 5.500000 0.00 1024.00 759.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QU2G0 2054-07-01 6.500000 0.00 2612000.00 1238740.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 27894.00 14538.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUA71 2054-03-01 5.000000 0.00 7658246.00 5689023.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUBJ4 2054-03-01 5.500000 0.00 182016.00 130484.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 8219.00 6877.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRE6 2054-11-01 5.500000 0.00 35048.00 29289.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWAE2 2055-01-01 5.500000 0.00 114372.00 94789.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 1700.00 1493.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0TD9 2055-12-01 6.500000 0.00 4833.00 4154.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.500000 0.00 1299.00 1079.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 1000.00 887.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U42J7 2056-02-01 5.500000 0.00 4979775.00 4708874.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U4PG8 2056-03-01 5.000000 0.00 327450.00 295129.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U5Y59 2056-02-01 5.500000 0.00 1307188.00 1251344.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U67B4 2056-03-01 4.500000 0.00 1024.00 900.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6KS2 2056-03-01 4.500000 0.00 63876.00 57214.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 1000.00 964.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9P36 2056-04-01 5.000000 0.00 1000.00 925.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAJH9 2056-04-01 5.000000 0.00 296500.00 274730.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBRZ8 2056-04-01 5.500000 0.00 1000.00 960.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5L9 2056-05-01 5.500000 0.00 13264665.00 12535970.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5M7 2056-05-01 5.500000 0.00 10729424.00 10160596.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UD5Q8 2056-05-01 5.500000 0.00 11336624.00 10846545.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UHVG2 2056-06-01 5.500000 0.00 2008.00 1922.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UJGU4 2056-07-01 7.000000 0.00 294886.00 172033.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UKRX3 2056-07-01 6.000000 0.00 1146841.00 1137795.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UPM58 2056-08-01 5.500000 0.00 641094.00 616844.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UQN63 2056-09-01 6.500000 0.00 1024.00 1043.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTLJ1 2056-08-01 5.500000 0.00 1000.00 960.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0WU5 2054-10-01 4.500000 0.00 89093.00 71511.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0YF6 2054-11-01 5.000000 0.00 323876.00 253223.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5.000000 0.00 1067.00 876.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3VT3 2053-07-01 4.000000 0.00 59079.00 47985.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4E60 2055-03-01 5.500000 0.00 9135307.00 7406460.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4EA1 2052-04-01 2.500000 0.00 1090556.00 806929.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4JE8 2055-12-01 5.500000 0.00 1000.00 893.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6.000000 0.00 27264663.00 24598486.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 724.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 1024.00 847.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 2460163.00 2312801.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5XW9 2056-03-01 5.500000 0.00 176961.00 165271.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 22439.00 20167.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 1000.00 740.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6RS3 2050-10-01 5.000000 0.00 2000.00 1811.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 60073.00 58266.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 31060.00 28041.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W74G2 2037-01-01 3.500000 0.00 1000.00 964.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 1000.00 970.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 31286156.00 27515478.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1261.00 1107.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FP0 2052-06-01 3.500000 0.00 142854.00 121142.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FV7 2053-07-01 2.500000 0.00 102501.00 80030.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7K74 2053-10-01 5.000000 0.00 5696702.00 5316849.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7MN7 2056-02-01 5.000000 0.00 17419.00 16195.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 212373.00 33388.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4E69 2049-06-01 5.500000 0.00 1014.00 208.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3.000000 0.00 1000.00 313.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1010.00 402.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XATM4 2051-04-01 2.500000 0.00 10000000.00 4758912.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJGY3 2052-09-01 4.500000 0.00 1000.00 637.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJY72 2052-12-01 5.500000 0.00 1815000.00 1215848.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 16992.00 11253.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 1000.00 553.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.500000 0.00 3644.00 1628.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 1008.00 684.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XP6Y0 2054-06-01 6.500000 0.00 1000.00 597.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPAG4 2054-02-01 5.500000 0.00 2055000.00 1459796.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQF69 2052-03-01 2.000000 0.00 10000.00 6502.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQYP6 2052-05-01 3.000000 0.00 4022568.00 2756788.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 726.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7SU3 2055-11-01 5.000000 0.00 10000.00 8975.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 3086.00 2751.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412NVR4 2038-12-01 5.500000 0.00 1000.00 54.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMJ0 2032-07-01 3.000000 0.00 2000000.00 166244.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CQM9 2027-10-01 3.000000 0.00 4290.00 67.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2.000000 0.00 6389532.00 2550470.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 118448.00 76623.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FBK2 2054-08-01 4.000000 0.00 3025000.00 2312288.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQC4 2055-10-01 4.000000 0.00 1024.00 860.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FS81 2056-01-01 4.000000 0.00 1024.00 873.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.500000 0.00 1008.00 825.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418S2C2 2040-09-01 5.500000 0.00 1002.00 170.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418WMM9 2040-06-01 5.500000 0.00 50113.00 2140.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419FEC6 2040-10-01 5.500000 0.00 2000.00 215.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31422M2F2 2050-07-01 2.000000 0.00 15169049.00 1351193.70 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVV8 2051-09-01 2.000000 0.00 100010.00 10742.26 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424QKR5 2042-04-01 3.000000 0.00 13848583.00 952378.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427GVS0 2055-11-01 7.000000 0.00 136906.00 113761.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.500000 0.00 10688.00 10770.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1008.00 925.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TJC1 2052-06-01 4.000000 0.00 1000.00 875.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TNL6 2049-06-01 3.500000 0.00 1024.00 865.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TPK6 2056-06-01 5.000000 0.00 1024.00 946.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 131708.00 116545.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 1000.00 760.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSXE3 2054-09-01 7.000000 0.00 12515.00 6593.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 19269.00 15700.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GU2E2 2055-06-01 5.500000 0.00 1024.00 946.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUKS1 2055-04-01 6.500000 0.00 1898.00 1176.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 1000.00 929.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 1024.00 909.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 7100.00 6362.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 2048.00 1970.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 391595.00 371659.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 1083.00 1016.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 237794.00 226413.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 12954818.00 9169610.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 2633.00 2366.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 559152.00 484162.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JYLR1 2056-03-01 7.000000 0.00 1000.00 1034.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTA2 2027-05-15 2.500000 0.00 51071.00 173.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 11725.00 980.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.500000 0.00 3360.00 279.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJU2 2046-07-20 4.000000 0.00 5388.00 452.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.500000 0.00 751615.00 77928.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.500000 0.00 15106.00 1611.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 4125.00 417.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 18137.00 1842.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 27672.00 2163.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 11405612.00 891361.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UST0 2049-05-20 3.500000 0.00 1034.00 85.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 55957.00 5669.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKM1 2050-04-20 3.500000 0.00 6280.00 1062.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKX7 2050-04-20 4.500000 0.00 262211.00 48412.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 64018.00 39307.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 976524.00 598706.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.500000 0.00 3137216.00 1054746.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 3033.00 1322.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1120932.00 680532.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.500000 0.00 3272.00 2051.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 85016.00 53717.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 615859.00 388433.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 1937000.00 1223143.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 11278.00 7225.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 1000.00 529.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 656000.00 433547.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 1000.00 647.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 28174.00 18308.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 99676.00 54090.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 1051.00 666.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 1002.00 407.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 1066.00 589.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 3085.00 1230.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 5105.00 3275.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1659921.00 1111386.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 14652.00 9501.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 3000.00 1813.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 5346.00 1700.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 1008.00 450.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 1085.00 274.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 1024.00 360.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 5293696.00 2608749.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4.000000 0.00 2001.00 248.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MUSX6 2050-05-20 4.000000 0.00 1000.00 191.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 21786.00 3299.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4.000000 0.00 68325.00 40948.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 2000.00 1106.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2003.00 1075.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V15C1 2045-04-20 4.500000 0.00 12505.00 4096.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V15G2 2041-09-20 4.500000 0.00 4020.00 1544.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VRTQ7 2051-08-20 4.000000 0.00 1207.00 824.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VSCL4 2049-07-20 5.000000 0.00 7031.00 2023.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VTQN3 2050-01-20 5.000000 0.00 64318.00 20871.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VTQP8 2050-02-20 5.500000 0.00 12646.00 4514.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RM2 2049-02-20 5.000000 0.00 13532.00 624.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RP5 2039-12-20 5.500000 0.00 7002.00 3247.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RQ3 2038-08-20 6.000000 0.00 1211712.00 456595.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RR1 2038-12-20 6.500000 0.00 8021.00 2316.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WD2J2 2046-07-20 4.000000 0.00 1001.00 195.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YAZ43 2041-12-20 4.000000 0.00 18692.00 9974.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YAZ92 2038-11-20 6.500000 0.00 9000.00 6336.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 120286.00 98227.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 702701.00 277968.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 1000.00 254.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVAT2 2053-06-20 7.500000 0.00 1000.00 564.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F26D2 2053-09-20 7.000000 0.00 1001.00 652.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FRVN7 2054-03-20 5.000000 0.00 8980.00 7904.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GCH39 2054-02-20 7.500000 0.00 343091.00 299081.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 6054.00 3996.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1000.00 675.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1000.00 499.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 541.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1863.00 1558.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GX7C4 2054-03-20 5.500000 0.00 27986208.00 21968368.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 368541.00 324118.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 9002.00 6885.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7.000000 0.00 1008.00 224.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 1000.00 1016.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 830.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 1000.00 873.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 1354.00 1362.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 2185.00 2309.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 4066.00 3205.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 3048.00 2758.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJY1 2055-03-20 7.500000 0.00 27995.00 24576.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 10316.00 10117.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSA1 2065-04-20 6.500000 0.00 439510.00 223453.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSB9 2065-03-20 7.000000 0.00 212138.00 93864.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7.000000 0.00 7652.00 3144.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGSM0 2065-10-20 5.000000 0.00 6285.00 4348.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGU88 2065-10-20 6.000000 0.00 1010.00 881.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7.000000 0.00 3131.00 3319.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 230459.00 244877.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 4001.00 2282.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 28979.00 30420.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 8652.00 9089.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.500000 0.00 4000.00 4261.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.500000 0.00 2012.00 2155.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEQ87 2056-01-20 6.500000 0.00 1000.00 1015.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 5149.00 5275.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.500000 0.00 1000.00 1025.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPJ1 2056-02-20 6.500000 0.00 2001.00 2047.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHV35 2056-03-20 6.500000 0.00 1000.00 1016.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.500000 0.00 68123.00 69238.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVC5 2056-02-20 6.500000 0.00 2000.00 2031.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 2000.00 2030.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 3000.00 3050.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVX9 2056-03-20 6.500000 0.00 1000.00 1016.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 4000.00 4049.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.500000 0.00 7074.00 7197.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMG64 2056-01-20 6.500000 0.00 1000.00 824.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 4931.00 5006.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 4000.00 4065.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 3029.00 3075.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 76813.00 76913.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 1000.00 1027.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 16612.00 17021.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZ79 2056-02-20 6.500000 0.00 357144.00 366539.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPA30 2056-03-20 6.500000 0.00 5337.00 5500.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPA55 2056-03-20 6.500000 0.00 1299.00 1338.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPAY2 2056-03-20 6.500000 0.00 1000.00 1031.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 9004.00 8935.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 1004.00 1022.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1014.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQSP0 2056-03-20 6.500000 0.00 1000.00 1016.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MSVK3 2056-02-20 6.500000 0.00 2024.00 2056.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTJW9 2056-02-20 6.500000 0.00 3527.00 3580.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL89 2056-04-20 6.000000 0.00 116027.00 116190.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 2090.00 2090.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 597720.00 628431.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 7021.00 7377.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 4024.00 4292.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 1069.00 1122.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 6005.00 6150.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 7457.00 7636.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXAT6 2065-12-20 6.000000 0.00 1000.00 987.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 1001.00 1029.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WU0 2056-03-20 6.500000 0.00 39109.00 39761.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 10144.00 10301.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 6052.00 6153.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 15262.00 15574.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1A81 2056-02-20 6.500000 0.00 1000.00 1020.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TH1 2056-03-20 6.500000 0.00 1000.00 1016.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 3012.00 3060.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 323153.00 291599.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 879.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 3000.00 2408.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1015.00 668.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 524156.00 434533.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1617665.00 1108269.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 137556.00 114321.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 8270.00 7038.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 13570.00 10220.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 867760.00 751349.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 40002.00 34990.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1422011.00 1138639.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VD8 2055-08-20 6.000000 0.00 25030.00 15194.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 7200.00 6367.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1048.00 870.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 61118.00 42392.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 814397.00 708200.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 287050.00 210042.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5Y86 2055-10-20 6.000000 0.00 318870.00 235934.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 3958.00 3090.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 6095.00 5588.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1000.00 885.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 865650.00 793824.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 12249.00 11271.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 2937364.00 2799686.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6LX3 2056-05-20 5.000000 0.00 1000.00 989.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 7373194.00 7052754.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NM5 2056-07-20 4.000000 0.00 6600.00 6273.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6PT8 2056-07-20 6.000000 0.00 4000.00 3895.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBM7 2065-03-20 6.500000 0.00 18013.00 6015.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKXX9 2065-05-20 6.500000 0.00 1558.00 929.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NRKY6 2065-04-20 7.000000 0.00 7589.00 2497.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7.000000 0.00 2040.00 1279.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3Q40 2056-01-20 7.000000 0.00 1000.00 999.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3RB3 2056-01-20 6.500000 0.00 1000.00 1017.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5AT7 2061-10-15 5.300000 0.00 2778869.00 2717279.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 3000.00 3127.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9EY4 2066-03-20 5.500000 0.00 188585.00 180644.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6.000000 0.00 2000.00 2008.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWP1 2056-06-20 6.000000 0.00 306689.00 307299.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 665795.00 665690.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWS5 2056-06-20 6.000000 0.00 2243.00 2239.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWT3 2056-06-20 6.000000 0.00 2000.00 1988.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJXB1 2056-06-20 6.000000 0.00 4000.00 4004.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJXC9 2056-06-20 6.000000 0.00 2011.00 2004.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJXD7 2056-07-20 6.000000 0.00 1000.00 997.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VM2P7 2056-05-20 5.000000 0.00 4450680.00 4175789.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 399596.00 415181.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6.000000 0.00 1000.00 1013.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN66 2056-06-20 6.500000 0.00 2004.00 2082.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMN74 2056-06-20 6.000000 0.00 3000.00 3040.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNL3 2056-06-20 6.500000 0.00 1008.00 1047.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNN9 2056-06-20 6.000000 0.00 1000.00 1011.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNY5 2056-06-20 6.000000 0.00 10193344.00 10315939.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 111026.00 112445.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPS6 2056-06-20 6.000000 0.00 2000.00 2024.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPY3 2056-06-20 6.500000 0.00 5000.00 5194.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.500000 0.00 3013.00 3130.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQR7 2056-06-20 5.500000 0.00 568695.00 558420.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQS5 2056-06-20 6.000000 0.00 1000.00 1011.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQT3 2056-06-20 6.000000 0.00 9050.00 9115.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQV8 2056-06-20 6.500000 0.00 1096.00 1138.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQX4 2056-06-20 6.500000 0.00 1000.00 1039.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VN3Y5 2066-04-20 6.000000 0.00 1255621.00 1237954.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 638937.00 618335.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQYK4 2056-07-20 5.500000 0.00 4659.00 4577.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT2N7 2056-07-20 6.000000 0.00 2000.00 1984.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 2731.00 2779.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT5E4 2056-05-20 6.500000 0.00 3001.00 3140.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 3000.00 3054.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4YG1 2056-08-20 6.500000 0.00 1001.00 1022.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5LT4 2056-07-20 6.000000 0.00 1000.00 985.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W74D4 2056-08-20 6.500000 0.00 1000.00 1022.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WCHY3 2056-07-20 6.500000 0.00 2001.00 2040.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEWA4 2056-08-20 6.000000 0.00 1000.00 986.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WFZL4 2056-08-20 6.000000 0.00 2000.00 1996.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WHWR0 2056-08-20 6.500000 0.00 1000.00 1021.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WHWW9 2056-08-20 6.500000 0.00 1000.00 1020.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLYE8 2056-09-20 6.000000 0.00 1000.00 988.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WMN40 2056-08-20 6.500000 0.00 125393.00 128027.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WMXU1 2056-08-20 6.500000 0.00 6024.00 6152.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FGD2 2040-05-20 4.500000 0.00 2982.00 87.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLP9 2040-10-20 4.500000 0.00 2000.00 75.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 1001.00 41.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 14524.00 806.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2TH5 2029-11-20 6.500000 0.00 22837.00 1433.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 44090.00 10296.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAZZ0 2051-03-20 2.000000 0.00 3425.00 1731.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 125868.00 7258.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HKR6 2042-09-20 4.480000 0.00 12380.00 246.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PLZ4 2055-07-20 4.997800 0.00 2016.00 1873.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PYQ0 2055-07-20 4.797800 0.00 2007.00 1167.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.747800 0.00 4932256.00 4459740.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.647800 0.00 19880115.00 10747286.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TW27 2049-04-20 4.455300 0.00 50000000.00 9662176.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.405200 0.00 4140.00 591.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381Y7T5 2046-02-20 4.197800 0.00 1002.00 156.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 70720301.00 34117937.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 4000.00 2124.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.732100 0.00 270192.00 136263.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 4034256.00 1645929.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DBW7 2051-11-20 1.750000 0.00 2000.00 942.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 6778809.00 3511789.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.500000 0.00 2048.00 1136.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.500000 0.00 1200.00 684.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FVA8 2051-12-20 1.000000 0.00 1597.00 605.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 3895.00 2091.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUE0 2054-04-20 4.677800 0.00 4378.00 1898.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 4.777800 0.00 6200252.00 3061726.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.547800 0.00 1010.00 554.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 4453.00 2536.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 23684.00 14046.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 4.747800 0.00 33283344.00 21579032.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 4.747800 0.00 1000.00 648.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VV96 2053-02-20 4.527800 0.00 2465024.00 1388171.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.547800 0.00 5290.00 3281.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.557800 0.00 5456348.00 3405754.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X4Z4 2053-05-20 4.647800 0.00 3302.00 952.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.647800 0.00 56670429.00 24256712.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 4.547800 0.00 1558371.00 1004894.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.647800 0.00 16614349.00 10124298.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.797800 0.00 2025.00 1142.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.597800 0.00 2066904.00 882527.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 4.707800 0.00 31229097.00 9697363.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.647800 0.00 27221534.00 8264299.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.667800 0.00 6535122.00 4286960.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.647800 0.00 1027.00 462.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.757800 0.00 1090.00 360.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DGD3 2053-10-20 4.947800 0.00 41949100.00 9375763.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.547800 0.00 57016663.00 12989050.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.147800 0.00 414490.00 93539.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.947800 0.00 1038.00 240.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.047800 0.00 1030.00 232.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.305300 0.00 5447669.00 3878144.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.147800 0.00 1009.00 227.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.947800 0.00 2014.00 440.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNN6 2053-12-20 4.947800 0.00 1000.00 224.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.500000 0.00 19072023.00 18290843.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 27421513.00 19256645.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KLB5 2064-03-20 4.827800 0.00 74994945.00 29184421.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KNT4 2054-03-20 5.500000 0.00 1000.00 965.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 12754441.00 12356726.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KTK7 2054-03-20 4.717800 0.00 17353926.00 10789078.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.827800 0.00 2171432.00 1149999.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.750000 0.00 1024.00 991.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.797800 0.00 969853.00 490241.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 2004.00 1931.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.947800 0.00 59324.00 23164.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.897800 0.00 55450.00 21622.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.897800 0.00 1000.00 538.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.747800 0.00 1000.00 628.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 23259035.00 12804958.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.747800 0.00 1679064.00 787726.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.757800 0.00 20000399.00 13535835.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.647800 0.00 1001.00 685.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.747800 0.00 2258.00 1108.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUD3 2054-01-20 4.500000 0.00 20450000.00 13270614.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.247800 0.00 35453180.00 17095449.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRH6 2054-10-20 4.667800 0.00 65145000.00 45076500.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRT0 2054-10-20 4.597800 0.00 3400.00 2447.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BBM1 2054-12-20 4.847800 0.00 31465567.00 13917240.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.297800 0.00 1008.00 497.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 3635032.00 2980982.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 3010.00 2374.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EAS3 2055-03-20 4.697800 0.00 7085432.00 4352231.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.997800 0.00 4994492.00 2416836.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.947800 0.00 31164933.00 16059093.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.397800 0.00 16644000.00 9227382.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.397800 0.00 21204969.00 11755969.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.697800 0.00 4028336.00 2938942.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.447800 0.00 88816000.00 51555239.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GKB4 2055-05-20 5.047800 0.00 37558611.00 21247672.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.047800 0.00 11723528.00 10400387.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HNG8 2055-10-20 4.647800 0.00 64486990.00 60899313.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.647800 0.00 32742427.00 28950273.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.447800 0.00 19315710.00 16127233.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.647800 0.00 582734.00 533367.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LGJ1 2056-01-20 4.397800 0.00 12443776.00 11508316.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1000.00 805.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.447800 0.00 1596949.00 1530611.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NAE4 2056-02-20 4.647800 0.00 62556544.00 59767838.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.647800 0.00 22592422.00 20586699.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 49073300.00 38530697.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NZK3 2056-03-20 4.597800 0.00 16587895.00 15813869.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 77375359.00 66695957.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 14253569.00 12974137.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RU86 2056-05-20 4.500000 0.00 100000000.00 87977744.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 1394683.00 1146488.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SES8 2056-05-20 4.647800 0.00 216182420.00 208740981.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TC33 2056-06-20 4.647800 0.00 228372.00 220804.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 29097630.00 27103686.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XL91 2056-09-20 4.986500 0.00 19675099.00 20233303.91 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0.00 0.00 200.00 50.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 33410200.00 17176350.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 1.18 0.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0.00 0.00 11.38 2.76 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-15 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0398 1900000000.00 1900000000.00 0.0162 N N Y N BofA Securities, Inc. 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 Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 302970AG3 2029-01-25 3.470000 0.00 317997.00 102291.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30314BAJ2 2040-02-25 1.500000 0.00 14874912.00 7748277.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30316KAD3 2040-06-25 1.120000 0.00 7200000.00 4274444.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AA4Y8 2042-06-25 1.500000 0.00 1000000.00 50562.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APCJ9 2045-06-25 2.500000 0.00 1126968.00 32801.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTFM0 2054-11-25 0.125000 0.00 9130500.00 4002452.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G65Y0 2056-08-25 4.740300 0.00 26600000.00 25554589.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G74V5 2056-10-25 5.000000 0.00 71000000.00 66334148.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7LX2 2056-07-25 5.000000 0.00 18201000.00 17332470.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BSS87 2054-08-15 4.000000 0.00 1300000.00 214343.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HATN6 2053-11-25 5.220300 0.00 125000000.00 47268418.27 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HC4W9 2054-04-25 4.640300 0.00 240000000.00 173318213.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHG54 2054-11-25 4.940300 0.00 40000000.00 26429241.11 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPV42 2056-02-25 4.640300 0.00 5600000.00 4651187.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HREF2 2055-06-25 4.750000 0.00 684301.00 575685.59 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35564NGZ0 2045-02-27 4.840300 0.00 43453888.00 8533258.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B6F4 2063-08-20 4.771300 0.00 2999978.00 38305.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UXM7 2066-05-20 4.571300 0.00 100000.00 9043.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFL5 2065-08-20 4.391300 0.00 400000.00 29033.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NQ68 2052-03-20 5.000000 0.00 86640000.00 59174939.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YJC9 2049-08-20 3.750000 0.00 49949800.00 13776995.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MC55 2052-03-20 3.500000 0.00 298033000.00 169073320.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 2059000.00 778663.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LAM1 2075-02-20 4.397800 0.00 20000000.00 18062193.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFK8 2054-04-20 4.777800 0.00 50000000.00 25267058.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QUG1 2054-07-20 4.747800 0.00 30000000.00 16537367.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CDW5 2055-01-20 4.897800 0.00 39999200.00 29866080.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RHY4 2056-04-20 4.747800 0.00 25000000.00 24073713.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RJN6 2056-04-20 4.447800 0.00 83668000.00 72890901.58 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2027-06-22 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0397 800000000.00 800000000.00 0.0068 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 3136B22G6 2048-09-25 3.500000 0.00 495000.00 85183.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRPG6 2054-04-25 4.640300 0.00 25000000.00 11939344.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWKS4 2055-06-25 5.190300 0.00 35000000.00 21282403.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5YR5 2056-05-25 6.950300 0.00 32194320.00 27786026.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H2GK4 2051-08-25 2.000000 0.00 750000.00 380594.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HH7F2 2054-11-25 5.240300 0.00 11170000.00 6401483.87 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRNM7 2056-05-25 4.390300 0.00 16956160.00 15438830.07 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3L2 2068-01-20 4.390800 0.00 999998.00 224818.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAB2 2065-04-20 4.371200 0.00 3500000.00 297762.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RY67 2067-03-20 4.405800 0.00 8999990.00 961680.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LUJ0 2069-05-20 4.471300 0.00 20500000.00 7288810.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QR87 2071-04-20 5.147800 0.00 12496500.00 8917001.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVK6 2055-07-20 4.977800 0.00 22605000.00 18400170.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YC27 2072-11-20 4.817800 0.00 1450766.00 1442288.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YGG2 2071-09-20 3.947800 0.00 6015000.00 1581958.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YK85 2073-01-20 4.547800 0.00 9499960.00 9323141.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YY56 2073-02-20 4.487800 0.00 7000000.00 6653247.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DSA7 2051-11-20 3.000000 0.00 100000000.00 53477380.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.500000 0.00 50000000.00 28511798.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 7787000.00 4182088.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KG89 2074-08-20 4.447800 0.00 86520640.00 77177865.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KZF2 2074-07-20 4.547800 0.00 18800000.00 17638446.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQP1 2053-05-20 4.497800 0.00 30000000.00 14195096.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BKC4 2053-06-20 4.847800 0.00 59281000.00 25974983.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PBT6 2054-05-20 4.797800 0.00 30000000.00 18461171.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TP22 2061-05-16 4.500000 0.00 66945.00 52280.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XA52 2054-11-20 5.047800 0.00 23529300.00 14042988.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BCP3 2054-12-20 4.897800 0.00 40000000.00 29318614.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KUV0 2055-12-20 4.597800 0.00 1650000.00 1558843.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LVA3 2055-07-20 4.500000 0.00 484000.00 383656.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NX33 2056-03-20 4.497800 0.00 100000000.00 95423826.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TAG6 2056-06-20 4.847800 0.00 30000000.00 28936212.35 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2027-06-24 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0398 537000000.00 537000000.00 0.0046 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 912810RE0 2044-02-15 3.625000 0.00 100.00 78.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 66.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 100.00 52.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 100.00 67.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 300000000.00 285293103.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 231678900.00 229213055.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 59422900.00 65051999.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 204712900.00 203559484.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 10255100.00 9904170.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 205270000.00 204315197.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 224826000.00 219516367.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 860465800.00 813879817.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 111692700.00 111266574.14 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-06-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0400 2100000000.00 2100000000.00 0.0179 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 912810RC4 2043-08-15 3.625000 0.00 81803600.00 64472873.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 129782800.00 88478904.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 118444800.00 77495856.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 73654000.00 31810315.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 122923800.00 94178411.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 59611600.00 52254051.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 270072000.00 265861577.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 605188800.00 576581525.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 136384000.00 132027995.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 26677900.00 25544122.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 331308800.00 330394387.71 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-26 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0418 1705000000.00 1705000000.00 0.0145 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA4DMR8 RCNB6OTYUAMMP879YW96 BIVA4DMR8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 34719800.00 33013981.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100743800.00 57662048.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 8081700.00 4154842.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1206000.00 1088938.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 163710000.00 154195174.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 47846800.00 61908885.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 24886000.00 24717681.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 1809600.00 1749084.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 9396000.00 7981443.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 16000000.00 13595700.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 42000500.00 39778449.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 25000800.00 30544427.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 86034000.00 82861818.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 363900.00 361212.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 16850000.00 16222000.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 7156600.00 7261402.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 898900.00 909543.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 384157300.00 382643720.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 12000000.00 11283240.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 22542400.00 21526244.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 603200.00 581374.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 6752200.00 6478972.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 3470000.00 3379834.45 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 945000000.00 945000000.00 0.0080 N N Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA4DN89 RCNB6OTYUAMMP879YW96 BIVA4DN89 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31282YDN6 2034-12-01 5.000000 0.00 164550.00 170.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31287VDL1 2032-07-01 6.500000 0.00 5731.00 54.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.257000 0.00 2346625.00 1908009.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M5DY3 2037-07-01 6.000000 0.00 32083.00 1102.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M7YB6 2038-12-01 7.000000 0.00 9886587.00 359803.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.500000 0.00 17590.00 1134.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XY3E7 2048-01-01 4.000000 0.00 1226529.00 514331.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.500000 0.00 1000.00 212.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y93N1 2049-02-01 4.000000 0.00 1000.00 105.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.500000 0.00 1008.00 173.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 1024.00 91.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 2030.00 1117.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMZ57 2051-10-01 2.500000 0.00 1999.00 1075.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1000.00 678.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 5544250.00 3459120.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 11962.00 7251.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQAV8 2053-04-01 5.000000 0.00 1000.00 678.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 301405.00 247975.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 1000.00 774.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUXH5 2054-11-01 5.500000 0.00 1000.00 781.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 215161.00 105930.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.500000 0.00 33977.00 20415.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 1000.00 693.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 1259979.00 641549.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 151929.00 86367.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 983957.00 722520.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.260000 0.00 8546.00 6903.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 667924.00 330538.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BT4M9 2053-01-01 6.500000 0.00 2357.00 1544.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BUUH8 2053-02-01 5.500000 0.00 1000.00 646.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BXB42 2053-03-01 5.500000 0.00 1788564.00 1436170.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C0YE6 2053-04-01 7.000000 0.00 7354.00 1081.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.500000 0.00 11078.00 6333.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7.000000 0.00 1000.00 853.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 7205.00 4841.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CJNY3 2053-11-01 6.500000 0.00 756941.00 477863.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 1000.00 974.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CRJR5 2054-08-01 5.000000 0.00 1344651.00 1220464.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CWCF7 2054-10-01 5.500000 0.00 6911761.00 5728917.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KMEZ4 2051-07-01 3.000000 0.00 2391072.00 1254068.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 1082.00 644.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPSF6 2052-07-01 4.500000 0.00 1000.00 741.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.500000 0.00 1008.00 650.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133W7RZ0 2054-03-01 5.500000 0.00 1000.00 762.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WAKH0 2054-03-01 5.500000 0.00 3999.00 3082.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5.000000 0.00 1420206.00 1284127.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31352DDR8 2037-10-15 1.914800 0.00 116964.00 268.56 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 1902.00 1794.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.780000 0.00 2864.00 2594.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACGN5 2033-01-25 3.492700 0.00 1248999.00 74923.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3.000000 0.00 1067969.00 865398.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASH58 2046-07-25 6.153600 0.00 1100000.00 78822.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.135200 0.00 4801.00 376.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0DY9 2047-12-25 4.104800 0.00 13502688.00 3169266.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1LF9 2030-02-25 3.176600 0.00 128000.00 68131.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B35Z9 2031-02-25 3.610000 0.00 85502.00 66067.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3XY1 2028-09-25 3.678800 0.00 45000.00 30702.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5JC0 2049-07-25 4.204800 0.00 15997404.00 3773270.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.560300 0.00 1775104.00 1095734.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.190000 0.00 28965.00 25512.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.990300 0.00 3675433.00 1692077.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQWA3 2053-12-25 5.240300 0.00 3453822.00 1786597.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRZ26 2046-03-25 5.500000 0.00 245713.00 91968.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU3V0 2055-02-25 5.490300 0.00 2176335.00 1302199.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUD80 2055-02-25 5.540300 0.00 1760105.00 1072022.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV5P9 2055-06-25 5.540300 0.00 3909000.00 2374624.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWWS1 2053-01-25 5.000000 0.00 35861411.00 21919170.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXNE0 2035-08-25 4.389000 0.00 43000.00 39801.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYBP6 2055-12-25 4.890300 0.00 1208.00 965.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6CP1 2056-06-25 4.790300 0.00 1000.00 947.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B4KX3 2041-08-15 3.500000 0.00 4713218.00 1955655.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BJ6Z1 2045-05-15 3.000000 0.00 109039.00 79686.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPVN6 2031-01-25 3.080000 0.00 206358.00 190000.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FHHY2 2048-08-15 4.113000 0.00 1012.00 49.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL6V1 2029-01-25 3.600000 0.00 1000.00 967.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMTT9 2034-04-25 3.059000 0.00 7539721.00 6440257.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMUK6 2047-12-25 6.108300 0.00 95861.00 4255.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FQKC6 2029-10-25 2.537000 0.00 40000.00 37051.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FRZ95 2029-10-25 1.228000 0.00 38000.00 15186.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 65030.00 57662.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FV5M0 2029-10-25 0.805000 0.00 33506.00 19525.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 3133688.00 1675920.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HB3D4 2028-10-25 5.069000 0.00 573023.00 573047.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBBV5 2053-12-25 5.160300 0.00 3527000.00 1331276.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBC77 2031-10-25 5.028000 0.00 258828.00 255287.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBCF9 2028-11-25 5.000000 0.00 303972.00 279487.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HDV31 2034-10-25 4.228000 0.00 800000.00 753260.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHZM6 2051-09-25 5.000000 0.00 5539100.00 3629941.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRL56 2053-09-25 4.500000 0.00 2491040.00 2235888.71 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XAH0 2033-04-01 5.000000 0.00 1536.00 9.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPY81 2043-11-01 5.900000 0.00 8306622.00 762325.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQBQ4 2036-08-01 6.024000 0.00 3964.00 232.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETJL1 2048-10-01 5.603000 0.00 6299.00 902.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WH2Q4 2046-09-01 3.000000 0.00 4212.00 575.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395Q2Y5 2028-08-01 2.500000 0.00 121265.00 24.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QES5 2042-10-01 2.295200 0.00 103891.00 507.19 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398NV84 2040-11-25 4.284800 0.00 13232275.00 401484.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AAMR5 2054-04-01 6.000000 0.00 2000.00 1432.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACPS6 2054-06-01 5.500000 0.00 1000.00 622.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ANX61 2054-09-01 5.500000 0.00 1000.00 941.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B0ZS0 2055-01-01 6.500000 0.00 217545.00 192643.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B46E5 2055-04-01 5.000000 0.00 1000.00 805.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BG5M1 2055-06-01 7.500000 0.00 12050.00 12795.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BGVX8 2055-08-01 6.000000 0.00 1163500.00 1140030.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMP95 2055-09-01 5.500000 0.00 1000.00 954.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMW89 2055-09-01 6.000000 0.00 2000.00 1808.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQPC9 2055-10-01 5.000000 0.00 1009.00 838.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BREL9 2055-09-01 6.500000 0.00 1441450.00 1280161.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BXCQ7 2055-12-01 5.500000 0.00 1728195.00 1511217.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYHG2 2055-12-01 6.000000 0.00 1000.00 978.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FS6H1 2047-03-01 3.174000 0.00 2536.00 201.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 312419.00 279314.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 3953.00 3900.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.500000 0.00 2170.00 394.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBYP5 2042-01-01 6.263000 0.00 1136.00 515.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185000 0.00 535765.00 469482.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5WT8 2053-11-01 7.000000 0.00 2526070.00 1308676.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6ST1 2054-10-01 6.000000 0.00 2541268.00 1771533.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 1001.00 646.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N3AL3 2052-10-01 4.500000 0.00 1025.00 626.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NLJV2 2053-05-01 6.500000 0.00 1000.00 994.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 1062.00 1006.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0G89 2035-08-01 4.500000 0.00 2041.00 1902.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2TY4 2032-06-01 4.490000 0.00 5854136.00 5593006.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3SY3 2036-08-01 5.005000 0.00 10080000.00 9704921.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 2677.00 403.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLMK9 2051-08-01 2.000000 0.00 918110.00 480406.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNLM2 2052-03-01 2.500000 0.00 1008.00 537.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 1007.00 579.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 1062.00 668.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPKY2 2052-06-01 4.000000 0.00 1000.00 679.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSBS9 2053-05-01 4.500000 0.00 20000.00 14470.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSH46 2053-06-01 6.500000 0.00 12213.00 6586.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 1001.00 803.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3PY1 2056-04-01 5.000000 0.00 5000.00 4449.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6GE8 2056-02-01 6.500000 0.00 409000.00 356042.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1024.00 755.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 1000.00 884.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 1000.00 827.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5XX7 2056-03-01 5.500000 0.00 1627840.00 1488024.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 2024.00 1963.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 1000.00 902.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 1024.00 900.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1024.00 899.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1153.00 459.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1006.00 464.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDYN0 2051-12-01 2.500000 0.00 364963.00 194267.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKEU0 2052-12-01 5.500000 0.00 392000.00 247692.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.500000 0.00 813886.00 363777.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1058.00 705.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7SS8 2055-11-01 5.000000 0.00 4363248.00 3890400.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 12634.00 11264.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4.000000 0.00 6399017.00 404237.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 387.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31422M2E5 2050-11-01 2.000000 0.00 10600000.00 963102.74 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XZ61 2052-10-01 2.000000 0.00 186662.00 18692.12 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVV8 2051-09-01 2.000000 0.00 100027.00 10744.09 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 1000.00 929.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 1008.00 895.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 1024.00 985.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 1000.00 938.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.500000 0.00 56921792.00 31099666.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 768567.00 466606.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 1000.00 529.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 70105.00 45424.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 1024.00 665.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VTQN3 2050-01-20 5.000000 0.00 2137.00 693.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 847102.00 638023.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 9585013.00 7484163.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FY8 2056-03-20 4.500000 0.00 1000.00 960.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNP9 2055-05-20 4.907800 0.00 18667300.00 16562901.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.727800 0.00 55123224.00 45918821.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.647800 0.00 1965734.00 1062685.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UTG7 2055-09-20 4.797800 0.00 811326.00 667843.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.405200 0.00 2692000.00 384726.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382E6U6 2046-04-20 4.197800 0.00 1550000.00 359821.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 9564996.00 4614487.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QLF5 2051-04-20 4.869900 0.00 1010.00 401.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QWD8 2051-05-20 2.500000 0.00 7836100.00 3939553.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XTS4 2051-08-20 2.500000 0.00 11900000.00 6392875.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 223770.00 91295.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DS58 2051-11-20 1.000000 0.00 8520930.00 3380858.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FVA8 2051-12-20 1.000000 0.00 14843885.00 5624080.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 1071.00 575.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 4.777800 0.00 77187244.00 38115585.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.547800 0.00 13619825.00 7478857.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 12495062.00 7118697.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.500000 0.00 1211.00 735.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TC27 2037-11-20 3.000000 0.00 1353000.00 583265.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.500000 0.00 7366339.00 4571103.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.547800 0.00 5037999.00 3125401.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.557800 0.00 7855998.00 4903572.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WUB0 2053-03-20 4.647800 0.00 2421101.00 726357.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.647800 0.00 273338.00 116997.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YGA4 2052-09-20 4.597800 0.00 4719167.00 3132806.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.647800 0.00 13236354.00 8065846.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 4.647800 0.00 120463001.00 34763346.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.597800 0.00 1464424.00 1200786.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.797800 0.00 59550855.00 33608291.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.597800 0.00 1000.00 426.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.647800 0.00 1008.00 306.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.667800 0.00 9393169.00 6161804.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.647800 0.00 1481464.00 667664.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DR33 2053-11-20 4.897800 0.00 1000.00 336.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.047800 0.00 1000.00 227.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.947800 0.00 1004.00 232.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.047800 0.00 3118452.00 703436.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.305300 0.00 3263616.00 2323337.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.147800 0.00 1461900.00 329906.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GL24 2054-01-20 4.747800 0.00 82225664.00 24131536.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.947800 0.00 51716626.00 11305262.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 6023485.00 4229967.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.847800 0.00 973296.00 287351.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JV92 2054-02-20 5.500000 0.00 55000000.00 44358289.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K5J6 2054-03-20 5.750000 0.00 32538714.00 25822415.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KNT4 2054-03-20 5.500000 0.00 7838568.00 7571073.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 22546551.00 21843494.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LEM7 2075-02-20 4.397800 0.00 7156854.00 6627067.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.827800 0.00 1399.00 740.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MEG8 2054-04-20 5.500000 0.00 50000000.00 48581427.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 33721586.00 32509043.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKE4 2054-04-20 5.750000 0.00 47250372.00 46078418.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NKM6 2054-04-20 5.750000 0.00 50000000.00 48792547.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.847800 0.00 7021371.00 2493367.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.947800 0.00 35044916.00 13683874.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.897800 0.00 197084402.00 76851777.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.747800 0.00 29237093.00 18367937.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.757800 0.00 58160.00 27358.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 5678842.00 3126412.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.747800 0.00 8593950.00 4031818.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.647800 0.00 12317911.00 8435855.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.747800 0.00 19087162.00 9371581.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XTC7 2054-10-20 4.667800 0.00 50000000.00 33230836.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.247800 0.00 88419.00 42635.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CE53 2055-02-20 4.897800 0.00 95400.00 36070.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.297800 0.00 46018066.00 22698163.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 2233465.00 1831598.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 6077367.00 4794419.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.997800 0.00 5487020.00 2655171.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.947800 0.00 39257343.00 20229061.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.397800 0.00 74656130.00 41389127.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FBC4 2055-04-20 4.847800 0.00 15401700.00 11768177.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.697800 0.00 17845647.00 13019602.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.797800 0.00 4523722.00 3529892.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.447800 0.00 10578868.00 6140741.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.047800 0.00 1072.00 951.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HNG8 2055-10-20 4.647800 0.00 2239900.00 2115285.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.647800 0.00 116082908.00 102638451.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LAH1 2056-01-20 4.647800 0.00 3476101.00 3181623.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 6436160.00 5183026.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 105883001.00 83135756.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NZK3 2056-03-20 4.597800 0.00 309281.00 294849.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 4648783.00 4007154.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 15425744.00 14041095.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 1728116.00 1420583.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 4040863.00 3763958.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XL91 2056-09-20 4.986500 0.00 4999906.00 5141759.01 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1490200.00 1314266.99 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 1220000000.00 1220000000.00 0.0104 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 4.040000% BIVA4QYV7 549300QJJX6CVVUXLE15 BIVA4QYV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 200.00 199.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 583600.00 576258.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 23000.00 22912.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 100000.00 99461.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 100.00 99.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 32900.00 32782.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WB9 2027-02-11 0.00 0.00 512500.00 504729.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WN3 2027-01-05 0.00 0.00 20996000.00 20769978.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 2471000.00 2529077.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 200.00 140.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 4999000.00 3520688.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 71.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100.00 70.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 100.00 91.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 24971900.00 15709847.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 100.00 88.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 500.00 335.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 200.00 116.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 200.00 129.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 7656900.00 4433905.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 12648300.00 7598595.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 200.00 119.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 2375100.00 1525184.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 3297500.00 2243581.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 102.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 49.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 918000.00 618052.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 34856000.00 26830771.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 3801500.00 3112020.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 121254300.00 88751327.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 200.00 165.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 3808700.00 3309401.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 13082000.00 11647486.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 2949800.00 2592956.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 7988300.00 7021939.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1232300.00 1075125.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 4767500.00 4159428.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 58644800.00 52958996.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 44171000.00 35676364.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 227410300.00 189419419.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 899000.00 767791.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 9103800.00 8192489.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 71478300.00 64323161.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 771400.00 695262.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2182900.00 1993921.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 74830200.00 68351981.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 51779700.00 45134176.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 400.00 351.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 16597100.00 14633849.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 8484300.00 7871470.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 2121800.00 2083491.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 200.00 195.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 89700.00 114299.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 34300.00 32652.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 200.00 245.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 129.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 1189300.00 1086765.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 35000.00 31983.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 53000.00 52057.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 38900.00 37971.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 30800.00 29453.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 5483800.00 4658993.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 936900.00 1038844.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4654100.00 4349999.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 111500.00 93397.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1020400.00 952185.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 34495300.00 32134648.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 686300.00 637453.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 800.00 842.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 800.00 681.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 2162000.00 2219424.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 7000.00 6948.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 22400.00 21772.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 38800.00 35421.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 12000.00 11914.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 300.00 291.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2000000.00 1969844.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 66600.00 65019.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 3794600.00 3808261.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 21596200.00 21265281.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 30700.00 31170.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 7586600.00 7371361.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 15000000.00 15026895.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 3669500.00 3600526.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 400.00 400.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 92512700.00 89749530.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 700.00 691.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 25200.00 25288.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 10398000.00 10424521.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2000.00 2010.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 800.00 798.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 12200.00 11943.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 11464600.00 10944829.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 6999800.00 6877487.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 1947500.00 1856148.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 58683000.00 58832796.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 3771000.00 3483031.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 28000.00 27585.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 10760300.00 10262793.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 5683600.00 5369106.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 40000.00 38901.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 18700.00 17613.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 80419200.00 79362411.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 6551000.00 6547954.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 199000.00 192490.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 83100.00 78844.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 151500.00 151244.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 20000000.00 19736202.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 613000.00 599215.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 121081600.00 119392330.06 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-23 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0404 1193000000.00 1193000000.00 0.0102 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 912810SQ2 2040-08-15 1.125000 0.00 137840500.00 79819746.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 145474700.00 111980677.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 328766200.00 433604981.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 141098100.00 142693530.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 223130100.00 225684256.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 166481600.00 173382530.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 76844600.00 74140267.91 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-29 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0409 1209000000.00 1209000000.00 0.0103 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.120000% BIVA5FS47 MBNUM2BPBDO7JBLYG310 BIVA5FS47 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 137944800.00 137011798.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 15757500.00 15988255.59 U.S. Treasuries (including strips) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0412 150000000.00 150000000.00 0.0013 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.140000% BIVA5FTC8 MBNUM2BPBDO7JBLYG310 BIVA5FTC8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAGY5 2042-12-25 2.000000 0.00 1772500.00 103699.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AN4F1 2043-11-25 3.000000 0.00 5364997.00 375202.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWFW2 2039-05-25 3.000000 0.00 3000000.00 420217.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWZP5 2047-06-25 3.500000 0.00 12500000.00 890119.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1EY6 2047-12-25 4.000000 0.00 800000.00 317940.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGAM3 2051-07-25 2.500000 0.00 4000000.00 2433775.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVKH0 2054-09-25 4.590300 0.00 78900000.00 47120009.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6H81 2049-09-25 3.000000 0.00 200000.00 103219.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHFS5 2054-11-25 4.840300 0.00 6000000.00 2604604.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HKR30 2055-04-25 4.560300 0.00 700000.00 494099.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLJG8 2055-06-25 4.690300 0.00 800000.00 549987.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLSA1 2052-10-25 4.690300 0.00 1481100.00 1222011.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNFP8 2055-10-25 4.790300 0.00 11600000.00 9960764.05 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PGL7 2057-08-27 4.000000 0.00 45085000.00 12376600.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PMK2 2059-02-25 3.000000 0.00 875000.00 349290.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PML0 2059-02-25 3.000000 0.00 895000.00 269257.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QQS4 2070-09-20 3.248400 0.00 100000.00 77476.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HX54 2050-06-20 1.500000 0.00 2160000.00 703503.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QYH7 2051-05-20 1.500000 0.00 705485.00 337578.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DFZ4 2065-02-20 4.847800 0.00 3624904.00 1666347.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FPK1 2055-04-20 4.957800 0.00 100000000.00 51532668.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FQU8 2055-04-20 4.000000 0.00 6725944.00 5117986.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GNX3 2055-05-20 4.947800 0.00 20000000.00 15896746.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HFP7 2055-10-20 4.547800 0.00 90232832.00 86791990.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KFY1 2055-12-20 4.500000 0.00 18428400.00 16331239.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LNR5 2056-01-20 4.500000 0.00 902019.00 705106.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MNG7 2056-02-20 4.500000 0.00 13761024.00 12616628.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PKG3 2056-03-20 4.497800 0.00 63364000.00 59807792.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RZ57 2056-05-20 4.697800 0.00 45000000.00 42216693.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SCT8 2056-05-20 5.000000 0.00 51052992.00 48513934.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WMP6 2056-07-20 6.272800 0.00 13333328.00 12613507.67 Agency Collateralized Mortgage Obligation Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0414 426000000.00 426000000.00 0.0036 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.790000% BIVA5M125 VYVVCKR63DVZZN70PB21 BIVA5M125 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 3379400.00 3368879.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 16921100.00 16812297.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 218621800.00 212926702.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 103970100.00 103152895.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 165703400.00 165222860.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 2863200.00 2824174.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0.00 0.00 75624800.00 74923001.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WN3 2027-01-05 0.00 0.00 33132700.00 32769234.28 U.S. Treasuries (including strips) Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0379 600000000.00 600000000.00 0.0051 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.130000% BIVA64S82 MBNUM2BPBDO7JBLYG310 BIVA64S82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359S2J8 2031-08-25 3.924800 0.00 54984669.00 12464.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9YP7 2032-11-25 2.000000 0.00 4199984.00 224369.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4FK9 2059-04-25 3.500000 0.00 5608472.00 4420886.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F4AY8 2038-07-15 4.000000 0.00 3116000.00 541148.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FXZA9 2031-01-27 3.895200 0.00 500000.00 27822.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GAQX8 2040-10-15 4.000000 0.00 700000.00 319018.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBQY4 2049-05-25 6.000000 0.00 50000000.00 48891937.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBWA9 2056-08-25 5.250000 0.00 6839752.00 5999147.62 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393T4M5 2033-11-25 3.954800 0.00 525991936.00 238291.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DEX4 2035-04-25 4.500000 0.00 18735000.00 321279.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PDT3 2057-05-25 3.000000 0.00 2000000.00 727152.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PKA6 2058-08-26 3.000000 0.00 600000.00 231018.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PUQ4 2055-07-20 4.997800 0.00 25000000.00 21108078.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QDY4 2055-08-20 4.797800 0.00 4000000.00 3560261.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S2P1 2067-12-16 4.500000 0.00 221438.00 162011.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S3F2 2067-12-16 4.500000 0.00 9032400.00 6953295.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BH21 2055-10-20 4.647800 0.00 150000.00 115997.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NEY7 2054-04-20 4.747800 0.00 50000000.00 33671342.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JZ89 2055-11-20 4.447800 0.00 132131000.00 109827473.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MMC7 2056-02-20 4.447800 0.00 385087.00 357206.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PTD1 2056-03-20 4.647800 0.00 20000000.00 17289796.97 Agency Collateralized Mortgage Obligation Y 2027-08-05 2027-08-05 2027-08-05 N N N 0.0413 250000000.00 250000000.00 0.0021 N N N Y BNP Paribas Securities Corp. BNP Paribas Securities Corp. 4.150000% BIVA6V2F4 RCNB6OTYUAMMP879YW96 BIVA6V2F4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 11702.00 5761.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 1000.00 815.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYT44 2054-10-25 4.640300 0.00 45700000.00 38520432.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B3V70 2043-08-15 4.263000 0.00 88672912.00 10691309.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 1001.00 888.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BU5V0 2055-11-01 5.500000 0.00 2501820.00 2076994.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q3HZ2 2031-07-01 4.240000 0.00 190386.00 181886.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 126669.00 72857.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNP9 2055-05-20 4.907800 0.00 101584.00 90132.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CH44 2053-08-20 4.647800 0.00 2350810.00 493191.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.797800 0.00 1000.00 505.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 169183.00 93141.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.447800 0.00 837951.00 803142.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 855424.00 671650.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 307053.00 264673.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 1424821.00 1171262.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 1032080.00 961355.73 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2027-07-28 Y BNP Paribas Securities Corp 1.0000 7 N n/a n/a N N 0.0415 55000000.00 55000000.00 0.0005 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.850000% BIVA75X09 VYVVCKR63DVZZN70PB21 BIVA75X09 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B72L7 2027-07-15 4.010000 0.00 10000000.00 10084414.17 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B72R4 2028-07-14 4.130000 0.00 10000000.00 10104443.33 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B8CF7 2027-10-22 4.025000 0.00 7000000.00 7055010.28 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B8U59 2027-12-07 3.990000 0.00 11000000.00 11026485.86 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B8YQ9 2027-12-23 3.980000 0.00 11000000.00 11006619.25 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B9XB1 2027-10-20 3.960000 0.00 7045000.00 7096949.83 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B9XC9 2027-11-19 3.965000 0.00 8810000.00 8847458.65 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BBJG1 2028-07-13 4.025000 0.00 6155000.00 6206948.88 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BBL78 2028-01-18 4.000000 0.00 4320000.00 4354830.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BBUC7 2027-02-17 3.940000 0.00 75000000.00 75343291.67 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BBV44 2027-02-22 3.940000 0.00 100000000.00 100416888.89 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BBWJ0 2027-02-19 3.945000 0.00 100000000.00 100432652.78 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BC2V4 2029-09-04 4.090000 0.00 2585000.00 2592423.98 Agency Debentures and Agency Strips Federal Farm Credit Bank 254900C5LP6DN9OP9V83 313313L55 2026-10-22 0.00 0.00 2000000.00 1995080.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384BA6 2027-01-25 0.00 0.00 13000000.00 12826190.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384CJ6 2027-02-26 0.00 0.00 192776000.00 189458325.04 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384CP2 2027-03-03 0.00 0.00 90000000.00 88378200.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384CR8 2027-03-05 0.00 0.00 100000000.00 98175000.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384DF3 2027-03-19 0.00 0.00 100000000.00 98012000.00 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313384DL0 2027-03-24 0.00 0.00 11686000.00 11446904.44 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385J56 2026-10-06 0.00 0.00 25114000.00 25095164.50 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385P67 2026-11-16 0.00 0.00 3055000.00 3038900.15 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385P83 2026-11-18 0.00 0.00 1750000.00 1740392.50 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385R81 2026-12-04 0.00 0.00 250000.00 248152.50 Agency Debentures and Agency Strips Federal Home Loan Banks 2549001DPIFGXC1TOL40 313385U95 2026-12-29 0.00 0.00 480000.00 475108.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 313397R45 2026-11-30 0.00 0.00 1007000.00 1000152.40 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313589M83 2026-11-02 0.00 0.00 415000.00 413452.05 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 15500000.00 13565537.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 20000000.00 18200961.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 12800000.00 11882225.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 161600000.00 130604769.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 17000000.00 13765072.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TL3 2055-08-20 4.500000 0.00 9000000.00 7893310.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZL6 2055-11-20 5.500000 0.00 27300000.00 24489825.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 36000000.00 33009122.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 60000000.00 53152739.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 34264763.00 31528962.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FM4 2056-04-20 5.500000 0.00 27600000.00 26173974.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 52000000.00 48026952.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6P68 2056-08-20 5.500000 0.00 45000000.00 43136203.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385LNM6 2056-01-20 4.547800 0.00 45000000.00 42046619.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385S4P5 2056-06-20 4.797800 0.00 40000000.00 38974650.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385T4T5 2056-07-20 4.847800 0.00 85000000.00 82464918.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WE75 2056-08-20 4.697800 0.00 35000000.00 34180758.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XBK7 2056-07-20 4.847800 0.00 58000000.00 56331956.65 Agency Collateralized Mortgage Obligation Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0385 1565000000.00 1565000000.00 0.0133 N N N Y 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 3136A6AN4 2042-05-25 3.500000 0.00 1583000.00 92943.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMZD4 2044-07-25 2.000000 0.00 5000000.00 69290.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APCW0 2045-07-25 3.000000 0.00 1000000.00 239703.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3BA7 2047-12-25 3.500000 0.00 269000.00 19653.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG4M0 2046-01-25 2.000000 0.00 199962.00 94773.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BURE2 2052-04-25 5.500000 0.00 465000.00 252574.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BX5M2 2049-10-25 4.750000 0.00 88869500.00 69095118.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5W48 2056-06-25 5.290300 0.00 50000000.00 45465570.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6LG1 2056-06-25 5.090300 0.00 26710000.00 24463311.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G76K7 2056-10-25 5.500000 0.00 4236176.00 3835520.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B6HM6 2028-12-15 3.000000 0.00 100000.00 34443.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BB5P1 2033-04-15 3.500000 0.00 4400000.00 48721.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPDW6 2045-07-15 3.000000 0.00 400000.00 59769.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FTE29 2048-06-25 1.500000 0.00 8000000.00 1147246.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FUZS6 2027-06-25 4.045200 0.00 3000000.00 308394.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBJ22 2056-08-25 5.000000 0.00 23524000.00 21900228.82 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GC3Z4 2056-06-25 4.740300 0.00 75000000.00 69168008.35 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H93C1 2032-08-25 3.530000 0.00 11900000.00 10801173.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCHA3 2054-04-25 4.640300 0.00 50000000.00 39736626.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HLXJ6 2055-06-25 5.190300 0.00 50000000.00 35694883.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQZH7 2055-10-25 4.740300 0.00 58121000.00 52596814.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRAN9 2056-04-25 5.140300 0.00 4290000.00 3690588.97 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRGU7 2055-07-25 4.750000 0.00 369918.00 310313.63 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394AMS2 2034-08-25 5.534600 0.00 6359664.00 661729.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31397GPF1 2037-04-15 5.500000 0.00 2000000.00 340221.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TC28 2039-05-20 3.359800 0.00 4999998.00 81471.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BDG4 2060-06-20 4.802600 0.00 400000.00 15143.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BXY3 2061-12-20 4.471300 0.00 2860000.00 17273.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UBE9 2063-08-20 4.471300 0.00 1600000.00 22451.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAM8 2065-04-20 4.371200 0.00 2525000.00 144155.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP26 2066-12-20 4.771300 0.00 410000.00 41905.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRL2 2066-03-20 4.771300 0.00 400000.00 39463.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RVV5 2066-06-20 4.571300 0.00 99994.00 6525.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RWY8 2066-07-20 4.571300 0.00 1950000.00 112009.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LVX8 2069-05-20 4.421200 0.00 5000000.00 1558616.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TC37 2069-01-20 4.491200 0.00 155000.00 58247.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381VCJ7 2048-11-20 3.000000 0.00 5000000.00 1167251.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381YHP2 2049-08-20 3.500000 0.00 16950000.00 3986406.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Y5K5 2073-05-20 4.647800 0.00 2500000.00 2209082.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YB85 2072-11-20 4.787800 0.00 25000000.00 23943757.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YC92 2072-11-20 4.807800 0.00 1200000.00 1161413.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DSD1 2051-11-20 3.000000 0.00 137795000.00 73718894.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 50000000.00 26464372.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FN74 2052-01-20 2.500000 0.00 8590000.00 4620105.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GMS7 2052-01-20 3.000000 0.00 203240000.00 107425868.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KCS9 2073-08-20 4.547800 0.00 900000.00 841368.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KEA6 2073-09-20 4.597800 0.00 750000.00 696866.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KNN8 2074-01-20 4.547800 0.00 1000000.00 893868.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MCH9 2052-02-20 3.000000 0.00 200000000.00 109663140.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MPM4 2052-02-20 3.000000 0.00 27500000.00 14839216.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 4276000.00 2436126.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BJ85 2053-07-20 4.697800 0.00 100000000.00 30412781.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EED3 2053-08-20 4.797800 0.00 99998300.00 33162083.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NNB7 2054-05-20 4.997800 0.00 100000000.00 33896146.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UAZ2 2054-07-20 5.750000 0.00 50000000.00 48816847.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YPW5 2054-10-20 4.897800 0.00 30000000.00 26439608.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YR94 2054-10-20 5.000000 0.00 50000000.00 44428088.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.697800 0.00 38459000.00 21138198.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YU41 2054-11-20 5.327800 0.00 100000000.00 48284757.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BM49 2055-01-20 5.500000 0.00 149992000.00 119155033.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CT32 2055-02-20 4.917800 0.00 40000000.00 29895292.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EPZ1 2055-03-20 4.847800 0.00 156680600.00 94940749.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HX69 2055-10-20 5.000000 0.00 60000000.00 52958746.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JQU0 2055-11-20 4.647800 0.00 55000000.00 48551062.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MZT6 2049-08-20 4.345500 0.00 28035552.00 24842215.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QPQ4 2076-05-20 4.297800 0.00 26101568.00 26066789.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385W4Y7 2056-08-20 5.000000 0.00 142560400.00 134112474.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385X3E0 2056-09-20 5.500000 0.00 37365376.00 34131610.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XST0 2056-08-20 4.747800 0.00 100000000.00 97914888.83 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2027-08-19 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0402 1672000000.00 1672000000.00 0.0142 N N Y N Bank of Montreal Bank of Montreal 3.720000% BIVA7U6H7 NQQ6HPCNCCU6TUTQYE16 BIVA7U6H7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RPB6 2066-01-20 4.671200 0.00 14125494.00 1500024.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QKK7 2070-09-20 4.771300 0.00 19000000.00 11116193.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BW67 2049-01-20 4.455300 0.00 108556666.00 14204687.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381LVM1 2065-11-16 4.500000 0.00 10000000.00 8834527.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UXT3 2051-06-20 3.500000 0.00 15612448.00 8906613.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383HTQ2 2043-09-20 3.000000 0.00 21394000.00 9315195.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LNZ9 2034-12-20 4.000000 0.00 25000000.00 8423673.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RWB9 2052-01-20 2.500000 0.00 20353000.00 15849408.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UT26 2046-02-20 3.000000 0.00 20000000.00 8719354.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AKC6 2053-05-20 4.647800 0.00 50000000.00 14428835.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ETA3 2053-09-20 4.897800 0.00 50000000.00 10589749.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MR25 2054-06-20 4.947800 0.00 50000000.00 15720743.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N7H2 2054-06-20 4.847800 0.00 50000000.00 17212853.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAK6 2054-05-20 4.847800 0.00 29424405.00 11588186.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAU4 2054-05-20 4.847800 0.00 50000000.00 18272813.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PH94 2054-06-20 4.747800 0.00 50000000.00 17684197.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPR5 2054-06-20 4.897800 0.00 50000000.00 17779529.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XZB2 2054-11-20 4.697800 0.00 40000000.00 15641742.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BNE6 2054-12-20 4.847800 0.00 50000000.00 19140273.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DFN1 2055-02-20 4.797800 0.00 30000000.00 16393063.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EV43 2055-04-20 4.847800 0.00 30000000.00 13616051.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MN51 2056-02-20 4.447800 0.00 18500000.00 17724273.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MW85 2056-02-20 5.000000 0.00 16097942.00 14990440.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNL3 2056-05-20 4.500000 0.00 20000000.00 18098070.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WJD7 2056-07-20 5.000000 0.00 10456753.00 9276580.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WXR0 2052-08-20 5.000000 0.00 9232000.00 8463886.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WYH1 2056-08-20 5.000000 0.00 15000000.00 14469838.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WZB3 2056-08-20 5.000000 0.00 13000000.00 12374127.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YHL7 2066-09-20 8.695900 0.00 10333334.00 10386173.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YLR9 2056-09-20 5.000000 0.00 19129000.00 17881306.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YMP2 2056-09-20 5.500000 0.00 9912000.00 9397582.62 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2026-10-30 Y BANK OF MONTREAL (TORONTO BRANCH) 1.0000 7 N n/a n/a N N 0.0372 400000000.00 400000000.00 0.0034 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 912797SK4 2026-10-29 0.00 0.00 25000.00 24925.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 1201000.00 1197401.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 1105100.00 1094737.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 21765300.00 21682395.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 12099100.00 12015204.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WP8 2027-01-12 0.00 0.00 1000.00 988.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 43100.00 43099.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 144900.00 121706.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 102800.00 95528.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 66700.00 59733.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 100.00 70.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3250000.00 2317878.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 4517400.00 3202217.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 6700.00 4713.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 3306700.00 2310024.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1600.00 1006.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 3975300.00 2664572.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 2745000.00 2386972.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 11241800.00 7777490.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 6392100.00 4256908.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 5773300.00 3823102.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 300.00 194.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 5344800.00 2294712.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 57.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 732400.00 439996.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 6105100.00 4153839.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 102.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 42656400.00 23098931.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 300.00 162.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1676600.00 1059128.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2100.00 1344.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 5017100.00 4238170.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 72.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 657300.00 500501.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 81.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 1368300.00 1001518.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 14046500.00 10281247.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 14348800.00 13216672.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 5422800.00 4381787.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 555200.00 488036.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1546600.00 1359504.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 2106200.00 1837564.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 90.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 179000.00 144576.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 19421700.00 16709833.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 7336800.00 6612654.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 892900.00 794859.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 6556000.00 6173162.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 10630600.00 9339359.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 100.00 84.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 80000.00 74657.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 4014500.00 4930601.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 17900.00 17984.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 1526300.00 1394711.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 318500.00 273274.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 1130000.00 1344445.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 36000.00 34808.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 125000.00 106149.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 17649800.00 14988179.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 18122600.00 15180259.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 900.00 754.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 300.00 299.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 85.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 3341800.00 3380909.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 13800.00 13469.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7408900.00 7551165.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 2262600.00 2070405.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 24999300.00 25532872.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2348400.00 2584531.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 64400.00 65387.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 90000.00 86627.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 8411000.00 8250198.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100100.00 96517.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 98800.00 99147.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 5713900.00 5718610.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 32755400.00 31661014.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 9166100.00 9097804.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 768100.00 781181.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 8455000.00 8805473.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 3468400.00 3480622.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 3723600.00 3744044.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 400.00 399.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 14320500.00 14019780.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 4338500.00 4178827.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 626500.00 593260.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 95.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1471300.00 1419521.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 700.00 654.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 96.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 6248200.00 6126131.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 75054600.00 73310809.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 33800.00 32297.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 31005500.00 29467286.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 96.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 6860900.00 6770405.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 52181000.00 51492738.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 27600.00 26979.36 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-05-26 Y RBC DOMINION SECURITIES INC 1.0000 7 N n/a n/a N N 0.0395 500000000.00 500000000.00 0.0043 N N Y N Royal Bank of Canada Royal Bank of Canada 4.100000% BIVA98Z25 549300HXQQQCCUBS2Z23 BIVA98Z25 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 1238148400.00 1229563078.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 319884600.00 305664460.42 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-06-22 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0410 1500000000.00 1500000000.00 0.0128 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.120000% BIVA99EN0 MBNUM2BPBDO7JBLYG310 BIVA99EN0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 378532800.00 349772824.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 228818000.00 196425379.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 319467200.00 300401821.11 U.S. Treasuries (including strips) Y 2027-06-02 2027-06-02 2027-06-02 N N N 0.0412 830000000.00 830000000.00 0.0071 N N N Y BofA Securities, Inc. BofA Securities, Inc. 4.170000% BIVA9AMG3 549300HN4UKV1E2R3U73 BIVA9AMG3 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 30297DAM2 2038-05-25 3.440000 0.00 6790370.00 3091887.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7T69 2042-08-25 2.500000 0.00 850000.00 647783.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABLQ4 2043-01-25 2.500000 0.00 750000.00 583676.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXBT1 2047-07-25 3.000000 0.00 60000.00 47271.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKF64 2031-10-25 1.724700 0.00 860000.00 514395.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPJF9 2052-11-25 4.940300 0.00 3500000.00 1857806.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRN86 2054-05-25 4.690300 0.00 100000000.00 48477700.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWPJ9 2055-07-25 5.000000 0.00 1900000.00 1630817.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYZ54 2055-03-25 4.500000 0.00 1503910.00 1192644.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5JK7 2055-06-25 4.750000 0.00 2204816.00 1797940.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6Y51 2032-10-25 4.500000 0.00 1741644.00 1619911.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G73X2 2056-10-25 4.800000 0.00 100000000.00 99041066.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137AN3R4 2041-05-15 2.500000 0.00 10000000.00 138612.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137B6LL3 2043-11-15 4.000000 0.00 2086240.00 1208598.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FMUK6 2047-12-25 6.108300 0.00 899996.00 39957.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCDK5 2054-04-25 4.640300 0.00 99792512.00 79308354.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HFJZ9 2054-09-25 4.940300 0.00 4995630.00 2907377.32 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQPD7 2056-03-25 4.500000 0.00 45418.00 36109.26 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRC31 2055-07-25 4.500000 0.00 12250000.00 10937874.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRCR8 2055-06-25 5.000000 0.00 3478372.00 2955060.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRK65 2055-07-25 4.750000 0.00 620109.00 505105.07 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394VHQ6 2036-01-25 5.500000 0.00 3092000.00 610237.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398SWG4 2040-11-25 4.000000 0.00 2000000.00 1050538.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B4Y5 2063-07-20 4.311300 0.00 200000.00 4572.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFZ4 2063-04-20 3.971200 0.00 2195394.00 769.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RJN7 2065-10-20 4.421200 0.00 2100000.00 182958.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RPV2 2066-01-20 4.771300 0.00 1300000.00 107179.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NX60 2055-07-20 5.500000 0.00 50000000.00 46329627.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DZ92 2051-12-20 1.750000 0.00 17312000.00 8823167.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KHV7 2073-11-20 4.747800 0.00 500000.00 430726.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KKA9 2073-09-20 3.947800 0.00 2399990.00 460254.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KYE6 2074-05-20 4.497800 0.00 1000000.00 943961.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MC55 2052-03-20 3.500000 0.00 1966000.00 1115306.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DYM3 2053-10-20 6.500000 0.00 10000000.00 2957765.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J5T7 2054-02-20 4.947800 0.00 100000000.00 29602513.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LAF6 2075-01-20 4.297800 0.00 20100000.00 10908436.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DBR6 2055-02-20 4.747800 0.00 40000000.00 31058171.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NYR9 2056-03-20 4.647800 0.00 12000000.00 11321493.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SBG7 2056-05-20 4.797800 0.00 30000000.00 29052368.89 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2027-08-31 Y BOFA SECURITIES INC 1.0000 7 N n/a n/a N N 0.0417 425000000.00 425000000.00 0.0036 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.210000% BIVA9V1R6 MBNUM2BPBDO7JBLYG310 BIVA9V1R6 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 3133TSQG1 2031-08-25 4.275500 0.00 44999994.00 62884.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5J49 2042-05-25 6.000000 0.00 1098384.00 37947.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMKK4 2035-01-25 4.000000 0.00 2162000.00 549056.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVBQ1 2045-04-25 3.500000 0.00 29499998.00 857946.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVF53 2045-01-25 2.250000 0.00 15900000.00 785422.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQP78 2052-06-25 5.000000 0.00 10703300.00 7313273.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSLD5 2054-07-25 4.790300 0.00 224000.00 147256.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTFX6 2054-10-25 4.690300 0.00 2000000.00 1459069.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXY40 2055-11-25 4.690300 0.00 1000000.00 944996.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXZS6 2055-09-25 4.740300 0.00 8000000.00 7520710.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G54A5 2056-06-25 4.690300 0.00 60000000.00 54745449.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137A2C82 2040-08-15 2.750000 0.00 5000000.00 80081.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRCS6 2056-03-25 4.690300 0.00 1359700.00 1222216.20 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393UAK9 2043-08-25 5.750000 0.00 11946304.00 1973044.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394DBP4 2035-04-25 5.500000 0.00 1370000.00 332179.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396XL85 2047-11-25 6.000000 0.00 2383380.00 190366.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31398LLG1 2039-12-15 10.423100 0.00 7803328.00 233319.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RFN0 2040-05-25 5.500000 0.00 15000000.00 113303.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PFA2 2057-11-26 3.000000 0.00 1550000.00 536433.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PSC4 2060-05-25 2.000000 0.00 250000.00 77323.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UA34 2067-04-20 4.348400 0.00 2500000.00 338040.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R4F0 2067-04-20 4.405700 0.00 91072.00 134332.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QHQ7 2065-06-20 5.000000 0.00 445338.00 376638.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S2U0 2067-03-16 5.000000 0.00 940888.00 752656.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KN73 2074-09-20 4.447800 0.00 2500000.00 2320899.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UBV1 2052-07-20 3.500000 0.00 14380000.00 11524037.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XNA8 2053-04-20 5.000000 0.00 751369.00 689193.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J5R1 2055-11-20 6.000000 0.00 420000.00 166463.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NGA7 2054-04-20 4.747800 0.00 15000000.00 5192966.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TV74 2068-05-16 4.750000 0.00 1044494.00 893702.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XXK4 2054-11-20 5.097800 0.00 10858600.00 5874337.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YRG8 2054-10-20 4.597800 0.00 46299000.00 28406745.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HKG1 2052-08-20 5.321100 0.00 2759956.00 2056570.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JBL6 2044-11-20 4.750000 0.00 10398672.00 8343747.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RCE3 2056-04-20 4.797800 0.00 25000000.00 24211245.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TEX5 2041-05-20 6.000000 0.00 9622848.00 9365576.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WPW8 2056-08-20 4.707800 0.00 30000000.00 29270565.72 Agency Collateralized Mortgage Obligation Y 2027-09-07 2027-09-07 2027-09-07 N N N 0.0421 205000000.00 205000000.00 0.0017 N N N Y Bank of Montreal Bank of Montreal 3.900000% BIVABTTD9 NQQ6HPCNCCU6TUTQYE16 BIVABTTD9 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 63333333.33 8592747.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6C0 2031-11-01 2.500000 0.00 59271839.50 6721551.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6Y2 2032-02-01 2.500000 0.00 33466764.67 4563509.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MMVW0 2031-12-01 2.000000 0.00 30624928.97 3668003.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MMVX8 2032-01-01 2.000000 0.00 31945927.40 4228449.59 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BC4W0 2028-09-01 4.500000 0.00 25333333.33 25169426.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A8Y37 2033-01-01 3.000000 0.00 50423637.03 7997358.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3E2 2033-01-01 2.500000 0.00 144486401.23 48311663.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3H5 2030-01-01 2.500000 0.00 121758306.10 32816226.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CWLE2 2035-04-01 2.500000 0.00 26162494.60 6576782.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJRM2 2032-01-01 2.000000 0.00 53814153.47 7785401.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5DQ9 2032-03-01 2.500000 0.00 26787353.93 3519741.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5SL4 2032-03-01 2.500000 0.00 49278118.17 6306293.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73N3 2031-03-01 2.500000 0.00 67051231.17 3977103.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 4.055000 0.00 10578627.47 10088059.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QB5L8 2034-11-01 2.500000 0.00 88849786.13 18238092.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCAM8 2034-11-01 2.500000 0.00 28640449.90 5702140.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DP7 2051-10-01 3.500000 0.00 47500000.00 34897801.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2DX6 2035-02-01 2.500000 0.00 7736727.17 4759963.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4S99 2048-08-01 3.500000 0.00 114808404.40 94722816.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDB70 2034-08-01 2.500000 0.00 67531284.53 19120205.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDBG0 2035-02-01 2.500000 0.00 16023199.07 3942775.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJNG4 2048-06-01 5.000000 0.00 53622288.30 29621675.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 21358495.33 10841498.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKJN1 2030-01-01 2.500000 0.00 103075000.00 25001891.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKMH0 2048-08-01 5.000000 0.00 38843047.73 22016348.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL5N4 2033-07-01 2.500000 0.00 66825235.67 30361891.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLP69 2031-10-01 4.000000 0.00 37249520.27 14623847.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMET9 2033-08-01 3.500000 0.00 79604793.37 37824572.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFH2 2032-01-01 2.000000 0.00 50848685.40 7486668.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3.000000 0.00 190000000.00 26670347.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.500000 0.00 31666666.67 17648423.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 64473333.33 25504940.45 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 12395543.00 6052924.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 63333333.33 31544208.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 31666666.67 16469807.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 63333333.33 33794311.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALNN6 2067-05-20 6.676000 0.00 9321664.73 1565615.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALQ45 2067-05-20 6.778000 0.00 9533992.90 1073551.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALRL6 2067-07-20 6.805000 0.00 12680122.47 1307604.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUW4 2067-06-20 6.835000 0.00 24522086.53 2627653.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUX2 2067-06-20 6.822000 0.00 15837347.40 2799519.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQCJ6 2067-06-20 6.644000 0.00 4152686.23 157265.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQE47 2067-10-20 6.869000 0.00 16168680.17 4091205.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEH8 2067-10-20 7.006000 0.00 11741233.03 1836587.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEV7 2067-10-20 6.843000 0.00 12707048.00 4114589.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1T29 2067-08-20 7.175000 0.00 9510887.00 2079960.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TK9 2067-07-20 6.885000 0.00 15878872.53 3131847.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TU7 2067-08-20 6.894000 0.00 12742117.57 2306645.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1UF8 2067-09-20 7.075000 0.00 28609666.10 4712822.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32H1 2067-07-20 6.949000 0.00 24688451.17 4209486.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32Z1 2067-06-20 6.844000 0.00 9540581.47 1849560.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B3Q93 2067-08-20 7.040000 0.00 3658374.00 737953.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA7A5 2067-08-20 7.239000 0.00 6097882.17 196538.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2K2 2067-11-20 6.800000 0.00 12709388.80 2885491.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2L0 2067-11-20 6.825000 0.00 9556894.23 1199682.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZ75 2067-10-20 6.933000 0.00 12704428.53 3045641.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZN0 2067-09-20 7.134000 0.00 12676440.90 1684627.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZR1 2067-10-20 6.962000 0.00 12666666.67 2880360.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BJ4T8 2067-11-20 6.446000 0.00 828441.80 296548.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKP1 2067-09-20 6.953000 0.00 24804541.17 4069078.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BMKT3 2067-09-20 7.054000 0.00 15055464.47 1995366.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BQMV7 2067-11-20 6.900000 0.00 9552985.30 2416444.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTM25 2067-11-20 6.699000 0.00 20523539.07 5104882.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTYP1 2067-11-20 6.868000 0.00 22236741.20 4880206.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA25 2067-10-20 6.763000 0.00 15587891.97 2913276.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA66 2067-10-20 6.867000 0.00 25406985.57 6152757.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BUA74 2067-10-20 6.806000 0.00 25291438.33 5025510.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F5Y46 2072-05-20 5.562000 0.00 9848333.33 10108942.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F7PB6 2072-05-20 5.841000 0.00 6966666.67 7221801.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGB61 2068-02-20 6.407000 0.00 6260171.30 1838827.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617GGBU8 2068-01-20 6.648000 0.00 1786391.40 437350.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD87 2071-08-20 6.760000 0.00 12533971.30 7845384.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDT3 2072-05-20 5.677000 0.00 6586666.67 7736229.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDU0 2072-05-20 5.734000 0.00 12381666.67 13279278.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGB79 2072-05-20 5.917000 0.00 6333333.33 7127521.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YGCL7 2072-06-20 5.889000 0.00 12666666.67 13740171.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC49 2072-04-20 5.696000 0.00 9500000.00 9618908.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSC98 2072-04-20 5.653000 0.00 6875958.77 7155738.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWBU3 2072-04-20 5.642000 0.00 9500000.00 9240588.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEA2 2072-05-20 5.645000 0.00 8803333.33 9775519.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXEW4 2072-03-20 5.813000 0.00 5584272.90 4825438.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 31666666.67 25859627.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAH6 2054-09-20 6.500000 0.00 63333333.33 22588259.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZH3 2067-12-20 6.627000 0.00 1865651.17 441769.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184YZJ9 2067-11-20 6.620000 0.00 852092.37 234641.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 19000000.00 16575708.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMH6 2067-10-20 6.547000 0.00 4141160.83 909333.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195XMK9 2067-11-20 6.319000 0.00 4272550.90 1519158.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UK75 2067-06-20 6.729000 0.00 27304723.30 2618817.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL25 2067-08-20 7.005000 0.00 12364532.47 2529293.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UL74 2067-07-20 7.084000 0.00 5442164.93 618499.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULM1 2067-07-20 7.149000 0.00 12212286.10 1579938.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULP4 2067-06-20 7.062000 0.00 9728336.30 298575.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196ULQ2 2067-08-20 6.986000 0.00 11495652.97 1591355.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMH1 2067-08-20 6.878000 0.00 2453710.67 424067.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UMS7 2067-09-20 6.949000 0.00 3620241.00 741494.15 Agency Mortgage-Backed Securities Y 2026-10-02 2026-10-02 2026-10-02 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0390 950000000.00 950000000.00 0.0081 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.900000% BIVABTVZ7 RUC0QBLBRPRCU4W1NE59 BIVABTVZ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283BCC0 2027-10-15 3.500000 0.00 14663406.10 714.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VBB9 2028-12-15 2.500000 0.00 48700206.85 19150.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325VHV9 2034-03-15 4.000000 0.00 11934852.55 51189.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325WXD9 2047-09-15 4.500000 0.00 94879495.60 4172128.34 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31325YCL0 2052-03-15 2.500000 0.00 7757100.00 890319.51 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132J0P50 2047-09-15 2.000000 0.00 106112464.05 18145888.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q6X41 2055-08-25 6.000000 0.00 90055503.35 18056319.74 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133QBK69 2036-10-25 5.500000 0.00 1275000.00 1271718.86 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCBD7 2033-12-01 5.500000 0.00 180735357.20 125540.10 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCKD7 2034-08-01 5.500000 0.00 90883881.05 71334.30 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCN77 2036-07-01 6.500000 0.00 9995158.50 13279.77 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FCP26 2036-03-01 6.500000 0.00 10220841.15 13216.83 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FEMT6 2035-05-01 4.500000 0.00 13868674.80 9496.69 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5UY8 2052-05-01 3.000000 0.00 33903100.00 26696215.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5ZM9 2056-03-01 6.000000 0.00 34135651.50 32151897.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7CL2 2056-07-01 5.500000 0.00 37992392.20 36474142.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UK62 2053-09-01 5.500000 0.00 141493214.25 24440033.39 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424VHM9 2054-08-01 5.500000 0.00 385655.20 71350.39 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RW97 2056-03-01 5.500000 0.00 9340710.35 8253883.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DR85 2061-08-16 3.998500 0.00 37463750.00 30143176.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381S6U6 2058-11-16 4.500000 0.00 42925000.00 40763753.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TWJ7 2068-11-16 5.248500 0.00 28900000.00 28972669.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KRE2 2055-12-20 5.000000 0.00 36430622.60 32031361.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SNZ2 2056-05-20 4.547800 0.00 35168439.75 33866533.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WB52 2047-12-20 5.000000 0.00 30747900.00 28955820.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WBT0 2056-07-20 4.467800 0.00 32874210.70 32019621.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WUC6 2056-08-20 4.347800 0.00 80750000.00 80253002.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WWE0 2066-08-20 4.497800 0.00 59226889.05 56274086.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WYS7 2056-08-20 5.000000 0.00 18955309.40 17963326.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WZF4 2066-08-20 4.547800 0.00 119829888.15 116581441.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XT51 2051-02-20 1.500000 0.00 34000000.00 27825713.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YHK9 2066-09-20 4.595200 0.00 170000000.00 170421675.08 Agency Collateralized Mortgage Obligation Y 2026-10-02 2026-10-02 2026-10-02 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0390 850000000.00 850000000.00 0.0072 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.890000% BIVABUGR9 254900BN8XS34XZDJ223 BIVABUGR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 5057.50 9980.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 27112424.50 26253608.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 14875000.00 15945738.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 9002171.50 8476237.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 28159029.50 24486280.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 2261.00 1315.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 5703253.50 3691738.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 476.00 224.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 251090.00 169048.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2622998.00 1679245.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 117359466.00 103104457.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 476.00 467.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1233256.50 1204009.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1011.50 1242.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 119.00 119.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 5950000.00 7706070.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 357.00 358.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 152755064.00 139590250.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 29479394.00 26356435.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 57893.50 55977.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 119.00 101.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 59.50 59.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4854545.50 4288624.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 973122.50 968475.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 4098479.00 4177177.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 657058.50 634130.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 11100915.00 11035326.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 416.50 418.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 690854.50 663006.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 476.00 468.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 3261254.50 3311276.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 3783902.50 3801207.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 1071119.00 1040730.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 119.00 114.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 56882.00 56319.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 29750000.00 30065733.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 126284466.00 120128035.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1056006.00 1047844.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 238.00 240.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 2315621.00 2319479.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 59.50 60.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 59.50 58.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 10338363.00 10098165.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 732207.00 678862.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 53550000.00 50893330.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 238.00 234.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 175822.50 174253.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 2793525.00 2783501.38 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-20 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0389 595000000.00 595000000.00 0.0051 N N Y N Bank of Montreal Bank of Montreal 3.910000% BIVACB9F4 NQQ6HPCNCCU6TUTQYE16 BIVACB9F4 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 3132DMNG6 2050-06-01 3.000000 0.00 24820813.33 9120997.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133AJH71 2051-04-01 2.000000 0.00 34850000.00 16969264.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KM4U6 2051-11-01 2.000000 0.00 22700670.37 12886369.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133Q3SP7 2027-04-25 4.000000 0.00 27880000.00 25777833.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133QBPE7 2029-09-25 5.100000 0.00 4600200.00 4609852.75 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AMQD6 2054-10-01 5.500000 0.00 24395000.00 17461758.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXLU4 2059-01-01 4.500000 0.00 50065337.14 14862077.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNWM0 2052-04-01 2.500000 0.00 23799762.00 13497159.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UN6R3 2056-09-01 6.000000 0.00 17681974.14 17536740.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UPQF2 2056-10-01 6.000000 0.00 15988028.56 15877908.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UQMJ6 2056-09-01 5.500000 0.00 13646730.28 13107760.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4SF5 2051-09-01 4.500000 0.00 20849421.64 17479116.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7EK2 2052-03-01 2.000000 0.00 22250348.42 16676720.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7G79 2052-05-01 2.500000 0.00 21083596.21 16477517.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7NJ5 2041-05-01 4.000000 0.00 17332888.66 16034064.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W63 2052-04-01 2.500000 0.00 16147610.19 12934233.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W89 2056-10-01 5.500000 0.00 15527840.58 14919483.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W97 2056-10-01 5.500000 0.00 18532169.86 17863780.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7XA3 2056-09-01 5.500000 0.00 14178546.86 13652658.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7XD7 2056-09-01 5.500000 0.00 14423653.88 13844653.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7ZH6 2056-08-01 5.500000 0.00 18397600.07 17670058.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7ZK9 2056-08-01 5.500000 0.00 16007847.05 15360034.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7ZL7 2056-07-01 5.500000 0.00 13774005.96 13216676.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPKK4 2052-05-01 2.500000 0.00 22820999.05 14733876.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6CY4 2055-03-01 5.000000 0.00 18700463.30 15252215.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6JD3 2055-04-01 6.000000 0.00 18624845.77 15413847.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6KU3 2055-04-01 7.000000 0.00 20291559.57 13206971.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418F2X4 2041-09-01 4.500000 0.00 14642573.91 13793040.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418F4D6 2041-09-01 5.500000 0.00 15305655.10 15193733.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XZW4 2053-02-01 4.000000 0.00 23131506.28 3656661.51 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVJ5 2051-03-01 2.000000 0.00 69700000.00 7021093.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427GWK6 2055-11-01 5.000000 0.00 17904046.71 14749162.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427P4F8 2052-07-01 2.500000 0.00 17438687.69 12825491.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PTT1 2055-09-01 5.500000 0.00 17425000.00 14063436.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QUH3 2055-11-01 5.000000 0.00 14968086.85 13397688.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RT34 2052-02-01 2.000000 0.00 19279404.74 14148407.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TGR1 2054-12-01 5.500000 0.00 18558126.84 17568093.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULD3 2055-11-01 5.500000 0.00 16452733.79 15913537.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULG6 2052-07-01 2.500000 0.00 22784384.25 18057852.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULH4 2056-10-01 5.500000 0.00 18475865.51 17763076.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULJ0 2056-09-01 5.500000 0.00 14379007.54 13804243.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULK7 2056-09-01 5.500000 0.00 7622834.59 7363159.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULL5 2056-09-01 5.500000 0.00 16305774.13 15740494.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UPK3 2056-08-01 5.500000 0.00 15326302.33 14715741.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GA8 2053-04-25 3.500000 0.00 29978276.68 4628237.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GE0 2053-07-25 4.000000 0.00 52115216.23 9416340.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX2K2 2056-07-01 6.500000 0.00 18782594.30 18269250.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYK87 2056-09-01 4.000000 0.00 17066794.27 14971302.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWH74 2056-03-01 4.500000 0.00 15765242.96 13992436.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWTV8 2056-03-01 5.000000 0.00 14957281.95 13443886.48 Agency Mortgage-Backed Securities Y 2026-10-07 2026-10-07 2026-10-21 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0391 697000000.00 697000000.00 0.0059 N N Y N CIBC World Markets Corp. CIBC World Markets Corp. 3.910000% BIVACFSS6 549300445CON3DBMU275 BIVACFSS6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 12000.00 11767.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0.00 0.00 120000.00 117983.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 31680.00 29525.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 187500.00 112642.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 9461460.00 9277597.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 8994060.00 11046489.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 27300000.00 32480839.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 60.00 50.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 60.00 50.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 4585020.00 4566138.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 644220.00 678751.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 24780.00 21891.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 15000000.00 14843111.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 453600.00 445978.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 3034200.00 3016272.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 36247440.00 33715511.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 7372380.00 7293018.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 60.00 55.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 28044420.00 26134959.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 7749300.00 7657316.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 19800000.00 19427828.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 740820.00 680284.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 85401000.00 83215941.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 2940.00 2837.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 4200000.00 3986749.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 17563380.00 16751331.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 4021800.00 3928358.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 606480.00 562295.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 1799760.00 1710472.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 83400.00 82429.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 2749920.00 2647877.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 17711700.00 16978896.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 4939020.00 4873874.89 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-22 Y CANADIAN IMPERIAL BK OF COMMERCE 1.0000 7 N n/a n/a N N 0.0391 300000000.00 300000000.00 0.0026 N N Y N DNB Bank ASA DNB Bank ASA 3.900000% BIVACSAU2 549300GKFG0RYRRQ1414 BIVACSAU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 5834400.00 5721545.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 17906700.00 17558723.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 428740100.00 418572421.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 100.00 84.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 14861100.00 13867625.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 200.00 196.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 17435000.00 17021215.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 19379500.00 19015231.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 15797600.00 15853270.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 2447000.00 2361531.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 631000.00 623655.32 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 500000000.00 500000000.00 0.0043 N Y Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.990000% BIVADHHY0 UVCP0ONBRH8AI9HEYC97 BIVADHHY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 3.0 15-NOV-2044 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 201000000.00 144056700.00 U.S. Treasuries (including strips) TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 349000000.00 226291600.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 357000000.00 180927600.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0399 525024666.70 525024666.70 0.0045 N Y Y N Bank of New York Mellon (The) Bank of New York Mellon (The) 3.880000% BIVADN0G4 HPFHU0OQ28E4N0NFVK49 BIVADN0G4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 146173700.00 124751323.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 180140000.00 128955425.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 178949000.00 127317023.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 207000000.00 134774077.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 227890000.00 137357108.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 182537000.00 132807760.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 145200000.00 134168067.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 143000000.00 138217880.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 144500000.00 137435585.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 144250000.00 134338726.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 148000000.00 142918420.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 132105000.00 130693237.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 129240000.00 130265417.55 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 1700000000.00 1700000000.00 0.0145 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.900000% BIVADN2G2 X574KRZ6V5A7UBU45C31 BIVADN2G2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 48875000.00 49844000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 12707500.00 12959440.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 48625000.00 49607500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47125000.00 48047500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 47125000.00 48047500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 25187500.00 25667000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 25187500.00 25667000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 25187500.00 25667000.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0.00 0.00 13500000.00 13732920.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 12812500.00 13027500.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 12812500.00 13027500.00 U.S. Treasuries (including strips) TREASURY BOND 2.75 15-NOV-2042 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 16013750.00 16337187.50 U.S. Treasuries (including strips) TREASURY BOND 3.375 15-MAY-2044 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 17192500.00 17523153.75 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 33187500.00 33859562.50 U.S. Treasuries (including strips) TREASURY BOND 2.875 15-NOV-2046 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 9956250.00 10157868.75 U.S. Treasuries (including strips) TREASURY BOND 4.75 15-MAY-2055 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 43937500.00 44804625.00 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49875000.00 50886687.50 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 49875000.00 50886687.50 U.S. Treasuries (including strips) TREASURY NOTE 4.625 15-NOV-2026 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 21945000.00 22390142.50 U.S. Treasuries (including strips) TREASURY NOTE 4.25 15-AUG-2035 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 45875000.00 46797125.00 U.S. Treasuries (including strips) TREASURY NOTE 3.625 31-AUG-2030 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 41140000.00 41939222.32 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2038 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0.00 0.00 12750000.00 12996000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2037 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 26937500.00 27462000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2038 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0.00 0.00 26125000.00 26620500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 11187500.00 11410500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 11187500.00 11410500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 11187500.00 11410500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2052 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 11187500.00 11410500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2038 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 6343750.00 6458000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-MAY-2039 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 12281250.00 12530750.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2040 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 23500000.00 23917500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2041 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 21937500.00 22376000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2041 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 16750000.00 17044000.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 19328750.00 19675610.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-FEB-2042 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 20562500.00 20931500.00 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2042 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0.00 0.00 19875000.00 20262000.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 899283750.00 899283750.00 0.0077 N Y Y N Fixed Income Clearing Corp. - ING Financial Markets, LLC Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.880000% BIVADN744 N/A BIVADN744 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 100000000.00 99775600.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 62000000.00 55793660.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 48700000.00 47568187.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 24000000.00 24108818.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 185000000.00 172912027.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 90000000.00 84306484.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 2700000.00 2677802.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 105100000.00 104540835.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 200.00 203.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 475800000.00 470344477.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 1757000.00 1768107.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 41000000.00 39921022.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 401400000.00 392074020.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 34291000.00 34208838.76 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 1500000000.00 1500000000.00 0.0128 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 3.890000% BIVADN7N2 SUVUFHICNZMP2WKHG940 BIVADN7N2 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 38383WCW4 2053-02-20 4.497800 0.00 50000000.00 19508907.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383YAU6 2052-08-20 4.500000 0.00 25000000.00 15550044.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D8D2 2053-11-20 7.500000 0.00 11534979.00 9939493.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DBY2 2053-10-20 7.500000 0.00 14665785.00 11246733.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DCB1 2053-10-20 7.500000 0.00 20244689.00 17378259.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DHF7 2053-10-20 7.500000 0.00 19358700.50 15555818.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DWT0 2053-10-20 5.247800 0.00 50000000.00 11412180.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GKE9 2053-12-20 4.997800 0.00 50000000.00 16719127.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GYP9 2053-12-20 4.997800 0.00 6749001.00 4180292.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAG5 2054-05-20 4.947800 0.00 50000000.00 16803755.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PL40 2054-06-20 4.797800 0.00 50000000.00 17178119.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384TTL6 2067-01-16 4.500000 0.00 16945115.00 14799897.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385B2L3 2053-12-20 4.497800 0.00 22340045.00 8892030.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EH80 2055-03-20 6.647800 0.00 50000000.00 23248050.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385HPM3 2055-10-20 4.767800 0.00 13445935.00 12495694.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SUP6 2056-05-20 4.000000 0.00 16227111.50 14342151.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WLT9 2056-07-20 4.647800 0.00 8161232.50 7892863.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WN42 2056-08-20 4.647800 0.00 14080333.00 13749563.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XLV2 2056-06-20 6.500000 0.00 10224000.00 10401753.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XLY6 2056-06-20 6.000000 0.00 24063500.00 24083677.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XUX8 2056-08-20 5.000000 0.00 25000000.00 23644814.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XZD7 2056-08-20 4.647800 0.00 15399304.00 15037735.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YUR9 2055-06-20 5.000000 0.00 15240000.00 14497580.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YYM6 2056-09-20 5.500000 0.00 11465333.50 10874003.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YYW4 2056-07-20 5.500000 0.00 22721000.00 21547541.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YYZ7 2056-07-20 7.000000 0.00 11360500.00 11519909.27 Agency Collateralized Mortgage Obligation Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 375000000.00 375000000.00 0.0032 N Y Y N Banco Santander, S.A. Banco Santander, S.A. 3.890000% BIVADN7V4 5493006QMFDDMYWIAM13 BIVADN7V4 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 31281BN63 2036-09-01 5.500000 0.00 875.00 8.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XW2W2 2047-06-01 4.500000 0.00 11674418.00 2401315.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y9U76 2049-02-01 4.500000 0.00 11742004.75 2812689.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMFS9 2049-12-01 3.500000 0.00 5127722.25 1888902.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNUC5 2052-08-01 5.000000 0.00 28045708.25 18723273.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNYQ0 2052-09-01 5.000000 0.00 38270538.25 24618459.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQCP9 2053-03-01 5.500000 0.00 5783750.00 3670221.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQNE2 2052-02-01 2.500000 0.00 15318000.25 8666400.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSAM4 2053-12-01 6.000000 0.00 10085157.25 6820096.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 41116250.00 29226708.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0FD9 2053-08-01 5.500000 0.00 2887500.00 1885695.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132H5A24 2042-06-01 4.500000 0.00 18366691.00 2036252.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132H7FV1 2042-09-01 4.000000 0.00 117687500.00 24112382.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132L63W9 2045-05-01 4.000000 0.00 22707297.38 3726203.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132QRQQ6 2045-07-01 4.000000 0.00 45107311.38 6037055.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132VNNF6 2049-03-01 4.000000 0.00 31618482.00 4516340.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132VPKK3 2049-04-01 4.500000 0.00 8600418.75 1396253.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132XY5S2 2048-05-01 4.500000 0.00 11605699.00 2250507.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B03B7 2051-12-01 3.000000 0.00 5506002.25 2523437.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VG3 2052-01-01 2.000000 0.00 21872421.38 13130297.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VH1 2052-01-01 2.000000 0.00 21834390.38 12749322.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VM0 2052-01-01 2.000000 0.00 22098742.75 13665457.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VR9 2052-01-01 2.000000 0.00 22466753.75 13249341.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VU2 2052-01-01 2.000000 0.00 21961818.38 13671608.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133B1VV0 2052-01-01 2.000000 0.00 21857582.25 13089140.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BB3N7 2052-05-01 4.000000 0.00 3570086.63 1677106.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BBR43 2052-05-01 3.500000 0.00 7498608.25 4577394.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BH4N3 2052-08-01 5.000000 0.00 9090375.00 5653518.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BKAM1 2052-08-01 5.000000 0.00 34595747.38 22458015.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BKKT5 2052-09-01 5.000000 0.00 5110000.00 2979513.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BKMV8 2052-09-01 5.000000 0.00 6597115.00 3385110.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BKUR8 2052-09-01 5.000000 0.00 1806402.50 1075630.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BUGM3 2053-01-01 6.000000 0.00 4421375.00 2363031.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133JL6E4 2052-03-01 3.000000 0.00 5520199.13 3530502.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133JL6F1 2052-02-01 3.500000 0.00 2545192.13 1946067.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPZD3 2052-09-01 5.000000 0.00 16493750.00 10203931.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQHE9 2052-12-01 5.500000 0.00 7184625.00 4856422.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133N2TQ9 2051-12-01 3.000000 0.00 9198212.63 4526176.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BW5A0 2055-09-25 4.740300 0.00 79754304.00 74100347.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6KM9 2056-07-25 4.640300 0.00 10780980.00 10240159.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHEB3 2054-11-25 4.990300 0.00 875.00 514.41 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EDDE8 2042-04-01 4.000000 0.00 27991169.50 3718958.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGSR6 2046-03-01 3.500000 0.00 56980000.00 11172060.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WK2X2 2047-06-01 4.500000 0.00 41663322.75 9274039.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKQ24 2047-04-01 4.500000 0.00 81883326.00 13829641.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKUF0 2047-05-01 4.000000 0.00 87503376.63 16598486.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WUAH6 2043-06-01 4.000000 0.00 14787500.00 1826754.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B4QS2 2055-03-01 6.500000 0.00 4712750.00 2930144.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BUQU9 2055-11-01 5.500000 0.00 755125.00 691532.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BXKU9 2055-12-01 5.000000 0.00 8427587.00 7381421.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E9KK1 2046-02-01 4.000000 0.00 12662591.38 2419947.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.500000 0.00 84616875.00 21228383.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXG48 2057-09-01 3.500000 0.00 29207500.00 8848062.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKA9 2052-03-01 4.000000 0.00 15070005.13 4102162.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXVF6 2050-05-01 4.000000 0.00 20941477.38 10944236.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HKZF8 2048-08-01 4.500000 0.00 1881453.00 613306.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HUS49 2034-07-01 2.980000 0.00 11324250.00 9572791.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9TV3 2048-12-01 4.500000 0.00 96879819.75 12537634.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JG7D1 2048-11-01 4.500000 0.00 15088500.00 1650792.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JGW27 2048-09-01 4.000000 0.00 9790626.13 2654229.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JLCK8 2049-03-01 4.500000 0.00 5920475.75 1343163.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JPLP8 2049-05-01 4.500000 0.00 16467500.00 4409227.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K06Y9 2049-12-01 3.500000 0.00 25924006.50 4047080.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KDFR6 2050-06-01 2.500000 0.00 42944623.75 17984898.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MMZT8 2052-08-01 5.000000 0.00 14087500.00 8920862.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MPJT9 2052-07-01 5.000000 0.00 642818.75 471778.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MQBW8 2052-06-01 4.000000 0.00 2943830.75 1325984.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSCA1 2052-07-01 5.000000 0.00 2231134.50 1288537.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSRG2 2052-12-01 4.500000 0.00 3785210.63 2708201.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MWMM5 2053-03-01 4.500000 0.00 15926245.13 11062492.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MXQK3 2052-09-01 5.000000 0.00 6547380.00 3969954.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N1DR1 2052-08-01 5.000000 0.00 2234769.25 1466470.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N1P56 2052-09-01 5.000000 0.00 7823519.38 4754058.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N4RH2 2052-10-01 5.000000 0.00 1650652.50 1127718.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N5JL9 2052-11-01 5.500000 0.00 2719954.13 1381242.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N6D25 2053-02-01 6.000000 0.00 6741000.00 5136321.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NBJ69 2053-04-01 5.000000 0.00 22019859.75 17034636.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NEZ40 2053-04-01 5.500000 0.00 4094494.25 2629942.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NHCP1 2053-06-01 6.000000 0.00 1417500.00 1014856.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NJJB1 2053-05-01 6.000000 0.00 1042125.00 719226.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NL5S4 2053-07-01 5.500000 0.00 9065000.00 6319231.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NQHE1 2053-08-01 6.500000 0.00 887425.00 834308.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0BK7 2030-08-01 4.180000 0.00 35498750.00 34177387.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0KV3 2030-10-01 3.910000 0.00 30654750.00 29156950.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QA2S8 2049-05-01 4.000000 0.00 21875000.00 5378475.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QAS50 2049-03-01 5.000000 0.00 43750000.00 10705266.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDVS0 2050-06-01 2.000000 0.00 16509440.50 6945832.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDVT8 2050-06-01 2.000000 0.00 11797303.88 4976988.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QR5Q2 2053-05-01 5.500000 0.00 7000000.00 4597111.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRUQ4 2053-03-01 5.500000 0.00 10115000.00 7807222.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWQ2 2053-04-01 5.000000 0.00 38486318.50 24786529.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRXH1 2053-04-01 5.500000 0.00 19393689.00 11584752.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRXP3 2053-04-01 6.000000 0.00 5600000.00 3622757.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRXW8 2053-04-01 6.000000 0.00 39201589.88 22679092.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSEE7 2053-06-01 5.500000 0.00 22002121.75 17957459.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSFY2 2053-06-01 5.500000 0.00 28832331.50 23585758.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSG70 2053-05-01 5.000000 0.00 1882869.63 1284180.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.500000 0.00 22114885.63 16535418.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6.000000 0.00 37001377.88 24146567.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTUX5 2054-01-01 6.500000 0.00 61120503.50 36852160.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTZS1 2054-02-01 4.500000 0.00 9474239.25 7102751.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QU6J0 2054-08-01 5.000000 0.00 6279000.00 4966309.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUQK5 2054-05-01 6.500000 0.00 13492500.00 9207263.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 40224174.38 33765675.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9ML9 2056-04-01 5.000000 0.00 1350125.00 1111381.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9PM4 2056-04-01 5.000000 0.00 559125.00 489750.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3RG6 2055-11-01 5.500000 0.00 4222916.25 3592224.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W56C3 2052-09-01 4.000000 0.00 5677000.00 4797076.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFP96 2050-09-01 3.000000 0.00 23094115.63 10605514.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMDJ2 2045-08-01 4.000000 0.00 37649528.88 23891102.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNCQ5 2053-10-01 5.500000 0.00 34142500.00 23930307.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7QS0 2055-10-01 6.000000 0.00 20588750.00 19130676.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9ZF4 2056-09-01 6.000000 0.00 6227830.00 6172024.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412PDF5 2035-02-01 5.500000 0.00 65755331.25 809713.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416XBJ8 2040-11-01 4.000000 0.00 2029868.75 99505.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417CTP0 2042-08-01 4.000000 0.00 111940451.00 5385792.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418NBH2 2040-03-01 5.500000 0.00 52548223.00 2822941.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YC70 2055-01-01 6.000000 0.00 9970625.00 7506929.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425YC88 2055-01-01 6.500000 0.00 15602291.25 11889757.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426PTJ4 2055-05-01 6.000000 0.00 1562014.13 1172172.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QYA5 2055-04-01 7.000000 0.00 2418698.63 1641517.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426QYW7 2055-06-01 6.000000 0.00 28004295.38 24613448.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426SMB2 2055-07-01 6.500000 0.00 11290182.75 10260997.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426TRV1 2055-07-01 5.500000 0.00 14945000.00 13229215.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.500000 0.00 20606425.88 17426131.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427CCU5 2055-10-01 5.000000 0.00 8219363.25 7299651.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427CCW1 2055-10-01 5.500000 0.00 875.00 764.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HLQ3 2055-11-01 4.500000 0.00 2330739.25 2081960.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HLR1 2055-11-01 5.000000 0.00 25580483.25 22745378.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HLS9 2055-11-01 5.500000 0.00 10396429.75 9150243.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427HLT7 2055-10-01 6.000000 0.00 1637961.50 1601628.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427Q5Y4 2055-10-01 5.500000 0.00 2249625.00 1864618.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GQQY1 2053-12-01 5.500000 0.00 8329761.13 6359062.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRBN9 2054-02-01 6.000000 0.00 19831875.00 12672534.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GW4D8 2056-03-01 5.000000 0.00 31432386.13 27635671.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWDG1 2055-12-01 6.000000 0.00 26123075.13 23396593.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWEJ4 2055-12-01 6.000000 0.00 2678375.00 2436717.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GXVR5 2056-06-01 4.500000 0.00 19132925.00 17210648.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWUF1 2056-03-01 5.000000 0.00 9511250.00 8742779.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JYDG4 2056-04-01 5.000000 0.00 1841875.00 1690829.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JYL59 2056-04-01 5.000000 0.00 296625.00 275022.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.500000 0.00 28946664.25 9732002.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJU3 2051-07-20 4.000000 0.00 7702152.50 3018792.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNG9 2051-09-20 3.500000 0.00 198692.38 100449.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.967800 0.00 61250000.00 46746883.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PVM2 2055-07-20 4.967800 0.00 8803176.38 7163395.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383JJD8 2065-11-16 2.482400 0.00 152232416.00 115657664.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XGM8 2056-07-20 4.647800 0.00 42775040.00 41887845.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YSF8 2056-09-20 4.450000 0.00 61250000.00 61758810.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YTK6 2056-09-20 5.000000 0.00 32193677.25 30095414.99 Agency Collateralized Mortgage Obligation Resolution Funding Corp N/A 76116EGR5 2030-01-15 0.00 0.00 2597875.00 2189857.95 Agency Debentures and Agency Strips Resolution Funding Corp N/A 76116EHM5 2029-04-15 0.00 0.00 4515875.00 3957730.91 Agency Debentures and Agency Strips Resolution Funding Corp N/A 76116EHP8 2030-04-15 0.00 0.00 6037500.00 5023574.33 Agency Debentures and Agency Strips Resolution Funding Corp N/A 76116FAB3 2030-01-15 0.00 0.00 8473500.00 7142669.04 Agency Debentures and Agency Strips Resolution Funding Corp N/A 76116FAC1 2030-04-15 0.00 0.00 141115625.00 117416949.17 Agency Debentures and Agency Strips U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 32890725.00 33351239.30 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1750000000.00 1750000000.00 0.0149 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.890000% BIVADN7X0 5U0XI89JRFVHWIBS4F54 BIVADN7X0 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 36179TSG1 2048-02-20 3.500000 0.00 14277705.33 1508266.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 3970.00 2510.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMJ0 2053-12-20 5.000000 0.00 3362111.33 2685146.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 2522078.67 2079446.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB77 2054-10-20 4.000000 0.00 946430.67 764218.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 16273529.33 13152231.09 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 16666666.67 16992812.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 3123600.00 2658485.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 6163266.67 5562583.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 4774866.67 3939826.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 21359800.00 16441930.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 183457133.33 152809013.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 161088533.33 140414068.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 1311466.67 1152170.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 50076800.00 49837683.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1193600.00 1187737.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 6243600.00 6147929.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 4969600.00 4975702.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 1567400.00 1482375.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 298668200.00 288689439.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 16666666.67 16168866.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 54866.67 54442.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 16955733.33 16406655.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 51083000.00 48372714.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 2945933.33 2807748.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 222025466.67 217822133.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 6028333.33 5755011.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 130600.00 128883.79 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000000.00 1000000000.00 0.0085 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.890000% BIVADN7Z5 L3I9ZG2KFGXZ61BMYR72 BIVADN7Z5 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 3132DNSJ3 2052-07-01 4.500000 0.00 45000000.00 28712833.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNWP4 2052-09-01 4.500000 0.00 43932648.60 28591862.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQCJ3 2053-04-01 5.000000 0.00 1372.20 997.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTWN6 2054-08-01 5.500000 0.00 631.80 531.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 9706294.20 6659693.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133ANL28 2051-07-01 2.000000 0.00 1737000.00 952353.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KP6A1 2053-01-01 5.000000 0.00 44098200.00 30362887.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N0FB6 2052-10-01 4.500000 0.00 614.40 428.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NSSS4 2053-08-01 5.500000 0.00 49833.00 36983.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9DD2 2048-06-01 4.500000 0.00 614.40 104.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRGD9 2053-01-01 5.000000 0.00 37663800.00 26272654.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSLN9 2053-06-01 5.000000 0.00 614.40 448.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUT89 2054-06-01 5.000000 0.00 614.40 466.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2S85 2055-07-01 5.000000 0.00 600.00 522.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4ER4 2055-12-01 5.000000 0.00 25917000.00 23137848.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5MX9 2056-03-01 5.000000 0.00 27116400.00 24640430.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5V92 2056-04-01 5.500000 0.00 24801000.00 22970499.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5WA8 2056-04-01 5.500000 0.00 25964400.00 24412198.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHWD5 2052-08-01 4.000000 0.00 600.00 388.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQJA6 2052-08-01 3.500000 0.00 2834460.00 2029300.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9ZF4 2056-09-01 6.000000 0.00 817800.00 810471.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 600.00 398.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ET42 2053-07-01 4.500000 0.00 4562220.00 3283164.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EV72 2053-09-01 5.000000 0.00 720.60 514.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5.000000 0.00 16370820.00 12166178.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EXS4 2053-11-01 4.500000 0.00 8397180.00 6354141.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQJ9 2055-10-01 7.000000 0.00 4797000.00 3217690.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427JHN1 2055-11-01 6.000000 0.00 5342226.60 4842091.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MLN9 2055-02-01 5.500000 0.00 17016363.60 13720119.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MMZ1 2054-12-01 6.000000 0.00 3473562.00 2561603.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427N5H8 2055-07-01 5.000000 0.00 34702197.60 28619941.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NJR1 2055-05-01 5.000000 0.00 600.00 531.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NUP2 2055-04-01 7.000000 0.00 50093400.00 30316526.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QLJ9 2055-10-01 5.500000 0.00 457200.00 414633.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 2496600.00 2276212.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427R5T3 2056-01-01 5.500000 0.00 28230000.00 25422143.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RCW8 2055-11-01 5.500000 0.00 26502600.00 23962321.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXF2 2056-02-01 5.500000 0.00 34286400.00 30362050.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXG0 2056-02-01 5.500000 0.00 32486400.00 30166034.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SJY5 2056-04-01 5.000000 0.00 27056400.00 25017479.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SKL1 2056-04-01 5.500000 0.00 33396600.00 30421479.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUBH5 2055-03-01 5.500000 0.00 300000.00 259336.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVCR0 2055-08-01 5.500000 0.00 19347801.00 15541983.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVEH0 2055-08-01 5.500000 0.00 29400000.00 23155248.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWEJ4 2055-12-01 6.000000 0.00 149400.00 135920.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWH69 2056-01-01 5.000000 0.00 135600.00 123580.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWLW7 2056-01-01 5.500000 0.00 15855919.20 14399334.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6AJ2 2055-04-01 5.500000 0.00 3683741.40 2710748.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JN3M6 2055-12-01 5.500000 0.00 106164.60 82187.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JXKW3 2056-03-01 5.500000 0.00 28708800.00 26281384.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JYS45 2056-04-01 5.000000 0.00 360000.00 332241.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K3T32 2056-05-01 5.000000 0.00 600.00 544.52 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 19535520.00 19288200.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 22991509.34 16970148.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 600000000.00 600000000.00 0.0051 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.890000% BIVADN801 549300QJJX6CVVUXLE15 BIVADN801 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 31281BN63 2036-09-01 5.500000 0.00 6902.58 64.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 1347.43 35.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31286DCL3 2037-03-01 5.700000 0.00 4340.97 108.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31288LRC7 2035-05-01 5.000000 0.00 1320.48 13.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M5B33 2037-08-01 5.500000 0.00 60953.93 725.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M7WA0 2039-12-01 4.500000 0.00 754.56 17.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 3605.12 477.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128M9HN5 2039-10-01 6.000000 0.00 3763.07 177.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 1426.03 92.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G0X66 2056-08-01 5.500000 0.00 783.75 756.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G3D47 2056-08-01 5.500000 0.00 2142270.70 2083350.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G54N0 2056-09-01 5.500000 0.00 1653184.07 1588404.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G5V34 2056-09-01 6.000000 0.00 1424.53 1432.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G66V8 2056-10-01 6.000000 0.00 251079.84 249904.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G6F30 2056-09-01 6.500000 0.00 752.31 771.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 2386.45 58.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131Y6QZ5 2042-09-01 3.500000 0.00 769.53 102.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PBA0 2048-06-01 3.500000 0.00 1636.38 221.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PG72 2048-08-01 4.500000 0.00 748.57 152.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMXY6 2049-12-01 4.000000 0.00 7800162.19 3429405.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNB44 2052-04-01 3.500000 0.00 132511.37 72838.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNS95 2052-08-01 4.500000 0.00 24737602.09 18933986.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPPE2 2052-06-01 3.000000 0.00 410217.14 253826.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPW95 2052-11-01 5.000000 0.00 3668000.00 2033121.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWH7 2053-02-01 6.500000 0.00 1019.55 517.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 748.57 463.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.500000 0.00 184148.57 100381.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DSBZ4 2054-01-01 4.000000 0.00 70365.71 50227.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 794.98 578.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUXC6 2054-11-01 4.500000 0.00 3414899.02 2678511.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 748.57 494.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DVMV4 2054-05-01 6.500000 0.00 14971428.57 8684666.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 824.18 461.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 4338516.39 2877823.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWKK8 2054-01-01 7.000000 0.00 29791034.88 7598271.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWPL1 2055-04-01 7.000000 0.00 16865330.01 7064051.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0PL0 2053-10-01 6.500000 0.00 839897.14 497724.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BUUH8 2053-02-01 5.500000 0.00 748.57 483.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C4YG3 2053-06-01 6.000000 0.00 1665487.59 1211874.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C7PD3 2053-07-01 5.500000 0.00 851941.66 503685.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CGUY1 2053-11-01 7.000000 0.00 748.57 543.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KKVF3 2050-12-01 2.000000 0.00 749.32 363.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KLEZ6 2051-02-01 2.000000 0.00 748.57 356.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPL89 2052-06-01 4.500000 0.00 18441085.59 13513612.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KY7B9 2046-03-01 4.500000 0.00 709309.61 627134.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KY7E3 2046-04-01 4.500000 0.00 754.56 673.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK50 2056-03-25 4.690300 0.00 80168680.09 64643254.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7JC1 2056-09-25 4.740300 0.00 58923015.50 57117494.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQM73 2056-03-25 4.590300 0.00 147981342.86 123210035.20 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQQY0 2056-03-25 4.690300 0.00 37428793.75 31072954.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQXF3 2055-02-25 4.690300 0.00 117910661.90 98969709.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRV71 2056-05-25 4.640300 0.00 109600384.21 95372279.95 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YTDP6 2045-06-01 3.000000 0.00 1041.26 30.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402C4J8 2034-04-01 5.500000 0.00 124780107.27 556304.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ABD93 2054-09-01 6.000000 0.00 15022272.29 13454732.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACPS6 2054-06-01 5.500000 0.00 748.57 466.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AEG52 2054-05-01 7.000000 0.00 40877.24 18483.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AENY1 2055-02-01 6.500000 0.00 1065693.23 601619.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AK7B5 2054-08-01 6.500000 0.00 242209.27 155544.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AMHF1 2054-08-01 5.500000 0.00 5336499.84 4257999.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ASL30 2054-10-01 5.500000 0.00 748.57 467.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B3F31 2055-03-01 7.000000 0.00 748.57 767.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B46E5 2055-04-01 5.000000 0.00 748.57 602.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BFXM2 2055-06-01 6.500000 0.00 1699444.29 1273316.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMP95 2055-09-01 5.500000 0.00 748.57 714.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMRC6 2055-09-01 5.500000 0.00 918908.86 875819.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BRD30 2055-10-01 5.500000 0.00 144478.78 127574.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H4AS3 2033-04-01 4.000000 0.00 685691.43 64274.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5WT8 2053-11-01 7.000000 0.00 748.57 387.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6ST1 2054-10-01 6.000000 0.00 748.57 521.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 29942.11 19339.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N3AL3 2052-10-01 4.500000 0.00 766.54 468.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NA2Z5 2053-02-01 5.500000 0.00 29272.14 18055.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NAYP2 2053-01-01 6.000000 0.00 766.54 319.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 48224605.56 19699044.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM5D2 2052-01-01 2.500000 0.00 1723.21 978.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNTC6 2052-04-01 3.000000 0.00 1658621.69 950367.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.500000 0.00 40048.57 23413.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPKX4 2052-06-01 4.000000 0.00 62880.00 40910.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.500000 0.00 9120.59 6251.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQTF2 2052-11-01 6.000000 0.00 766.54 533.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRRG0 2053-03-01 4.500000 0.00 748.57 453.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWC3 2053-04-01 4.500000 0.00 766.54 479.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSQN4 2053-07-01 6.000000 0.00 49339217.19 33751155.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT4Q9 2054-02-01 7.000000 0.00 748.57 436.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.500000 0.00 838.40 626.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTQD4 2053-12-01 6.500000 0.00 781.51 466.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUBF2 2054-03-01 5.500000 0.00 28875873.37 22345432.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVLW2 2054-10-01 6.000000 0.00 766.54 574.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0H67 2056-01-01 5.500000 0.00 748.57 710.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0NA1 2056-02-01 6.000000 0.00 748.57 738.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCQT1 2056-04-01 5.500000 0.00 1314491.43 1260876.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDA82 2056-05-01 5.500000 0.00 1330548.29 1272248.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDAY5 2056-05-01 5.000000 0.00 789001.02 738384.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UGD66 2056-05-01 5.000000 0.00 748.57 692.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UM3K3 2056-07-01 5.500000 0.00 3654501.01 3522679.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UM3M9 2056-07-01 5.500000 0.00 750.82 716.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UMMT3 2056-07-01 5.500000 0.00 748.57 719.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UTSC9 2056-08-01 5.500000 0.00 4113461.38 3786890.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UUKB6 2056-08-01 7.000000 0.00 748.57 772.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UV4E6 2056-09-01 5.500000 0.00 751.57 725.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UX4D4 2056-09-01 5.500000 0.00 749.32 720.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UXKV6 2056-09-01 6.000000 0.00 754.56 746.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UXTP0 2056-09-01 5.500000 0.00 748.57 723.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UXTS4 2056-10-01 5.500000 0.00 748.57 720.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UYE74 2056-09-01 5.500000 0.00 749.32 719.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UYFL2 2056-09-01 5.000000 0.00 749.32 703.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UYPU1 2056-09-01 6.000000 0.00 750.07 743.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1AF0 2055-01-01 5.000000 0.00 24653301.71 20951038.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 61444651.71 29339696.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1R21 2052-09-01 3.000000 0.00 754.56 557.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2Z87 2055-07-01 6.500000 0.00 756.81 662.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3XY0 2051-10-01 2.000000 0.00 11977.14 8425.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W42B2 2056-01-01 5.500000 0.00 10231525.94 9494831.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W44Y0 2056-02-01 5.000000 0.00 773.27 707.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4WH6 2054-01-01 2.000000 0.00 1022632.41 739256.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5DU5 2040-03-01 6.500000 0.00 839.15 688.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6B68 2052-09-01 3.500000 0.00 33187903.06 27216102.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6CV2 2055-12-01 5.500000 0.00 851.87 767.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6RW4 2056-06-01 5.500000 0.00 9113835.43 8636880.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBK82 2051-06-01 2.500000 0.00 748.57 375.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XECC6 2043-08-01 3.500000 0.00 6863789.17 3471384.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFL82 2052-01-01 2.000000 0.00 73018.65 39762.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFY39 2052-02-01 3.500000 0.00 783.75 521.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.500000 0.00 1718720.00 969943.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHWX1 2051-12-01 3.000000 0.00 748.57 420.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJFF5 2052-09-01 5.000000 0.00 25874271.12 17049493.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLAZ1 2053-04-01 5.000000 0.00 860.86 624.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLCE6 2037-09-01 3.000000 0.00 748.57 410.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 65035.89 44093.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.500000 0.00 748.57 520.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNMP6 2053-12-01 5.000000 0.00 748.57 561.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQSE8 2054-07-01 5.500000 0.00 27856206.80 21384426.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XR2D6 2052-10-01 4.000000 0.00 20026142.17 15110374.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRAW5 2054-03-01 5.500000 0.00 748.57 566.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6NR7 2055-05-01 5.500000 0.00 836729.19 708400.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6UV0 2055-06-01 6.500000 0.00 3644867.65 3000014.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7DA3 2055-09-01 5.000000 0.00 766.54 664.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7DF2 2055-09-01 5.000000 0.00 238649.81 209540.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7MK1 2055-10-01 6.500000 0.00 766.54 665.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8CC8 2056-01-01 6.000000 0.00 754.56 711.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PF7 2056-03-01 5.000000 0.00 754.56 687.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PN0 2056-03-01 5.500000 0.00 34934142.79 32441018.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8XH4 2056-04-01 6.500000 0.00 748.57 721.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9MJ0 2056-07-01 5.500000 0.00 19745936.91 18699264.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9TH7 2056-08-01 6.000000 0.00 43074294.90 42616092.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9V50 2056-09-01 5.500000 0.00 11947948.57 11500651.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9XC3 2056-09-01 5.500000 0.00 12586434.34 12107779.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9XD1 2056-09-01 5.500000 0.00 112278246.54 107967385.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9XM1 2056-09-01 5.500000 0.00 115860192.26 111326415.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140YWQW6 2039-02-01 6.500000 0.00 749.32 194.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417AVR7 2042-01-01 3.500000 0.00 9484175.43 1014874.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418APN2 2042-12-01 3.500000 0.00 95628742.40 11524143.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4B7 2033-11-01 3.500000 0.00 748.57 42.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 750.07 62.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3.000000 0.00 21708.57 5291.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2.000000 0.00 3156060.98 1667606.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EB82 2052-03-01 2.000000 0.00 778.51 449.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3.000000 0.00 49423.68 28435.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EER7 2042-05-01 3.000000 0.00 2846817.14 1719270.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 9393988.29 6153412.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5.000000 0.00 37971332.13 23814100.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 26744635.12 17781862.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5.000000 0.00 74833079.28 51182952.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EYQ7 2053-12-01 7.000000 0.00 12238395.78 3315512.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EZ45 2053-12-01 3.500000 0.00 37739.98 28307.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FCQ8 2039-09-01 6.500000 0.00 153330.63 54525.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FG92 2045-02-01 5.500000 0.00 7344253.00 4463619.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 6737.14 5430.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6.000000 0.00 748.57 575.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVV6 2056-04-01 4.000000 0.00 766.54 657.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31425UAJ4 2054-11-01 5.500000 0.00 748.57 598.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426CXG4 2055-02-01 7.000000 0.00 885175.23 823680.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426KEM4 2055-04-01 5.000000 0.00 766.54 654.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426SDU0 2055-07-01 6.500000 0.00 3489789.85 3076309.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426VBW1 2055-07-01 6.500000 0.00 2300232.74 1799793.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426VC67 2055-07-01 6.500000 0.00 3510845.66 2355217.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426XAE8 2055-08-01 5.000000 0.00 3115735.44 2492962.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427J6C7 2055-11-01 5.500000 0.00 881.82 839.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427LCS0 2055-12-01 5.500000 0.00 766.54 714.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427M2X8 2055-01-01 6.000000 0.00 74857.14 49934.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MHP9 2055-01-01 5.500000 0.00 4509782.79 3761811.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MK26 2055-01-01 6.000000 0.00 10145.39 8897.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427MV24 2055-02-01 5.000000 0.00 772.53 647.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NG78 2055-05-01 5.500000 0.00 766.54 661.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NS75 2054-01-01 5.500000 0.00 2261338.47 1810454.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427P5B6 2055-08-01 6.500000 0.00 4217140.02 3426400.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427P7G3 2055-09-01 5.500000 0.00 748.57 660.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PBA1 2055-07-01 6.000000 0.00 766.54 564.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PG32 2055-08-01 5.500000 0.00 766.54 672.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PHX5 2055-08-01 5.000000 0.00 138696.81 119623.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PSB1 2055-09-01 6.000000 0.00 766.54 682.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PW67 2055-09-01 5.500000 0.00 766.54 664.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QTP7 2055-11-01 5.000000 0.00 1521.10 1338.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QYM8 2055-09-01 5.000000 0.00 1497.14 1355.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427R3J7 2054-10-01 5.500000 0.00 47666260.35 41513603.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RG87 2052-08-01 3.500000 0.00 748.57 593.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXV7 2056-02-01 5.000000 0.00 585598.45 512722.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXY1 2056-02-01 5.000000 0.00 766.54 678.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SM54 2055-12-01 6.500000 0.00 748.57 704.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SPA0 2054-12-01 4.500000 0.00 3186021.06 2751983.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SQU5 2055-09-01 6.000000 0.00 748.57 700.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SWG9 2056-05-01 5.000000 0.00 2768281.52 2569426.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427T2N5 2051-12-01 2.500000 0.00 73409.41 56947.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TCF1 2056-06-01 5.000000 0.00 748.57 692.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TDC7 2056-06-01 5.500000 0.00 762.79 733.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TMB9 2056-06-01 6.000000 0.00 766.54 756.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TN28 2056-06-01 5.000000 0.00 12134306.93 11001594.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TNC6 2056-07-01 5.000000 0.00 806.21 748.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TUT1 2056-08-01 5.500000 0.00 101019714.29 96341917.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TW28 2056-05-01 5.000000 0.00 839.90 772.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TWR3 2056-08-01 5.500000 0.00 8297525.03 7915333.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TYV2 2056-08-01 5.500000 0.00 768.78 737.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TYW0 2056-07-01 5.000000 0.00 3960122.51 3661394.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UR70 2056-02-01 5.500000 0.00 384407.15 371117.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GQB50 2053-10-01 5.000000 0.00 765.79 568.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GQBW1 2053-10-01 6.500000 0.00 754.56 307.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GQPS5 2053-11-01 6.000000 0.00 748.57 648.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GRE55 2054-03-01 5.000000 0.00 770.28 509.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSNQ7 2054-08-01 5.500000 0.00 37589879.59 30610033.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSP77 2054-08-01 6.000000 0.00 79029404.53 56338213.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSRX8 2054-09-01 5.500000 0.00 766.54 640.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTBL9 2054-11-01 5.500000 0.00 748.57 606.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 790.49 644.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTL61 2054-12-01 6.000000 0.00 2190312.51 1701329.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTQR0 2054-12-01 5.000000 0.00 45657227.89 39404974.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTS56 2055-01-01 5.500000 0.00 12411059.77 10150910.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTTA4 2055-01-01 5.000000 0.00 9731.43 8057.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUDW0 2055-03-01 5.500000 0.00 766.54 643.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUEN9 2055-03-01 6.500000 0.00 23240328.23 14247679.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUKL6 2055-04-01 6.500000 0.00 748.57 540.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 9157768.34 7319965.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUNP4 2055-04-01 5.000000 0.00 441773.92 383987.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUT86 2055-05-01 6.500000 0.00 4770759.50 4119637.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUTV5 2055-05-01 6.000000 0.00 103172054.77 93448288.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVD65 2055-08-01 5.500000 0.00 23108762.31 20364173.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVJ36 2055-09-01 6.000000 0.00 27015014.63 24361268.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVKP5 2055-09-01 6.000000 0.00 7785142.86 7086318.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVT84 2055-10-01 5.000000 0.00 4724174.40 4224123.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVTH4 2055-10-01 6.000000 0.00 60707579.84 51986599.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVV40 2055-10-01 5.500000 0.00 4599.22 3914.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GVWE7 2055-10-01 4.500000 0.00 754.56 665.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GW3B3 2056-03-01 5.000000 0.00 54174246.03 48910251.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWC80 2055-12-01 5.500000 0.00 35021914.29 32094968.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWGK9 2055-12-01 4.500000 0.00 755.31 677.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWK73 2056-02-01 5.000000 0.00 39374234.33 35724937.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWN39 2056-01-01 6.000000 0.00 15166060.14 13855723.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWYV5 2056-02-01 5.000000 0.00 8657090.83 7962613.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX2E6 2056-07-01 6.500000 0.00 10885773.62 10803022.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX5R4 2056-08-01 6.000000 0.00 851.13 836.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX6Q5 2056-08-01 5.000000 0.00 30303548.80 28217253.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 11741336.87 11076288.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYJZ9 2056-09-01 6.000000 0.00 1067345.33 1054139.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYND3 2056-09-01 5.500000 0.00 4104417.14 3954842.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYNF8 2056-09-01 5.500000 0.00 124356428.57 119708800.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GYNP6 2056-09-01 5.500000 0.00 67121405.71 64681378.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6A37 2055-07-01 4.500000 0.00 67371.43 57549.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6CR2 2055-12-01 7.000000 0.00 19243825.14 12279855.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JWF35 2056-03-01 5.000000 0.00 748.57 669.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176RSU7 2041-11-15 4.000000 0.00 748.57 79.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQU4 2046-11-20 2.500000 0.00 460364.69 65223.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 795.73 488.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 736594.29 359689.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WT40 2051-12-20 4.500000 0.00 748.57 360.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 10790.66 6780.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FR6W7 2065-07-15 4.740000 0.00 748.57 687.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2EB0 2058-01-15 5.380000 0.00 7485.71 7116.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGSL2 2055-10-20 6.500000 0.00 318934.85 317639.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7.000000 0.00 598545.74 634605.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M7QW9 2055-12-20 5.500000 0.00 6570870.17 6108465.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.500000 0.00 889999.03 903851.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQWP5 2056-03-20 5.000000 0.00 868654.26 813145.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 744881.72 512985.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RC5 2055-07-20 4.000000 0.00 53139751.76 44704074.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 20433022.93 16361223.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3RB3 2056-01-20 6.500000 0.00 759773.05 772757.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5AL4 2061-05-15 4.670000 0.00 372788.57 348934.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHL4 2061-06-15 5.440000 0.00 746325.71 728768.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCPU3 2056-05-20 5.000000 0.00 240922.47 225095.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCRT4 2056-05-20 5.000000 0.00 2500755.57 2298810.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCUV5 2056-03-20 5.500000 0.00 1342288.13 1314186.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCVB8 2056-03-20 5.000000 0.00 868546.47 810747.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VESU6 2056-07-20 5.500000 0.00 2230106.57 2171779.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHG57 2056-06-20 6.000000 0.00 8234.29 8253.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VL5Q4 2056-07-20 6.000000 0.00 1077116.43 1095577.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VNTW1 2056-04-20 7.000000 0.00 748.57 640.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VRGF3 2056-06-20 6.000000 0.00 3748.10 3728.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSK66 2056-07-20 5.000000 0.00 122975.31 116300.17 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTW61 2056-06-20 5.500000 0.00 3653789.12 3528831.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVTQ6 2056-07-20 6.500000 0.00 643841.05 657166.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VWEZ0 2056-07-20 6.000000 0.00 1129843.56 1135957.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0XT2 2056-07-20 6.500000 0.00 1804058.64 1854545.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W26G6 2056-07-20 6.000000 0.00 826577.06 833564.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3SP0 2056-07-20 6.000000 0.00 3731.63 3741.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5DK2 2056-07-20 6.000000 0.00 14894027.03 14853860.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEH37 2056-07-20 5.500000 0.00 7142164.91 6944524.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEVU1 2056-08-20 6.000000 0.00 808454.90 815145.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEZF0 2056-08-20 6.000000 0.00 3278814.72 3289055.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLP32 2056-09-20 6.000000 0.00 4015250.31 4040387.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NQU5 2055-06-20 4.847800 0.00 48016470.51 36600880.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3.000000 0.00 17161184.15 9392809.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 1175.26 444.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 13062013.74 7441702.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DBV8 2053-10-20 4.827800 0.00 31412445.09 10221095.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384U6U8 2054-08-20 4.747800 0.00 74857142.86 35990439.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385B5M8 2055-01-20 4.747800 0.00 748.57 383.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BD56 2055-01-20 4.717800 0.00 782.26 561.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BQN3 2054-12-20 4.747800 0.00 919245.71 665614.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.697800 0.00 2438211.67 1917873.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.047800 0.00 748.57 391.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRE1 2055-05-20 4.897800 0.00 25756097.14 21826572.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.847800 0.00 6889514.57 5677574.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.847800 0.00 3412773.82 2926667.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.097800 0.00 9065750.20 6826984.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SUE1 2056-05-20 4.747800 0.00 37428571.43 35971035.51 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 149.71 149.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 53989217.14 53316241.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 74.86 24.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 74.86 60.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 52052064.00 30276252.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 25202453.71 15920698.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 7687529.14 6211758.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 12544709.71 10944691.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 2620.00 2332.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 149.71 131.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 2811634.29 2479049.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 32093053.71 31323141.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 153532.00 149458.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 14476173.71 14274209.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 163.89 111.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 26.60 17.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2620000000.00 2620000000.00 0.0223 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.890000% BIVADN876 N/A BIVADN876 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corporation Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3131XU6Q5 2046-09-01 3.000000 0.00 139443000.00 20443002.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5GV1 2047-04-01 3.000000 0.00 114335000.00 21284810.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132ACSH4 2047-04-01 3.000000 0.00 134369000.00 25656569.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DTP61 2052-11-01 3.500000 0.00 10242000.00 7316479.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DU4V6 2054-12-01 5.000000 0.00 118570603.00 101817219.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 11195873.00 7322214.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWPV9 2055-05-01 7.000000 0.00 191600000.00 86224488.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CJTW1 2053-12-01 6.500000 0.00 26799000.00 15576086.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CTKQ1 2054-09-01 7.000000 0.00 8987501.00 6146294.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KLA56 2051-02-01 2.500000 0.00 1673.00 817.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133USJD4 2050-09-01 2.000000 0.00 31493000.00 18159214.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACQ55 2054-04-01 5.500000 0.00 90297.00 70122.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AFEZ5 2054-06-01 6.500000 0.00 297811.00 99972.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B0G51 2055-03-01 7.000000 0.00 1120316.00 971680.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVA26 2056-01-01 6.500000 0.00 914372.00 929086.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N22J9 2048-06-01 3.000000 0.00 150570.00 100311.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTQN2 2053-12-01 7.000000 0.00 85083955.00 41679177.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUQF6 2054-05-01 6.500000 0.00 32499000.00 22039760.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0LX3 2055-12-01 6.500000 0.00 871800.00 444446.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U1N35 2056-01-01 6.500000 0.00 827192.00 833780.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3Q53 2056-01-01 6.500000 0.00 800805.00 816093.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UGC75 2056-05-01 6.500000 0.00 1140201.00 1154011.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W34P1 2055-11-01 5.000000 0.00 57011504.00 51361589.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7V56 2056-10-01 5.500000 0.00 6075450.00 5890218.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9TW4 2056-08-01 6.000000 0.00 161351067.00 158898026.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CBF0 2046-09-01 3.000000 0.00 45720776.00 6339502.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.500000 0.00 35525.00 28013.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 8518860.00 7638614.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 13562787.00 12302863.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427Q2G6 2055-12-01 6.000000 0.00 79880285.00 73094332.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SH76 2053-12-01 3.500000 0.00 5218093.00 4282275.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GSW53 2054-09-01 6.500000 0.00 24123000.00 16182521.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 3447859.00 3087175.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 1000000.00 899608.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JRLU9 2056-01-01 7.000000 0.00 866436.00 861428.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JRV79 2055-12-01 6.500000 0.00 845587.00 854439.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JSB20 2056-01-01 7.000000 0.00 843679.00 673937.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JSNL5 2056-01-01 6.500000 0.00 900444.00 912367.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JSNR2 2055-12-01 7.000000 0.00 846717.00 881483.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JTD42 2056-02-01 5.000000 0.00 6802660.00 6277141.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K42Q8 2056-05-01 6.000000 0.00 3650099.00 3690125.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K44D5 2056-04-01 6.000000 0.00 1102353.00 1100991.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K4ZM1 2056-05-01 6.500000 0.00 1811513.00 1884228.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 6000000.00 4899718.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GSBF3 2054-03-20 7.500000 0.00 34191242.00 25008340.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 33793406.00 29575851.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 2940293.00 2653197.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 5.500000 0.00 2039.00 1855.04 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 17842696.00 15684037.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 51879066.00 47212442.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 80139342.00 74393263.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 8998073.00 7285831.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 90100000.00 72334669.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 16000000.00 12877624.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KU2 2055-04-20 4.500000 0.00 33000000.00 28542825.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 48657081.00 40337433.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 62000000.00 51527404.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 14998877.00 10886620.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.500000 0.00 38525969.00 33330853.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 17500000.00 14894246.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RD3 2055-07-20 4.500000 0.00 140000000.00 121657099.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 10000000.00 8658492.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TL3 2055-08-20 4.500000 0.00 60000000.00 52622072.95 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 7497738.00 6558389.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 64765499.00 56946340.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 33942109.00 30015654.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 33198656.00 27567412.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1012.00 897.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 4606840.00 4006115.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 48022484.00 41895089.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 219204.00 192764.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 42370916.00 38850743.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 21460327.00 19011252.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 32961376.00 30226490.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 188906796.00 167769880.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 35730532.00 32877700.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 4.500000 0.00 75079247.00 66881102.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 132709300.00 122569677.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6KV8 2056-05-20 6.500000 0.00 6769545.00 6695264.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6M95 2056-07-20 4.500000 0.00 8605856.00 7688882.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 18000000.00 17217719.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AESL1 2055-12-20 6.000000 0.00 57664717.00 39655329.33 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 194000.00 193418.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 637100.00 633090.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 1054800.00 1048161.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 50000000.00 49963000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 5534000.00 5525770.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 180263500.00 179995448.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 867000.00 865054.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 31797400.00 31726046.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 54600.00 54392.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 100100.00 99718.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 49600.00 49371.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 2169000.00 2157317.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 4077400.00 4049127.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 7000000.00 6946100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 660100.00 654473.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 19601200.00 19434138.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 2070000.00 2067358.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 2651600.00 2646209.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 422000.00 420822.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 8457500.00 8427306.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 566000.00 559783.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 3282400.00 3238323.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 423000.00 421158.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0.00 0.00 408000.00 405895.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 364000.00 361828.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 162000.00 160908.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 10000.00 9925.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WN3 2027-01-05 0.00 0.00 123000.00 121675.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WP8 2027-01-12 0.00 0.00 793800.00 784630.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 951400.00 970017.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 6069100.00 5801913.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 38500.00 35169.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 2399700.00 2149052.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 1987900.00 1640251.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 5998700.00 4582597.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 431600.00 320393.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 320600.00 225791.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 70.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 699900.00 515617.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 9999700.00 7131718.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 295698200.00 238321956.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 11641300.00 9082044.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 90000.00 70214.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1204600.00 853896.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1707000.00 1210029.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 200.00 128.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 639000.00 409414.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 2089500.00 1417896.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 325800.00 221081.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 100.00 62.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 7822900.00 4921394.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 423900.00 251589.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 7474300.00 4810253.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 17727900.00 11882692.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 8007200.00 5539675.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 6868000.00 4573840.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 822300.00 535779.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 2430000.00 1583296.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 604000.00 316965.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 2148300.00 1127380.58 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 4130000.00 1773155.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 5689300.00 2442618.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 35279300.00 15481818.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 189300.00 109618.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 117500.00 69211.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 890800.00 421044.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 102960000.00 66116356.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 474200.00 269994.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 13338300.00 9075225.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 8368300.00 4276996.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 11100.00 5517.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 14025000.00 9032997.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 540000.00 292416.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 11700000.00 7877139.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 15240000.00 11731150.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 432000.00 276566.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 2524000.00 2132136.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 13250000.00 9698254.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 4288000.00 3138574.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3329400.00 2749469.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 7999900.00 6606439.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 3096500.00 2690566.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 50900.00 45318.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 7600400.00 6766974.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 11000000.00 9669308.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 10076900.00 8791639.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 4991400.00 4507467.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 15785000.00 12749347.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 3484200.00 2902133.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 3755200.00 3207132.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 4951700.00 4456023.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 241700.00 207951.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 23000.00 20474.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 6208900.00 5846331.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 2470700.00 2169505.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 19649600.00 17254186.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 13656300.00 12474043.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 10418800.00 9081627.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 416000.00 365470.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 8278000.00 7272516.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 42214100.00 37220646.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 6781400.00 6291572.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 36782300.00 34518386.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 28000000.00 26130251.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 11897700.00 11197368.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 34000000.00 32167714.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 157838000.00 144230194.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 320505700.00 274995092.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 82654000.00 79701546.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 79028900.00 75068462.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 966000.00 820706.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 2275300.00 1969317.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 6522000.00 5644919.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 29025200.00 27128682.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 163500.00 136954.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 4900000.00 4572431.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 175000000.00 163929274.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 24314500.00 20704471.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 8747800.00 8223211.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 9800.00 9714.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 50000000.00 48096206.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 10019600.00 9035006.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 490300.00 488868.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 28339300.00 28317450.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 2032800.00 2012389.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1785200.00 1577089.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 6050000.00 5986721.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 18760000.00 17870640.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 254000.00 252787.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 2141900.00 2131672.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 1999100.00 1959289.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 3819900.00 3833623.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1399600.00 1385010.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 7312000.00 6690889.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 2000000.00 1985405.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 11564700.00 11480311.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 16110000.00 15839319.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 115800.00 111759.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1385600.00 1378132.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 106247900.00 96996815.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 3999000.00 3970652.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 9188800.00 9134509.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 10145600.00 9847851.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1004300.00 998956.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1793300.00 1784491.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 5008600.00 5107556.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 11499900.00 11660914.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 154000.00 150345.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 14998800.00 15263690.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 50826000.00 51008990.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 14330900.00 13753221.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 31440900.00 30959131.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 8524000.00 8422820.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 29666000.00 29098845.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 58396000.00 59064455.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 25784200.00 25697247.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 27968600.00 27757157.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 20280100.00 20445975.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 4673800.00 4585948.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 100.00 96.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1266100.00 1162641.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1714500.00 1574400.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 178888300.00 169184456.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 692600.00 655029.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 9966700.00 9633704.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 5000000.00 4950527.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 4329400.00 4053768.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 102300.00 101537.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 2139000.00 2084271.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 150000000.00 142687425.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 13410000.00 13538759.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 307100.00 311509.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 104103500.00 100994136.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1500000.00 1482801.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 186540200.00 185098524.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 990900.00 1001635.41 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 14987000.00 15025226.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 115164000.00 113317096.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 678800.00 683091.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 4185100.00 4034964.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 13265000.00 12789134.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 2510700.00 2518180.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 8000000.00 8023836.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 12334000.00 12198716.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4849000.00 4839093.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 5440000.00 5325763.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 88400000.00 85146564.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 13942500.00 13202759.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 1000000.00 997415.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 11070600.00 10840645.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 132294500.00 131710889.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 42010000.00 40770852.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 9830000.00 9872062.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 75000000.00 72473342.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 314900.00 315194.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 320100.00 299077.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 14375300.00 14124109.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 22473900.00 22352611.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 23800000.00 22683616.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 304200.00 296194.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 3960800.00 3705803.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 94000.00 89227.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 4082700.00 4038823.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 27087500.00 26799683.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 415800.00 416861.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 304500.00 287286.93 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 502200.00 500351.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 4019000.00 3942913.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 47518800.00 47142379.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 14106900.00 13479792.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 13236900.00 12504455.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 4353600.00 4009536.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 420000.00 413245.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 91000.00 85712.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 57353000.00 55556433.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 9158800.00 8704422.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 10139200.00 9658804.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 115676700.00 114156592.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 8000000.00 7938935.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 17334900.00 16776035.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 700000.00 699674.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 21122000.00 20268082.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 134298400.00 133099575.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 3664200.00 3658031.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 36659800.00 35835432.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 5330000.00 5310875.09 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 48657000.00 47978161.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 6099800.00 6039195.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 4634000.00 4619365.83 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 6250000000.00 6250000000.00 0.0532 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.880000% BIVADN892 N/A BIVADN892 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corporation Y U.S. Treasury 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 295000100.00 117094389.69 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 123000000.00 48073443.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0.00 0.00 139000000.00 45973138.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0.00 0.00 131866700.00 39356144.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0.00 0.00 684351600.00 153461740.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0.00 0.00 97574200.00 18974766.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0.00 0.00 403000000.00 77638756.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 55168600.00 35426833.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1259469200.00 795622122.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 667978000.00 564271075.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 994447700.00 874147372.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 973496200.00 849331383.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1017402400.00 847436426.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 810440000.00 724861385.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 817550000.00 720843032.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 150000000.00 116763750.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 54306000.00 38964935.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 16000000.00 9706352.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0.00 0.00 135221000.00 112566073.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834A65 2051-11-15 0.00 0.00 101005000.00 23666683.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 148485403.49 34330419.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834C55 2052-05-15 0.00 0.00 134340000.00 30672240.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 17675000.00 3979278.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 85000000.00 43676570.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834F29 2052-11-15 0.00 0.00 10190000.00 2262414.37 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834F94 2053-02-15 0.00 0.00 221960714.70 48644688.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834G93 2053-05-15 0.00 0.00 157860000.00 34204157.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834H84 2053-08-15 0.00 0.00 78666667.00 16810201.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0.00 0.00 33000000.00 14669655.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 36000000.00 15478920.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 80000000.00 33259200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 85000000.00 33626340.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 60000000.00 22587240.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 50777844.03 15679385.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0.00 0.00 80400000.00 19900045.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 63260000.00 15427279.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0.00 0.00 78965000.00 19018641.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 48825000.00 11593593.90 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 6500000000.00 6500000000.00 0.0553 N Y Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 3.910000% BIVADN8F8 K5HU16E3LMSVCCJJJ255 BIVADN8F8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY NOTE 4.125 30-SEP-2027 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 200000000.00 199000000.00 U.S. Treasuries (including strips) TREASURY NOTE 4.0 15-DEC-2027 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 200000000.00 200750000.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 28-FEB-2027 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 250000000.00 250625000.00 U.S. Treasuries (including strips) TREASURY NOTE 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100000000.00 101125000.00 U.S. Treasuries (including strips) TREASURY NOTE 3.875 31-MAY-2027 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 200000000.00 201750000.00 U.S. Treasuries (including strips) TREASURY NOTE 4.125 15-JUL-2029 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 200000000.00 197250000.00 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0391 1127500000.00 1127500000.00 0.0096 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.910000% BIVADN8S0 254900BN8XS34XZDJ223 BIVADN8S0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 9378066.00 15651178.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 506.00 380.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 40318816.00 28500988.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 46.00 37.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 230.00 136.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 459954.00 399962.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 10157490.00 5330427.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 920.00 434.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 184.00 151.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 184.00 160.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 49174.00 44251.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 46.00 56.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1592382.00 1423689.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 6405454.00 6379076.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 43907506.00 51359135.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 3360300.00 3399626.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 103730.00 100110.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 110768.00 109982.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 3550372.00 3532932.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 519616.00 504874.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 228160.00 226435.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 30057136.00 27601039.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 11500000.00 11721553.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 33895100.00 32711211.95 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 25024.00 24285.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 45999494.00 45318655.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 92.00 84.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 266202.00 259176.05 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-29 Y CREDIT AGRICOLE C&IB SA 1.0000 7 N n/a n/a N N 0.0391 230000000.00 230000000.00 0.0020 N N Y N Societe Generale Societe Generale 3.890000% BIVADN967 O2RNE8IBXP4R0TD8PU41 BIVADN967 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 140639040.00 185486793.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 5708700.00 7274281.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 121283400.00 148960063.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 6345600.00 8218427.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 68709600.00 77545773.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 167656800.00 184514685.47 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0389 600000000.00 600000000.00 0.0051 N N Y N TD Securities (USA) LLC TD Securities (USA) LLC 3.890000% BIVADN9A8 SUVUFHICNZMP2WKHG940 BIVADN9A8 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 38383DQB7 2051-11-20 2.500000 0.00 58163265.31 30124929.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PAD2 2054-05-20 4.897800 0.00 63749881.84 21365987.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JED1 2055-11-20 5.047800 0.00 38775510.20 28714509.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQS6 2056-03-20 4.647800 0.00 38775510.20 35836243.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TPE5 2056-06-20 4.747800 0.00 38775510.20 35535371.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YCS7 2051-03-20 5.500000 0.00 43475417.67 42222958.52 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0389 190000000.00 190000000.00 0.0016 N N Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 3.910000% BIVADNAN8 549300H7EXFMRS487544 BIVADNAN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY STRIP (PRIN) PSTRIP 15-MAY-2043 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 360000000.00 141911856.00 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-MAY-2047 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0.00 0.00 385000000.00 119500404.10 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP 15-NOV-2047 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0.00 0.00 210000000.00 63357810.60 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-NOV-2038 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0.00 0.00 170000000.00 87809669.90 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 15-AUG-2045 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 139110000.00 46661340.39 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 450001162.50 450001162.50 0.0038 N Y Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 4.000000% BIVADNB56 UVCP0ONBRH8AI9HEYC97 BIVADNB56 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BOND 3.0 15-NOV-2044 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 201000000.00 143473800.00 U.S. Treasuries (including strips) TREASURY BOND 2.5 15-FEB-2045 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 349000000.00 225209700.00 U.S. Treasuries (including strips) TREASURY BOND 1.875 15-FEB-2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 357000000.00 179678100.00 U.S. Treasuries (including strips) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0400 522249142.90 522249142.90 0.0044 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.920000% BIVADNB98 RUC0QBLBRPRCU4W1NE59 BIVADNB98 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 30298DAE9 2039-04-25 4.459700 0.00 6350000.00 2484143.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30301WAH5 2037-01-25 4.459700 0.00 3200000.00 917325.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30303HAL7 2037-02-25 3.027500 0.00 1000000.00 261379.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30306NAE7 2037-12-25 4.459700 0.00 4323000.00 2205365.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30314BAH6 2030-02-25 1.430000 0.00 27596222.00 16831085.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30316XAJ2 2040-08-25 1.290000 0.00 1000000.00 659933.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30317QAE7 2030-10-25 1.110000 0.00 12183153.00 7968733.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30320MAG6 2041-03-25 1.750000 0.00 3500000.00 2489841.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30320VAC5 2031-04-25 1.460000 0.00 750000.00 502268.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30320WAQ2 2041-01-25 1.660000 0.00 2500000.00 1645354.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30321CAS1 2031-04-25 1.480000 0.00 6800000.00 4801502.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30321CAT9 2041-05-25 1.590000 0.00 1380000.00 929350.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30322KAG8 2031-06-25 1.410000 0.00 2700000.00 2068839.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 30323PAH4 2031-07-25 1.600000 0.00 1000000.00 735360.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 2027-06-25 2.898000 0.00 74454000.00 34593352.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCFT2 2049-11-25 0.797500 0.00 2450800.00 773177.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCFU9 2049-11-25 0.797500 0.00 328132.00 109505.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BTUM1 2026-11-25 3.347000 0.00 1250000.00 731530.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F2LK0 2027-06-25 3.200000 0.00 85000.00 84168.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FARL4 2046-08-25 5.729900 0.00 4700000.00 384263.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FBAB2 2027-08-25 3.038000 0.00 1125000.00 205075.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FL6N9 2028-10-25 3.344000 0.00 48000.00 19582.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 170000.00 150898.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GB2M6 2033-04-25 4.200000 0.00 15257.00 14230.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6S63 2031-05-25 2.550000 0.00 555000.00 488966.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H73P6 2032-03-25 2.400000 0.00 2650000.00 2283747.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2032-06-25 2.920000 0.00 1264000.00 1113481.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HAMN3 2028-08-25 5.272000 0.00 55000.00 23286.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HB3D4 2028-10-25 5.069000 0.00 150000.00 150006.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBFY5 2028-12-25 4.724000 0.00 900000.00 893064.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HCKV3 2029-03-25 5.180000 0.00 350000.00 350305.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HH5X5 2031-08-25 4.456000 0.00 68735.00 66240.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHUF6 2033-12-25 4.674000 0.00 1900000.00 1825659.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHUG4 2034-10-25 4.760000 0.00 222782572.00 212583016.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHUM1 2053-11-25 3.029200 0.00 10000000.00 7944816.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPER0 2032-04-25 3.031300 0.00 10000000.00 8579145.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPF32 2035-10-25 4.420000 0.00 48590.00 44832.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRKT5 2036-03-25 4.320000 0.00 31071.00 28330.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PGT2 2032-10-25 5.271000 0.00 14725000.00 134459.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5C85 2056-01-01 5.500000 0.00 42318354.00 37835902.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35802YAF8 2037-06-25 4.459700 0.00 6700000.00 1471322.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3.000000 0.00 200000000.00 96589954.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQB7 2051-10-20 3.000000 0.00 145000000.00 72385127.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F7MY9 2067-02-15 5.450000 0.00 1000000.00 984620.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617J5YP5 2070-03-20 5.750000 0.00 28863867.00 13404969.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LWQ72 2070-03-20 6.208000 0.00 24092829.00 14330061.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LWQZ0 2070-03-20 6.161000 0.00 21765133.00 12618389.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617N8BW4 2070-04-20 6.041000 0.00 20550595.00 12760669.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ABXK1 2066-05-15 6.250000 0.00 50000.00 49851.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B25D7 2066-02-15 5.890000 0.00 813320.00 819338.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BEA52 2066-09-15 6.090000 0.00 367802.00 364100.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F4TS0 2064-10-15 5.040000 0.00 799648.00 692791.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GHVC2 2066-07-15 5.900000 0.00 2708480.00 2640271.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9U22 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9U48 2064-08-15 6.140000 0.00 52841.00 53488.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9U63 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9UQ9 2064-08-15 6.140000 0.00 233718.00 236582.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9US5 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9UU0 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9UW6 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9UY2 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HUQL8 2066-04-15 5.170000 0.00 78064.00 74481.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J5AG9 2064-08-15 6.140000 0.00 221800.00 224518.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J5AJ3 2064-08-15 6.140000 0.00 77780.00 78733.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J5AL8 2064-08-15 6.140000 0.00 78233.00 79191.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J5AN4 2064-08-15 6.140000 0.00 50000.00 50612.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KLPX9 2061-07-15 5.210000 0.00 1753900.00 1705719.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N54B2 2055-10-20 7.000000 0.00 928819.00 503631.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56M6 2055-12-20 7.000000 0.00 302878.00 240971.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BJ5 2055-10-20 7.000000 0.00 284164.00 246604.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6P68 2056-08-20 5.500000 0.00 125717.00 120510.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6P84 2056-04-20 6.500000 0.00 44102994.00 44508559.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4FN8 2061-05-15 4.950000 0.00 250000.00 238919.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VQJ54 2066-08-20 6.000000 0.00 4844389.00 4781369.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W43X8 2066-08-20 6.000000 0.00 1446107.00 1429221.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W57M5 2066-06-20 6.000000 0.00 18566768.00 18311388.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WCY73 2061-08-15 5.500000 0.00 3000000.00 2949741.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WHRN5 2056-08-20 5.500000 0.00 40000000.00 38445071.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLC28 2066-08-20 6.500000 0.00 3241366.00 3270132.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLC36 2066-08-20 6.500000 0.00 1318040.00 1330233.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLCQ5 2066-08-20 6.500000 0.00 6692752.00 6754358.89 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLCZ5 2066-08-20 6.500000 0.00 1588896.00 1602874.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLZ98 2056-08-20 6.000000 0.00 18912555.00 19254252.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEGA8 2056-01-20 5.000000 0.00 914867.00 817860.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEK54 2056-03-20 5.000000 0.00 559024.00 515851.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPB6 2056-05-20 6.500000 0.00 839014.00 681108.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPV2 2056-05-20 5.500000 0.00 50000000.00 47445510.52 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 5252700.00 5236348.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 500.00 496.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 100.00 99.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 900.00 888.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 700400.00 689032.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 300.00 293.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 400.00 399.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 292000.00 291529.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 300.00 299.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 372200.00 370740.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 200.00 199.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 700.00 696.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 103311800.00 102577253.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 300.00 291.11 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 500.00 496.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 800.00 792.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 400.00 395.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 600.00 599.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 800.00 798.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 100.00 99.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 349400.00 348107.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 700.00 676.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 400.00 395.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 400.00 394.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 200.00 199.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0.00 0.00 100.00 99.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 400.00 397.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 1000.00 992.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 500.00 513.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 400.00 406.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 300.00 311.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 600.00 610.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 400.00 405.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 821200.00 852496.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 600.00 638.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 200.00 203.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 700.00 670.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 600.00 581.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 100.00 100.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 415200.00 387243.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 800.00 732.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 200.00 184.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 600.00 552.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 500.00 465.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 500.00 426.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 2105000.00 1890202.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 5752500.00 4253083.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 71.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 80.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 400.00 304.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 500.00 360.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 400.00 257.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 700.00 444.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 400.00 270.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 700.00 477.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 17347200.00 11215892.88 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 600.00 390.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 67.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 400.00 277.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 600.00 401.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 900.00 651.02 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 800.00 532.08 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 500.00 327.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 700.00 394.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 800.00 467.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 7900000.00 4167842.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 300.00 129.57 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 700.00 308.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 400.00 232.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 500.00 295.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 700.00 332.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 4130300.00 2489473.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 800.00 401.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 300.00 193.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 600.00 343.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 68.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 300.00 186.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 300.00 150.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 165300.00 106748.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 300.00 163.33 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 900.00 571.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 128.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 63800.00 50382.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 200.00 145.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 300.00 220.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 900.00 745.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 900.00 716.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 700.00 613.94 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 700.00 634.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 341600.00 277431.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 400.00 334.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 13159100.00 11296232.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 800.00 722.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 86.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 800.00 723.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 700.00 626.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 45945900.00 42106832.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 105000200.00 92026769.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 500.00 441.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 3400000.00 3171523.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 7000000.00 6570173.75 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 800000.00 755749.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 138195500.00 128700225.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 216000000.00 206458423.04 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-11-04 Y BMO CAPITAL MARKETS CORP 1.0000 7 N n/a n/a N N 0.0392 1380000000.00 1380000000.00 0.0117 N N Y N Bank of Montreal Bank of Montreal 3.920000% BIVADNBD9 NQQ6HPCNCCU6TUTQYE16 BIVADNBD9 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 3136BF4Q3 2033-04-25 1.567300 0.00 28700000.00 6709270.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BM2D9 2054-07-25 2.000000 0.00 4700000.00 2602005.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMH27 2054-07-25 2.000000 0.00 6000000.00 3303162.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMV96 2054-07-25 2.000000 0.00 10000000.00 6698771.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.151400 0.00 23900000.00 11419927.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNSZ0 2052-07-25 2.000000 0.00 6909753.00 4738716.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNWQ5 2047-03-25 4.000000 0.00 6229000.00 3726350.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP5H0 2054-07-25 4.500000 0.00 37587207.00 23950121.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYQQ8 2033-01-25 3.950000 0.00 50000000.00 47594655.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5T91 2032-11-25 4.500000 0.00 145000000.00 138740930.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137F7XL4 2035-12-25 1.250000 0.00 25000000.00 5458819.56 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBD44 2033-05-15 4.750000 0.00 40000000.00 38129414.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137GBMZ5 2056-08-25 4.580300 0.00 100000000.00 95793538.37 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6GW9 2052-03-25 3.000000 0.00 3000000.00 1655084.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6H73 2049-11-25 3.000000 0.00 1000000.00 536785.69 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N23 2055-01-25 2.000000 0.00 4550000.00 2561687.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8N64 2052-08-25 3.250000 0.00 428343.00 282021.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H8PR6 2052-08-25 3.250000 0.00 428343.00 282021.91 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HA6E1 2055-01-25 4.500000 0.00 29525208.00 19215702.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNZF8 2031-06-15 4.250000 0.00 25000000.00 21751139.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HP2L6 2032-11-15 4.250000 0.00 35000000.00 30287120.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPLY7 2031-07-15 4.350000 0.00 50273027.00 42992599.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HPM75 2031-01-15 4.250000 0.00 40000000.00 33841612.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375U3B4 2067-11-20 4.527100 0.00 5755000.00 1054449.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UTT7 2065-01-20 4.411200 0.00 44120743.00 3238621.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUU2 2065-02-20 4.411200 0.00 38781504.00 2985776.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UVQ0 2065-03-20 4.371200 0.00 48768225.00 4010821.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RB70 2066-10-20 4.521300 0.00 17000000.00 1506443.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RJX5 2065-10-20 4.431300 0.00 54650450.00 4516957.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP42 2066-12-20 4.671200 0.00 20000000.00 3176743.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RP91 2066-12-20 4.550800 0.00 6081000.00 586288.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RPB6 2066-01-20 4.671200 0.00 64161034.00 6813433.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RQR0 2066-01-20 4.681300 0.00 50000000.00 2038148.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRD0 2066-03-20 4.521300 0.00 54582057.00 3900150.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRF5 2066-03-20 4.721200 0.00 50000000.00 4077338.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRW8 2066-02-20 4.771300 0.00 21547250.00 2092809.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRZ1 2066-02-20 4.721200 0.00 41840560.00 5767872.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSJ6 2066-02-20 4.691300 0.00 36936000.00 2761564.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUB0 2065-08-20 4.671200 0.00 30000000.00 1777649.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RUY0 2066-06-20 4.796600 0.00 25000825.00 1888235.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RWF9 2066-06-20 4.920800 0.00 50050044.00 5531012.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXY7 2066-08-20 4.521300 0.00 60000000.00 5730897.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXZ4 2066-06-20 5.140200 0.00 42005539.00 4094763.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DDU5 2029-07-20 1.750000 0.00 52249609.00 582513.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DJT2 2029-07-16 1.750000 0.00 100000000.00 1184445.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HQ73 2030-01-20 1.750000 0.00 60000000.00 1297964.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379HT88 2030-01-20 1.750000 0.00 100000000.00 2520570.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JJE2 2030-02-20 1.750000 0.00 90000000.00 2519394.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LB93 2069-09-20 5.110200 0.00 26474089.00 4602716.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCX9 2068-05-20 4.071300 0.00 54617901.00 2910717.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LE25 2069-09-20 5.110200 0.00 28261463.00 5130961.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LFQ1 2068-07-20 4.620800 0.00 51641362.00 7830091.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LJU8 2068-09-20 4.900200 0.00 34975045.00 4906400.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LL76 2069-11-20 4.674200 0.00 27618610.00 5132246.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LLH4 2068-10-20 4.731700 0.00 4132000.00 795323.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LMV2 2065-08-20 4.121200 0.00 8000000.00 243529.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQG1 2069-01-20 4.321300 0.00 35552172.00 6494105.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQZ9 2069-02-20 4.221300 0.00 23673332.00 3950781.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LU27 2070-01-20 4.610800 0.00 20000000.00 4103247.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LWT6 2069-07-20 4.890900 0.00 29718670.00 5885409.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QBN1 2070-04-20 5.021300 0.00 21201373.00 3903654.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381D4W7 2061-10-16 3.998500 0.00 5000000.00 3940146.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382AK53 2069-11-20 4.271300 0.00 30983389.00 3656157.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UXP1 2051-06-20 3.500000 0.00 3143828.00 1373371.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YA45 2072-09-20 4.687800 0.00 20000000.00 8136841.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKX0 2072-01-20 4.147800 0.00 14315000.00 4195106.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YRP0 2072-04-20 4.347800 0.00 26045000.00 7624102.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KAQ5 2073-05-20 4.347800 0.00 5000000.00 951263.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383P8D6 2052-04-20 1.500000 0.00 6378000.00 3941810.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383T7Z0 2049-10-20 3.750000 0.00 13127946.00 5773330.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TRN5 2052-06-20 2.000000 0.00 12000000.00 8104177.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BQN3 2054-12-20 4.747800 0.00 9309000.00 6740531.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.697800 0.00 5165000.00 3768215.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KRY8 2055-09-20 5.000000 0.00 10519208.00 7012783.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MP67 2056-02-20 4.500000 0.00 5001000.00 4035486.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NF74 2056-03-20 4.500000 0.00 2853834.00 2290507.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WTM6 2056-08-20 5.000000 0.00 2138000.00 1806806.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WZP2 2056-05-20 2.000000 0.00 6959574.00 3878981.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YGP9 2056-09-20 5.000000 0.00 4018463.00 3520433.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YHE3 2056-09-20 8.394800 0.00 5793085.00 5777535.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YHF0 2056-09-20 8.394800 0.00 5540249.00 5553035.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YJH4 2056-09-20 5.500000 0.00 1016584.00 883899.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385YJN1 2056-09-20 5.250000 0.00 3874910.00 3319965.41 Agency Collateralized Mortgage Obligation Y 2026-10-07 2026-10-07 2026-11-04 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0392 755000000.00 755000000.00 0.0064 N N Y N SHORT TERM INVESTMENTS TRUST 2026-10-07 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer