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S6XOOCT0IEG5ABCC6L87 3133CVRF3 2054-09-01 5.500000 0.00 1473500.00 1462380.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D1PQ6 2054-11-01 6.000000 0.00 1296376.00 1339102.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142GQY71 2054-01-01 7.500000 0.00 20386400.00 15871132.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RXC8 2046-01-20 3.000000 0.00 119453.00 14718.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HVYP8 2054-07-20 6.000000 0.00 3931044.00 3635224.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140NWCJ2 2041-09-01 4.850000 0.00 18211000.00 18105570.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q9SR5 2048-09-01 4.000000 0.00 25000.00 6869.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEYV8 2050-09-01 2.000000 0.00 200000.00 109907.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X43B0 2049-10-01 4.000000 0.00 20000000.00 2769403.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7Y86 2050-04-01 3.000000 0.00 80000.00 22131.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJTY9 2037-04-01 2.500000 0.00 2040000.00 1520486.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPD89 2038-11-01 3.000000 0.00 29137.00 24715.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EG61 2032-08-01 2.500000 0.00 433710.00 240144.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617B8HH4 2047-10-20 3.500000 0.00 165373.00 33706.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BSZV7 2053-05-20 7.500000 0.00 1900654.00 1994627.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202FJQ0 2040-08-20 4.500000 0.00 30998.00 1194.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36292BGZ3 2025-07-15 6.000000 0.00 31931.00 136.47 Agency Collateralized Mortgage Obligation Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 250000000.00 250000000.00 0.0103 N Y Y N Bank of America NA Bank of America NA 4.590000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_4.59_1202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 102758800.00 102000002.20 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 100000000.00 100000000.00 0.0041 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 4.600000% 05252T001 JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bond N/A 7049004 2042-02-28 2.370000 0.00 88963917.13 90708423.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049008 2028-12-31 3.750000 0.00 31419541.67 32035652.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049012 2026-10-30 1.620000 0.00 468150551.01 477330585.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049016 2027-07-31 2.750000 0.00 152806581.97 155802988.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049020 2028-02-29 1.120000 0.00 203923012.76 207921770.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7049024 2048-08-31 3.000000 0.00 19998765.13 20390923.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049028 2026-02-28 4.000000 0.00 14831025.72 15121849.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7049032 2040-11-30 4.250000 0.00 48506020.50 49457182.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049036 2027-04-30 0.500000 0.00 85443438.67 87118912.10 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7049040 2041-11-30 2.000000 0.00 114642856.62 116890905.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049044 2028-01-31 3.500000 0.00 6890630.05 7025749.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049048 2030-06-30 3.750000 0.00 234616756.17 239217391.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049052 2026-02-28 4.620000 0.00 92580892.09 94396324.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049056 2027-06-30 0.500000 0.00 64510573.16 65775570.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049060 2026-03-31 0.750000 0.00 151881384.89 154859649.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7049064 2052-08-31 3.000000 0.00 39686749.40 40464972.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049068 2026-11-30 2.000000 0.00 33525303.93 34182706.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7049000 2031-10-31 4.120000 0.00 148388665.81 151298440.93 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0460 2000000000.00 2000000000.00 0.0826 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.580000% 22599G006 N/A 0001330437 22599G006_4.58_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 100445400.00 102000023.39 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 100000000.00 100000000.00 0.0041 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.600000% 22599G006 N/A 0001330437 22599G006_4.60_1219 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGE5 2026-01-15 3.875000 0.00 202100300.00 204000032.92 U.S. Treasuries (including strips) Y 2024-12-19 2024-12-19 2024-12-19 N N N 0.0460 200000000.00 200000000.00 0.0083 N N Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.650000% 22599G006 N/A 0001330437 22599G006_4.65_1204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 165374600.00 158672712.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 94278800.00 96327324.08 U.S. Treasuries (including strips) Y 2024-12-04 2024-12-04 2024-12-04 N N N 0.0465 250000000.00 250000000.00 0.0103 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.660000% 3130AMRM6 2549001DPIFGXC1TOL40 US3130AMRM61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-05-19 2025-05-19 N N N 0.0463 69518070.00 69518070.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.100000% 3130ARDE8 2549001DPIFGXC1TOL40 US3130ARDE88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-24 2025-06-24 2025-06-24 N N N 0.0457 9864633.20 9864633.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.730000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-07-25 2025-07-25 N N N 0.0463 100080873.00 100080873.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.700000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-01-27 2025-01-27 N N N 0.0459 50009867.50 50009867.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.725000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-08-21 2025-08-21 N N N 0.0464 100079647.00 100079647.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.730000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-09-02 2025-09-02 N N N 0.0464 100087307.00 100087307.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.900000% 3130AYY34 2549001DPIFGXC1TOL40 US3130AYY346 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-14 2025-01-14 2025-01-14 N N N 0.0467 3880112.48 3880112.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.590000% 3130B3H55 2549001DPIFGXC1TOL40 US3130B3H558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-06-02 2025-06-02 N N N 0.0462 149499116.46 149499116.46 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.575000% 3130B3H71 2549001DPIFGXC1TOL40 US3130B3H715 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-02-21 2025-02-21 N N N 0.0458 249009748.35 249009748.35 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.575000% 3130B3JB0 2549001DPIFGXC1TOL40 US3130B3JB00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-03-11 2025-03-11 N N N 0.0460 448999636.31 448999636.31 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.590000% 3130B3JW4 2549001DPIFGXC1TOL40 US3130B3JW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-06-06 2025-06-06 N N N 0.0448 399774224.79 399774224.79 0.0165 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.570000% 3130B3KJ1 2549001DPIFGXC1TOL40 US3130B3KJ17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-02-03 2025-02-03 N N N 0.0458 98501269.67 98501269.67 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.590000% 3130B3LJ0 2549001DPIFGXC1TOL40 US3130B3LJ08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-06-09 2025-06-09 N N N 0.0459 499564790.15 499564790.15 0.0206 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.570000% 3130B3LW1 2549001DPIFGXC1TOL40 US3130B3LW19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-02-12 2025-02-12 N N N 0.0460 398493532.35 398493532.35 0.0165 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.580000% 3130B3NW9 2549001DPIFGXC1TOL40 US3130B3NW90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-04-21 2025-04-21 N N N 0.0460 249998387.50 249998387.50 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.710000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-11-19 2026-11-19 N N N 0.0474 99998978.00 99998978.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.580000% 3130B3QR7 2549001DPIFGXC1TOL40 US3130B3QR78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-04-17 2025-04-17 N N N 0.0460 249499179.15 249499179.15 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313DV7 254900C5LP6DN9OP9V83 US313313DV74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-02 2025-04-02 2025-04-02 N N N 0.0429 49015717.86 49015717.86 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AS5 2549001DPIFGXC1TOL40 US313385AS59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-17 2025-01-17 2025-01-17 N N N 0.0440 4037673.13 4037673.13 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AY2 2549001DPIFGXC1TOL40 US313385AY28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0440 594973390.22 594973390.22 0.0246 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BK1 2549001DPIFGXC1TOL40 US313385BK15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-03 2025-02-03 2025-02-03 N N N 0.0438 197898015.00 197898015.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BM7 2549001DPIFGXC1TOL40 US313385BM70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-05 2025-02-05 2025-02-05 N N N 0.0438 148015205.50 148015205.50 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0438 148722499.50 148722499.50 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0438 197728106.84 197728106.84 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CT1 2549001DPIFGXC1TOL40 US313385CT15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-07 2025-03-07 2025-03-07 N N N 0.0435 60278488.34 60278488.34 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DQ6 2549001DPIFGXC1TOL40 US313385DQ66 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-28 2025-03-28 2025-03-28 N N N 0.0435 98317326.66 98317326.66 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FP6 2549001DPIFGXC1TOL40 US313385FP65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-14 2025-05-14 2025-05-14 N N N 0.0426 19607133.40 19607133.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FU5 2549001DPIFGXC1TOL40 US313385FU50 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-19 2025-05-19 2025-05-19 N N N 0.0426 97976500.00 97976500.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-21 2025-05-21 2025-05-21 N N N 0.0426 97952833.00 97952833.00 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.750000% 3133EN4J6 254900C5LP6DN9OP9V83 US3133EN4J69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2024-12-19 2024-12-19 N N N 0.0460 1040075.91 1040075.91 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.250000% 3133EN4N7 254900C5LP6DN9OP9V83 US3133EN4N71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-20 2024-12-20 2024-12-20 N N N 0.0461 9747835.01 9747835.01 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.770000% 3133EN5P1 254900C5LP6DN9OP9V83 US3133EN5P11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-01-09 2025-01-09 N N N 0.0460 50007200.00 50007200.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.740000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-01-23 2025-01-23 N N N 0.0459 2000478.10 2000478.10 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.730000% 3133EN7K0 254900C5LP6DN9OP9V83 US3133EN7K06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-01-30 2025-01-30 N N N 0.0461 2000436.26 2000436.26 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.720000% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-01-03 2025-01-03 N N N 0.0462 1500141.23 1500141.23 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.730000% 3133EPKN4 254900C5LP6DN9OP9V83 US3133EPKN42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-05-23 2025-05-23 N N N 0.0476 14217783.39 14217783.39 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.710000% 3133EPKP9 254900C5LP6DN9OP9V83 US3133EPKP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-04-25 2025-04-25 N N N 0.0461 99748929.77 99748929.77 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.755000% 3133EPLG8 254900C5LP6DN9OP9V83 US3133EPLG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-06-02 2025-06-02 N N N 0.0462 50033412.00 50033412.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.755000% 3133EPNC5 254900C5LP6DN9OP9V83 US3133EPNC59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-05-23 2025-05-23 N N N 0.0462 62539395.63 62539395.63 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.725000% 3133EPPB5 254900C5LP6DN9OP9V83 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-05-02 2025-05-02 N N N 0.0463 160080590.40 160080590.40 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.730000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2025-07-21 2025-07-21 N N N 0.0462 30025635.30 30025635.30 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.710000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-10-23 2026-10-23 N N N 0.0474 39749880.75 39749880.75 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.710000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-11-04 2026-11-04 N N N 0.0472 30009772.80 30009772.80 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.670000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-02-09 2026-02-09 N N N 0.0469 50004875.50 50004875.50 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.710000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-09-23 2026-09-23 N N N 0.0473 119755634.24 119755634.24 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.710000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-10-16 2026-10-16 N N N 0.0472 94030424.04 94030424.04 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.710000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-10-29 2026-10-29 N N N 0.0474 79744340.14 79744340.14 0.0033 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.670000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-06-18 2026-06-18 N N N 0.0471 199965002.00 199965002.00 0.0083 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.690000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-07-29 2026-07-29 N N N 0.0472 36998802.31 36998802.31 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.710000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-10-23 2026-10-23 N N N 0.0472 72023667.84 72023667.84 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.710000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-02 2026-11-20 2026-11-20 N N N 0.0472 72023481.36 72023481.36 0.0030 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.590000% 38399H002 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_4.59_1202 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 3131WCJL3 2033-06-01 5.500000 0.00 2000000.00 9562.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y66M6 2047-03-01 3.500000 0.00 1097072.00 440149.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PZC0 2048-12-01 4.500000 0.00 205633.00 10556.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQLJ3 2047-04-01 4.000000 0.00 10000.00 8166.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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(FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.590000% 60686M007 0000812291 60686M007_4.5900 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6HZ6 2039-11-01 4.500000 0.00 1000.00 990.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSR46 2053-09-01 5.000000 0.00 11946135.00 11319976.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFLH9 2033-01-01 4.650000 0.00 3300000.00 3285584.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XJN63 2033-12-01 4.470000 0.00 27598230.00 27356653.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNNK5 2052-01-01 2.000000 0.00 2029998.00 1389931.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USH53 2050-03-01 4.000000 0.00 4605.00 3788.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERKX7 2031-10-01 3.500000 0.00 724986.00 97673.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LTJT6 2042-05-01 3.500000 0.00 8500000.00 1429851.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJHJ0 2046-11-01 4.500000 0.00 4907293.00 728237.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJY28 2047-02-01 4.500000 0.00 60100769.00 12121543.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YTL36 2045-07-01 3.500000 0.00 495010.00 103059.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3PD9 2054-01-01 6.500000 0.00 1861093.00 1762456.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSD8 2054-10-01 5.500000 0.00 5333629.00 5398475.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSG1 2054-10-01 5.000000 0.00 4335912.00 4030796.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABXX8 2054-05-01 6.000000 0.00 1505934.00 1399573.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABZA6 2054-10-01 5.500000 0.00 6860146.00 6843136.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFGC4 2054-06-01 6.500000 0.00 7209921.00 6696344.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFL46 2054-06-01 5.000000 0.00 22210.00 21807.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFPT7 2054-06-01 6.500000 0.00 3153757.00 3259790.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AHLD2 2054-07-01 6.000000 0.00 294223.00 292265.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AK4M4 2054-10-01 6.000000 0.00 5626418.00 5577632.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AKH40 2054-08-01 6.500000 0.00 1255530.00 1297779.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AKJA4 2054-08-01 5.000000 0.00 2171403.00 2136179.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMAD3 2054-08-01 5.500000 0.00 5568490.00 5584714.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMSS1 2054-10-01 5.000000 0.00 6289335.00 6173494.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ARNB2 2054-10-01 5.500000 0.00 9833147.00 8915651.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ASVU9 2054-11-01 5.500000 0.00 2378821.00 2391895.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXX80 2062-12-01 3.500000 0.00 23339728.00 18747445.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J2RN8 2030-12-01 1.450000 0.00 13500000.00 11258794.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9H95 2046-02-01 4.500000 0.00 225000.00 53853.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9Q46 2048-01-01 3.500000 0.00 46669415.00 12163767.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K0SQ2 2049-12-01 3.000000 0.00 4883021.00 2240199.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LHAD2 2032-08-01 4.110000 0.00 15627000.00 14955737.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LL4Q1 2033-11-01 5.260000 0.00 6363000.00 6632422.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LLXP1 2033-10-01 5.630000 0.00 2000000.00 1977882.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LMCC1 2028-12-01 5.850000 0.00 2441900.00 2557106.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MB5D0 2052-01-01 3.000000 0.00 5700000.00 3684100.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MKHF2 2052-06-01 4.000000 0.00 12009248.00 10029562.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCP0 2039-09-01 6.000000 0.00 480757.00 446115.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEW3 2054-11-01 6.500000 0.00 6369598.00 6497274.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419GB60 2040-10-01 4.000000 0.00 44271030.00 3473339.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H6UG7 2059-08-15 5.500000 0.00 3000000.00 3129710.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140NGBV1 2053-05-01 4.500000 0.00 5503602.00 5166195.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUAA7 2028-12-01 5.590000 0.00 3249000.00 3367574.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUCD9 2033-12-01 5.250000 0.00 9525000.00 9921186.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVDN4 2029-05-01 5.540000 0.00 2986000.00 3102161.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVLA3 2034-06-01 5.180000 0.00 10729000.00 11143342.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8RL1 2048-03-01 4.500000 0.00 50000000.00 6762954.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8WZ4 2048-04-01 4.500000 0.00 74958434.00 6226405.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8Y41 2033-05-01 3.500000 0.00 1000000.00 128938.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QA3M0 2049-05-01 4.000000 0.00 49000.00 5135.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBPA0 2049-08-01 3.000000 0.00 21997.00 5619.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 13999.00 3608.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEE32 2050-07-01 4.500000 0.00 28588589.00 9715614.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEWR9 2050-09-01 3.000000 0.00 64184123.00 27037098.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFF61 2050-10-01 3.000000 0.00 9200000.00 4269848.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN3V2 2052-05-01 4.000000 0.00 15001152.00 11831092.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN6M9 2052-05-01 3.000000 0.00 63007971.00 46643521.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPRZ2 2052-07-01 5.000000 0.00 1400000.00 1145886.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QS3V1 2053-09-01 5.500000 0.00 6697776.00 5464039.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTHV4 2053-11-01 6.000000 0.00 25120067.00 24405626.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 9000.00 3615.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XA2H4 2049-07-01 4.000000 0.00 24000.00 8924.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBYN4 2051-06-01 2.500000 0.00 400000.00 256406.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XDQ66 2051-11-01 2.500000 0.00 14153974.00 9629480.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGZN2 2052-01-01 2.500000 0.00 160000.00 113644.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHMR5 2052-06-01 4.500000 0.00 5426000.00 4318814.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJT94 2052-04-01 3.000000 0.00 7000.00 5357.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKEA4 2050-01-01 3.500000 0.00 9524166.00 7404191.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLPD4 2053-05-01 2.500000 0.00 25000.00 19330.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLWR5 2053-07-01 5.000000 0.00 900000.00 785328.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM4V5 2053-11-01 7.000000 0.00 15464996.00 11791773.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XML79 2053-09-01 6.500000 0.00 71321.00 59362.81 Agency 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Association N/A 3140XRSM8 2054-04-01 4.000000 0.00 33182815.00 30996452.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRSN6 2050-04-01 4.000000 0.00 50159415.00 47209637.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRTR6 2054-10-01 6.000000 0.00 13761916.00 13715689.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRXC4 2054-05-01 7.000000 0.00 19304051.00 20256946.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KDC5 2038-05-01 5.000000 0.00 17369324.00 127072.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CMY7 2032-07-01 3.500000 0.00 654996.00 78387.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CS54 2048-01-01 4.000000 0.00 65000.00 8862.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CXP4 2048-06-01 4.500000 0.00 1875000.00 191384.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D7K2 2036-12-01 2.000000 0.00 8000.00 5140.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECQ1 2052-04-01 2.500000 0.00 29000.00 20912.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECW8 2037-04-01 3.000000 0.00 7000.00 4597.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED64 2052-06-01 3.000000 0.00 14000.00 10741.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EPA2 2053-02-01 4.000000 0.00 6000.00 5081.82 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 94600.00 91390.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 45911300.00 45121803.18 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179S5L7 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50000000.00 50655758.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 200.00 206.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 99.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 100.00 101.03 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179VVX5 2050-10-20 2.000000 0.00 13000.00 6515.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5C8 2052-05-20 3.000000 0.00 104399.00 77242.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JCE21 2054-11-20 6.500000 0.00 7168597.00 7441631.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JCE62 2054-11-20 6.500000 0.00 6943812.00 7180370.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JCEY1 2054-10-20 6.500000 0.00 2559376.00 2668708.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JMQF7 2054-11-20 5.500000 0.00 1673042.00 1706678.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JMQH3 2054-11-20 5.500000 0.00 4555427.00 4627465.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5A25 2054-11-20 4.500000 0.00 33891926.00 32737228.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36241LVC7 2041-05-20 5.500000 0.00 1381.00 61.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36291YP68 2038-11-15 5.000000 0.00 1136.00 39.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36297F6C1 2040-01-15 5.000000 0.00 3488.00 160.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36297KGS4 2039-10-15 5.000000 0.00 2869.00 52.95 Agency Collateralized Mortgage Obligation Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0461 550000000.00 550000000.00 0.0227 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.600000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.60_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 7049072 2030-01-31 3.500000 0.00 500191666.67 510000002.43 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0460 500000000.00 500000000.00 0.0206 N Y Y N Standard Chartered Bank Standard Chartered Bank 4.580000% 853993004 RILFO74KP1CM8P6PCT96 0000861350 853993004_4.58_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 7049522 2027-07-31 2.750000 0.00 250095416.67 255000000.80 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 250000000.00 250000000.00 0.0103 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 4.580000% 86599Z009 N/A 0001184915 86599Z009_4.58_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 109700.00 90509.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 686700.00 624696.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 107400.00 89720.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 288300.00 282933.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 288800.00 292267.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGL9 2026-02-15 4.000000 0.00 118000.00 118929.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 362100.00 355873.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHD6 2025-05-31 4.250000 0.00 1686300.00 1720246.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1650600.00 1670761.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 249900.00 257516.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 990100.00 1013475.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 124100.00 126990.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 335100.00 335561.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.250000 0.00 682100.00 693201.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJV4 2026-01-31 4.250000 0.00 1676300.00 1697857.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 84200.00 84777.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 298000.00 302236.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 343000.00 350982.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 721200.00 727399.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 659300.00 650106.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 246408000.00 243611375.40 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 250000000.00 250000000.00 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 U.S. Treasury Debt Y 2025-03-20 2025-03-20 2025-03-20 N N N 0.0446 197397350.00 197397350.00 0.0082 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LB1 254900HROIFWPRGM1V77 US912797LB15 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0445 488729260.42 488729260.42 0.0202 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LX3 254900HROIFWPRGM1V77 US912797LX35 U.S. Treasury Debt Y 2025-01-09 2025-01-09 2025-01-09 N N N 0.0458 199051760.00 199051760.00 0.0082 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LY1 254900HROIFWPRGM1V77 US912797LY18 U.S. Treasury Debt Y 2025-01-16 2025-01-16 2025-01-16 N N N 0.0457 497196095.00 497196095.00 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LZ8 254900HROIFWPRGM1V77 US912797LZ82 U.S. Treasury Debt Y 2025-01-30 2025-01-30 2025-01-30 N N N 0.0455 477888138.86 477888138.86 0.0197 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MT1 254900HROIFWPRGM1V77 US912797MT14 U.S. Treasury Debt Y 2025-03-13 2025-03-13 2025-03-13 N N N 0.0449 493122050.73 493122050.73 0.0204 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MW4 254900HROIFWPRGM1V77 US912797MW43 U.S. Treasury Debt Y 2025-01-07 2025-01-07 2025-01-07 N N N 0.0455 298659375.00 298659375.00 0.0123 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MY0 254900HROIFWPRGM1V77 US912797MY09 U.S. Treasury Debt Y 2025-01-21 2025-01-21 2025-01-21 N N N 0.0455 495910705.97 495910705.97 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797NB9 254900HROIFWPRGM1V77 US912797NB96 U.S. Treasury Debt Y 2025-04-10 2025-04-10 2025-04-10 N N N 0.0446 246121042.50 246121042.50 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797NE3 254900HROIFWPRGM1V77 US912797NE36 U.S. Treasury Debt Y 2025-05-08 2025-05-08 2025-05-08 N N N 0.0445 489637467.59 489637467.59 0.0202 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797NM5 254900HROIFWPRGM1V77 US912797NM51 U.S. Treasury Debt Y 2025-05-22 2025-05-22 2025-05-22 N N N 0.0445 488801996.88 488801996.88 0.0202 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797NQ6 254900HROIFWPRGM1V77 US912797NQ65 U.S. Treasury Debt Y 2025-03-11 2025-03-11 2025-03-11 N N N 0.0450 491993716.62 491993716.62 0.0203 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.500000% 9128283V0 254900HROIFWPRGM1V77 US9128283V09 U.S. Treasury Debt Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0459 99655469.00 99655469.00 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0448 298729689.00 298729689.00 0.0123 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0447 198384766.00 198384766.00 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.375000% 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0445 196707812.00 196707812.00 0.0081 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.250000% 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 U.S. Treasury Debt Y 2025-06-30 2025-06-30 2025-06-30 N N N 0.0439 97658203.00 97658203.00 0.0040 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.250000% 91282CAT8 254900HROIFWPRGM1V77 US91282CAT80 U.S. Treasury Debt Y 2025-10-31 2025-10-31 2025-10-31 N N N 0.0440 96328906.00 96328906.00 0.0040 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 91282CED9 254900HROIFWPRGM1V77 US91282CED92 U.S. Treasury Debt Y 2025-03-15 2025-03-15 2025-03-15 N N N 0.0446 99232812.00 99232812.00 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0443 198503906.00 198503906.00 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.664300% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-12-03 2025-01-31 2025-01-31 N N N 0.0466 564448195.84 564448195.84 0.0233 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.633300% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-12-03 2025-04-30 2025-04-30 N N N 0.0462 445513062.65 445513062.65 0.0184 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.589300% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-12-03 2025-07-31 2025-07-31 N N N 0.0462 399886368.00 399886368.00 0.0165 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.000000% 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 U.S. Treasury Debt Y 2025-09-30 2025-09-30 2025-09-30 N N N 0.0442 200912500.00 200912500.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.634300% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-12-03 2025-10-31 2025-10-31 N N N 0.0461 400053672.00 400053672.00 0.0165 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.709300% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-12-03 2026-01-31 2026-01-31 N N N 0.0462 185548618.60 185548618.60 0.0077 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.646300% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2024-12-03 2026-07-31 2026-07-31 N N N 0.0461 200109802.00 200109802.00 0.0083 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.590000% 959BLB000 N/A 0000947263 959BLB000_4.59_1202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank N/A 3133EA6D5 2030-10-24 3.050000 0.00 3000000.00 2821734.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EHPX5 2032-06-28 2.900000 0.00 15000.00 13738.72 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EJCQ0 2038-02-16 3.440000 0.00 36000.00 31900.69 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EJY78 2030-12-04 3.550000 0.00 1659000.00 1626863.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ELL77 2040-06-18 2.090000 0.00 3940000.00 2798030.18 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EMDG4 2030-10-15 1.260000 0.00 27500000.00 22980897.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EN3M0 2024-12-05 4.625000 0.00 325000.00 332258.28 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EN4N7 2024-12-20 4.250000 0.00 10000.00 10185.11 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EN4V9 2030-09-23 4.125000 0.00 90000.00 90033.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EN6L9 2025-01-23 4.750000 0.00 25000.00 25131.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENKS8 2025-01-06 1.125000 0.00 1538000.00 1539182.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPCX1 2028-03-10 4.375000 0.00 5000.00 5068.05 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPNB7 2025-06-20 4.625000 0.00 1950000.00 1991258.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPP33 2026-12-18 4.900000 0.00 50000000.00 50596944.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPSA4 2038-08-04 5.960000 0.00 25000.00 25448.15 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPSC0 2025-02-04 4.705000 0.00 157000.00 157557.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERB26 2031-11-14 5.000000 0.00 31263000.00 31264323.47 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERBQ3 2026-04-17 4.720000 0.00 10000.00 10054.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERDR9 2027-05-03 4.775000 0.00 100000000.00 100358055.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERE56 2031-11-26 5.375000 0.00 22900000.00 22897204.29 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERGW5 2025-06-12 4.534274 0.00 280000.00 282610.79 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERHE4 2026-06-17 5.230000 0.00 4000.00 4101.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERHW4 2039-06-24 6.050000 0.00 20697000.00 21224972.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERKL4 2027-07-09 4.810000 0.00 20000000.00 20144438.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERLN9 2028-01-18 5.050000 0.00 18097000.00 18452377.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERLY5 2036-07-23 6.000000 0.00 17750000.00 18085652.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERQT1 2039-08-26 5.640000 0.00 13995000.00 14156866.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERTP6 2029-09-17 4.920000 0.00 15000000.00 15168683.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERXL0 2039-10-17 5.330000 0.00 22103000.00 22061475.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERZG9 2039-11-04 5.550000 0.00 34625000.00 34679297.77 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERZU8 2027-11-12 4.830000 0.00 4155000.00 4164095.99 Agency Mortgage-Backed Securities Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 400000000.00 400000000.00 0.0165 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.550000% 98599G006 N/A 98599G006_4.55_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 766116300.00 637241570.51 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0455 637000000.00 637000000.00 0.0263 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.580000% 98599G006 98599G006_4.58_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 145381700.00 132906749.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 376954000.00 377093431.52 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 500000000.00 500000000.00 0.0206 N Y Y N BNP Paribas SA BNP Paribas SA 4.580000% 986PPK002 N/A 986PPK002_4.58_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 5405200.00 2853175.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375000 0.00 400.00 526.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 54464200.00 66333129.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 4814700.00 4336857.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 5872200.00 5923977.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 54886900.00 56646452.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 166419200.00 166278307.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 3703700.00 3744375.16 U.S. Treasuries (including strips) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 300000000.00 300000000.00 0.0124 N Y Y N BNP Paribas SA BNP Paribas SA 4.590000% 986PPK002 N/A 986PPK002_4.59_1202 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 31288RA81 2050-02-01 6.482000 0.00 159417.00 145270.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RBF4 2054-08-01 4.905000 0.00 19276141.00 18898339.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LUSK3 2037-07-01 7.605000 0.00 2929371.00 23158.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NGEF8 2036-06-01 7.308000 0.00 4000000.00 25342.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHS95 2037-01-01 6.497000 0.00 3257642.00 66511.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132AD2X5 2049-02-01 4.500000 0.00 4165.00 888.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADUC0 2046-03-01 3.500000 0.00 2090000.00 678842.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.500000 0.00 314598.00 212362.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNDQ3 2052-04-01 2.500000 0.00 1000.00 708.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTAT7 2054-04-01 6.000000 0.00 1024.00 994.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTPR5 2049-07-01 4.000000 0.00 11130082.00 10145877.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6R1 2050-06-01 2.000000 0.00 1001.00 451.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.100000 0.00 10088.00 8806.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WXAY6 2040-01-01 3.300000 0.00 31935.00 26048.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 128323.00 99354.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3CW6 2050-03-01 3.000000 0.00 276000.00 128929.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CGTX5 2053-11-01 7.000000 0.00 2222830.00 2152616.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CQXA8 2054-08-01 6.000000 0.00 1008.00 961.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRK36 2054-08-01 6.000000 0.00 672415.00 652056.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSGD7 2054-08-01 6.000000 0.00 1000.00 788.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5E5 2054-09-01 6.500000 0.00 1595595.00 1650341.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5U9 2054-09-01 6.500000 0.00 2144817.00 2215925.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EMR95 2036-07-14 2.310000 0.00 793000.00 627920.79 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENMV9 2042-02-03 2.930000 0.00 5463000.00 4248603.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENSR2 2042-03-24 3.700000 0.00 171000.00 145893.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2.000000 0.00 1000.00 583.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKRQ4 2050-11-01 2.500000 0.00 827000.00 403535.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFQ6 2052-05-01 3.000000 0.00 16000.00 12022.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPHS0 2052-06-01 5.000000 0.00 16098.00 14481.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 11296.00 9031.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W9ZG9 2054-03-01 6.000000 0.00 1203321.00 1215476.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBTZ9 2054-05-01 5.000000 0.00 73557.00 62495.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 313637WE6 2030-09-01 3.730000 0.00 1007.00 963.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138E06L8 2041-12-01 6.818000 0.00 5200000.00 84649.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EGYD0 2041-07-01 7.429000 0.00 4300000.00 80754.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ELBE2 2039-04-01 6.000000 0.00 7046452.00 472790.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EPY81 2043-11-01 5.938000 0.00 1000.00 135.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EQW57 2045-11-01 7.195000 0.00 3600000.00 139892.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ETX35 2044-10-01 6.638000 0.00 1270.00 77.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJ5B2 2037-09-01 3.460000 0.00 1000.00 891.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LNL90 2033-06-01 3.720000 0.00 2182.00 2044.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WF6S0 2045-12-01 3.500000 0.00 4000.00 978.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WG4K7 2046-05-01 2.500000 0.00 1265000.00 225876.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.817000 0.00 2986348.00 27687.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407NYT4 2035-09-01 6.853000 0.00 3500000.00 18224.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3YL1 2053-11-01 7.000000 0.00 2000.00 2111.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWX0 2054-06-01 7.000000 0.00 13000.00 11294.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APT20 2054-09-01 7.000000 0.00 1696702.00 1758426.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRC68 2033-10-01 3.690000 0.00 1889226.00 1773713.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRM83 2028-10-01 3.825000 0.00 40524.00 38420.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HTFX2 2034-05-01 3.590000 0.00 522133.00 479825.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1784560.00 1549950.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 279859.00 221317.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 94766.00 84905.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J7RJ6 2047-04-01 6.349000 0.00 2224.00 251.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCN26 2054-11-01 5.750000 0.00 3964328.00 4016586.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDRL5 2051-09-01 2.490000 0.00 850747.00 612451.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 909.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUN7 2041-11-01 2.160000 0.00 1000.00 690.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDW70 2041-10-01 2.310000 0.00 180485.00 126867.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYN3 2036-10-01 2.090000 0.00 4164.00 3257.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYP8 2041-10-01 2.265000 0.00 1491580.00 1041975.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDZM4 2041-10-01 2.265000 0.00 191964.00 134006.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1865.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 41311.00 35619.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGJW3 2037-05-01 3.870000 0.00 472936.00 433765.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MGNF4 2052-02-01 2.500000 0.00 99000.00 64022.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEE3 2054-11-01 6.000000 0.00 11500230.00 11583872.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419A5V5 2041-01-01 6.180000 0.00 21000000.00 242809.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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971.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2T5 2054-04-01 5.760000 0.00 4657970.00 4878607.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUWX3 2041-04-01 5.130000 0.00 124517.00 126009.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 14927219.00 14990629.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWSC0 2029-11-01 4.605000 0.00 8280360.00 8310340.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q9XH1 2048-10-01 4.500000 0.00 104299040.00 24524360.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QADZ0 2048-12-01 5.000000 0.00 24488703.00 6043832.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 13607158.00 2559460.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLMX1 2051-08-01 2.000000 0.00 4000.00 2617.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNLY6 2052-03-01 2.500000 0.00 2884.00 2081.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 1000.00 886.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6JS1 2044-12-01 4.000000 0.00 3698561.00 1328166.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XC3V8 2051-02-01 3.500000 0.00 8432989.00 3956728.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCC30 2038-08-01 3.000000 0.00 15999.00 7852.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFZS3 2052-03-01 3.000000 0.00 1000.00 699.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJYH0 2053-01-01 6.000000 0.00 200000.00 165578.61 Agency 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U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 610900.00 539076.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 5791000.00 5824174.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 100.00 91.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 66051500.00 65500558.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625000 0.00 100.00 99.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 700.00 711.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 1052800.00 1051908.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 3572800.00 3619657.91 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179VFP0 2050-02-20 3.000000 0.00 2749635.00 492711.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179X2J4 2053-05-20 4.500000 0.00 4730212.00 4240200.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XVU7 2053-03-20 6.000000 0.00 1000.00 726.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 1373705.00 1249092.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617LNSR6 2050-02-20 3.000000 0.00 1282.00 596.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MKM71 2050-08-15 3.000000 0.00 5047003.00 2292628.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XJMP2 2052-04-20 4.000000 0.00 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(including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 3000.00 3093.04 U.S. Treasuries (including strips) Y 2024-12-24 2024-12-24 2024-12-24 N N N 0.0457 300000000.00 300000000.00 0.0124 N N Y N AllianceBernstein Fixed Income Shares 2024-12-06 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller