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2025-10-17 2025-10-17 N N N 0.0441 6299908.40 6299908.40 0.0102 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.87500000 91282CKS9 254900HROIFWPRGM1V77 US91282CKS97 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-05-31 2026-05-31 2026-05-31 N N N 0.0419 1006843.75 1006843.75 0.0016 N Y Y N Banco Santander SA Banco Santander SA 4.35000000 N/A 5493006QMFDDMYWIAM13 ZS31MDG U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N N N Federal National Mortgage Association N/A 3140QRW74 2053-04-01 5.5 N/A 1024.00 805.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132E0W24 2053-11-01 6 N/A 1024.00 915.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DVMJ1 2053-02-01 4 N/A 2269.00 1733.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DSAG7 2053-12-01 5.5 N/A 1024.00 897.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVP24 2054-11-01 5.5 N/A 8890624.00 8559147.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EMS6 2053-01-01 5 N/A 7264255.00 5963275.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DNET6 2052-07-01 4 N/A 238279.00 181327.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DTBX7 2054-05-01 6.5 N/A 1000.00 829.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRES8 2053-01-01 6 N/A 1024.00 842.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWDS9 2052-05-01 3 N/A 1008.00 719.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWFG3 2052-11-01 5 N/A 23710000.00 19204460.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MP6Y2 2052-05-01 3.5 N/A 4755978.00 3024910.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDVT8 2050-06-01 2 N/A 13472528.00 6651705.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ELX6 2052-12-01 5 N/A 1024.00 828.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 274.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WKQ24 2047-04-01 4.5 N/A 1120.00 236.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132CXTY8 2037-02-01 1.5 N/A 1174.00 1009.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXJ86 2052-07-01 3.5 N/A 1024.00 375.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DSQB1 2052-02-01 2.5 N/A 1000.00 732.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DNES8 2052-06-01 3.5 N/A 28128418.00 20024610.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132H5A24 2042-06-01 4.5 N/A 1000.00 140.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWFR9 2052-12-01 5 N/A 85070.00 69894.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K06Y9 2049-12-01 3.5 N/A 29607100.00 5725552.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAS3 2053-07-20 5.5 N/A 12985440.00 10634199.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DNYQ0 2052-09-01 5 N/A 702775.00 555737.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQU78 2052-11-01 5 N/A 1000.00 806.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N4RH2 2052-10-01 5 N/A 1000.00 831.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DTDZ0 2054-05-01 6 N/A 7501578.00 6892875.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDW83 2050-06-01 2 N/A 1000.00 426.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 31288Q3L2 2050-12-01 2.835 N/A 171285.00 136942.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133KPQ92 2052-07-01 5 N/A 1000.00 770.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM5M4 2053-11-01 6.5 N/A 1024.00 877.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133KPXK9 2052-09-01 5 N/A 1000.00 792.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DMPD1 2050-02-01 3.5 N/A 1000.00 444.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUWQ5 2054-06-01 5.5 N/A 4895528.00 4711139.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMDJ2 2045-08-01 4 N/A 1000.00 774.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FE37 2054-12-01 5.5 N/A 9532351.00 9116236.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9TV3 2048-12-01 4.5 N/A 1120.00 186.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38381EVR6 2064-06-16 0.80202 N/A 100000.00 5332.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3138WGSR6 2046-03-01 3.5 N/A 1024.00 250.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WKUF0 2047-05-01 4 N/A 1024.00 234.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384BH46 2053-07-20 0.15 N/A 59898828.00 133145.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140QTKQ1 2053-11-01 6 N/A 1000.00 880.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DVMZ5 2055-01-01 5.5 N/A 22533.00 22121.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DV7B5 2050-09-01 2 N/A 1000.00 477.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRQB2 2053-03-01 5.5 N/A 2514224.00 2103865.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132A0ZD1 2033-08-01 6 N/A 12422000.00 67358.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DPN53 2053-01-01 5.5 N/A 1024.00 912.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38382QQP8 2051-05-20 3 N/A 1613380.00 135615.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 31424UPH3 2052-07-01 3 N/A 53021689.00 8274278.29 Agency Debentures and Agency Strips Federal National Mortgage Association N/A 3140QRUQ4 2053-03-01 5.5 N/A 1000.00 918.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSEE7 2053-06-01 5.5 N/A 1024.00 947.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLL20 2051-07-01 2.5 N/A 1007.00 624.63 Agency Mortgage-Backed Securities Y Standard & Poor's A+ Moody's A2 Fitch A 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 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Home Loan Mortgage Corp N/A 31427NJT7 2055-05-01 5.5 N/A 1200.00 1198.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 31335BXJ0 2048-08-01 4 N/A 13115.00 1959.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EDJ6 2037-05-01 3 N/A 1000.00 636.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWPJ6 2055-04-01 6 N/A 2000.00 1994.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBS4 2052-07-20 3.5 N/A 2526.00 1825.40 Agency Mortgage-Backed Securities United States Treasury N/A 912810TZ1 2044-02-15 4.5 N/A 3410700.00 3269593.12 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38383VY85 2053-02-20 5.32827 N/A 1000.00 597.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140QS3Y5 2053-09-01 5.5 N/A 2000.00 1749.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMQX7 2053-04-01 4.5 N/A 2000.00 1669.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3128M9PU0 2039-03-01 7 N/A 1009.00 44.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4 N/A 2001.00 1473.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSGT2 2053-06-01 4.5 N/A 2784.00 2455.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLHH2 2051-07-01 2.5 N/A 2000.00 1195.72 Agency Mortgage-Backed Securities United States Treasury N/A 912797PN1 2025-08-14 0 N/A 200.00 198.22 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XHRS8 2052-01-01 3.5 N/A 2000.00 1317.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHZ2 2052-10-20 5 N/A 1000.00 780.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EXT2 2053-11-01 5 N/A 2000.00 1797.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSAE1 2053-05-01 4.5 N/A 2000.00 1706.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7BC4 2055-01-01 5.5 N/A 34384.00 30525.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWAM5 2050-12-01 1.5 N/A 2429.00 1315.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVVY7 2054-12-01 4.5 N/A 2000.00 1855.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FBQ9 2054-08-01 6.5 N/A 2000.00 1706.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7RD1 2047-10-01 3.5 N/A 5892.00 1335.26 Agency Mortgage-Backed Securities United States Treasury N/A 91282CCR0 2028-07-31 1 N/A 106900.00 98010.98 U.S. Treasuries (including strips) United States Treasury N/A 91282CHU8 2026-08-15 4.375 N/A 100.00 101.55 U.S. Treasuries (including strips) United States Treasury N/A 912803FJ7 2049-05-15 0 N/A 278300.00 82446.10 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 31418EB82 2052-03-01 2 N/A 2000.00 1310.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EGH7 2052-08-01 3.5 N/A 2000.00 1533.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DV3Z6 2049-10-01 3 N/A 5751.00 858.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRDB6 2053-01-01 6.5 N/A 2000.00 1497.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQEK7 2052-09-01 6 N/A 2000.00 1721.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384CGK9 2053-08-20 5.57827 N/A 1000.00 564.73 Agency Collateralized Mortgage Obligation United States Treasury N/A 91282CGP0 2028-02-29 4 N/A 100.00 101.20 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XGTC3 2051-01-01 5 N/A 2000.00 1167.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N4PJ0 2052-11-01 5.5 N/A 2000.00 1422.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZW5 2051-06-01 2.5 N/A 2000.00 1161.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRJ5 2054-02-20 6 N/A 1000.00 708.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN7J5 2052-05-01 3.5 N/A 1000.00 688.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38383F3M3 2052-02-20 3 N/A 1118542.00 712509.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36241LB88 2039-09-15 5.5 N/A 1934361.00 28446.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSSK8 2053-08-01 5.5 N/A 6767871.00 5883603.15 Agency Mortgage-Backed Securities United States Treasury N/A 91282CMG3 2030-01-31 4.25 N/A 1000.00 1024.52 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XFBC4 2051-12-01 3 N/A 2000.00 1241.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38382QR51 2051-05-20 3.5 N/A 3839.00 2282.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W2X5 2052-04-20 4 N/A 1991.00 1429.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QM4K7 2052-01-01 2.5 N/A 2000.00 1298.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1SJ3 2054-02-01 5 N/A 2000.00 1934.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 31425XJ83 2054-12-01 4.5 N/A 2059.00 1933.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WBX5 2051-03-20 2 N/A 7613701.00 3930762.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVWV2 2054-12-01 5.5 N/A 2000.00 1949.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.5 N/A 4396724.00 3411118.30 Agency Mortgage-Backed Securities United States Treasury N/A 912803EE9 2043-11-15 0 N/A 213600.00 84519.60 U.S. Treasuries (including strips) United States Treasury N/A 91282CGM7 2033-02-15 3.5 N/A 1058400.00 1015921.38 U.S. Treasuries (including strips) United States Treasury N/A 912810SP4 2050-08-15 1.375 N/A 200.00 96.54 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QPZK6 2052-08-01 4.5 N/A 2000.00 1567.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UEA6 2048-10-20 4.5 N/A 6872.00 539.01 Agency Mortgage-Backed Securities United States Treasury N/A 912797LN5 2025-06-12 0 N/A 400.00 399.39 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XGRS0 2052-04-01 4 N/A 1000.00 703.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WZC5 2052-02-20 4 N/A 1000.00 688.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MA4R2 2052-04-01 3.5 N/A 1000.00 719.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XK2D1 2052-02-01 3.5 N/A 2000.00 1561.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLAZ1 2053-04-01 5 N/A 1000.00 875.09 Agency Mortgage-Backed Securities United States Treasury N/A 91282CGW5 2028-04-15 1.25 N/A 337700.00 358440.68 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XKBZ2 2052-01-01 2 N/A 2000.00 1334.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W2W7 2052-04-20 3.5 N/A 2184.00 1544.29 Agency Mortgage-Backed Securities United States Treasury N/A 912797PS0 2025-06-17 0 N/A 148800.00 148484.54 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NRNL6 2053-08-01 5.5 N/A 2000.00 1504.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XF4Y4 2052-01-01 3.5 N/A 2000.00 1334.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YYT5 2054-06-20 4 N/A 570716.00 505155.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKW71 2051-10-01 2 N/A 2000.00 1349.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJMM2 2052-10-01 4.5 N/A 1000.00 739.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DV4V4 2050-01-01 3 N/A 1092.00 196.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UV82 2049-07-20 3.5 N/A 1904222.00 207992.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQY5 2053-01-20 6 N/A 1000.00 623.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EEM8 2037-05-01 3.5 N/A 2001.00 1170.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QCPY6 2050-01-01 3 N/A 1993.00 742.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSA76 2053-05-01 6 N/A 2000.00 1616.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCE5 2054-09-01 4.5 N/A 2000.00 1812.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384ACW1 2053-05-20 5.32827 N/A 1000.00 680.03 Agency Collateralized Mortgage Obligation United States Treasury N/A 912803FG3 2049-02-15 0 N/A 887100.00 265771.61 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179XFG6 2052-09-20 4 N/A 1004.00 768.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WVV7 2052-01-20 3 N/A 1434.00 923.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y5N0 2054-08-20 6.5 N/A 577664.00 459436.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XH25 2052-10-20 5.5 N/A 1000.00 733.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EHP8 2052-08-01 5 N/A 1000.00 750.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCYC6 2051-09-01 2.5 N/A 2000.00 1265.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EZK9 2054-01-01 5 N/A 1000.00 906.04 Agency Mortgage-Backed Securities United States Treasury N/A 912810UD8 2044-08-15 4.125 N/A 69000.00 62667.24 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XHGD3 2052-02-01 2.5 N/A 1000.00 707.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384YY96 2054-11-20 5.42827 N/A 1000.00 871.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140W1H22 2054-06-01 5.5 N/A 1000.00 959.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132Y3ZG2 2048-11-01 4 N/A 6292.00 1012.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPF38 2051-02-01 2 N/A 2000.00 1448.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FHV2 2055-03-01 4 N/A 2000.00 1803.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRDG7 2054-02-01 5 N/A 2000.00 1825.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JQTP3 2054-11-20 5 N/A 1000.00 971.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133KPQN1 2052-07-01 4 N/A 1000.00 748.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XDXL5 2046-12-01 2.5 N/A 2000.00 1255.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKP1 2052-06-01 3.5 N/A 2000.00 1592.22 Agency Mortgage-Backed Securities United States Treasury N/A 912810SL3 2050-02-15 2 N/A 2444400.00 1411501.32 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XGN54 2037-04-01 2.5 N/A 2000.00 1278.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DVFV2 2055-01-01 5 N/A 1000.00 921.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384EV77 2053-09-20 5.52827 N/A 1000.00 420.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140XLJA7 2037-08-01 2.5 N/A 2000.00 1451.80 Agency Mortgage-Backed Securities United States Treasury N/A 912803FA6 2047-11-15 0 N/A 633000.00 201982.70 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QPFW2 2052-05-01 3.5 N/A 2000.00 1464.89 Agency Mortgage-Backed Securities United States Treasury N/A 912797PQ4 2025-08-28 0 N/A 100.00 98.94 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38383VBA5 2053-01-20 5.32827 N/A 1000.00 855.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385C2V9 2055-02-20 5.39827 N/A 1000.00 943.42 Agency Collateralized Mortgage Obligation United States Treasury N/A 912810QV3 2042-02-15 0.75 N/A 872800.00 940313.36 U.S. Treasuries (including strips) Government National Mortgage Association N/A 3618N5C64 2054-12-20 5.5 N/A 44312.00 43618.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGHY8 2052-03-01 3 N/A 2000.00 1334.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132A5FJ9 2046-06-01 4 N/A 1159.00 142.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QKNE4 2051-05-01 2.5 N/A 2000.00 1147.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EQ86 2053-04-01 5 N/A 2000.00 1662.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DWKV4 2054-03-01 5.5 N/A 1000.00 866.52 Agency Mortgage-Backed Securities United States Treasury N/A 912803FE8 2048-08-15 0 N/A 200.00 61.33 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XJSB0 2052-07-01 3.5 N/A 2000.00 1500.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGX87 2049-07-01 4 N/A 3000.00 1860.75 Agency Mortgage-Backed Securities United States Treasury N/A 912803FK4 2049-08-15 0 N/A 336900.00 98600.52 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XKHD5 2053-02-01 5.5 N/A 1400.00 1224.99 Agency Mortgage-Backed Securities United States Treasury N/A 91282CKU4 2031-05-31 4.625 N/A 118100.00 123939.80 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 3142GT3L8 2055-02-01 5.5 N/A 44011.00 42816.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJW25 2052-04-01 3 N/A 2000.00 1307.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EE48 2052-07-01 3.5 N/A 2000.00 1502.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMPS9 2053-10-01 6 N/A 1000.00 850.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WQB7 2051-10-20 3 N/A 2021.00 1207.85 Agency Mortgage-Backed Securities United States Treasury N/A 91282CCM1 2031-07-15 0.125 N/A 51700.00 56118.42 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38384WG58 2054-09-20 5.47827 N/A 1000.00 867.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 31418FGX9 2055-02-01 5 N/A 3000.00 2872.94 Agency Mortgage-Backed Securities United States Treasury N/A 91282CMV0 2027-03-31 3.875 N/A 100.00 100.44 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QKRS9 2051-05-01 2 N/A 2090.00 1257.26 Agency Mortgage-Backed Securities United States Treasury N/A 912803FR9 2050-08-15 0 N/A 51800.00 14528.92 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XDR24 2051-11-01 2.5 N/A 1000.00 632.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 31281LCL0 2035-01-01 5 N/A 17610.00 344.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHWC7 2052-07-01 4 N/A 2000.00 1505.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 31335B5H5 2048-11-01 3.5 N/A 254287.00 69852.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QWCU4 2055-02-01 5.5 N/A 2000.00 1978.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VV23 2050-10-20 3.5 N/A 1000.00 319.58 Agency Mortgage-Backed Securities United States Treasury N/A 912810SE9 2048-11-15 3.375 N/A 100.00 77.34 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 3132E0HQ8 2053-09-01 5.5 N/A 1136.00 1011.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQW9 2053-01-20 5 N/A 1060.00 837.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKHJ2 2053-01-01 6 N/A 2000.00 1477.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3142GRLH1 2054-04-01 6 N/A 30376.00 26345.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XF5H0 2052-02-01 3 N/A 1000.00 631.69 Agency Mortgage-Backed Securities United States Treasury N/A 912810UA4 2054-05-15 4.625 N/A 100.00 95.17 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XFTF8 2052-02-01 2.5 N/A 2000.00 1323.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5EU9 2055-01-20 5 N/A 1598.00 1542.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138Y3WK3 2044-09-01 4 N/A 1999.00 207.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EBT6 2052-02-01 3 N/A 2000.00 1294.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QHG66 2051-02-01 2 N/A 2000.00 1157.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FLM7 2055-05-01 3.5 N/A 2000.00 1776.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133KH4J2 2050-05-01 2.5 N/A 5947.00 2097.95 Agency Mortgage-Backed Securities United States Treasury N/A 912810QT8 2041-11-15 3.125 N/A 200.00 160.43 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140B4CG3 2055-03-01 6 N/A 1000.00 1016.60 Agency Mortgage-Backed Securities United States Treasury N/A 91282CLR0 2029-10-31 4.125 N/A 352800.00 355958.54 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 3132DWDS9 2052-05-01 3 N/A 2048.00 1461.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QD6B5 2050-07-01 2.5 N/A 2000.00 951.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NMRP4 2053-06-01 6 N/A 2000.00 1578.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MNV29 2052-04-01 2 N/A 2000.00 1410.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EDB3 2052-05-01 2 N/A 2000.00 1319.80 Agency Mortgage-Backed Securities United States Treasury N/A 91282CBF7 2031-01-15 0.125 N/A 289600.00 326120.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 31426CC77 2055-02-01 7 N/A 32628.00 30412.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHLZ8 2052-06-01 3.5 N/A 2000.00 1457.96 Agency Mortgage-Backed Securities United States Treasury N/A 912803EU3 2046-08-15 0 N/A 193500.00 65883.27 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 31418DYY2 2051-05-01 2.5 N/A 2000.00 1107.36 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's AA- Fitch NR 2025-06-02 2025-06-02 2025-06-02 N N N 0.0435 25000000.00 25000000.00 0.0404 N Y Y N FHLB FHLB 0.00000000 313385HW9 2549001DPIFGXC1TOL40 US313385HW98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch NR Standard & Poor's NR Moody's Aaa 2025-07-08 2025-07-08 2025-07-08 N N N 0.0423 1592737.33 1592737.33 0.0026 N N Y N MUFG Securities Ltd. MUFG Securities Ltd. 4.36000000 N/A N/A ZS31MD3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N N N Federal Home Loan Mortgage Corp N/A 3132DTZN3 2052-08-01 4.5 N/A 1000.00 902.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3142GSRB6 2054-09-01 6 N/A 1020.00 962.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132CXVX7 2036-12-01 1.5 N/A 61207.00 53852.57 Agency Mortgage-Backed Securities United States Treasury N/A 91282CLF6 2034-08-15 3.875 N/A 100.00 97.39 U.S. Treasuries (including strips) United States Treasury N/A 912797PQ4 2025-08-28 0 N/A 1418500.00 1403953.28 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179WTY4 2051-12-20 2.5 N/A 1000.00 629.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133Q3GW5 2053-10-25 5.97197 N/A 12845.00 9480.12 Agency Debentures and Agency Strips United States Treasury N/A 91282CFJ5 2029-08-31 3.125 N/A 100.00 97.57 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 3132E0VE9 2053-11-01 6.5 N/A 1000.00 830.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MJCV5 2052-04-01 3.5 N/A 1000.00 736.66 Agency Mortgage-Backed Securities United States Treasury N/A 91282CEZ0 2032-07-15 0.625 N/A 3300.00 3360.26 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp N/A 3132E0BW1 2053-08-01 5 N/A 1008.00 823.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHV1 2052-10-20 3 N/A 8704.00 5989.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3136BQUP2 2053-11-25 6.32197 N/A 14261331.00 8599263.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp N/A 3132D9VX9 2042-08-01 2 N/A 1000.00 821.27 Agency Mortgage-Backed Securities United States Treasury N/A 912828Z37 2030-01-15 0.125 N/A 1043300.00 1215715.28 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3136BQXL8 2053-12-25 6.42197 N/A 67451.00 41865.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VN30 2050-06-20 3 N/A 7144000.00 1834778.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LLQP3 2027-12-01 3.03 N/A 25739.00 23964.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QBJ9 2044-04-20 5 N/A 2175082.00 120625.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DTZT0 2054-01-01 5.5 N/A 1009.00 914.93 Agency Mortgage-Backed Securities United States Treasury N/A 91282CFR7 2027-10-15 1.625 N/A 2100.00 2295.56 U.S. Treasuries (including strips) United States Treasury N/A 912828XL9 2025-07-15 0.375 N/A 200.00 269.80 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XH3A3 2052-08-01 5 N/A 1024.00 747.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140L8LX6 2051-05-01 2.5 N/A 284358.00 166988.92 Agency Mortgage-Backed Securities United States Treasury N/A 91282CDQ1 2026-12-31 1.25 N/A 100.00 96.33 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QVAH7 2054-08-01 6 N/A 4891.00 4709.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3133KRJA3 2053-06-01 5 N/A 1008.00 855.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3132DVDD4 2050-09-01 3 N/A 1056.00 890.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTHD4 2053-11-01 6.5 N/A 34421.00 30711.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTKS7 2053-11-01 6 N/A 4607.00 3809.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAS3 2053-07-20 5.5 N/A 221900.00 181721.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3136BTC43 2054-12-25 6 N/A 32655661.00 28140748.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140XJYX5 2052-09-01 4.5 N/A 222184.00 181746.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp N/A 3137HAL95 2053-09-25 5.62197 N/A 717084.00 590585.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp N/A 31329PFK4 2048-07-01 4 N/A 3088.00 486.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUGE0 2054-04-01 6 N/A 12754.00 11685.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNWD2 2052-06-01 3 N/A 1023.00 795.53 Agency Mortgage-Backed Securities United States Treasury N/A 91282CLC3 2029-07-31 4 N/A 100.00 101.53 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140KYC85 2051-05-01 2.5 N/A 1000.00 582.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180AB93 2054-10-20 5 N/A 1000.00 956.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N7DW7 2052-11-01 5 N/A 284792.00 236325.44 Agency Mortgage-Backed Securities Y Standard & Poor's A Moody's NR Fitch A- 2025-06-02 2025-06-02 2025-06-02 N N N 0.0436 40000000.00 40000000.00 0.0646 N Y Y N Nationwide Mutual Funds 2025-06-05 /s/ David Majewski David Majewski Principal Financial Officer