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N/A 2483728.00 66121.24 Agency Mortgage-Backed Securities GNII SF CZ6173 C N/A 3618GH2E0 2054-03-20 5.5 N/A 11210272.00 11318403.80 Agency Mortgage-Backed Securities GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 N/A 219109.00 222523.94 Agency Mortgage-Backed Securities 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 N/A 2071100.00 1874804.07 U.S. Treasuries (including strips) GNCL CL CK0474 N/A 3617XUQ32 2062-11-15 4.9 N/A 895482.00 875675.93 Agency Mortgage-Backed Securities GNII SF MA6799 M N/A 36179VRU6 2033-11-20 5.5 N/A 78000.00 30520.42 Agency Mortgage-Backed Securities GNMI SF AA5822 X N/A 36178DPF2 2042-11-15 3 N/A 875000.00 112667.35 Agency Mortgage-Backed Securities GNMI SF 743136 X N/A 3620AXSZ2 2040-10-15 5 N/A 412170.00 10048.47 Agency Mortgage-Backed Securities GNII SF MA6571 M N/A 36179VJQ4 2035-04-20 2.5 N/A 298000.00 74746.69 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 85000000.00 85000000.00 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BMO Capital Markets Corp. 5.33000000 N/A RUC0QBLBRPRCU4W1NE59 BYD7T1QF1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_24-126S N/A 38384UYD5 2054-08-20 1.30554 N/A 12826996.00 934557.61 Agency Collateralized Mortgage Obligation GNMA_24-64G N/A 38384MLP0 2064-04-20 6.5 N/A 13548768.00 1913124.76 Agency Collateralized Mortgage Obligation GNMA_23-62 N/A 38381JED5 2065-02-16 0.93677 N/A 330000.00 23346.38 Agency Collateralized Mortgage Obligation FNMA_01-M1 N/A 31358S6T3 2031-02-25 1.35 N/A 1650707.00 15.88 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKW3 2054-02-20 0.44681 N/A 8328902.00 360467.77 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJT5 2054-04-20 0.04681 N/A 268110670.00 13566903.21 Agency Collateralized Mortgage Obligation GNMA_24-30W N/A 38384JPT5 2054-02-20 0 N/A 3562974.00 164019.31 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FVH3 2051-12-20 0 N/A 96000000.00 1453352.87 Agency Collateralized Mortgage Obligation GNMA_24-H07D N/A 38383KVD1 2074-02-20 1.15073 N/A 113337292.00 5488247.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RSG9 2058-12-16 0.69442 N/A 145800621.00 783949.09 Agency Collateralized Mortgage Obligation FNMA_99-M5 N/A 31359XDW6 2039-08-17 0.03 N/A 484571.00 0.02 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KC03 N/A 3137FKWE2 2024-11-25 0.595695 N/A 29800000.00 33767.12 Agency Collateralized Mortgage Obligation GNMA_24-110D N/A 38384QUD8 2054-07-20 0.64681 N/A 4676240.00 335386.90 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PBS8 2054-05-20 1.89681 N/A 7500481.00 870635.30 Agency Collateralized Mortgage Obligation GNMA_23-83L N/A 38384BSM4 2053-06-20 6.5 N/A 4923076.00 823289.28 Agency Collateralized Mortgage Obligation GNMA_24-30V N/A 38384JPN8 2054-02-20 1.64681 N/A 459391.00 49621.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048 N/A 38379KHJ0 2050-02-16 0.74069 N/A 72369597.00 47845.99 Agency Collateralized Mortgage Obligation GNMA_19-155 N/A 38380NXA2 2061-07-16 0.53319 N/A 189401527.00 4247204.37 Agency Collateralized Mortgage Obligation GNMA_20-114 N/A 38380PT20 2062-09-16 0.80073 N/A 510000.00 20106.93 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 100.00 94.76 U.S. Treasuries (including strips) GNMA_22-105A N/A 38383TJZ7 2052-06-20 0.69681 N/A 15955041.00 1242139.34 Agency Collateralized Mortgage Obligation GNMA_22-28G N/A 38383MXB9 2052-02-20 0 N/A 89541013.00 1855824.85 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.781494 N/A 2000000.00 283599.12 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKS2 2054-02-20 1.09681 N/A 2703992.00 186056.73 Agency Collateralized Mortgage Obligation FNMA_21-31E N/A 3136BHXW4 2050-03-25 0.53056 N/A 13594000.00 402686.85 Agency Collateralized Mortgage Obligation GNMA_24-110K N/A 38384QVP0 2064-07-20 0.54681 N/A 86082172.00 2798028.27 Agency Collateralized Mortgage Obligation GNMA_24-79Y N/A 38384PFC9 2064-05-20 0.54681 N/A 25000000.00 845668.14 Agency Collateralized Mortgage Obligation FHLMC_4839J N/A 3137FJGY9 2042-06-15 0.58199 N/A 123210.00 772.58 Agency Collateralized Mortgage Obligation GNMA_22-181 N/A 38383Y3A8 2064-07-16 0.71721 N/A 197000.00 13416.47 Agency Collateralized Mortgage Obligation GNMA_20-92 N/A 38380PTT1 2062-02-16 0.87937 N/A 465000.00 20450.89 Agency Collateralized Mortgage Obligation FNMA_08-61 N/A 31397L3N7 2038-07-25 0.53668 N/A 3918472.00 2428.75 Agency Collateralized Mortgage Obligation GNMA_20-14 N/A 38380NK73 2062-02-16 0.59254 N/A 106694155.00 2651974.68 Agency Mortgage-Backed Securities GNMA_23-113A N/A 38384CWS4 2063-08-20 0.54681 N/A 30000000.00 969168.36 Agency Collateralized Mortgage Obligation GNMA_24-110P N/A 38384QWH7 2054-07-20 1.29681 N/A 100000.00 6718.22 Agency Collateralized Mortgage Obligation FHSTR_186 N/A 31351BFA8 2027-08-01 0 N/A 47761.00 16.48 Agency Collateralized Mortgage Obligation GNMA_24-64T N/A 38384MPK7 2054-04-20 0.64681 N/A 110545184.00 10162171.11 Agency Collateralized Mortgage Obligation FHLMC_5315D N/A 3137HAA71 2055-01-25 9.220293 N/A 974273.00 511757.30 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX N/A 3137FG6Q3 2028-04-25 3.336117 N/A 1000.00 964.34 Agency Collateralized Mortgage Obligation GNMA_24-64M N/A 38384MNB9 2054-04-20 0.64681 N/A 90000000.00 4261044.89 Agency Collateralized Mortgage Obligation GNMA_24-64C N/A 38384MKZ9 2054-04-20 0.64681 N/A 100000000.00 7612287.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WG86 2046-04-20 4 N/A 48337672.00 1895866.38 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAJ6 2040-09-25 1.63342 N/A 10750000.00 354630.38 Agency Collateralized Mortgage Obligation FREMF_21-SB83 N/A 30318NAG8 2041-01-25 1.47902 N/A 13400000.00 309510.32 Agency Collateralized Mortgage Obligation GNMA_24-79M N/A 38384PKF6 2054-05-20 4.28298 N/A 3044467.00 3080722.64 Agency Collateralized Mortgage Obligation FREMF_K-W01 N/A 3137BPCS6 2029-03-25 4.243998 N/A 2000000.00 111253.55 Agency Collateralized Mortgage Obligation GNMA_22-78 N/A 38383P7C9 2052-04-20 0 N/A 5428311.00 2096504.50 Agency Collateralized Mortgage Obligation GNMA_22-204G N/A 38383LLR9 2050-08-20 4 N/A 2987326.00 479616.28 Agency Collateralized Mortgage Obligation GNMA_21-H02G N/A 38380QXN7 2071-01-20 0.00498 N/A 45512037.00 924815.08 Agency Collateralized Mortgage Obligation GNMA_20-H09 N/A 38380QAF9 2070-05-20 0.89507 N/A 44317698.00 1503964.41 Agency Collateralized Mortgage Obligation GNMA_15-116A N/A 38379MWY6 2045-08-20 4 N/A 1000498.00 45957.88 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 0.54688 N/A 8515262.00 600040.31 Agency Collateralized Mortgage Obligation FHLMC_5161E N/A 3137H4B25 2051-08-25 1.06653 N/A 400000.00 175296.21 Agency Collateralized Mortgage Obligation GNMA_24-64Q N/A 38384MNS2 2054-04-20 0.54681 N/A 82780696.00 5625246.62 Agency Collateralized Mortgage Obligation FHLMC_5445G N/A 3137HDWV8 2054-08-25 0 N/A 620540.00 1105.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 253600.00 158341.44 U.S. Treasuries (including strips) FHLMC_5445C N/A 3137HFE92 2054-08-25 0.125 N/A 1535.00 1150.33 Agency Collateralized Mortgage Obligation GNMA_21-3 N/A 38380RQC7 2062-09-16 0.86878 N/A 14732237.00 764076.59 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 1.04681 N/A 3159733.00 246114.93 Agency Collateralized Mortgage Obligation FNMA_24-49A N/A 3136BS2A2 2054-07-25 0.55116 N/A 13005911.00 650631.63 Agency Collateralized Mortgage Obligation GNMA_15-H22A N/A 38376RGN0 2065-09-20 0.76191 N/A 58119993.00 840594.68 Agency Collateralized Mortgage Obligation FNMA_24-26G N/A 3136BRWU7 2054-05-25 0 N/A 299692.00 888.36 Agency Collateralized Mortgage Obligation GNMA_24-30B N/A 38384JRW6 2054-02-20 0.49681 N/A 42122184.00 2963297.15 Agency Collateralized Mortgage Obligation GNMA_23-83Q N/A 38384BTL5 2053-06-20 0.64681 N/A 2376748.00 91696.37 Agency Collateralized Mortgage Obligation GNMA_24-110J N/A 38384QVF2 2054-07-20 1.29681 N/A 22143212.00 1552026.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC-1980 N/A 3133TAFV9 2027-07-15 7.5 N/A 178196.00 7.32 Agency Collateralized Mortgage Obligation GNMA_24-64C N/A 38384MTS6 2052-02-20 6 N/A 1468520.00 176386.97 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JJX3 2054-02-20 0.44681 N/A 60372509.00 5017550.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_17-173 N/A 38380JFQ6 2057-09-16 0.75105 N/A 48418950.00 826261.75 Agency Collateralized Mortgage Obligation GNMA_07-51 N/A 38375K4K5 2037-08-20 1.12984 N/A 123884.00 53.51 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383P7D7 2052-04-20 0 N/A 4000000.00 1513519.73 Agency Collateralized Mortgage Obligation GNMA_24-110U N/A 38384QXY9 2054-07-20 0 N/A 2314960.00 66398.36 Agency Collateralized Mortgage Obligation GNMA_24-110H N/A 38384QVB1 2054-07-20 1.29681 N/A 3829973.00 374208.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H10 N/A 38375UB25 2067-04-20 1.1128 N/A 75000000.00 937274.25 Agency Collateralized Mortgage Obligation GNMA_24-64N N/A 38384MNK9 2054-04-20 1.84681 N/A 53333333.00 3782803.55 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_21-SB84 N/A 30320WAR0 2041-01-25 0.683529 N/A 3697965.00 56811.78 Agency Collateralized Mortgage Obligation GNMA_17-109 N/A 38379RG98 2057-04-16 0.22945 N/A 165000.00 689.53 Agency Collateralized Mortgage Obligation GNMA_23-91 N/A 38381JKL0 2065-04-16 0.87502 N/A 378000.00 27111.16 Agency Collateralized Mortgage Obligation GNMA_20-190 N/A 38380RJM3 2062-11-16 1.05006 N/A 39758138.00 2562324.06 Agency Collateralized Mortgage Obligation GNMA_22-204F N/A 38383LNL0 2052-04-20 3.5 N/A 36055583.00 4585695.85 Agency Collateralized Mortgage Obligation GNMA_22-53 N/A 38381E3Q9 2064-06-16 0.70998 N/A 627000.00 29149.91 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PZM5 2064-06-20 0.53681 N/A 4100316.00 135951.52 Agency Collateralized Mortgage Obligation GNMA_18-H06A N/A 38380LBB8 2068-03-20 1.38123 N/A 48052607.00 766748.26 Agency Collateralized Mortgage Obligation GNMA_24-51C N/A 38384KVK4 2054-03-20 0 N/A 4984373.00 296711.49 Agency Collateralized Mortgage Obligation GM_03-17 N/A 38373SB97 2043-03-16 0 N/A 440799.00 0.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-85 N/A 38374YVW0 2040-01-20 1.19984 N/A 197700.00 0.03 Agency Collateralized Mortgage Obligation FNMS_03-46 N/A 3136FCBD7 2033-12-01 5.5 N/A 1071.00 1.44 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJU2 2054-04-20 0.34681 N/A 50000000.00 3361758.54 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTW1 2054-03-20 0.1 N/A 383960.00 913.91 Agency Collateralized Mortgage Obligation GNMA_23-83B N/A 38384BRA1 2053-06-20 0 N/A 50000000.00 1456855.55 Agency Collateralized Mortgage Obligation GNMA_16-H20 N/A 38376RYH3 2066-09-20 1.53506 N/A 100000000.00 909211.01 Agency Collateralized Mortgage Obligation FNMA_19-M21 N/A 3136B6XA6 2031-02-25 1.402 N/A 942107.00 38418.24 Agency Collateralized Mortgage Obligation GNMA_24-64T N/A 38384MPP6 2054-04-20 0.64681 N/A 158749758.00 8575905.28 Agency Collateralized Mortgage Obligation GNMA_17-140 N/A 38379R4P5 2059-02-16 0.48597 N/A 120000.00 931.13 Agency Collateralized Mortgage Obligation GNMA_10-74 N/A 38376GRU6 2050-03-16 0 N/A 132269.00 0.00 Agency Collateralized Mortgage Obligation GNMA_20-150 N/A 38380RBL3 2062-12-16 0.96367 N/A 295000.00 14742.24 Agency Mortgage-Backed Securities GNMA_18-155D N/A 38381A3Z7 2048-11-20 0.64984 N/A 54461000.00 1040787.42 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNC4 2054-02-20 0.05 N/A 20000000.00 24263.80 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 120000000.00 120000000.00 0.2110 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.32000000 N/A 2IGI19DL77OX0HC3ZE78 BYD7SAJR4 Non-Negotiable Time Deposit Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 20000000.00 20000000.00 0.0352 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.33000000 N/A N/A BYD7SAJT0 Non-Negotiable Time Deposit Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 24000000.00 24000000.00 0.0422 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 5.31000000 N/A 1VUV7VQFKUOQSJ21A208 BYD7X8VE8 Non-Negotiable Time Deposit Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 5320000.00 5320000.00 0.0094 N Y Y N Barclays Bank plc Barclays Bank plc 0.00000000 06743LJ37 G5GSEF7VJP5I7OUK5573 US06743LJ379 Financial Company Commercial Paper Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0540 14991135.75 14991135.75 0.0264 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.33000000 N/A 549300HN4UKV1E2R3U73 BYD7T1PU9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2018-2O KI N/A 38375U6K1 2068-02-20 1.9749 N/A 2012000.00 21031.60 Agency Collateralized Mortgage Obligation GNRA 2024-099 SA N/A 38384MR33 2054-06-20 0 N/A 50000000.00 868143.87 Agency Collateralized Mortgage Obligation GNRA 2019-3O TI N/A 38380LXW8 2069-08-20 0.62719 N/A 70066176.00 43367.66 Agency Collateralized Mortgage Obligation FERA 04918S 10/25/49 N/A 3137FP3P8 2049-10-25 0.58668 N/A 37957568.00 844120.54 Agency Collateralized Mortgage Obligation GNRM 2021-117 IY N/A 38382WFL6 2051-07-20 5 N/A 8241840.00 825370.01 Agency Collateralized Mortgage Obligation FNRA CL021CS R18F021 N/A 3136B1RR7 2048-04-25 0.73668 N/A 57325888.00 1377387.66 Agency Collateralized Mortgage Obligation GNRA 2004-11 SB N/A 38374FNT7 2034-02-20 1.74984 N/A 129998846.00 88327.21 Agency Collateralized Mortgage Obligation GNRA 2019-1O PI N/A 38380LPE7 2068-12-20 0.02536 N/A 47945040.00 1071874.50 Agency Collateralized Mortgage Obligation GNRA 2022-26O BI N/A 38382YG31 2072-12-20 0.41976 N/A 79539000.00 2918316.09 Agency Collateralized Mortgage Obligation FERA 5258PS 08/25/52 N/A 3137H8YZ8 2052-08-25 0.60116 N/A 73237200.00 5531649.60 Agency Collateralized Mortgage Obligation GNRA 2017-3O GI N/A 38375UC24 2067-05-20 1.43696 N/A 34473024.00 134450.14 Agency Collateralized Mortgage Obligation GNRA 2018-73 IO N/A 38380JS25 2058-04-16 0.45606 N/A 135878879.00 1555888.41 Agency Collateralized Mortgage Obligation GNRA 2021-04O CI N/A 38380QXX5 2071-02-20 0.84647 N/A 60747456.00 1521669.95 Agency Collateralized Mortgage Obligation GNRA 2024-030 DS N/A 38384JKA1 2054-02-20 0 N/A 56000000.00 2630743.86 Agency Collateralized Mortgage Obligation GNRA 2018-13 SB N/A 38380X2M8 2048-08-20 0 N/A 70000000.00 1270474.06 Agency Collateralized Mortgage Obligation GNRM 2024-113 BI N/A 38384QSH2 2052-04-20 6 N/A 2083332.00 297185.89 Agency Collateralized Mortgage Obligation Y Moody's NR Fitch F1+ Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 20000000.00 20000000.00 0.0352 N Y Y N ING US Funding LLC ING US Funding LLC 0.00000000 45685QJ34 254900QX5Y2ZDZ6XBT08 US45685QJ341 Financial Company Commercial Paper Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N Y ING BANK NV 1.0000 Moody's P-1 Standard & Poor's A-1 Fitch F1+ N 0.0539 2998228.11 2998228.11 0.0053 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.34000000 N/A MBNUM2BPBDO7JBLYG310 BYD7T1Q95 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 12159700.00 11657420.73 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4 N/A 54332000.00 54642616.64 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 65000000.00 65000000.00 0.1143 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB 5.32000000 N/A N/A BYD7SZYC5 Non-Negotiable Time Deposit Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 25500000.00 25500000.00 0.0448 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.33000000 N/A ZBUT11V806EZRVTWT807 BYD7T1QY0 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 1 N/A 36195LX56 2047-01-15 3 N/A 602471.00 447790.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197DZB7 2047-02-15 4 N/A 466831.00 65514.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBH2 2049-12-20 4 N/A 3800000.00 626919.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDB9 2052-08-20 3 N/A 33375040.00 25324696.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J5ZC1 2064-07-20 5.5 N/A 223296.00 225148.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G8EG2 2054-01-20 7.5 N/A 1368962.00 1418771.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HBTU7 2054-06-20 6 N/A 1370330.00 1406513.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AMSQ0 2053-12-20 5 N/A 75476.00 73458.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDE3 2052-08-20 4.5 N/A 45680000.00 39517389.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F33C5 2054-08-20 6.5 N/A 1482736.00 1540639.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J8UF3 2054-08-20 6.5 N/A 3163620.00 3279576.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBC1 2032-09-20 6.5 N/A 87599.00 13152.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A8X93 2052-10-20 4.5 N/A 4052952.00 3884737.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HN5F0 2054-08-20 6.5 N/A 2601724.00 2709763.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H2SJ3 2054-06-20 6.5 N/A 1125814.00 1167928.20 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 80100000.00 80100000.00 0.1408 N Y Y N Province of Quebec Province of Quebec 0.00000000 74800JJ30 549300WN65YFEQH74Y36 US74800JJ303 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0537 14991173.85 14991173.85 0.0264 N Y Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0 BlackRock Funds 2024-09-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer