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2026-09-15 0.0000 2026-09-16 0.0000 2026-09-17 0.0000 2026-09-18 0.0000 2026-09-21 0.0000 2026-09-22 0.0000 2026-09-23 0.0000 2026-09-24 0.0000 2026-09-25 0.0000 2026-09-28 0.0000 2026-09-29 0.0000 2026-09-30 N 0.00 N CX C000085154 1000.00 73033.37 73037.5420 0.9999 2026-09-01 0.9999 2026-09-02 1.0000 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9998 2026-09-11 0.9998 2026-09-14 0.9998 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9997 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9997 2026-09-23 0.9997 2026-09-24 0.9996 2026-09-25 0.9996 2026-09-28 0.9997 2026-09-29 0.9997 2026-09-30 163.46 0.03 2026-09-01 0.00 0.00 2026-09-02 0.00 0.11 2026-09-03 0.00 0.00 2026-09-04 0.00 0.00 2026-09-08 124.00 0.00 2026-09-09 31.84 0.00 2026-09-10 81.05 0.00 2026-09-11 0.00 0.00 2026-09-14 0.00 0.00 2026-09-15 155.00 0.00 2026-09-16 0.00 0.00 2026-09-17 0.00 0.00 2026-09-18 0.00 0.00 2026-09-21 100.00 0.00 2026-09-22 0.00 0.00 2026-09-23 0.00 0.00 2026-09-24 0.00 0.00 2026-09-25 75.00 673.54 2026-09-28 0.00 0.00 2026-09-29 29.45 0.00 2026-09-30 759.80 673.68 0.0265 2026-09-01 0.0265 2026-09-02 0.0265 2026-09-03 0.0265 2026-09-04 0.0266 2026-09-08 0.0266 2026-09-09 0.0266 2026-09-10 0.0266 2026-09-11 0.0265 2026-09-14 0.0265 2026-09-15 0.0265 2026-09-16 0.0266 2026-09-17 0.0267 2026-09-18 0.0271 2026-09-21 0.0273 2026-09-22 0.0274 2026-09-23 0.0275 2026-09-24 0.0276 2026-09-25 0.0277 2026-09-28 0.0278 2026-09-29 0.0278 2026-09-30 N 0.00 N R6 C000188950 0.00 12517073.89 12517788.7830 0.9999 2026-09-01 0.9999 2026-09-02 1.0000 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 0.9998 2026-09-14 0.9998 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9997 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9997 2026-09-23 0.9997 2026-09-24 0.9997 2026-09-25 0.9996 2026-09-28 0.9997 2026-09-29 0.9997 2026-09-30 40080.87 480.40 2026-09-01 7554.68 1.01 2026-09-02 4136.38 674.92 2026-09-03 227435.15 12.21 2026-09-04 3554.47 1974.92 2026-09-08 1854.00 159774.13 2026-09-09 12948.67 84.87 2026-09-10 2723.43 1244.61 2026-09-11 162360.26 87.95 2026-09-14 22583.76 37.13 2026-09-15 10871.32 1382.15 2026-09-16 4813.62 3290.31 2026-09-17 1206.38 5780.88 2026-09-18 10995.26 0.43 2026-09-21 5125.38 228977.95 2026-09-22 8307.79 0.00 2026-09-23 4302.52 0.80 2026-09-24 0.00 1000.00 2026-09-25 57014.26 186.39 2026-09-28 2498.01 1746.41 2026-09-29 7665.40 0.00 2026-09-30 598031.61 406737.47 0.0361 2026-09-01 0.0361 2026-09-02 0.0361 2026-09-03 0.0361 2026-09-04 0.0362 2026-09-08 0.0362 2026-09-09 0.0362 2026-09-10 0.0362 2026-09-11 0.0362 2026-09-14 0.0361 2026-09-15 0.0361 2026-09-16 0.0362 2026-09-17 0.0363 2026-09-18 0.0367 2026-09-21 0.0369 2026-09-22 0.0370 2026-09-23 0.0372 2026-09-24 0.0372 2026-09-25 0.0373 2026-09-28 0.0374 2026-09-29 0.0374 2026-09-30 N 0.00 Broker-dealer 0.1672 0.00 Pension plan 0.2895 0.00 N A C000217953 1000.00 297778149.66 297795156.8460 0.9999 2026-09-01 0.9999 2026-09-02 1.0000 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9998 2026-09-11 0.9998 2026-09-14 0.9998 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9997 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9997 2026-09-23 0.9997 2026-09-24 0.9996 2026-09-25 0.9996 2026-09-28 0.9997 2026-09-29 0.9997 2026-09-30 1068106.41 381305.71 2026-09-01 833945.22 420893.12 2026-09-02 5954687.94 1243586.06 2026-09-03 63123.42 1484934.41 2026-09-04 71317.27 455046.00 2026-09-08 98668.94 421826.93 2026-09-09 97705.64 216977.29 2026-09-10 830061.80 566468.30 2026-09-11 115724.77 492870.10 2026-09-14 152234.50 304408.38 2026-09-15 228534.49 116988.76 2026-09-16 671976.73 304424.75 2026-09-17 122972.80 6508837.56 2026-09-18 354139.98 260776.50 2026-09-21 61619.26 158931.11 2026-09-22 117584.21 311126.42 2026-09-23 395664.21 387105.79 2026-09-24 1121410.01 316409.86 2026-09-25 179207.35 538758.96 2026-09-28 231843.17 219308.63 2026-09-29 59011.41 333577.59 2026-09-30 12829539.53 15444562.23 0.0334 2026-09-01 0.0334 2026-09-02 0.0334 2026-09-03 0.0334 2026-09-04 0.0335 2026-09-08 0.0335 2026-09-09 0.0335 2026-09-10 0.0335 2026-09-11 0.0334 2026-09-14 0.0334 2026-09-15 0.0334 2026-09-16 0.0335 2026-09-17 0.0336 2026-09-18 0.0340 2026-09-21 0.0342 2026-09-22 0.0343 2026-09-23 0.0344 2026-09-24 0.0345 2026-09-25 0.0346 2026-09-28 0.0346 2026-09-29 0.0347 2026-09-30 N 0.00 Broker-dealer 0.2109 0.00 N Federal Home Loan Bank Federal Home Loan Bank 3.990000% 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-19 2027-07-19 N N N 0.0401 30009085.50 30009085.50 0.0049 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 15000569.40 15000569.40 0.0024 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 52628995.65 52628995.65 0.0085 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 33486964.70 33486964.70 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-03 2027-02-03 N N N 0.0401 15003419.85 15003419.85 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.995000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-10 2027-02-10 N N N 0.0401 4000599.36 4000599.36 0.0006 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 25000925.00 25000925.00 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.960000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-11 2027-03-11 N N N 0.0395 5000774.70 5000774.70 0.0008 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 30002280.30 30002280.30 0.0049 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 14001612.80 14001612.80 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.015000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-18 2026-12-18 N N N 0.0391 10001000.70 10001000.70 0.0016 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 20502513.30 20502513.30 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.015000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-14 2027-01-14 N N N 0.0401 15001809.30 15001809.30 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ERX48 254900C5LP6DN9OP9V83 US3133ERX488 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-27 2027-01-27 N N N 0.0401 10002300.60 10002300.60 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.015000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-15 2026-10-15 N N N 0.0391 10000399.60 10000399.60 0.0016 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 15001618.35 15001618.35 0.0024 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 75007084.50 75007084.50 0.0121 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 34997314.45 34997314.45 0.0057 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 41002922.48 41002922.48 0.0066 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 45005220.00 45005220.00 0.0073 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 2001115.24 2001115.24 0.0003 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 4999406.25 4999406.25 0.0008 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 25001032.50 25001032.50 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.995000% 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-06 2027-05-06 N N N 0.0398 14999179.50 14999179.50 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.980000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-27 2027-05-27 N N N 0.0398 20006124.60 20006124.60 0.0032 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 8002413.12 8002413.12 0.0013 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 11004789.18 11004789.18 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.990000% 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-21 2027-07-21 N N N 0.0401 30009043.20 30009043.20 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133ETRN9 254900C5LP6DN9OP9V83 US3133ETRN90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-29 2026-12-29 N N N 0.0391 39999376.40 39999376.40 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.005000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-02 2027-09-02 N N N 0.0402 25012179.75 25012179.75 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.010000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 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 10006587.50 10006587.50 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.960000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-20 2028-01-20 N N N 0.0405 39992723.20 39992723.20 0.0065 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 10006331.60 10006331.60 0.0016 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 3999349.52 3999349.52 0.0006 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 9999986.80 9999986.80 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-24 2028-03-24 N N N 0.0404 24995060.25 24995060.25 0.0040 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 18499909.35 18499909.35 0.0030 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 1998990.72 1998990.72 0.0003 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 20000000.00 20000000.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.965000% 3133EWMW7 254900C5LP6DN9OP9V83 US3133EWMW73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-28 2028-04-28 N N N 0.0406 22005540.26 22005540.26 0.0036 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 20004284.00 20004284.00 0.0032 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 50001366.00 50001366.00 0.0081 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 35000725.55 35000725.55 0.0057 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 25012568.75 25012568.75 0.0040 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 20000901.60 20000901.60 0.0032 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 10000926.40 10000926.40 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 25008285.00 25008285.00 0.0040 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 9005121.00 9005121.00 0.0015 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 44021840.28 44021840.28 0.0071 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 25021486.25 25021486.25 0.0040 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 16003244.32 16003244.32 0.0026 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.960000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-07 2028-01-07 N N N 0.0405 19996609.80 19996609.80 0.0032 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 37994035.14 37994035.14 0.0061 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 24992822.00 24992822.00 0.0040 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 20995251.27 20995251.27 0.0034 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 19988052.80 19988052.80 0.0032 N N N N U.S. Treasury U.S. Treasury Bills 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0365 50000000.00 50000000.00 0.0081 N Y Y N U.S. Treasury U.S. Treasury Bills 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0391 74775227.25 74775227.25 0.0121 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0415 34559675.15 34559675.15 0.0056 N Y Y N U.S. Treasury U.S. Treasury Bills 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0422 42314639.77 42314639.77 0.0068 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0429 19612853.40 19612853.40 0.0032 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 37023188.72 37023188.72 0.0060 N Y Y N U.S. Treasury U.S. Treasury Bills 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0402 99539419.00 99539419.00 0.0161 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0407 24825507.50 24825507.50 0.0040 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 49574896.00 49574896.00 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0387 149809660.50 149809660.50 0.0242 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0389 24949446.75 24949446.75 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0390 24930728.00 24930728.00 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0396 74732349.00 74732349.00 0.0121 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VQ7 254900HROIFWPRGM1V77 US912797VQ73 U.S. Treasury Debt Y 2027-07-08 2027-07-08 2027-07-08 N N N 0.0438 9671777.80 9671777.80 0.0016 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y 2027-01-28 2027-01-28 2027-01-28 N N N 0.0418 52286697.38 52286697.38 0.0085 N Y Y N U.S. Treasury U.S. Treasury Bills 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0400 49782130.00 49782130.00 0.0081 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 323327121.00 323327121.00 0.0523 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 49661255.00 49661255.00 0.0080 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 96049573.00 96049573.00 0.0155 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 49241346.00 49241346.00 0.0080 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0425 147475765.50 147475765.50 0.0239 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 122789992.50 122789992.50 0.0199 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 24812287.00 24812287.00 0.0040 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0403 123972526.30 123972526.30 0.0201 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 123873610.00 123873610.00 0.0200 N Y Y N U.S. Treasury U.S. Treasury Bills 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0405 148533243.00 148533243.00 0.0240 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 98152341.00 98152341.00 0.0159 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 14568046.80 14568046.80 0.0024 N Y Y N U.S. Treasury U.S. Treasury Notes 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-03-01 2027-03-01 2027-02-28 N N N 0.0423 49969453.00 49969453.00 0.0081 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 35035941.15 35035941.15 0.0057 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GPM5 2055-04-20 5.407800 0.00 79561009.00 40800000.50 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 40000000.00 40000000.00 0.0065 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 National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A1NN1 2041-06-25 2.500000 0.00 25515321.00 1065888.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BASC9 2032-10-25 0.500000 0.00 5000000.00 2578150.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWPH3 2054-03-25 5.000000 0.00 25650000.00 22597750.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXVW1 2055-10-25 4.790300 0.00 28200000.00 24548010.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6MF2 2056-06-25 4.690300 0.00 5400000.00 5053474.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 35563PJH3 2058-07-25 3.500000 0.00 8682352.00 5356727.28 Agency Collateralized Mortgage Obligation Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0377 60000000.00 60000000.00 0.0097 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 31283YRE0 2034-11-01 6.000000 0.00 1016.00 11.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31286DCL3 2037-03-01 5.700000 0.00 1870.00 46.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128CUW77 2033-12-01 4.500000 0.00 1985.00 101.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DMN92 2043-01-01 3.500000 0.00 1696.00 548.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWK77 2054-04-01 4.500000 0.00 64000.00 49398.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWPL1 2055-04-01 7.000000 0.00 5971.00 2500.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E07C0 2053-12-01 6.000000 0.00 117304.00 78101.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HQQY0 2056-03-25 4.690300 0.00 5205.00 4321.13 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.500000 0.00 1000.00 159.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMAC8 2051-10-01 2.000000 0.00 1000.00 534.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSQA2 2053-07-01 5.500000 0.00 870220.00 641375.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVAW4 2054-08-01 6.500000 0.00 31120.00 22101.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 1059000.00 505670.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4Y50 2053-08-01 4.000000 0.00 57000.00 47485.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5HS6 2056-01-01 5.000000 0.00 3612305.00 3155911.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ69 2051-12-01 3.000000 0.00 1000.00 525.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLMW5 2053-06-01 5.500000 0.00 146698.00 94139.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNQS6 2054-01-01 6.500000 0.00 1000.00 617.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQF93 2053-07-01 5.500000 0.00 1000.00 724.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6AM2 2055-02-01 6.500000 0.00 1909.00 1281.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6UV0 2055-06-01 6.500000 0.00 57659000.00 47457919.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7DR6 2055-09-01 5.500000 0.00 466896.00 423494.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y86C5 2056-05-01 5.500000 0.00 1813.00 1718.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8UT1 2056-04-01 6.000000 0.00 2478.00 2387.23 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 31414G2F5 2037-07-01 6.000000 0.00 1000.00 26.21 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 31418EYQ7 2053-12-01 7.000000 0.00 2611912.00 707594.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419GA20 2040-10-01 3.500000 0.00 1000.00 29.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31426KEM4 2055-04-01 5.000000 0.00 749640.00 640407.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ASC2 2055-09-01 6.000000 0.00 509793.00 501000.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427NS75 2054-01-01 5.500000 0.00 1000.00 800.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427P7L2 2051-08-01 4.000000 0.00 1685.00 1358.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RXV7 2056-02-01 5.000000 0.00 4672.00 4090.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427S6K9 2051-08-01 4.000000 0.00 2045.00 1764.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SFM5 2056-03-01 5.000000 0.00 2170305.00 1908307.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427SRE0 2052-06-01 4.000000 0.00 524928.00 448629.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GTKU9 2054-12-01 5.000000 0.00 1000.00 838.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUKC6 2055-04-01 6.000000 0.00 1008.00 803.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GUTF0 2055-05-01 5.500000 0.00 1011.00 736.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWU31 2056-03-01 5.000000 0.00 1004.00 916.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GWX95 2056-02-01 5.000000 0.00 467124.00 418532.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 4863184.00 4587725.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142K0B86 2056-03-01 5.500000 0.00 316295.00 272476.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1001.00 82.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6K3 2049-11-20 3.000000 0.00 1001.00 73.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 1001.00 65.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUJ9 2049-06-20 3.500000 0.00 1051.00 90.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 395960.00 40121.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2.000000 0.00 5440.00 2311.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN48 2050-06-20 3.500000 0.00 1000.00 192.11 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 36179W5E4 2052-05-20 4.000000 0.00 1022.00 627.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 25963.00 11397.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZC5 2052-02-20 4.000000 0.00 1008.00 570.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 13953163.00 8767365.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 8790019.00 5613171.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 1001.00 729.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPF5 2054-01-20 5.000000 0.00 1024.00 790.50 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 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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 3128M8P99 2032-08-01 8.000000 0.00 4923004.00 135215.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3130G1FG2 2056-08-01 5.000000 0.00 1000.00 936.08 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 31329PRJ4 2048-11-01 4.000000 0.00 1000.00 98.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5CN3 2044-08-01 3.500000 0.00 1689.00 109.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 1000.00 113.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 1007.00 554.19 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 3132DPN46 2053-01-01 5.500000 0.00 1000.00 678.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPS25 2052-09-01 5.500000 0.00 1000.00 601.36 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 3132DWDH3 2052-04-01 2.000000 0.00 1001.00 583.50 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 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 661.51 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 3132E0BE1 2053-08-01 6.000000 0.00 1000.00 568.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132E0UM2 2053-10-01 5.500000 0.00 1000.00 673.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 1001.00 445.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133AYVR8 2051-12-01 2.000000 0.00 1000.00 535.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BBF20 2052-05-01 4.500000 0.00 1000.00 587.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BKXF1 2052-09-01 5.500000 0.00 1000.00 726.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 1000.00 494.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 5613.00 3755.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1009.00 751.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133CJ6W6 2053-12-01 6.500000 0.00 1019.00 410.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KY7A1 2046-02-01 5.500000 0.00 1000.00 906.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133USL82 2050-02-25 2.500000 0.00 1024.00 810.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCZL1 2054-05-01 5.500000 0.00 1000.00 792.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKTK9 2054-08-25 4.085200 0.00 262211.00 14459.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.560300 0.00 4023.00 2483.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQWA3 2053-12-25 5.240300 0.00 9953216.00 5148611.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRZ26 2046-03-25 5.500000 0.00 491653.00 184021.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 4.990300 0.00 3191.00 1854.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWL61 2053-01-25 5.000000 0.00 2176.00 1296.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWU38 2054-02-25 5.000000 0.00 18136.00 12038.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6CP1 2056-06-25 4.790300 0.00 875057.00 829006.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BVK88 2047-02-15 3.500000 0.00 952254.00 589243.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 1324257.00 1175458.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 1705376.00 513061.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 221454.00 118435.30 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HBBV5 2053-12-25 5.160300 0.00 913500.00 344803.21 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HNPH5 2055-11-25 4.990300 0.00 2593824.00 1970705.24 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385XAH0 2033-04-01 5.000000 0.00 45440.00 292.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKVN2 2047-05-01 4.500000 0.00 19733413.00 4382000.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.500000 0.00 1001.00 1013.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A6QL3 2053-11-01 6.500000 0.00 1000.00 712.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A8TL6 2054-02-01 6.000000 0.00 1000.00 764.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7.000000 0.00 1000.00 483.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 2000.00 2036.72 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 3140B0ZL5 2055-01-01 5.500000 0.00 1000.00 739.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 2000.00 1738.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B56S1 2055-04-01 5.500000 0.00 1046.00 788.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B5HA8 2055-02-01 7.000000 0.00 1000.00 1032.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B5UL9 2055-04-01 6.500000 0.00 1419.00 984.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B7B36 2055-04-01 5.500000 0.00 1000.00 945.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B9X20 2055-07-01 7.000000 0.00 1824140.00 1905181.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BARR9 2040-07-01 5.500000 0.00 1000.00 764.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BD5R7 2055-06-01 5.500000 0.00 68668.00 63436.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 1000.00 798.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 282178.00 201490.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BG5M1 2055-06-01 7.500000 0.00 34954.00 37117.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.500000 0.00 1002.00 958.25 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 3140BMC65 2055-09-01 6.000000 0.00 1001.00 957.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BNNJ3 2055-09-01 6.500000 0.00 1000.00 343.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQ7C9 2055-11-01 6.500000 0.00 1000.00 383.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTCJ2 2056-03-01 5.000000 0.00 1111.00 978.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 42265.00 36960.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 1006.00 912.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5.000000 0.00 1462.00 1358.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5.000000 0.00 1000.00 919.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BWYS1 2055-12-01 6.000000 0.00 1000.00 952.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.370000 0.00 59966.00 52839.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9VU2 2048-01-01 3.500000 0.00 1000.00 242.41 Agency Mortgage-Backed Securities Federal National 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVP65 2054-11-01 6.000000 0.00 1001.00 696.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 1000.00 878.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0TF4 2055-12-01 6.000000 0.00 3303867.00 3091594.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U1GF6 2056-02-01 5.500000 0.00 1000.00 944.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U2BU6 2056-01-01 5.500000 0.00 1000.00 788.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3LQ2 2056-02-01 4.500000 0.00 1000.00 874.60 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 3140UJSH0 2056-06-01 4.500000 0.00 29968.00 27028.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 20314.00 14986.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4E60 2055-03-01 5.500000 0.00 29865.00 24213.08 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 3140W5AC8 2051-10-01 3.500000 0.00 1024.00 833.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 1671.00 1570.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5S96 2053-12-01 5.000000 0.00 1031.00 908.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5XX7 2056-03-01 5.500000 0.00 5100992.00 4662865.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 1008.00 905.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 1024.00 993.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W74G2 2037-01-01 3.500000 0.00 357155.00 344376.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 4050.00 3425.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 939591.00 374375.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1270.00 586.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3.000000 0.00 17644.00 9849.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGFY0 2052-03-01 2.500000 0.00 1000.00 548.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 611.66 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 3140XMR65 2053-09-01 6.000000 0.00 1000.00 661.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 2112.00 1433.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6J43 2055-04-01 6.500000 0.00 1000.00 749.40 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 3140Y6KA7 2055-04-01 6.500000 0.00 1024.00 683.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6.000000 0.00 1000.00 746.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6ZS2 2055-07-01 6.500000 0.00 1000.00 1033.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8FS0 2056-02-01 4.500000 0.00 2911704.00 2538161.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9FP4 2056-06-01 4.500000 0.00 1152.00 1027.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 1018.00 74.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1006239.00 389626.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5.000000 0.00 1000.00 713.04 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 31418FVW4 2056-04-01 4.500000 0.00 1000.00 887.73 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 31427SGA0 2055-12-01 5.500000 0.00 1559.00 1392.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 1008.00 913.15 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 31427TPK6 2056-06-01 5.000000 0.00 1024.00 946.71 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 3142GWYH6 2056-02-01 5.000000 0.00 2000.00 1792.13 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 3142GX6H5 2056-08-01 5.000000 0.00 1056.00 978.09 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 Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 1024.00 904.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 7347.00 6604.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 1023.00 85.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJU2 2046-07-20 4.000000 0.00 1050.00 88.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 2376.00 238.07 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 18244.00 1846.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 1009.00 102.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 14538627.00 1136210.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 3032.00 625.77 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 1024.00 218.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1138.00 698.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 2002.00 1227.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1000.00 435.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 1000.00 585.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 18609.00 11297.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 1008.00 635.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 4648.00 2977.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 2000.00 1295.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 2000.00 1299.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 2430543.00 1318957.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 1000.00 406.19 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 3008.00 1199.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 3088.00 2067.55 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 3040.00 1971.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1000.00 604.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 362160.00 298599.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 2008.00 896.64 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 1000.00 352.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MSCH3 2050-04-20 4.000000 0.00 1001.00 152.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 2002.00 303.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 1000.00 553.42 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2046.00 1098.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VSCL4 2049-07-20 5.000000 0.00 539843.00 155398.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VTQP8 2050-02-20 5.500000 0.00 1578.00 563.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RM2 2049-02-20 5.000000 0.00 1000.00 46.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RQ3 2038-08-20 6.000000 0.00 1000.00 376.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W2RR1 2038-12-20 6.500000 0.00 1000.00 288.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YAZ92 2038-11-20 6.500000 0.00 645626.00 454528.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 2000.00 791.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 1000.00 1064.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 2000.00 1350.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 2000.00 1758.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 1000.00 642.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 1035.00 791.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7.000000 0.00 3741.00 834.55 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 3618KRJ47 2055-03-20 7.500000 0.00 1016.00 1074.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 1000.00 859.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 2024.00 1831.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 2000.00 1961.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KSSA1 2065-04-20 6.500000 0.00 137428.00 69870.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 2000.00 2125.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 1000.00 1049.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.500000 0.00 167423.00 169986.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 3076.00 3113.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 1000.00 1015.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 1000.00 1001.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 1000.00 1018.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 1000.00 1000.35 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1066.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 27395.00 22140.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 1000.00 802.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 3193.00 2128.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 6009.00 4116.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 50664.00 42106.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 1000.00 865.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 5127.00 4105.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 5083.00 4220.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VS5 2055-08-20 6.000000 0.00 1000.00 693.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XN4 2055-10-20 4.500000 0.00 1000.00 873.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 901538.00 783978.89 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 1000.00 917.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6SC2 2056-09-20 6.000000 0.00 6296704.00 6230483.66 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 2001.00 2032.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8ZJ6 2056-03-20 6.500000 0.00 5354.00 5580.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBH34 2056-05-20 6.000000 0.00 242888.00 245410.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 1000.00 999.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJXB1 2056-06-20 6.000000 0.00 1032.00 1033.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMPZ0 2056-06-20 6.500000 0.00 1000.00 1038.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQV8 2056-06-20 6.500000 0.00 2000.00 2078.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQW6 2056-06-20 6.500000 0.00 1000.00 1039.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 1000.00 41.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2S78 2040-08-15 6.000000 0.00 1000.00 135.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNP9 2055-05-20 4.907800 0.00 1298.00 1151.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381PZY2 2055-07-20 4.697800 0.00 1000.00 695.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.647800 0.00 46280.00 25019.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UTG7 2055-09-20 4.797800 0.00 1271744.00 1046837.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381WY93 2049-07-20 4.405200 0.00 60290.00 8616.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 1001.00 482.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 1000.00 531.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 3679.00 1500.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.500000 0.00 27587515.00 15731393.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 730167.00 392143.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 4.547800 0.00 2003.00 1099.88 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 38383VMJ4 2053-01-20 4.557800 0.00 1000.00 574.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VV96 2053-02-20 4.527800 0.00 1000.00 563.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.547800 0.00 1000.00 620.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 4.647800 0.00 1009.00 431.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.647800 0.00 11623.00 7082.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.797800 0.00 498124.00 281122.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.597800 0.00 4494.00 1918.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.947800 0.00 1002.00 232.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.047800 0.00 2144.00 483.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EWV3 2048-04-20 4.305300 0.00 716316.00 509938.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.947800 0.00 1000.00 218.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 4.897800 0.00 1649200.00 548303.83 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 1000.00 959.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 5267504.00 3699083.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.847800 0.00 4750.00 1402.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K5J6 2054-03-20 5.750000 0.00 1024.00 812.64 Agency Collateralized Mortgage Obligation Government 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549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.947800 0.00 11075.00 4324.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.897800 0.00 10913.00 5881.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 237157.00 130563.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X5F6 2054-11-20 4.747800 0.00 4438719.00 2082407.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XAC7 2054-09-20 4.757800 0.00 108972.00 73749.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.647800 0.00 47837.00 32760.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.747800 0.00 1001.00 491.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.247800 0.00 199452.00 96175.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BBM1 2054-12-20 4.847800 0.00 1024.00 452.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 3741410.00 3068220.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 492352.00 388415.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.997800 0.00 359622.00 174021.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.947800 0.00 671784.00 346166.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.397800 0.00 1000.00 554.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.797800 0.00 450289.00 351363.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GE62 2055-06-20 5.447800 0.00 106752.00 61966.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GKB4 2055-05-20 5.047800 0.00 756785.00 428128.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.047800 0.00 164565.00 145991.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.647800 0.00 679696.00 600975.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KPT1 2055-12-20 4.647800 0.00 1583162.00 1485298.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.447800 0.00 1000.00 958.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.647800 0.00 393728.00 358773.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 1024.00 804.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 740096.00 637947.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 2924417.00 2661914.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 9169.00 7537.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SFE8 2056-05-20 4.697800 0.00 495700.00 478450.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 1054014.00 981786.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385XL91 2056-09-20 4.986500 0.00 1300781.00 1337685.63 Agency Collateralized Mortgage Obligation 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 100000000.00 100000000.00 0.0162 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 3136G5KA7 2055-06-25 4.750000 0.00 433236.00 363934.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H9FW4 2047-10-25 5.000000 0.00 2499750.00 1110911.41 Agency Debentures and Agency Strips Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5D4 2067-06-20 4.241200 0.00 854994.00 75134.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382RPM4 2051-04-20 3.000000 0.00 49506000.00 22014719.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UVM0 2051-06-20 3.000000 0.00 82251000.00 46206371.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KZJ4 2074-07-20 4.547800 0.00 1000000.00 877942.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LXQ7 2075-10-20 4.347800 0.00 750000.00 714825.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MYW1 2054-04-20 5.000000 0.00 1240000.00 942074.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RJN6 2056-04-20 4.447800 0.00 104333000.00 90894086.56 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 160000000.00 160000000.00 0.0259 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 912797UZ8 2026-11-19 0.00 0.00 819700.00 815175.26 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 123200.00 114904.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 100.00 92.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 40018900.00 37797650.96 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1800.00 1792.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1839400.00 1831626.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 6719800.00 6827366.24 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 8627400.00 8530390.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 66434400.00 64781512.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 63073600.00 62899516.86 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 180000000.00 180000000.00 0.0291 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 912828YB0 2029-08-15 1.625000 0.00 133980600.00 122400020.33 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 120000000.00 120000000.00 0.0194 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 3130G0PN8 2056-08-01 5.500000 0.00 1000.00 930.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31329PZJ5 2048-12-01 4.000000 0.00 24974699.00 2231916.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 1000.00 113.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DNDV2 2050-04-01 5.500000 0.00 1000.00 464.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 2000.00 1212.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 186849.00 127600.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DUL70 2054-10-01 4.500000 0.00 2837629.00 2243345.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1000.00 560.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1074.00 704.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132DWH63 2053-07-01 4.000000 0.00 1000.00 705.58 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 3132E0BE1 2053-08-01 6.000000 0.00 1762818.00 1002110.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31335CAL8 2049-01-01 4.000000 0.00 6474000.00 887154.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 1013.00 598.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 755377.00 505423.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 1000.00 581.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 1005.00 598.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 4996.00 3465.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 1000.00 644.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5.000000 0.00 1000.00 904.18 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 3136BPCC3 2052-10-25 4.560300 0.00 350377.00 216280.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQT41 2033-08-25 3.750000 0.00 285000.00 257629.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRZ26 2046-03-25 5.500000 0.00 753769.00 282128.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G8EB6 2056-10-25 5.500000 0.00 209138.00 187191.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FBU79 2027-09-25 3.187000 0.00 25000.00 23560.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FHHY2 2048-08-15 4.113000 0.00 16271.00 799.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 7788559.00 2343182.38 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137H6RA5 2047-02-25 3.000000 0.00 328368.00 175613.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.940300 0.00 3972443.00 2703685.53 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HHZM6 2051-09-25 5.000000 0.00 1575100.00 1032211.22 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137HRL56 2053-09-25 4.500000 0.00 8434351.00 7570440.55 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WLC68 2047-07-01 4.500000 0.00 1023.00 170.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ANY52 2054-08-01 7.000000 0.00 1000.00 1018.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AQKJ0 2054-09-01 5.500000 0.00 1096.00 1018.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AW2J7 2054-12-01 7.000000 0.00 1000.00 737.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6.000000 0.00 1000.00 832.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B0JL3 2054-11-01 4.500000 0.00 1000.00 756.53 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 3140B2PW8 2055-01-01 6.500000 0.00 1000.00 465.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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B1V7KEBTPIMZEU4LTD58 3140BG5P4 2055-06-01 7.500000 0.00 1000.00 1053.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BL2U5 2055-08-01 6.500000 0.00 1009.00 942.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.500000 0.00 1000.00 1013.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 1000.00 906.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BWTW8 2055-12-01 5.000000 0.00 1000.00 919.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.500000 0.00 1021.00 218.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185000 0.00 977431.00 856507.20 Agency Mortgage-Backed Securities Federal National Mortgage 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U1DD4 2055-12-01 6.500000 0.00 1000.00 1016.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U56F8 2056-01-01 5.500000 0.00 1001.00 958.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9P36 2056-04-01 5.000000 0.00 1008.00 932.96 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 3140W4E60 2055-03-01 5.500000 0.00 1012.00 820.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 1024.00 833.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 1215.00 1005.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5XY5 2056-04-01 5.500000 0.00 7191552.00 6670803.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 1021.00 917.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 1000.00 969.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6XV9 2051-09-01 4.500000 0.00 459196.00 414571.10 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 3140W7FV7 2053-07-01 2.500000 0.00 1000.00 780.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7GW4 2052-08-01 3.500000 0.00 2024.00 1711.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 1022.00 407.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2.000000 0.00 1000.00 461.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBHQ6 2038-11-01 7.500000 0.00 1000.00 371.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 611.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTA6 2053-06-01 4.500000 0.00 1000.00 649.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMR65 2053-09-01 6.000000 0.00 1000.00 661.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XPC31 2050-12-01 4.500000 0.00 1000.00 683.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1969.00 1313.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5.000000 0.00 182896.00 165821.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 905.80 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 31418DCY6 2049-06-01 3.500000 0.00 1022.00 74.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1118.00 432.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAS9 2037-01-01 2.000000 0.00 1000.00 492.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1000.00 887.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418S2C2 2040-09-01 5.500000 0.00 1000.00 170.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423XZ61 2052-10-01 2.000000 0.00 174988.00 17523.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TBJ4 2056-05-01 5.500000 0.00 1000.00 926.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 1008.00 913.15 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 31427TZ90 2056-07-01 5.000000 0.00 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549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 23751.00 15434.57 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 38381NQL5 2055-06-20 5.047800 0.00 250831.00 180300.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381QAJ0 2055-08-20 4.727800 0.00 10841095.00 9030863.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.647800 0.00 312534.00 168957.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381UTG7 2055-09-20 4.797800 0.00 298614.00 245804.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 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Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 4.747800 0.00 47575066.00 30844974.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 4.947800 0.00 7251991.00 4709932.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VV96 2053-02-20 4.527800 0.00 4299328.00 2421154.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.547800 0.00 2298856.00 1426131.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 4.557800 0.00 2706110.00 1689105.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X4Z4 2053-05-20 4.647800 0.00 42499.00 12263.92 Agency Collateralized Mortgage Obligation Government National 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549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 4.647800 0.00 12964939.00 3936080.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CBM0 2053-07-20 4.667800 0.00 450818.00 295731.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.647800 0.00 17818.00 8030.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.757800 0.00 8004760.00 2650849.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.547800 0.00 28770509.00 6554252.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.147800 0.00 2119490.00 478313.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 5.047800 0.00 998224.00 226759.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 4.697800 0.00 4581250.00 3573927.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.947800 0.00 1736498.00 402785.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 1011.00 709.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.847800 0.00 1696.00 500.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384K5J6 2054-03-20 5.750000 0.00 9248.00 7339.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 3520.00 3410.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LEM7 2075-02-20 4.397800 0.00 1037164.00 960387.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.827800 0.00 1000.00 529.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.750000 0.00 7703667.00 7461455.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MLB1 2054-04-20 4.747800 0.00 895700.00 353428.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 2813871.00 2712691.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.847800 0.00 1001727.00 355724.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.947800 0.00 78751.00 30749.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.747800 0.00 451721.00 283789.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.757800 0.00 229056.00 107747.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 1050791.00 578499.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XRH8 2054-10-20 4.747800 0.00 4501657.00 2210262.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.697800 0.00 91304.00 66373.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 1008.00 795.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.997800 0.00 638845.00 309137.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.797800 0.00 4426099.00 3453716.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.047800 0.00 1322341.00 1173099.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385J4U4 2055-12-20 4.647800 0.00 1280.00 1131.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JG72 2055-11-20 4.000000 0.00 4939202.00 3981619.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385KPT1 2055-12-20 4.647800 0.00 1409402.00 1322279.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.447800 0.00 339184.00 325094.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 126976.00 99697.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 1000.00 861.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 3976971.00 3619989.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385RY90 2056-05-20 4.500000 0.00 42730.00 35125.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 41068.00 38253.78 Agency 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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 788500.00 786137.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 1440900.00 1438757.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 395000.00 393495.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 876900.00 890082.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 19900.00 27477.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 100.00 76.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 3300.00 2574.52 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 912810ST6 2040-11-15 1.375000 0.00 1381300.00 829830.13 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 918100.00 671997.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 51000.00 44495.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 384500.00 320265.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 18126200.00 15799842.71 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 12342100.00 10882168.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 64800.00 55028.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 16179900.00 14771103.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 46000.00 44650.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 41446000.00 40023218.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 6900.00 6587.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 500.00 490.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 16482300.00 15223645.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 483600.00 461240.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 49000.00 47861.55 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 100000000.00 100000000.00 0.0162 N N Y N Royal Bank of Canada Royal Bank of Canada 4.090000% BIVA54EP0 549300HXQQQCCUBS2Z23 BIVA54EP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 104850100.00 102672188.67 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 100000000.00 100000000.00 0.0162 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 3.850000% BIVA75X09 VYVVCKR63DVZZN70PB21 BIVA75X09 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3133BPUR7 2052-10-01 4.500000 0.00 126632161.00 86700000.24 Agency Mortgage-Backed Securities Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0385 85000000.00 85000000.00 0.0137 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 3136BUCK4 2055-01-25 4.390300 0.00 10750000.00 6805293.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137BPAF6 2043-09-15 3.000000 0.00 5000000.00 620253.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396PSS1 2037-02-25 5.500000 0.00 2000000.00 322851.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE99 2063-01-20 4.271300 0.00 2499990.00 5549.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BPW6 2062-01-20 4.271300 0.00 1572613.00 99.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RRJ7 2066-02-20 4.541200 0.00 1597440.00 1558.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RY26 2067-02-20 4.231300 0.00 299187.00 13964.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LAZ9 2044-12-20 3.500000 0.00 1028864.00 859024.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NAU9 2054-04-20 5.500000 0.00 11322800.00 10945338.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WDT9 2054-09-20 4.817800 0.00 21689000.00 16257720.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385PRE1 2056-03-20 4.500000 0.00 16965760.00 15168346.64 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 50000000.00 50000000.00 0.0081 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 912797UJ4 2026-10-08 0.00 0.00 600.00 599.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 1141900.00 896518.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 9476400.00 7393082.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 39600.00 26223.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 180900.00 123082.28 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 10064800.00 8502189.48 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 912810TV0 2053-11-15 4.750000 0.00 117600.00 104704.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 40800.00 35596.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 508000.00 443207.01 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 87.17 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 106800.00 99085.73 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 75000.00 69661.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1300.00 1261.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 8824000.00 9711252.90 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 2000000.00 2007200.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1792000.00 1757740.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 16800.00 18068.20 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 919300.00 877621.70 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 9930000.00 9595470.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 2252500.00 2173229.52 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 2399900.00 2245394.44 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 45000000.00 45000000.00 0.0073 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 58746000.00 58338655.24 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 57000000.00 57000000.00 0.0092 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 912810RD2 2043-11-15 3.750000 0.00 1239000.00 1001854.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 28156700.00 17881757.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 11679500.00 7542469.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 26012800.00 24573934.48 U.S. Treasuries (including strips) Y 2027-06-02 2027-06-02 2027-06-02 N N N 0.0412 50000000.00 50000000.00 0.0081 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 13333333.33 1808999.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6C0 2031-11-01 2.500000 0.00 12478282.00 1415063.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128ME6Y2 2032-02-01 2.500000 0.00 7045634.67 960738.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MMVW0 2031-12-01 2.000000 0.00 6447353.47 772211.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3128MMVX8 2032-01-01 2.000000 0.00 6725458.40 890199.91 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130BC4W0 2028-09-01 4.500000 0.00 5333333.33 5298826.67 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132A8Y37 2033-01-01 3.000000 0.00 10615502.53 1683654.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3E2 2033-01-01 2.500000 0.00 30418189.73 10170876.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CW3H5 2030-01-01 2.500000 0.00 25633327.60 6908679.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3132CWLE2 2035-04-01 2.500000 0.00 5507893.60 1384585.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJRM2 2032-01-01 2.000000 0.00 11329295.47 1639031.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5DQ9 2032-03-01 2.500000 0.00 5639442.93 740998.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5SL4 2032-03-01 2.500000 0.00 10374340.67 1327640.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J73N3 2031-03-01 2.500000 0.00 14116048.67 837285.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1D23 2030-12-01 4.055000 0.00 2227079.47 2123802.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QB5L8 2034-11-01 2.500000 0.00 18705218.13 3839598.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QCAM8 2034-11-01 2.500000 0.00 6029568.40 1200450.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0DP7 2051-10-01 3.500000 0.00 10000000.00 7346905.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2DX6 2035-02-01 2.500000 0.00 1628784.67 1002097.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4S99 2048-08-01 3.500000 0.00 24170190.40 19941645.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDB70 2034-08-01 2.500000 0.00 14217112.53 4025306.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDBG0 2035-02-01 2.500000 0.00 3373305.07 830058.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJNG4 2048-06-01 5.000000 0.00 11288902.80 6236142.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKGH7 2047-07-01 5.000000 0.00 4496525.33 2282420.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKJN1 2030-01-01 2.500000 0.00 21700000.00 5263556.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKMH0 2048-08-01 5.000000 0.00 8177483.73 4635020.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL5N4 2033-07-01 2.500000 0.00 14068470.67 6391977.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLP69 2031-10-01 4.000000 0.00 7842004.27 3078704.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMET9 2033-08-01 3.500000 0.00 16758903.87 7963067.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFH2 2032-01-01 2.000000 0.00 10704986.40 1576140.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3.000000 0.00 40000000.00 5614810.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.500000 0.00 6666666.67 3715457.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 13573333.33 5369461.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 2609588.00 1274299.98 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.500000 0.00 13333333.33 6640885.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 6666666.67 3467327.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 13333333.33 7114591.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALNN6 2067-05-20 6.676000 0.00 1962455.73 329603.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALQ45 2067-05-20 6.778000 0.00 2007156.40 226010.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALRL6 2067-07-20 6.805000 0.00 2669499.47 275285.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUW4 2067-06-20 6.835000 0.00 5162544.53 553190.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ANUX2 2067-06-20 6.822000 0.00 3334178.40 589372.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQCJ6 2067-06-20 6.644000 0.00 874249.73 33108.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQE47 2067-10-20 6.869000 0.00 3403932.67 861306.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEH8 2067-10-20 7.006000 0.00 2471838.53 386649.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AQEV7 2067-10-20 6.843000 0.00 2675168.00 866229.27 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1T29 2067-08-20 7.175000 0.00 2002292.00 437886.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TK9 2067-07-20 6.885000 0.00 3342920.53 659336.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1TU7 2067-08-20 6.894000 0.00 2682551.07 485609.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B1UF8 2067-09-20 7.075000 0.00 6023087.60 992173.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32H1 2067-07-20 6.949000 0.00 5197568.67 886207.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B32Z1 2067-06-20 6.844000 0.00 2008543.47 389381.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B3Q93 2067-08-20 7.040000 0.00 770184.00 155358.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BA7A5 2067-08-20 7.239000 0.00 1283764.67 41376.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2K2 2067-11-20 6.800000 0.00 2675660.80 607471.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BD2L0 2067-11-20 6.825000 0.00 2011977.73 252564.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZ75 2067-10-20 6.933000 0.00 2674616.53 641187.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZN0 2067-09-20 7.134000 0.00 2668724.40 354658.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BDZR1 2067-10-20 6.962000 0.00 2666666.67 606391.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7G79 2052-05-01 2.500000 0.00 1512453.10 1182031.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7NJ5 2041-05-01 4.000000 0.00 1243392.30 1150219.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W63 2052-04-01 2.500000 0.00 1158365.15 927850.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W89 2056-10-01 5.500000 0.00 1113905.35 1070264.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7W97 2056-10-01 5.500000 0.00 1329423.95 1281476.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7XA3 2056-09-01 5.500000 0.00 1017112.40 979387.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W7XD7 2056-09-01 5.500000 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Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427PTT1 2055-09-01 5.500000 0.00 1250000.00 1008854.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427QUH3 2055-11-01 5.000000 0.00 1073750.85 961096.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427RT34 2052-02-01 2.000000 0.00 1383027.60 1014950.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427TGR1 2054-12-01 5.500000 0.00 1331286.00 1260264.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULD3 2055-11-01 5.500000 0.00 1180253.50 1141573.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULG6 2052-07-01 2.500000 0.00 1634460.85 1295398.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULH4 2056-10-01 5.500000 0.00 1325384.90 1274252.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULJ0 2056-09-01 5.500000 0.00 1031492.65 990261.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULK7 2056-09-01 5.500000 0.00 546831.75 528203.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427ULL5 2056-09-01 5.500000 0.00 1169711.20 1129160.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 31427UPK3 2056-08-01 5.500000 0.00 1099447.80 1055648.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GA8 2053-04-25 3.500000 0.00 2150522.00 332011.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142G6GE0 2053-07-25 4.000000 0.00 3738537.75 675490.71 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3142GX2K2 2056-07-01 6.500000 0.00 1347388.40 1310563.16 Agency 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549300M8ZYFG0OCMTT87 3618N5RC5 2055-07-20 4.000000 0.00 4056469.60 3412524.76 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1559772.74 1248948.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3RB3 2056-01-20 6.500000 0.00 57997.94 58989.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5AL4 2061-05-15 4.670000 0.00 28457.14 26636.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBHL4 2061-06-15 5.440000 0.00 56971.43 55631.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCPU3 2056-05-20 5.000000 0.00 18391.03 17182.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCRT4 2056-05-20 5.000000 0.00 190897.37 175481.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCUV5 2056-03-20 5.500000 0.00 102464.74 100319.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCVB8 2056-03-20 5.000000 0.00 66301.26 61889.14 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VESU6 2056-07-20 5.500000 0.00 170237.14 165784.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VHG57 2056-06-20 6.000000 0.00 628.57 630.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VL5Q4 2056-07-20 6.000000 0.00 82222.63 83631.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VNTW1 2056-04-20 7.000000 0.00 57.14 48.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VRGF3 2056-06-20 6.000000 0.00 286.11 284.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VSK66 2056-07-20 5.000000 0.00 9387.43 8877.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTW61 2056-06-20 5.500000 0.00 278915.20 269376.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVTQ6 2056-07-20 6.500000 0.00 49148.17 50165.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VWEZ0 2056-07-20 6.000000 0.00 86247.60 86714.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W0XT2 2056-07-20 6.500000 0.00 137714.40 141568.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W26G6 2056-07-20 6.000000 0.00 63097.49 63630.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3SP0 2056-07-20 6.000000 0.00 284.86 285.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W5DK2 2056-07-20 6.000000 0.00 1136948.63 1133882.47 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEH37 2056-07-20 5.500000 0.00 545203.43 530116.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEVU1 2056-08-20 6.000000 0.00 61714.11 62224.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WEZF0 2056-08-20 6.000000 0.00 250291.20 251072.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WLP32 2056-09-20 6.000000 0.00 306507.66 308426.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NQU5 2055-06-20 4.847800 0.00 3665379.43 2793960.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3.000000 0.00 1310014.06 717008.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 89.71 33.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 997100.29 568068.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384DBV8 2053-10-20 4.827800 0.00 2397896.57 780236.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384U6U8 2054-08-20 4.747800 0.00 5714285.71 2747361.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385B5M8 2055-01-20 4.747800 0.00 57.14 29.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BD56 2055-01-20 4.717800 0.00 59.71 42.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385BQN3 2054-12-20 4.747800 0.00 70171.43 50810.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.697800 0.00 186123.03 146402.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.047800 0.00 57.14 29.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRE1 2055-05-20 4.897800 0.00 1966114.29 1666150.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.847800 0.00 525917.14 433402.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.847800 0.00 260517.09 223409.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.097800 0.00 692042.00 521143.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385SUE1 2056-05-20 4.747800 0.00 2857142.86 2745880.57 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 11.43 11.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 4121314.29 4069942.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 5.71 1.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 5.71 4.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 3973440.00 2311164.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1923851.43 1215320.51 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 586834.29 474180.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 957611.43 835472.64 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 200.00 178.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 11.43 10.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 214628.57 189240.43 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 2449851.43 2391079.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 11720.00 11409.03 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 1105051.43 1089634.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 12.51 8.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 2.03 1.34 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 0.00 0.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0.00 0.00 0.00 0.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 200000000.00 200000000.00 0.0324 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 3.75 30-APR-2027 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100000000.00 101125000.00 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0391 99125000.00 99125000.00 0.0160 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 (INT) CSTRIP 15-MAY-2042 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0.00 0.00 99075000.00 40858780.66 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 40001531.25 40001531.25 0.0065 N Y 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385JP80 2055-11-20 5.000000 0.00 9777825.00 8575541.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MQ33 2056-02-20 4.447800 0.00 24200000.00 23194735.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385QNZ6 2076-06-20 4.247800 0.00 1837577.00 1761459.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385UCE6 2042-08-16 0.00 0.00 24300000.00 23643948.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385WYY4 2056-08-20 5.000000 0.00 27652909.00 24424315.10 Agency Collateralized Mortgage Obligation 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 80000000.00 80000000.00 0.0129 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 3140NUCX5 2028-12-01 5.180000 0.00 50908224.00 51000000.23 Agency Mortgage-Backed Securities 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 50000000.00 50000000.00 0.0081 N N Y N Invesco Investment Securities Funds 2026-10-07 Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer