N-MFP3 0000862021 XXXXXXXX 2025-07-31 AllianceBernstein Fixed Income Shares 0000862021 254900AM6NTI6YO2LI69 AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio 5493006YWHO7MNK2U579 S000011990 7 N N 033-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. AllianceBernstein Investor Services, Inc. 0000733598 084-01187 N N N Government N N 35 84 16203085426.36 17459682316.55 0.6621 0.7134 2025-07-01 16360811855.75 17167409722.70 0.6711 0.7042 2025-07-02 16550130123.80 17006728749.11 0.6831 0.7019 2025-07-03 16688433148.71 17195034635.56 0.6837 0.7044 2025-07-07 16229279867.98 17185882110.42 0.6517 0.6902 2025-07-08 15871103653.07 16827706679.52 0.6466 0.6856 2025-07-09 15814891998.05 17021495799.32 0.6458 0.6951 2025-07-10 15959725008.96 16666329585.06 0.6612 0.6904 2025-07-11 16177804835.40 16964412879.31 0.6535 0.6853 2025-07-14 15961435834.18 17198044446.23 0.6388 0.6883 2025-07-15 15340815453.39 16476424099.34 0.6296 0.6763 2025-07-16 15061492120.36 15690492399.16 0.6319 0.6583 2025-07-17 14915850202.66 16114852334.90 0.6172 0.6668 2025-07-18 15290669723.72 16044371889.57 0.6347 0.6660 2025-07-21 16028613351.09 16583314889.55 0.6508 0.6733 2025-07-22 15392106735.44 16446807591.11 0.6285 0.6715 2025-07-23 15383543491.88 16338243654.27 0.6309 0.6700 2025-07-24 15175728342.55 16125728342.55 0.6277 0.6670 2025-07-25 15637304775.56 16137304775.56 0.6465 0.6672 2025-07-28 15559193109.12 16009193109.12 0.6467 0.6654 2025-07-29 14779949135.17 15729949135.17 0.6150 0.6546 2025-07-30 14816352272.51 16115350939.33 0.6073 0.6605 2025-07-31 973727.84 24335447984.91 24338347334.05 58591724.66 608237377.78 23789675408.77 23791611641.3550 Y 1.0000 0.0440 2025-07-01 0.0440 2025-07-02 0.0439 2025-07-03 0.0438 2025-07-07 0.0437 2025-07-08 0.0437 2025-07-09 0.0436 2025-07-10 0.0435 2025-07-11 0.0435 2025-07-14 0.0435 2025-07-15 0.0435 2025-07-16 0.0435 2025-07-17 0.0435 2025-07-18 0.0435 2025-07-21 0.0434 2025-07-22 0.0433 2025-07-23 0.0433 2025-07-24 0.0433 2025-07-25 0.0434 2025-07-28 0.0435 2025-07-29 0.0435 2025-07-30 0.0436 2025-07-31 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 N N Class AB C000032709 0.00 5829540770.81 5830478035.2400 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 258869192.24 236717039.02 2025-07-01 164913541.02 318942699.75 2025-07-02 194870621.74 335552598.25 2025-07-03 381183694.90 194978911.80 2025-07-07 140620997.28 248397503.05 2025-07-08 209052873.16 505473596.93 2025-07-09 98898946.94 189456095.29 2025-07-10 178314595.05 84807584.87 2025-07-11 302053101.83 83361429.38 2025-07-14 348145807.72 199259018.89 2025-07-15 87226421.27 619626010.63 2025-07-16 180210381.26 445519395.15 2025-07-17 531890218.92 167519774.69 2025-07-18 252629934.27 474928861.57 2025-07-21 507470095.20 103723141.56 2025-07-22 159953391.12 308686334.11 2025-07-23 172027208.30 204463160.43 2025-07-24 211875669.87 512349220.36 2025-07-25 361346361.74 414482442.51 2025-07-28 190224200.13 326555176.73 2025-07-29 242038380.49 367001164.00 2025-07-30 206436357.71 205945133.32 2025-07-31 5380251992.16 6547746292.29 0.0419 2025-07-01 0.0419 2025-07-02 0.0418 2025-07-03 0.0418 2025-07-07 0.0417 2025-07-08 0.0416 2025-07-09 0.0415 2025-07-10 0.0414 2025-07-11 0.0414 2025-07-14 0.0414 2025-07-15 0.0414 2025-07-16 0.0414 2025-07-17 0.0414 2025-07-18 0.0414 2025-07-21 0.0413 2025-07-22 0.0412 2025-07-23 0.0412 2025-07-24 0.0412 2025-07-25 0.0413 2025-07-28 0.0414 2025-07-29 0.0414 2025-07-30 0.0415 2025-07-31 N 0.00 Other AB Owned 0.00 0.112 Registered investment company 0.00 0.418 N Advisor C000172512 0.00 1006822189.99 1006818661.9250 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 3481763.92 3885156.86 2025-07-01 2503101.08 1677968.89 2025-07-02 10331581.63 2175523.84 2025-07-03 8475778.88 8588908.56 2025-07-07 2225651.83 4454649.54 2025-07-08 4583689.81 4803074.66 2025-07-09 3517047.61 5922199.79 2025-07-10 2192160.96 2691241.38 2025-07-11 5862707.29 4672978.60 2025-07-14 3542961.55 2609987.06 2025-07-15 2724393.91 2929243.01 2025-07-16 3845603.67 4946927.25 2025-07-17 2885283.25 3829208.57 2025-07-18 4387453.27 3603377.58 2025-07-21 6070820.08 4263344.11 2025-07-22 1726436.60 8212490.25 2025-07-23 4905670.45 11162478.20 2025-07-24 3557788.87 3938891.91 2025-07-25 10964691.24 6493297.82 2025-07-28 2915454.14 2170105.57 2025-07-29 7393384.96 2979389.38 2025-07-30 2691137.93 8238913.62 2025-07-31 100784562.93 104249356.45 0.0416 2025-07-01 0.0417 2025-07-02 0.0416 2025-07-03 0.0415 2025-07-07 0.0414 2025-07-08 0.0413 2025-07-09 0.0413 2025-07-10 0.0411 2025-07-11 0.0411 2025-07-14 0.0411 2025-07-15 0.0412 2025-07-16 0.0412 2025-07-17 0.0412 2025-07-18 0.0412 2025-07-21 0.0411 2025-07-22 0.0410 2025-07-23 0.0409 2025-07-24 0.0410 2025-07-25 0.0410 2025-07-28 0.0411 2025-07-29 0.0412 2025-07-30 0.0412 2025-07-31 N 0.00 Broker-dealer 0.00 0.8985 N 1 C000172513 100000.00 5861670957.45 5862437023.3950 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 68180055.27 140392338.45 2025-07-01 78038876.71 25655749.39 2025-07-02 19128146.97 16194617.90 2025-07-03 62960496.14 28819679.33 2025-07-07 21743619.96 22607160.25 2025-07-08 30679707.59 45284636.09 2025-07-09 40209335.85 45611846.00 2025-07-10 64479964.29 49754870.17 2025-07-11 51457466.29 38109834.27 2025-07-14 23478918.73 36962316.87 2025-07-15 38975455.67 23429030.29 2025-07-16 24356024.68 18466949.29 2025-07-17 18481363.95 18425207.20 2025-07-18 39081847.83 35386401.80 2025-07-21 146453910.51 32321186.96 2025-07-22 39614637.72 20272798.26 2025-07-23 24111588.56 13429524.46 2025-07-24 14323815.91 30003148.08 2025-07-25 43698201.97 38209636.75 2025-07-28 25139111.27 38358628.12 2025-07-29 41327381.88 186535372.33 2025-07-30 53514323.53 58765823.47 2025-07-31 969434251.28 962996755.73 0.0408 2025-07-01 0.0409 2025-07-02 0.0408 2025-07-03 0.0407 2025-07-07 0.0406 2025-07-08 0.0405 2025-07-09 0.0405 2025-07-10 0.0403 2025-07-11 0.0403 2025-07-14 0.0403 2025-07-15 0.0404 2025-07-16 0.0404 2025-07-17 0.0404 2025-07-18 0.0403 2025-07-21 0.0403 2025-07-22 0.0402 2025-07-23 0.0401 2025-07-24 0.0402 2025-07-25 0.0402 2025-07-28 0.0403 2025-07-29 0.0404 2025-07-30 0.0404 2025-07-31 N 0.00 N A C000172514 2500.00 8809452027.02 8809387948.0170 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 35478379.13 29835288.62 2025-07-01 49526897.03 28180858.05 2025-07-02 36373529.64 27699114.17 2025-07-03 34398274.62 16291217.42 2025-07-07 45836863.46 34394545.63 2025-07-08 26577004.41 24818542.78 2025-07-09 31612405.78 37945221.62 2025-07-10 31600959.52 25000933.38 2025-07-11 30331991.20 24739403.65 2025-07-14 31196089.14 21468979.99 2025-07-15 74035868.51 32206549.93 2025-07-16 28226299.83 37128185.07 2025-07-17 27180304.48 32890864.84 2025-07-18 29628531.42 29876992.75 2025-07-21 29674304.51 20238280.90 2025-07-22 37135430.85 39479106.27 2025-07-23 33211008.44 30631229.34 2025-07-24 36450722.70 37065427.31 2025-07-25 36732589.15 23357912.64 2025-07-28 25966774.63 38299605.84 2025-07-29 24740717.80 28762598.58 2025-07-30 33296647.72 24902016.92 2025-07-31 769211593.97 645212875.70 0.0416 2025-07-01 0.0417 2025-07-02 0.0416 2025-07-03 0.0415 2025-07-07 0.0414 2025-07-08 0.0413 2025-07-09 0.0413 2025-07-10 0.0411 2025-07-11 0.0411 2025-07-14 0.0411 2025-07-15 0.0412 2025-07-16 0.0412 2025-07-17 0.0412 2025-07-18 0.0412 2025-07-21 0.0411 2025-07-22 0.0410 2025-07-23 0.0409 2025-07-24 0.0410 2025-07-25 0.0410 2025-07-28 0.0411 2025-07-29 0.0412 2025-07-30 0.0412 2025-07-31 Y 1862373.00 Broker-dealer 0.00 0.0569 Broker-dealer 0.00 0.1648 Broker-dealer 0.00 0.7394 N C C000172515 2500.00 18315816.34 18317630.2970 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 2257.81 20021.73 2025-07-01 2176.80 53022.82 2025-07-02 2999.99 239.64 2025-07-03 8573.78 78310.21 2025-07-07 3721.64 169610.14 2025-07-08 3565.80 0.00 2025-07-09 25844.16 0.00 2025-07-10 2103.23 0.00 2025-07-11 18348.71 10000.00 2025-07-14 2269.26 110922.83 2025-07-15 2251.90 0.00 2025-07-16 103526.58 66585.18 2025-07-17 2103.98 0.00 2025-07-18 7297.04 1000.00 2025-07-21 2301.89 8582.16 2025-07-22 2101.52 41728.31 2025-07-23 2076.25 412362.05 2025-07-24 2034.44 50505.05 2025-07-25 8115.04 0.00 2025-07-28 2054.39 0.00 2025-07-29 177703.85 0.00 2025-07-30 2314.29 0.00 2025-07-31 385742.35 1022890.12 0.0416 2025-07-01 0.0417 2025-07-02 0.0416 2025-07-03 0.0415 2025-07-07 0.0414 2025-07-08 0.0413 2025-07-09 0.0413 2025-07-10 0.0411 2025-07-11 0.0411 2025-07-14 0.0411 2025-07-15 0.0411 2025-07-16 0.0412 2025-07-17 0.0412 2025-07-18 0.0411 2025-07-21 0.0411 2025-07-22 0.0410 2025-07-23 0.0409 2025-07-24 0.0410 2025-07-25 0.0410 2025-07-28 0.0411 2025-07-29 0.0412 2025-07-30 0.0412 2025-07-31 Y 11834.00 Broker-dealer 0.00 0.1782 Broker-dealer 0.00 0.2284 Broker-dealer 0.00 0.4151 N I C000172516 0.00 79889404.75 79893853.6210 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 173507.77 83388.41 2025-07-01 138732.19 566406.65 2025-07-02 23270.86 117856.60 2025-07-03 150044.28 103039.57 2025-07-07 34268.58 3111.70 2025-07-08 222804.92 1510.93 2025-07-09 1032417.22 24061.04 2025-07-10 11577.74 109428.43 2025-07-11 197094.92 20820.35 2025-07-14 322054.46 593265.58 2025-07-15 7616243.23 90022.25 2025-07-16 1357270.43 500252.53 2025-07-17 29355.47 28009.52 2025-07-18 466923.81 15834.71 2025-07-21 16611.02 487128.52 2025-07-22 155290.89 2.03 2025-07-23 17070.70 8316737.82 2025-07-24 22331.41 119062.99 2025-07-25 40937.58 1340112.49 2025-07-28 364786.45 156867.42 2025-07-29 2518758.57 137049.61 2025-07-30 98474.97 119335.57 2025-07-31 15009827.47 12933304.72 0.0417 2025-07-01 0.0417 2025-07-02 0.0416 2025-07-03 0.0416 2025-07-07 0.0415 2025-07-08 0.0414 2025-07-09 0.0413 2025-07-10 0.0412 2025-07-11 0.0412 2025-07-14 0.0412 2025-07-15 0.0412 2025-07-16 0.0412 2025-07-17 0.0412 2025-07-18 0.0412 2025-07-21 0.0411 2025-07-22 0.0410 2025-07-23 0.0410 2025-07-24 0.0410 2025-07-25 0.0411 2025-07-28 0.0412 2025-07-29 0.0412 2025-07-30 0.0413 2025-07-31 N 0.00 Pension plan 0.00 0.0568 Pension plan 0.0702 0.00 Pension plan 0.00 0.6727 N Institutional Class C000172520 20000000.00 2183984242.41 2184278488.8600 1.0000 2025-07-01 1.0000 2025-07-02 1.0000 2025-07-03 1.0000 2025-07-07 1.0000 2025-07-08 1.0000 2025-07-09 1.0000 2025-07-10 1.0000 2025-07-11 1.0000 2025-07-14 1.0000 2025-07-15 1.0000 2025-07-16 1.0000 2025-07-17 1.0000 2025-07-18 1.0000 2025-07-21 1.0000 2025-07-22 1.0000 2025-07-23 1.0000 2025-07-24 1.0000 2025-07-25 1.0000 2025-07-28 1.0000 2025-07-29 1.0000 2025-07-30 1.0000 2025-07-31 238701752.89 11613256.86 2025-07-01 42550683.13 57160000.00 2025-07-02 632527.96 39146191.06 2025-07-03 1536900.81 50058870.07 2025-07-07 95565733.29 50000.00 2025-07-08 27053498.48 75000000.00 2025-07-09 48406301.28 20000.00 2025-07-10 30403177.47 0.00 2025-07-11 39320490.04 6274047.60 2025-07-14 102764972.12 17180000.00 2025-07-15 725763.78 55030000.00 2025-07-16 10373935.64 30030000.00 2025-07-17 1621726.95 27190000.00 2025-07-18 146729790.66 30000.00 2025-07-21 18316657.22 7310000.00 2025-07-22 7830352.57 7450000.00 2025-07-23 76936628.66 150000000.00 2025-07-24 157254189.38 53691308.49 2025-07-25 47391099.59 0.00 2025-07-28 55849097.95 23860000.00 2025-07-29 21156011.08 31820000.00 2025-07-30 24275508.18 4169301.94 2025-07-31 1195396799.13 647082976.02 0.0418 2025-07-01 0.0419 2025-07-02 0.0418 2025-07-03 0.0417 2025-07-07 0.0416 2025-07-08 0.0416 2025-07-09 0.0415 2025-07-10 0.0414 2025-07-11 0.0413 2025-07-14 0.0414 2025-07-15 0.0414 2025-07-16 0.0414 2025-07-17 0.0414 2025-07-18 0.0414 2025-07-21 0.0413 2025-07-22 0.0412 2025-07-23 0.0412 2025-07-24 0.0412 2025-07-25 0.0413 2025-07-28 0.0413 2025-07-29 0.0414 2025-07-30 0.0415 2025-07-31 N 0.00 Registered investment company 0.00 0.9555 N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 4.370000% 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 7240348 2039-05-31 4.250000 0.00 22005275.04 22442656.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240352 2026-12-31 1.750000 0.00 57092727.22 58227513.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240356 2028-04-30 3.750000 0.00 64232774.10 65509477.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240360 2027-07-31 2.750000 0.00 153364202.69 156412500.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240364 2041-08-31 3.750000 0.00 133404409.88 136055982.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240368 2028-02-29 1.120000 0.00 194955674.52 198830651.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240372 2027-04-30 0.500000 0.00 92524250.88 94363281.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7240376 2026-02-28 6.000000 0.00 8202352.75 8365384.32 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7240380 2026-03-31 2.250000 0.00 63412070.06 64672461.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240384 2028-06-30 4.000000 0.00 152309701.99 155337040.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240388 2053-08-31 4.120000 0.00 98141162.09 100091835.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240392 2027-05-31 3.870000 0.00 226656901.62 231161978.40 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240396 2040-05-31 4.370000 0.00 96114407.17 98024796.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240400 2027-10-31 3.870000 0.00 100594896.10 102594340.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240404 2030-02-28 1.500000 0.00 26710604.57 27241509.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240408 2041-11-30 2.000000 0.00 236406437.66 241105298.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240412 2029-02-28 4.250000 0.00 155429738.72 158519091.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240416 2044-05-31 3.370000 0.00 40348001.16 41149966.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7240420 2044-02-29 3.620000 0.00 42440711.42 43284271.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240424 2029-06-30 4.250000 0.00 69760904.83 71147486.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240428 2026-09-30 1.620000 0.00 61347315.26 62566666.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7240432 2033-11-30 4.500000 0.00 204824674.70 208895810.44 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 2300000000.00 2300000000.00 0.0967 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.330000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.33_0902 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 91282CKW0 2031-06-30 4.250000 0.00 149000.00 151231.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 12725600.00 12916218.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 292300.00 297030.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 101.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 34905000.00 35066039.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QB7 2039-05-15 4.250000 0.00 313700.00 305560.01 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 100.00 97.01 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 29200.00 23688.04 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RG5 2044-05-15 3.375000 0.00 200.00 164.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 2719800.00 2163500.57 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 70.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 103300.00 77852.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RQ3 2046-02-15 2.500000 0.00 100.00 69.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 369600.00 271921.60 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SD1 2048-08-15 3.000000 0.00 100.00 74.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 100.00 63.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 1034900.00 599547.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 61.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 373400.00 273675.65 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 48640100.00 40217690.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 100.00 82.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 100.00 98.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 175400.00 170104.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 300.00 276.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 200.00 259.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 200.00 259.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 800.00 754.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 325700.00 373702.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 6265300.00 6115596.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 186.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1297100.00 1279606.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 97.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 25300.00 25449.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 420900.00 461224.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 442000.00 446323.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 99.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 22894500.00 22866247.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 572400.00 572836.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 24416500.00 24898213.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 4113400.00 4202844.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 11100000.00 11926052.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 13566200.00 13956784.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 23692000.00 24362624.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 200.00 202.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 709900.00 711220.88 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 200000000.00 200000000.00 0.0084 N N Y N Canadian Imperial Bank Canadian Imperial Bank 4.360000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.36_0801 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 91282CKT7 2029-05-31 4.500000 0.00 5100.00 5246.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 53800.00 54605.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 35700.00 36277.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 7513800.00 7548466.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 2031900.00 2076803.90 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797PW1 2025-09-11 0.00 0.00 1743700.00 1735206.44 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 14200.00 13775.37 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 100.00 81.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 100.00 79.55 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 477000.00 338053.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 100.00 75.37 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 100.00 75.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 100.00 59.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SN9 2050-05-15 1.250000 0.00 300.00 143.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SN9 2050-05-15 1.250000 0.00 100.00 47.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 300.00 148.36 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 1935300.00 1292820.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 61.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 14400.00 10554.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 147500.00 107289.57 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 228900.00 221988.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 3357200.00 4354394.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 100.00 92.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 90.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 1114000.00 1087382.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 92.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 101189200.00 93661159.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 39100.00 38496.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 100.00 98.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 25960000.00 25540396.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 103.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 194.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 12455300.00 12708110.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 4100.00 4124.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 34300.00 36829.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 95.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 7300.00 6960.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 1083900.00 1086300.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 62400.00 68378.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.530936 0.00 100.00 100.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 964600.00 983002.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 100.00 100.19 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 150000000.00 150000000.00 0.0063 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.370000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.37_0801 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 3133CJCQ2 2053-12-01 5.500000 0.00 1034302.00 799484.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CLTH9 2054-01-01 7.000000 0.00 9209608.00 7191669.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRT60 2054-08-01 6.000000 0.00 5221251.00 5261374.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B8FW6 2055-04-01 7.000000 0.00 3115041.00 3116020.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BGV83 2055-07-01 7.000000 0.00 86601.00 92163.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2F71 2055-06-01 6.000000 0.00 1061.00 1090.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2F97 2055-04-01 6.000000 0.00 1024.00 1045.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2GA3 2054-10-01 6.000000 0.00 10831744.00 11020677.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2GC9 2055-04-01 6.500000 0.00 1040.00 1089.50 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 925000.00 938855.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 35800.00 36379.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 102.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 85700.00 84573.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 69700.00 72544.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1571000.00 1578248.06 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XTB41 2045-08-01 3.500000 0.00 13092.00 2097.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNAB9 2052-02-01 2.500000 0.00 3074.00 2098.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPH92 2052-12-01 6.000000 0.00 1000.00 747.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPHR2 2052-12-01 6.000000 0.00 1000.00 730.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVBX2 2054-11-01 5.000000 0.00 4777.00 4568.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0U67 2053-10-01 6.500000 0.00 2016.00 1626.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B76Q6 2052-03-01 2.500000 0.00 1024.00 704.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMDW2 2051-06-01 2.500000 0.00 2048.00 1326.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMY90 2051-10-01 2.500000 0.00 2048.00 1428.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNEE9 2051-12-01 2.500000 0.00 1408.00 976.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPS90 2052-07-01 2.500000 0.00 2016.00 1485.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPYW2 2052-09-01 4.500000 0.00 93644.00 71283.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQ2T2 2053-04-01 6.000000 0.00 2048.00 1704.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQDS2 2052-11-30 6.000000 0.00 3024.00 2252.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQK62 2053-01-01 6.000000 0.00 1000.00 798.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KSC83 2053-10-01 6.000000 0.00 76484.00 65492.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402RDH9 2035-04-01 6.000000 0.00 1290.00 12.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ADE64 2054-05-01 7.000000 0.00 1140350.00 753001.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AK3F0 2054-08-01 7.000000 0.00 1228089.00 1000127.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANW70 2054-09-01 5.500000 0.00 1000.00 1001.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APP32 2054-09-01 6.500000 0.00 1034494.00 1030473.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVYK4 2031-09-01 2.305000 0.00 2000000.00 1796061.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J0Q37 2037-08-01 1.570000 0.00 5725821.00 3840149.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140L8LE8 2051-05-01 2.500000 0.00 2048.00 1346.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDMJ5 2028-11-01 1.390000 0.00 1144896.00 1046049.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFSH8 2029-04-01 2.405000 0.00 764308.00 717120.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LNDT1 2051-06-01 2.500000 0.00 1008.00 663.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LVRB7 2051-10-01 2.500000 0.00 1024.00 673.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M4MG0 2051-12-01 2.500000 0.00 2016.00 1367.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MY3G5 2052-11-01 6.000000 0.00 1000.00 795.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NK4M0 2053-06-01 5.000000 0.00 1002.00 528.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVQ67 2031-07-01 4.665000 0.00 11331554.00 11469079.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYZV6 2030-07-01 4.460000 0.00 102421.00 102886.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLD60 2051-07-01 2.500000 0.00 920534.00 555996.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMU28 2051-12-01 2.500000 0.00 3001.00 2061.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNT77 2052-04-01 4.000000 0.00 51471.00 36924.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQ3G8 2052-12-01 5.500000 0.00 3052.00 2568.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQUQ6 2052-11-01 6.000000 0.00 2048.00 1630.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRXJ7 2053-04-01 5.500000 0.00 3000.00 2365.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4N6 2054-02-01 7.000000 0.00 1000.00 868.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTHH5 2053-11-01 5.500000 0.00 1016.00 872.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUHC3 2054-04-01 5.500000 0.00 271870.00 250025.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHFU6 2052-03-01 2.500000 0.00 3024.00 2121.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMF35 2053-08-01 6.500000 0.00 3024.00 2390.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6JX9 2055-04-01 6.500000 0.00 6842365.00 7135526.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6SS0 2055-06-01 6.500000 0.00 238913.00 244380.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YWNW9 2054-01-01 7.000000 0.00 1820652.00 754186.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CS47 2048-01-01 3.500000 0.00 1027.00 142.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DVA7 2050-12-01 2.000000 0.00 1001.00 529.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ENL0 2053-01-01 6.000000 0.00 1602.00 1130.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEP8 2044-10-01 6.000000 0.00 6477310.00 5045204.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425URV9 2054-12-01 6.000000 0.00 1000.00 981.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UTW5 2054-12-01 4.500000 0.00 1000.00 947.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FKG1 2055-03-01 6.500000 0.00 1090187.00 1149895.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FQ75 2055-02-01 5.500000 0.00 1000.00 1005.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FTR8 2055-03-01 7.000000 0.00 1145191.00 1223407.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426GJD8 2055-03-01 6.500000 0.00 4660.00 4859.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JJ42 2055-04-01 6.000000 0.00 2996.00 3032.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LVM3 2055-05-01 5.500000 0.00 1989233.00 1943828.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VVX5 2050-10-20 2.000000 0.00 2181.00 1016.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617FSN97 2072-10-20 7.202000 0.00 153340.00 141557.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MLHU4 2050-04-20 4.000000 0.00 4000.00 2341.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MSCN0 2050-04-20 4.000000 0.00 3024.00 658.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MT2Z2 2050-04-20 4.000000 0.00 7168.00 1606.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QACD7 2050-09-20 3.000000 0.00 1006.00 82.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UNSR6 2051-02-20 3.500000 0.00 1021475.00 527386.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VDUG8 2051-09-20 4.000000 0.00 1000.00 803.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSA69 2051-07-20 3.500000 0.00 5000.00 3623.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDM1 2051-08-20 3.500000 0.00 6000.00 5009.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDQ2 2051-08-20 3.500000 0.00 3000.00 2235.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSFD9 2051-08-20 3.500000 0.00 4000.00 2544.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617W2RL4 2049-01-20 4.500000 0.00 7006.00 2051.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X0CA7 2044-11-20 4.000000 0.00 1000.00 443.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X4J38 2051-12-20 4.000000 0.00 4000.00 2273.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X83Q5 2043-10-20 3.500000 0.00 5000.00 3530.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8T61 2045-10-20 4.500000 0.00 7002.00 1492.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8U44 2049-11-20 5.000000 0.00 5040.00 3390.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XBVR5 2051-12-20 4.000000 0.00 5000.00 3780.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKWR4 2049-06-20 5.000000 0.00 849552.00 353629.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKXS1 2050-02-20 5.000000 0.00 5000.00 2734.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMV5 2046-10-20 3.500000 0.00 8000.00 3778.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMY9 2042-07-20 4.000000 0.00 4000.00 1586.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMF4 2041-06-20 5.000000 0.00 4000.00 2260.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMR8 2046-06-20 4.000000 0.00 6000.00 3495.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMW7 2046-02-20 4.500000 0.00 5000.00 3102.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNP1 2046-07-20 4.000000 0.00 1391148.00 826439.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNR7 2041-12-20 4.500000 0.00 6000.00 2925.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNX4 2046-05-20 4.500000 0.00 8000.00 5243.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XXHF9 2051-12-20 4.000000 0.00 4000.00 2375.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPZ76 2053-06-20 6.000000 0.00 1000.00 1051.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BTA26 2053-06-20 6.500000 0.00 1000.00 946.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F6MW3 2053-07-20 6.500000 0.00 1000.00 917.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H2P72 2054-02-20 7.375000 0.00 1000.00 1077.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4GY5 2055-01-20 7.500000 0.00 4290624.00 4632050.66 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 501600.00 380122.97 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RX8 2047-05-15 3.000000 0.00 8720900.00 6526967.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 100.00 59.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 20009400.00 11592031.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 31382500.00 30434977.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 27500.00 35668.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 297600.00 341461.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 194.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 5100.00 5130.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 100.00 107.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.530936 0.00 300.00 300.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 5900.00 5979.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 25740300.00 26663065.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 100.00 100.19 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 150000000.00 150000000.00 0.0063 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.360000% 22599G006 N/A 0001330437 22599G006_4.36_0801 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 91282CGT2 2028-03-31 3.625000 0.00 36273500.00 36488214.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 65181600.00 65511831.69 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 100000000.00 100000000.00 0.0042 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.475000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-08-21 2025-08-21 N N N 0.0436 100006975.00 100006975.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.480000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-09-02 2025-09-02 N N N 0.0437 100010645.00 100010645.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.460000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-11-19 2026-11-19 N N N 0.0441 100094652.00 100094652.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-08-28 2025-08-28 N N N 0.0437 49998581.50 49998581.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.325000% 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-08-07 2025-08-07 N N N 0.0435 348998666.82 348998666.82 0.0147 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-09-02 2025-09-02 N N N 0.0434 99500073.63 99500073.63 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-09-05 2025-09-05 N N N 0.0435 349245260.68 349245260.68 0.0147 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B4WB3 2549001DPIFGXC1TOL40 US3130B4WB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-09-10 2025-09-10 N N N 0.0435 498993522.98 498993522.98 0.0210 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.315000% 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-10-22 2025-10-22 N N N 0.0434 499999.85 499999.85 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.320000% 3130B5VL9 2549001DPIFGXC1TOL40 US3130B5VL91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-08-11 2025-08-11 N N N 0.0434 597996806.68 597996806.68 0.0251 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.335000% 3130B64B9 2549001DPIFGXC1TOL40 US3130B64B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-09-29 2025-09-29 N N N 0.0434 98501653.82 98501653.82 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.335000% 3130B64D5 2549001DPIFGXC1TOL40 US3130B64D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-10-07 2025-10-07 N N N 0.0434 298506340.14 298506340.14 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.340000% 3130B64V5 2549001DPIFGXC1TOL40 US3130B64V51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-11-06 2025-11-06 N N N 0.0434 150008976.00 150008976.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.335000% 3130B66E1 2549001DPIFGXC1TOL40 US3130B66E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-11-06 2025-11-06 N N N 0.0434 249511539.38 249511539.38 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B66Y7 2549001DPIFGXC1TOL40 US3130B66Y72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-10-06 2025-10-06 N N N 0.0435 214998400.40 214998400.40 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.330000% 3130B67F7 2549001DPIFGXC1TOL40 US3130B67F74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-10-02 2025-10-02 N N N 0.0435 349996958.50 349996958.50 0.0147 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.335000% 3130B6AQ9 2549001DPIFGXC1TOL40 US3130B6AQ90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-11-05 2025-11-05 N N N 0.0436 199999146.00 199999146.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.320000% 3130B6QP4 2549001DPIFGXC1TOL40 US3130B6QP44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-12-16 2025-12-16 N N N 0.0434 247995999.76 247995999.76 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.320000% 3130B6RF5 2549001DPIFGXC1TOL40 US3130B6RF52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-12-16 2025-12-16 N N N 0.0434 99998604.00 99998604.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.320000% 3130B6RK4 2549001DPIFGXC1TOL40 US3130B6RK48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-12-18 2025-12-18 N N N 0.0434 398493082.04 398493082.04 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.320000% 3130B6RX6 2549001DPIFGXC1TOL40 US3130B6RX68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2025-12-16 2025-12-16 N N N 0.0434 498493040.94 498493040.94 0.0210 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.325000% 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-01-15 2026-01-15 N N N 0.0435 548499391.17 548499391.17 0.0231 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.325000% 3130B6ZE9 2549001DPIFGXC1TOL40 US3130B6ZE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-02-11 2026-02-11 N N N 0.0435 499503811.19 499503811.19 0.0210 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B74E1 2549001DPIFGXC1TOL40 US3130B74E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-01-16 2026-01-16 N N N 0.0436 348996328.52 348996328.52 0.0147 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B75S9 2549001DPIFGXC1TOL40 US3130B75S95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-01-20 2026-01-20 N N N 0.0435 249014242.80 249014242.80 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.365000% 3130B7CX0 2549001DPIFGXC1TOL40 US3130B7CX07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-04 2025-11-04 2025-11-04 N N N 0.0437 349000000.00 349000000.00 0.0147 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.365000% 3130B7D35 2549001DPIFGXC1TOL40 US3130B7D350 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-06 2025-11-06 2025-11-06 N N N 0.0412 249000000.00 249000000.00 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NB8 2549001DPIFGXC1TOL40 US313385NB87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-10-17 2025-10-17 2025-10-17 N N N 0.0425 8201863.10 8201863.10 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.460000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-10-23 2026-10-23 N N N 0.0441 39785706.63 39785706.63 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.460000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-11-04 2026-11-04 N N N 0.0441 30027717.30 30027717.30 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.420000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-02-09 2026-02-09 N N N 0.0439 50013631.50 50013631.50 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.460000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-09-23 2026-09-23 N N N 0.0440 119862525.48 119862525.48 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.460000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-10-16 2026-10-16 N N N 0.0442 94070812.08 94070812.08 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.460000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-10-29 2026-10-29 N N N 0.0440 79832597.08 79832597.08 0.0034 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G06G3 N/A US3135G06G36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-07 2025-11-07 2025-11-07 N N N 0.0432 21090253.62 21090253.62 0.0009 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.420000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-06-18 2026-06-18 N N N 0.0437 200126606.00 200126606.00 0.0084 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.440000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-07-29 2026-07-29 N N N 0.0440 37023433.21 37023433.21 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.460000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-10-23 2026-10-23 N N N 0.0441 72063113.04 72063113.04 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.460000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-08-01 2026-11-20 2026-11-20 N N N 0.0437 72108482.40 72108482.40 0.0030 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.370000% 46699D001 N/A 0001168163 46699D001_4.37_0801 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 7240300 2034-05-31 4.370000 0.00 1250151736.11 1274999999.54 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 1250000000.00 1250000000.00 0.0525 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.380000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.38_0801 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 7240344 2028-11-30 4.370000 0.00 500060833.33 509999999.59 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 500000000.00 500000000.00 0.0210 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.350000% 65999Z009 N/A 0000812291 65999Z009_4.3500 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 U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 22900.00 22352.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 105961500.00 102032870.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 17400.00 17118.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 19976300.00 20129860.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 5985100.00 6120475.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 28754500.00 28526820.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 169998000.00 170078409.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 182932600.00 183072093.61 U.S. Treasuries (including strips) Y 2025-08-05 2025-08-05 2025-08-05 N N N 0.0435 500000000.00 500000000.00 0.0210 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.360000% 65999Z009 N/A 0000812291 65999Z009_4.3600 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 National Mortgage Association N/A 3140W2S28 2055-02-01 4.500000 0.00 1000.00 961.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S36 2055-07-01 4.500000 0.00 1008.00 964.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S44 2055-07-01 4.500000 0.00 1024.00 980.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S51 2055-07-01 4.500000 0.00 1008.00 961.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S69 2055-07-01 5.000000 0.00 1008.00 993.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S77 2055-07-01 5.000000 0.00 1024.00 1008.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S85 2055-07-01 5.000000 0.00 1000.00 982.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2S93 2055-07-01 5.000000 0.00 1024.00 1001.35 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 299999000.00 305559631.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 532900.00 535358.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 3434000.00 3466280.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 2500000.00 2525399.56 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140W2SU6 2052-03-01 2.000000 0.00 1024.00 820.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2SV4 2053-12-01 2.000000 0.00 1024.00 806.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2SW2 2050-02-01 3.000000 0.00 1040.00 926.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2SX0 2048-08-01 3.000000 0.00 2834608.00 2535979.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2TA9 2055-07-01 5.500000 0.00 1024.00 1041.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2TB7 2055-07-01 5.500000 0.00 1024.00 1036.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2TC5 2055-07-01 5.500000 0.00 1024.00 1032.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2TD3 2055-08-01 5.500000 0.00 1024.00 1027.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2VF5 2036-04-01 1.500000 0.00 1024.00 904.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EU81 2053-08-01 5.000000 0.00 1002.00 856.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PEL4 2055-08-01 6.000000 0.00 1024.00 1060.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PF66 2055-08-01 6.000000 0.00 1008.00 1032.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HNBV8 2067-10-15 5.300000 0.00 1000.00 970.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5RH4 2055-07-20 6.500000 0.00 1000.00 1035.93 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 100.00 63.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1100.00 1012.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 421900.00 396820.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 246000.00 243587.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 49505300.00 50243003.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 200.00 198.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 3100.00 2956.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 225765600.00 223977980.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.250000 0.00 998500.00 1001617.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 4000.00 4121.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 130784000.00 133364237.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1360900.00 1411059.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 300.00 300.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 48027400.00 48943673.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 41155700.00 41766213.94 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 800000000.00 800000000.00 0.0336 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.360000% 65999Z009 N/A 0000812291 65999Z009_4.36 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 91282CDJ7 2031-11-15 1.375000 0.00 251800.00 214655.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 102528200.00 101785417.74 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 100000000.00 100000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000% 65999Z009 N/A 0000812291 65999Z009_4.3700 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 U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 33828600.00 33898904.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 274100.00 275364.61 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426VAU6 2055-08-01 6.000000 0.00 224568.00 229988.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSF3 2048-02-20 3.000000 0.00 4643.00 653.33 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810TM0 2042-11-15 4.000000 0.00 25000000.00 22824364.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 124748100.00 122024394.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 177700.00 171228.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.500000 0.00 200.00 196.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 383000.00 357116.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 900.00 874.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 2540500.00 2454073.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 1700.00 1579.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 100.00 99.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 200.00 203.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 49999500.00 49507354.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 95.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 4845200.00 4939488.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 200.00 205.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 56550200.00 56593321.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 1000.00 1021.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 300.00 300.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 161156500.00 165718187.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1000.00 1005.81 U.S. Treasuries (including strips) Y 2025-08-05 2025-08-05 2025-08-05 N N N 0.0437 450000000.00 450000000.00 0.0189 N N Y N U.S. Treasury Bill U.S. Treasury Bill 912797PP6 254900HROIFWPRGM1V77 US912797PP64 U.S. Treasury Debt Y 2025-08-21 2025-08-21 2025-08-21 N N N 0.0434 498812500.00 498812500.00 0.0210 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QE0 254900HROIFWPRGM1V77 US912797QE09 U.S. Treasury Debt Y 2025-10-09 2025-10-09 2025-10-09 N N N 0.0435 495925405.00 495925405.00 0.0208 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N 0.0418 290406288.00 290406288.00 0.0122 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 9128286A3 254900HROIFWPRGM1V77 US9128286A35 U.S. Treasury Debt Y 2026-01-31 2026-01-31 2026-01-31 N N N 0.0436 396615624.00 396615624.00 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.250000% 9128286L9 254900HROIFWPRGM1V77 US9128286L99 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N N N 0.0429 197353124.00 197353124.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.000000% 912828K74 254900HROIFWPRGM1V77 US912828K742 U.S. Treasury Debt Y 2025-08-15 2025-08-15 2025-08-15 N N N 0.0446 299710713.00 299710713.00 0.0126 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.250000% 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 U.S. Treasury Debt Y 2025-09-30 2025-09-30 2025-09-30 N N N 0.0437 695296875.00 695296875.00 0.0292 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 0.0438 98989844.00 98989844.00 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.375000% 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 U.S. Treasury Debt Y 2026-01-31 2026-01-31 2026-01-31 N N N 0.0438 686366408.00 686366408.00 0.0289 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N N N 0.0428 488554690.00 488554690.00 0.0205 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N N N 0.0428 779456248.00 779456248.00 0.0328 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CGE5 254900HROIFWPRGM1V77 US91282CGE57 U.S. Treasury Debt Y 2026-01-15 2026-01-15 2026-01-15 N N N 0.0428 99814844.00 99814844.00 0.0042 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 0.0439 200175782.00 200175782.00 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.455900% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2025-08-01 2025-10-31 2025-10-31 N N N 0.0430 400151616.00 400151616.00 0.0168 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.530900% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2025-08-01 2026-01-31 2026-01-31 N N N 0.0432 185557375.67 185557375.67 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.467900% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2025-08-01 2026-07-31 2026-07-31 N N N 0.0436 200191208.00 200191208.00 0.0084 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.380000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_4.38_0801 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 Bank N/A 3130A6ZQ3 2025-12-12 2.625000 0.00 205000.00 204367.15 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AECR9 2033-05-25 4.080000 0.00 8020000.00 7697676.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AFFX0 2028-11-16 3.250000 0.00 420000.00 415132.55 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AJB24 2040-03-19 2.590000 0.00 1000000.00 731806.67 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AK5E2 2025-09-04 0.375000 0.00 325000.00 324191.16 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AKXG6 2036-02-05 1.800000 0.00 4500000.00 3309345.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AL5M2 2036-02-25 2.000000 0.00 790000.00 606991.50 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AL5W0 2036-02-25 2.000000 0.00 760000.00 583941.19 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ALU85 2026-03-30 1.000000 0.00 15000000.00 14724140.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AMH62 2026-05-26 1.000000 0.00 4500000.00 4391170.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130APW84 2026-12-03 1.500000 0.00 500000.00 484304.83 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AQMZ3 2042-01-27 2.840000 0.00 5000000.00 3627387.78 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWN63 2028-06-30 4.000000 0.00 5000000.00 5028166.67 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWTQ3 2026-09-11 4.625000 0.00 525000.00 536947.48 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXCP1 2026-09-11 4.875000 0.00 375000.00 384816.88 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXU63 2026-11-17 4.625000 0.00 2140000.00 2173424.54 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B0TY5 2027-04-09 4.750000 0.00 5000000.00 5132313.89 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B1XA0 2026-04-10 4.470000 0.00 40000.00 40123.84 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B25K7 2030-08-14 5.270000 0.00 15620000.00 15981399.07 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B5D88 2040-03-12 5.625000 0.00 5050000.00 5101624.89 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B6UH7 2040-07-17 5.800000 0.00 17940000.00 17934520.33 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 313385JW7 2025-08-01 0.00 0.00 1465000.00 1464648.40 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 313385PF7 2025-11-14 0.00 0.00 100000.00 98758.40 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERZU8 2027-11-12 4.610000 0.00 85141000.00 86171821.01 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XGAY0 2036-07-15 5.500000 0.00 2390000.00 2571626.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 18000.00 20330.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.750000 0.00 6348000.00 7353155.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 4394000.00 4937695.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MEU3 2029-05-15 6.250000 0.00 538000.00 587876.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFJ7 2030-01-15 7.125000 0.00 584000.00 658763.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFP3 2030-05-15 7.250000 0.00 1874000.00 2165076.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MGK3 2030-11-15 6.625000 0.00 10767000.00 12202479.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05Q2 2030-08-05 0.875000 0.00 875000.00 756138.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05X7 2025-08-25 0.375000 0.00 6478000.00 6469287.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05Y5 2027-10-08 0.750000 0.00 500000.00 467902.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G06G3 2025-11-07 0.500000 0.00 2506000.00 2482247.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G07M9 2027-11-05 4.620000 0.00 175057000.00 177446139.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0K36 2026-04-24 2.125000 0.00 500000.00 495252.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0Q22 2026-09-24 1.875000 0.00 341000.00 334659.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135GACR0 2036-01-25 1.900000 0.00 3840000.00 2891964.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3136G4Q89 2025-08-19 0.560000 0.00 2650000.00 2651007.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137EAEX3 2025-09-23 0.375000 0.00 5191000.00 5167034.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31398AFD9 2037-07-15 5.625000 0.00 1100000.00 1192510.00 Agency Mortgage-Backed Securities Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0438 400000000.00 400000000.00 0.0168 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.370000% 928DVK003 FOR8UP27PHTHYVLBNG30 0000769993 928DVK003_4.37_0801 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 3132AAUN2 2045-12-01 4.500000 0.00 300000.00 31341.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM5Y7 2051-12-01 3.000000 0.00 1380000.00 977181.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335ANN4 2045-12-01 4.000000 0.00 1525907.00 159417.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A2BT6 2050-02-01 3.000000 0.00 152242.00 56341.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVJM0 2029-06-01 4.835000 0.00 15009300.00 15320535.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7UB1 2032-10-01 3.000000 0.00 228000.00 42513.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBUH1 2048-04-01 4.500000 0.00 310000.00 129246.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416WHT2 2040-06-01 4.500000 0.00 2700688.00 113187.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426UHB3 2055-07-01 6.000000 0.00 9913744.00 10106982.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TJX4 2047-10-20 3.500000 0.00 404267008.00 49214866.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VFP0 2050-02-20 3.000000 0.00 12934688.00 2145759.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YMK7 2053-12-20 5.500000 0.00 150000000.00 127922151.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YYX6 2054-06-20 6.000000 0.00 39001.00 32781.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617FSAD2 2067-03-15 5.580000 0.00 5000.00 5124.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QRG53 2063-03-15 2.650000 0.00 99999.00 82880.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617Y1NJ3 2057-10-15 4.210000 0.00 2250000.00 2085031.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617YEK82 2062-05-15 2.780000 0.00 6848720.00 5818684.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617YPGQ2 2059-09-15 5.330000 0.00 5740050.00 5784038.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36189SZE8 2046-02-20 4.000000 0.00 110000.00 23946.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618ABXH8 2059-03-15 5.300000 0.00 1495348.00 1500261.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618ACYE2 2058-04-15 5.000000 0.00 1277662.00 1245493.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GKUJ1 2059-06-15 6.200000 0.00 4810664.00 5122536.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GTXT7 2059-10-15 4.670000 0.00 2058196.00 1982864.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HNBB2 2060-03-15 5.820000 0.00 1261468.00 1321041.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HX7L3 2063-11-20 2.500000 0.00 410197.00 323970.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HYBK8 2064-04-20 4.000000 0.00 237200.00 214622.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JCYZ6 2059-11-15 5.360000 0.00 10000.00 10086.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JMJY4 2059-11-15 4.980000 0.00 8045.00 7915.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JMXY8 2041-04-15 5.450000 0.00 4886400.00 4993856.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K96B5 2060-04-15 5.990000 0.00 317548.00 328181.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KBLA5 2055-02-20 6.500000 0.00 1058810.00 1050903.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KQED4 2055-03-20 6.500000 0.00 1900214.00 1989830.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KTRJ1 2055-04-20 6.500000 0.00 622598.00 656154.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KU4V6 2055-04-20 6.500000 0.00 661695.00 691493.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KVDR3 2055-06-20 6.500000 0.00 3647596.00 3807664.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L1EB2 2055-06-20 6.500000 0.00 4666936.00 4871860.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L7CG0 2055-07-20 6.000000 0.00 7681940.00 7979446.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5JE0 2055-02-20 6.000000 0.00 124568000.00 125638433.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NKXN1 2055-05-20 6.000000 0.00 9099830.00 9399018.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NLZH0 2055-04-20 6.500000 0.00 1196940.00 1245930.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622A2BZ4 2042-05-20 4.000000 0.00 234554000.00 13566421.74 Agency Collateralized Mortgage Obligation Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 400000000.00 400000000.00 0.0168 N Y Y N Bank of America NA Bank of America NA 4.360000% 943GEK006 N/A 943GEK006_4.36_0801 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 91282CLF6 2034-08-15 3.875000 0.00 200.00 196.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 56171500.00 56379409.37 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810EW4 2026-02-15 6.000000 0.00 4919100.00 5098173.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FP8 2031-02-15 5.375000 0.00 200.00 218.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QE1 2040-02-15 4.625000 0.00 3600.00 3650.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RA8 2043-02-15 0.625000 0.00 100.00 103.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 12681600.00 11495001.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 25200.00 23764.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 37827600.00 44643078.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 100.00 92.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375000 0.00 100.00 98.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 200.00 200.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 137928000.00 137356012.58 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 250000000.00 250000000.00 0.0105 N Y Y N Bank of America NA Bank of America NA 4.370000% 943GEK006 B4TYDEB6GKMZO031MB27 0001102113 943GEK006_4.3700 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 Bond N/A 912810FP8 2031-02-15 5.375000 0.00 14697000.00 16026237.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 85719200.00 85973786.02 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 100000000.00 100000000.00 0.0042 N Y Y N Bank of America NA Bank of America NA 4.370000% 943GEK006 N/A 943GEK006_4.37_0801 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 3133C8V28 2053-07-01 5.500000 0.00 1311210.00 1284881.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CHY90 2053-11-01 6.500000 0.00 10460704.00 8441904.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7YU1 2055-04-01 6.500000 0.00 2466700.00 2567444.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BDJQ4 2055-06-01 6.500000 0.00 11772368.00 12194059.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADXX1 2049-01-01 4.000000 0.00 1000000.00 64787.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN4Z3 2052-10-01 4.500000 0.00 1900000.00 1533265.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNG4 2054-12-01 5.000000 0.00 6871952.00 6395643.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ASLK7 2051-09-01 4.000000 0.00 15217.00 8204.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1Y79 2053-04-01 5.000000 0.00 1003846.00 798857.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31405QNV6 2034-10-01 5.500000 0.00 39552.00 574.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AWCM9 2055-03-01 5.500000 0.00 6136520.00 6112103.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQ3G8 2052-12-01 5.500000 0.00 1990324.00 1675138.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRYB3 2053-04-01 6.500000 0.00 29107744.00 19094324.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCAZ1 2050-11-01 2.000000 0.00 43838848.00 26775729.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XDEK8 2048-06-01 4.000000 0.00 413945.00 207890.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EFE5 2037-07-01 2.000000 0.00 10856352.00 7197545.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EYP9 2053-12-01 6.500000 0.00 222208000.00 147277892.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426QJE4 2055-06-01 6.000000 0.00 13126272.00 13369755.29 Agency Mortgage-Backed Securities Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 250000000.00 250000000.00 0.0105 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.250000% 98599G006 N/A 98599G006_4.25_0801 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 912828YB0 2029-08-15 1.625000 0.00 243578900.00 225026629.53 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0425 225000000.00 225000000.00 0.0095 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.360000% 98599G006 N/A 98599G006_4.36_0801 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 91282CMV0 2027-03-31 3.875000 0.00 531669500.00 537540040.40 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 527000000.00 527000000.00 0.0222 N Y Y N BNP Paribas SA BNP Paribas SA 4.340000% 986PPK002 R0MUWSFPU8MPRO8K5P83 0001197610 986PPK002_4.34 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 91282CLA7 2026-07-31 4.467936 0.00 200.00 200.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 134096200.00 132334221.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QE1 2040-02-15 4.625000 0.00 200.00 203.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 200.00 126.23 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 100.00 59.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 377100.00 238425.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 100.00 72.74 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TM0 2042-11-15 4.000000 0.00 100.00 91.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 39000600.00 41102993.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1000.00 986.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 35596700.00 36816553.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875000 0.00 179900.00 181590.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 44036000.00 44785546.09 U.S. Treasuries (including strips) Y 2025-10-17 2025-10-17 2025-10-17 N N N 0.0434 250000000.00 250000000.00 0.0105 N N Y N BNP Paribas SA BNP Paribas SA 4.360000% 986PPK002 N/A 986PPK002_4.36_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFWPRGM1V77 912797PW1 2025-09-11 0.00 0.00 2400.00 2388.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QY7 2042-11-15 2.750000 0.00 20600.00 15672.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 19286300.00 18362668.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 100.00 94.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 24460000.00 22770352.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 11790000.00 12194028.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 600.00 603.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 900.00 899.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875000 0.00 200.00 203.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 194511000.00 201680189.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 3600.00 3617.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 200.00 200.39 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 250000000.00 250000000.00 0.0105 N Y Y N BNP Paribas SA BNP Paribas SA 4.370000% 986PPK002 N/A 986PPK002_4.37_0801 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 3133C2Y51 2053-04-01 7.000000 0.00 1027125.00 414483.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C7NG8 2053-06-01 5.500000 0.00 11632491.00 9876398.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CLRF5 2054-01-01 6.500000 0.00 1709276.00 1329199.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFP1 2054-07-01 6.000000 0.00 1513560.00 1330312.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2054-09-01 5.500000 0.00 3974470.00 3590062.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUY91 2054-08-01 6.000000 0.00 939102.00 957206.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWGR7 2054-10-01 6.000000 0.00 8000.00 8130.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0E64 2054-10-01 6.000000 0.00 389565.00 304573.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0ZL8 2054-11-01 6.000000 0.00 2988795.00 2830961.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D1M71 2054-11-01 6.500000 0.00 19000.00 11136.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B1R73 2055-02-01 6.000000 0.00 151518.00 155459.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2NE0 2055-04-01 6.000000 0.00 1037208.00 1054488.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2Z56 2055-02-01 6.000000 0.00 278285.00 284551.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B4GE4 2055-03-01 6.500000 0.00 1293370.00 1341153.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B56R3 2055-04-01 5.500000 0.00 788296.00 786059.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B5S57 2055-04-01 6.000000 0.00 4599807.00 4583691.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B67A7 2055-04-01 6.000000 0.00 3746119.00 3825983.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6HP3 2055-03-01 5.000000 0.00 1000.00 974.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6PG4 2055-04-01 6.000000 0.00 2725616.00 2777181.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6RL1 2055-03-01 6.000000 0.00 1439750.00 1463304.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7BJ1 2055-04-01 6.000000 0.00 1387308.00 1370525.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7QP1 2055-05-01 6.000000 0.00 6570019.00 6727612.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BCTM4 2040-05-01 6.500000 0.00 2000000.00 1961325.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BDPW4 2055-07-01 5.500000 0.00 212084.00 213047.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BHMG3 2055-07-01 5.500000 0.00 1469242.00 1473625.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140E9KM7 2046-02-01 4.000000 0.00 408248.00 40846.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F0GY4 2046-10-01 3.000000 0.00 175000.00 40560.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F5CP6 2046-12-01 3.500000 0.00 400000.00 98201.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F9JW6 2046-10-01 3.000000 0.00 501683.00 119949.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FE4E1 2047-04-01 4.000000 0.00 14344430.00 2487926.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FGB81 2046-12-01 3.500000 0.00 182386.00 74572.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GSRR5 2047-10-01 4.000000 0.00 300000.00 39883.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GSRX2 2047-10-01 3.500000 0.00 338262.00 51053.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HBH35 2048-06-01 4.500000 0.00 144000.00 40038.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CM3 2054-10-01 5.000000 0.00 22372.00 21454.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CY7 2054-04-01 5.000000 0.00 8543952.00 8219254.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1PE7 2054-10-01 5.500000 0.00 11640170.00 11209637.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287VDL1 2032-07-01 6.500000 0.00 7113.00 103.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RBH0 2038-07-01 6.736000 0.00 3826540.00 3289603.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288REY0 2050-06-01 6.506000 0.00 2280662.00 2292274.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 5065.00 184.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7X68 2032-12-01 7.500000 0.00 1119.00 46.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QJLG9 2036-10-01 7.519000 0.00 1697850.00 7680.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WL6W3 2038-09-01 6.500000 0.00 3953.00 76.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WLQH4 2038-06-01 5.500000 0.00 22026856.00 83330.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XLDC8 2042-12-01 3.000000 0.00 134219.00 17146.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2P2 2044-04-01 4.500000 0.00 1600000.00 254507.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.500000 0.00 1700000.00 240535.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPUA4 2044-02-01 4.500000 0.00 75000.00 8103.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRCA0 2045-02-01 3.500000 0.00 200000.00 22287.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XXDP3 2047-07-01 4.500000 0.00 8350323.00 2287600.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y9FL2 2049-01-01 5.000000 0.00 10920877.00 1096025.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326NT84 2050-03-01 2.683000 0.00 923452.00 188222.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KXW9 2038-02-01 3.000000 0.00 92818.00 14253.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MVA5 2043-04-01 3.000000 0.00 129910.00 23882.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NCM8 2045-10-01 3.500000 0.00 4500000.00 642763.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NK80 2047-02-01 4.500000 0.00 13210390.00 2779075.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PFE8 2048-07-01 4.500000 0.00 1133632.00 250989.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4RV2 2045-03-01 3.500000 0.00 503999.00 64566.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5FS9 2046-09-01 3.000000 0.00 146958.00 22828.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACKR0 2041-05-01 5.500000 0.00 35000.00 6428.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADUD8 2045-11-01 3.500000 0.00 1812342.00 529428.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADVP0 2047-08-01 4.500000 0.00 184000.00 49250.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3.000000 0.00 165278.00 15951.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.500000 0.00 40990.00 5642.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.500000 0.00 93000.00 19876.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6J76 2040-05-01 6.000000 0.00 2031745.00 1930332.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2T1 2051-12-01 2.000000 0.00 945000.00 571800.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMR49 2045-09-01 4.000000 0.00 337094.00 150675.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMVG7 2051-01-01 4.500000 0.00 15000.00 5154.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.500000 0.00 81793.00 54625.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNRA3 2052-07-01 4.500000 0.00 72425.00 53417.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5.000000 0.00 2555000.00 2028516.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5.000000 0.00 94396.00 73463.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ2G0 2053-08-01 5.500000 0.00 400000.00 350200.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQCM6 2053-04-01 5.000000 0.00 1413521.00 1164052.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQW36 2053-07-01 5.000000 0.00 2165000.00 1761681.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 1286919.00 1142597.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQU9 2054-02-01 5.500000 0.00 785037.00 655115.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSZB1 2054-04-01 5.500000 0.00 10700638.00 9714893.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTZC7 2054-08-01 6.000000 0.00 800000.00 723947.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6A8 2050-05-01 4.500000 0.00 362054.00 84430.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3.000000 0.00 88955.00 24288.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 84770.00 30071.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVBM6 2052-03-01 2.000000 0.00 254333.00 194562.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVGL3 2054-11-01 4.500000 0.00 6000.00 5629.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLC7 2050-08-01 2.500000 0.00 3786731.00 1789249.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLW3 2051-05-01 2.000000 0.00 786147.00 448929.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 30999.00 14576.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWAH6 2050-11-01 3.000000 0.00 317986.00 113282.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 44998.00 25127.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 841220.00 480561.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 662626.00 419755.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 20000.00 13013.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDD2 2052-03-01 2.500000 0.00 13000.00 8574.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDZ3 2052-06-01 3.000000 0.00 16000.00 11466.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.500000 0.00 5340060.00 4151707.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 5.500000 0.00 11000.00 8698.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 14999.00 11964.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJ53 2053-12-01 6.000000 0.00 16316260.00 12604221.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 506467.00 409121.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJJ3 2053-10-01 4.500000 0.00 3000.00 2600.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 1039490.00 837653.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 92000.00 58579.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 192000.00 169886.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 10628723.00 9887856.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNC3 2054-12-01 4.000000 0.00 117000.00 105692.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNG4 2054-12-01 5.000000 0.00 528977.00 492312.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNV1 2055-02-01 4.500000 0.00 123000.00 114681.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWPE7 2055-04-01 4.000000 0.00 921012.00 838401.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E02D3 2053-11-01 6.000000 0.00 14061169.00 13614876.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8BG0 2029-10-01 5.018000 0.00 1029.00 1028.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XDB28 2029-12-01 4.500000 0.00 968867.00 968086.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 1008.00 771.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFLZ9 2032-11-01 1.220000 0.00 3037.00 2373.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFVZ8 2030-01-01 4.850000 0.00 970700.00 968641.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ADX35 2050-12-01 2.000000 0.00 96000.00 49445.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSDD1 2052-12-01 6.000000 0.00 293307.00 249014.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5.000000 0.00 554881.00 445759.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVNT8 2053-02-01 6.000000 0.00 1884319.00 1636672.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0T36 2053-04-01 5.000000 0.00 1000.00 799.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGNJ3 2049-09-01 3.000000 0.00 23258.00 8069.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHCN4 2049-11-01 5.000000 0.00 3224.00 731.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJ4A7 2050-09-01 2.000000 0.00 425000.00 219294.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.500000 0.00 520848.00 275108.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KL6J1 2051-06-01 2.000000 0.00 13967971.00 8361223.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMK38 2052-03-01 2.000000 0.00 563759.00 345489.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN5B5 2052-04-01 2.000000 0.00 182302.00 110155.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN6W8 2052-04-01 4.000000 0.00 100095.00 70528.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNAH6 2051-11-01 2.000000 0.00 256621.00 157377.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.500000 0.00 96000.00 68324.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWP4 2052-03-01 3.000000 0.00 100000.00 67969.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPNC8 2052-06-01 3.500000 0.00 8000.00 5655.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPTD0 2052-08-01 3.000000 0.00 1063000.00 790723.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQNS1 2053-07-01 6.500000 0.00 10209.00 6455.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYVN6 2041-08-01 2.000000 0.00 110100.00 67188.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWS4 2042-05-01 2.500000 0.00 351000.00 243983.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8C37 2036-03-01 2.000000 0.00 500000.00 243617.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133N3VP6 2049-11-01 2.500000 0.00 266760.00 40205.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W8D83 2054-03-01 5.500000 0.00 867604.00 742894.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKH0 2054-03-01 5.500000 0.00 8000.00 6515.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBQM1 2054-05-01 6.000000 0.00 3144500.00 2896336.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCPP3 2054-05-01 6.000000 0.00 4870128.00 3329960.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 39215.00 35769.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEMM9 2054-06-01 6.000000 0.00 35238.00 30691.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WHA94 2054-07-01 6.000000 0.00 385936.00 347233.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WM6A5 2040-05-01 6.500000 0.00 4000000.00 3531352.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YZN6 2049-12-01 3.000000 0.00 50000.00 8321.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371JNN0 2030-07-01 7.500000 0.00 559983.00 190.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371KDN8 2031-09-01 7.500000 0.00 1570.00 1.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31373KHS1 2032-10-01 4.607000 0.00 15217869.00 21346.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31374GSY4 2027-11-01 7.500000 0.00 1130198.00 154.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31377EG52 2027-04-01 6.625000 0.00 9968.00 10.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31381U7H4 2042-07-01 3.480000 0.00 655595.00 432019.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384CCD4 2029-12-01 7.500000 0.00 26000.00 9.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384V4S8 2030-10-01 8.000000 0.00 9739784.00 4785.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384WNL0 2031-04-01 6.125000 0.00 1209.00 1.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31387W3E5 2032-02-01 6.000000 0.00 7897355.00 18432.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AAZ38 2041-04-01 4.500000 0.00 3377938.00 477270.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ARZU1 2041-09-01 4.500000 0.00 800000.00 94938.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ELCK7 2043-05-01 6.385000 0.00 2858746.00 87976.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERST8 2042-09-01 6.878000 0.00 48621913.00 2244587.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERTC4 2046-11-01 3.500000 0.00 300000.00 45349.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERVZ0 2046-12-01 3.000000 0.00 100000.00 27540.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138L95U2 2030-06-01 2.970000 0.00 2040000.00 1915830.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LCDZ5 2025-11-01 3.060000 0.00 295225.00 294181.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJ5B2 2037-09-01 3.460000 0.00 540006.00 479348.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LKBM8 2029-08-01 3.260000 0.00 45000.00 41496.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LUSZ9 2042-06-01 3.500000 0.00 1175000.00 99136.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138M8K28 2042-09-01 3.500000 0.00 1966366.00 145162.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WBQU2 2044-04-01 4.500000 0.00 8167727.00 1200696.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGDN1 2046-01-01 3.500000 0.00 628097.00 68027.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGHT4 2046-01-01 3.500000 0.00 100000.00 21398.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGZD9 2046-04-01 4.500000 0.00 53399807.00 5188412.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WHNF5 2046-07-01 3.500000 0.00 11905488.00 2674555.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJYW2 2047-02-01 4.000000 0.00 35774242.00 10899457.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJZA9 2047-02-01 4.500000 0.00 18215370.00 5734040.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WUH30 2043-06-01 4.000000 0.00 1000.00 145.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138XYBN3 2045-03-01 3.500000 0.00 868609.00 182515.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402C4H2 2034-04-01 5.500000 0.00 52025000.00 342924.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402VZY9 2033-08-01 6.226000 0.00 1083.00 8.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.190000 0.00 1041.00 9.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31404XJS4 2034-12-01 6.123000 0.00 10300000.00 50693.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31404XJX3 2034-12-01 6.204000 0.00 5000000.00 77292.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31405QDV7 2034-07-01 6.252000 0.00 33132.00 446.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407PHK7 2035-10-01 6.811000 0.00 39657903.00 127826.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407XJR3 2035-09-01 6.300000 0.00 12358.00 99.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A7EB6 2054-02-01 5.500000 0.00 1465341.00 1439262.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A8FV9 2054-03-01 6.000000 0.00 653883.00 482914.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A9QD5 2054-05-01 5.500000 0.00 8916443.00 8706491.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ADJL6 2054-05-01 6.000000 0.00 20000.00 19374.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AEYC7 2054-06-01 6.500000 0.00 3032928.00 2428388.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWF9 2054-06-01 6.000000 0.00 2000.00 2013.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGHW7 2054-08-01 5.500000 0.00 2835189.00 2798482.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AJCG1 2054-07-01 6.500000 0.00 3673592.00 3381852.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AR3T5 2054-10-01 5.500000 0.00 144086.00 143267.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ARES5 2054-09-01 5.500000 0.00 2556577.00 2484592.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AVFP1 2054-12-01 6.000000 0.00 70772.00 70233.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AWCQ0 2055-03-01 6.000000 0.00 1029874.00 1050966.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AXVV6 2055-01-01 6.000000 0.00 3000.00 3061.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AYCP8 2054-12-01 6.500000 0.00 1318745.00 1107301.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B0JL3 2054-11-01 4.500000 0.00 1447656.00 1189964.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B0PK8 2055-01-01 5.500000 0.00 6559937.00 6517807.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRMX8 2033-11-01 4.240000 0.00 612567.00 535482.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRSV6 2027-07-01 3.820000 0.00 499000.00 446920.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSAA9 2034-02-01 4.080000 0.00 1078620.00 1041623.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSM24 2029-01-01 3.790000 0.00 200000.00 197181.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1330670.00 1164427.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 3278.00 2571.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 2008200.00 1815568.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HXW89 2030-05-01 2.170000 0.00 1000.00 908.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J1VA3 2032-11-01 1.400000 0.00 899000.00 724143.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5RS0 2047-03-01 4.500000 0.00 1650970.00 316646.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5W39 2047-04-01 3.000000 0.00 100000.00 27450.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J6D20 2046-07-01 4.500000 0.00 557500.00 132844.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9KL4 2041-07-01 5.500000 0.00 93739.00 24932.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9KP5 2047-08-01 3.500000 0.00 4101.00 1048.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JADL9 2049-02-01 5.000000 0.00 8903000.00 2804856.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JAEL8 2048-11-01 5.000000 0.00 1999996.00 426947.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JAW46 2048-08-01 6.020000 0.00 1020077.00 123196.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JBV52 2049-07-01 3.434000 0.00 156000.00 97516.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCER1 2052-09-01 1.976000 0.00 37532082.00 30039788.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCJ47 2054-01-01 4.184000 0.00 18236.00 16742.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCQM9 2050-12-01 2.958000 0.00 15761000.00 14170348.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSB1 2053-07-01 4.891000 0.00 11509988.00 10963655.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSM7 2047-04-01 6.858000 0.00 2002000.00 1959358.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JGLW3 2048-12-01 4.500000 0.00 1998990.00 160243.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K06W3 2049-12-01 3.500000 0.00 586000.00 127197.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K9UP2 2050-04-01 4.500000 0.00 100000.00 28811.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KEN87 2050-09-01 2.000000 0.00 5000000.00 2680583.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KSJV0 2051-09-01 2.500000 0.00 1312000.00 762739.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LCML2 2051-06-01 2.590000 0.00 11301031.00 7773329.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDWH8 2031-11-01 1.750000 0.00 9822231.00 8418971.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 8449923.00 7439934.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGH96 2037-06-01 3.870000 0.00 417000.00 380102.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGZM7 2032-07-01 3.880000 0.00 3600000.00 3325907.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJXW1 2033-03-01 4.470000 0.00 94008.00 92979.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LL2G5 2036-01-01 5.630000 0.00 14190500.00 14969042.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LLMG3 2028-12-01 4.870000 0.00 130000.00 132502.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M54D4 2054-02-01 6.000000 0.00 450236.00 370003.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6KD4 2054-07-01 6.000000 0.00 101221.00 76482.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6Q97 2054-08-01 5.500000 0.00 2704173.00 2679197.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6SX2 2054-09-01 6.500000 0.00 19000.00 17488.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6XH1 2054-10-01 5.500000 0.00 3099587.00 2759237.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6ZB2 2054-11-01 6.000000 0.00 3000.00 2578.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7AH4 2055-01-01 5.000000 0.00 86165.00 83696.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MHTD1 2052-03-01 3.000000 0.00 1425534.00 899791.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MSRV9 2052-12-01 5.500000 0.00 2840640.00 2354912.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N8FB9 2052-12-01 6.000000 0.00 5759278.00 4922231.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKDZ1 2053-05-01 6.000000 0.00 165297.00 157995.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKKJ9 2053-04-01 7.000000 0.00 1000.00 1079.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NL4J5 2053-07-01 5.500000 0.00 1391000.00 1109086.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NLJV2 2053-05-01 6.500000 0.00 2001.00 2084.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NMG27 2053-06-01 7.000000 0.00 16004.00 17125.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NNAG0 2053-07-01 5.500000 0.00 1384089.00 1198412.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLP1 2054-05-01 5.000000 0.00 106000.00 99399.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 5258581.00 5274572.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWJ55 2030-05-01 4.300000 0.00 1418876.00 1407368.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWMU6 2030-06-01 3.950000 0.00 1008.00 991.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NX5Z2 2032-04-01 4.400000 0.00 2590390.00 2580040.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYHP9 2033-03-01 5.210000 0.00 1000.00 1027.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7YR2 2047-11-01 4.500000 0.00 46578306.00 12771844.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 1045877.00 181428.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QC4T0 2050-03-01 3.000000 0.00 2000.00 790.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QCSH0 2050-01-01 3.000000 0.00 173000.00 37111.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 126765.00 30363.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEDV1 2050-07-01 3.000000 0.00 21710.00 9235.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFG60 2050-05-01 5.000000 0.00 1586189.00 264430.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QHLL7 2051-02-01 4.000000 0.00 609794.00 324193.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QKF86 2051-04-01 3.000000 0.00 632000.00 340011.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLGK6 2051-07-01 2.000000 0.00 2000.00 1195.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMVL5 2051-12-01 3.000000 0.00 162839.00 101206.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNLM2 2052-03-01 2.500000 0.00 10590252.00 6733723.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNQ54 2052-03-01 3.500000 0.00 384911.00 258184.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNTX0 2052-04-01 3.000000 0.00 1000.00 669.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKM8 2052-06-01 3.500000 0.00 93000.00 67921.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQ3T0 2052-12-01 6.000000 0.00 1000.00 744.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQBW4 2052-09-01 4.500000 0.00 3005.00 2268.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQBZ7 2052-09-01 4.500000 0.00 128600.00 103245.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQDC6 2052-09-01 3.500000 0.00 65999.00 47903.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 8000.00 6290.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRYG2 2053-04-01 6.500000 0.00 100000.00 69563.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSDJ7 2053-06-01 5.500000 0.00 1150.00 968.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSFB2 2053-06-01 5.500000 0.00 1024.00 786.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSG96 2053-06-01 5.500000 0.00 92315.00 76759.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSHN4 2053-06-01 6.000000 0.00 13801592.00 11601043.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSHS3 2053-06-01 6.000000 0.00 188132.00 157496.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSQF1 2053-07-01 6.000000 0.00 2001.00 1655.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTCG2 2053-10-01 6.000000 0.00 1153011.00 1010614.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTEP0 2053-10-01 6.000000 0.00 5758192.00 4659252.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUEF9 2054-03-01 5.500000 0.00 474000.00 443668.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0DQ5 2048-11-01 3.500000 0.00 1018.00 891.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0GD1 2052-06-01 3.000000 0.00 2024.00 1657.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0WD3 2055-02-01 6.500000 0.00 3284067.00 3232107.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X5SF1 2049-12-01 5.000000 0.00 1136356.00 419663.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 20002.00 7489.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6GS4 2049-10-01 5.000000 0.00 102000.00 31221.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6LX7 2049-08-01 5.500000 0.00 2262000.00 591564.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7KB4 2050-07-01 3.000000 0.00 129000.00 44983.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X8MY0 2050-11-01 2.500000 0.00 524977.00 269153.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X9QX6 2051-02-01 3.500000 0.00 1425000.00 590217.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCBF4 2035-09-01 3.500000 0.00 539000.00 147121.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFD32 2052-01-01 2.000000 0.00 135400.00 90094.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFSL6 2052-02-01 2.500000 0.00 2394000.00 1549041.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGJQ3 2050-10-01 3.000000 0.00 117000.00 70274.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHAW7 2051-08-01 3.000000 0.00 103000.00 66986.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHHS9 2052-02-01 2.000000 0.00 6933623.00 4529800.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHQE0 2050-07-01 3.000000 0.00 1980294.00 1337712.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJGY3 2052-09-01 4.500000 0.00 2000000.00 1521077.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKCY4 2053-01-01 5.000000 0.00 1000.00 766.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKKL3 2051-05-01 4.000000 0.00 21120.00 15521.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM3Q7 2053-10-01 5.500000 0.00 900861.00 816166.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMAZ9 2053-08-01 4.500000 0.00 19506440.00 16265753.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNZ72 2053-03-01 3.000000 0.00 13000.00 10018.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPBW8 2053-11-01 5.000000 0.00 14507400.00 12820060.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQMY0 2050-02-01 4.000000 0.00 4150000.00 3541021.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQQK6 2052-05-01 4.000000 0.00 10652079.00 9155029.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRZT5 2048-03-01 3.500000 0.00 543219.00 472317.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6KD1 2055-04-01 6.500000 0.00 2797334.00 2988746.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GRL9 2037-11-01 6.500000 0.00 2772852.00 12126.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GWV1 2038-01-01 6.000000 0.00 25461984.00 400469.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KVS0 2048-09-01 4.894000 0.00 2601043.00 158573.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A5E1 2036-11-01 6.000000 0.00 5066776.00 22333.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A7K5 2036-11-01 5.779000 0.00 16065597.00 130902.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31412PG54 2039-04-01 4.500000 0.00 1662998.00 60097.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414TEN7 2038-03-01 5.000000 0.00 1014136.00 17447.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416HKG9 2039-04-01 6.000000 0.00 1001.00 26.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416S3C3 2035-05-01 6.149000 0.00 5000000.00 95736.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417HBY9 2043-07-01 3.500000 0.00 339845.00 58534.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418APY8 2033-02-01 3.000000 0.00 68000.00 7552.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418B4M5 2046-05-01 4.000000 0.00 3000000.00 204872.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CXZ2 2028-06-01 3.500000 0.00 323925.00 21061.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CZL1 2048-08-01 4.000000 0.00 2670887.00 152270.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2K7 2051-07-01 1.500000 0.00 2048.00 1231.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2M3 2051-07-01 2.500000 0.00 529995.00 307408.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DLV2 2050-02-01 3.500000 0.00 264998.00 36723.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DP97 2050-06-01 2.000000 0.00 1100000.00 469196.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DYX4 2051-05-01 2.000000 0.00 11304027.00 6630008.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZV7 2051-06-01 2.000000 0.00 7979332.00 4755018.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZX3 2051-06-01 3.000000 0.00 221002.00 111039.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4M9 2054-04-01 5.000000 0.00 154666.00 138684.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4N7 2054-04-01 6.000000 0.00 3500000.00 2877191.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EAM2 2052-01-01 2.000000 0.00 8926057.00 5712257.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EB82 2052-03-01 2.000000 0.00 2010000.00 1316901.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECR9 2052-04-01 3.000000 0.00 319658.00 220638.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECY4 2042-04-01 2.000000 0.00 600009.00 401270.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED49 2052-06-01 2.000000 0.00 1144821.00 775930.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKT6 2052-11-01 4.500000 0.00 157840.00 125829.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ELY4 2052-12-01 5.500000 0.00 17002.00 13423.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ET42 2053-07-01 4.500000 0.00 23000.00 19364.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FAW7 2054-07-01 5.500000 0.00 685800.00 613496.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FJT5 2055-04-01 5.500000 0.00 158598.00 154762.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FNG8 2055-07-01 4.500000 0.00 958017.00 912913.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418SL80 2035-05-01 7.000000 0.00 282525.00 23716.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UEA9 2054-12-01 5.500000 0.00 610686.00 600100.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WRY9 2054-12-01 6.000000 0.00 3276208.00 3320215.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425XRB7 2055-01-01 6.500000 0.00 37000.00 36643.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425XXR5 2055-01-01 6.000000 0.00 1010.00 880.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YQB6 2054-12-01 4.500000 0.00 1218549.00 1157647.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AA24 2055-01-01 6.500000 0.00 1000.00 824.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AYL6 2055-01-01 4.500000 0.00 2002873.00 1905116.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6.000000 0.00 8713624.00 8272431.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426DA44 2055-02-01 6.500000 0.00 1280844.00 1325829.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FR58 2055-03-01 5.500000 0.00 18720598.00 17281365.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426GQF5 2055-03-01 6.000000 0.00 5792199.00 5880981.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JH85 2055-04-01 6.000000 0.00 8679760.00 8757690.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KHL3 2055-04-01 5.500000 0.00 2856076.00 2865739.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KL38 2055-04-01 6.500000 0.00 1305795.00 1329343.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KLD6 2055-04-01 5.500000 0.00 953238.00 952075.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426MJ37 2055-05-01 5.500000 0.00 2512452.00 2507717.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.500000 0.00 3971365.00 3860562.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MNU1 2055-03-01 6.500000 0.00 9172592.00 8930623.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MVJ7 2055-03-01 6.000000 0.00 1501424.00 1488571.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NM97 2055-05-01 5.500000 0.00 238004.00 235582.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NZA0 2055-06-01 6.500000 0.00 321520.00 326579.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGN34 2033-05-01 4.730000 0.00 282502.00 276050.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 36900.00 34056.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GR4B3 2054-06-01 6.000000 0.00 16552343.00 13344501.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTEZ5 2054-11-01 4.500000 0.00 14000.00 12737.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVN3 2055-01-01 4.500000 0.00 1013.00 951.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVQ6 2054-12-01 4.500000 0.00 178530.00 167706.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVR4 2055-01-01 4.500000 0.00 9049.00 8457.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GU2T9 2055-06-01 6.000000 0.00 1132083.00 1147762.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPQ0 2055-04-01 6.000000 0.00 19293206.00 19486269.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPR8 2055-04-01 6.000000 0.00 1088858.00 1104396.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPY3 2055-04-01 6.000000 0.00 1164371.00 1099451.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUTT0 2055-05-01 6.000000 0.00 4423695.00 4485868.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUUF8 2055-05-01 6.500000 0.00 4472413.00 4519458.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6BJ1 2055-07-01 5.500000 0.00 4911243.00 4909191.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NJB5 2043-07-20 4.000000 0.00 114458.00 10209.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179NNF1 2034-07-20 6.000000 0.00 384000.00 22785.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179REC9 2038-09-20 6.000000 0.00 291999.00 27058.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179RF87 2045-06-20 3.000000 0.00 1113000.00 109534.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SJU2 2046-07-20 4.000000 0.00 1250.00 124.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SWZ6 2047-02-20 4.500000 0.00 4996.00 481.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TNU5 2047-11-20 5.000000 0.00 160000.00 18301.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TUA1 2048-03-20 3.500000 0.00 190869522.00 22987556.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TWA9 2048-04-20 6.000000 0.00 301794.00 29738.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 65531.00 6047.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UKY7 2049-01-20 4.500000 0.00 1124860.00 73911.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VKS8 2038-10-20 6.000000 0.00 597963.00 151131.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSF8 2050-08-20 2.000000 0.00 2000.00 869.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 21421971.00 6306485.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VV72 2050-10-20 6.000000 0.00 1137000.00 308872.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VZW3 2050-12-20 5.000000 0.00 108035.00 28893.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W2V9 2052-04-20 3.000000 0.00 558875.00 376172.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 3105495.00 2269102.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W7J1 2052-05-20 2.500000 0.00 218795.00 141095.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDQ8 2051-04-20 2.000000 0.00 503000.00 264202.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDW5 2048-01-20 5.000000 0.00 398269.00 132907.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WG36 2051-06-20 2.500000 0.00 108238.00 59622.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WNF1 2051-09-20 3.000000 0.00 149002.00 85178.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WNF1 2051-09-20 3.000000 0.00 3552118.00 2030600.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WQB7 2051-10-20 3.000000 0.00 15859260.00 9367750.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179X5J1 2053-06-20 6.000000 0.00 214960.00 144331.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XAB2 2052-06-20 5.000000 0.00 600000.00 437160.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDE3 2052-08-20 4.500000 0.00 3430643.00 2604701.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 27535712.00 20852583.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XHY5 2052-10-20 4.500000 0.00 188570.00 146814.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNC6 2052-11-20 3.500000 0.00 92168.00 69449.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 42465457.00 30731422.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XVT0 2053-03-20 5.500000 0.00 17365632.00 13011218.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 39798449.00 33445846.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YU69 2054-04-20 5.500000 0.00 952182.00 854698.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617BPLA6 2048-01-15 4.500000 0.00 225789.00 72363.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617HQFK3 2048-10-15 5.500000 0.00 90291.00 7817.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MUSY4 2050-05-20 5.000000 0.00 603934.00 115798.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36182CR33 2044-01-15 3.500000 0.00 106352.00 30431.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJ98 2053-06-15 7.000000 0.00 8323110.00 8627251.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJA5 2053-07-15 7.000000 0.00 9114780.00 9426477.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FFXV3 2053-09-20 6.000000 0.00 100000.00 88282.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FSLJ5 2053-12-15 7.500000 0.00 1190289.00 1254914.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JLJR1 2054-11-20 6.000000 0.00 1996726.00 2048068.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K5WV0 2055-03-20 6.500000 0.00 489921.00 510803.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KBCN7 2055-03-20 6.500000 0.00 490158.00 511020.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KC7G6 2055-03-20 6.500000 0.00 457744.00 476903.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KELM3 2055-03-20 6.500000 0.00 1099008.00 1147056.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFBY5 2055-03-20 6.500000 0.00 284953.00 296718.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFE22 2055-04-20 6.500000 0.00 1128418.00 1203596.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KRJY1 2055-03-20 7.500000 0.00 310459.00 332573.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 2106838.00 2058391.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 3496213.00 3452374.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5KW8 2055-04-20 5.500000 0.00 4347737.00 4321065.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NHRP0 2055-02-20 6.000000 0.00 6051480.00 6173142.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36200MTY9 2033-08-15 5.500000 0.00 1479264.00 39718.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3620A9WJ6 2039-11-15 5.000000 0.00 9797080.00 501772.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36241L2R6 2041-09-20 4.500000 0.00 16741201.00 696857.91 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 2215200.00 1918396.07 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 800000000.00 800000000.00 0.0336 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 4.360000% 989GWF002 N/A 989GWF002_4.36_0801 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 91282CKX8 2029-06-30 4.250000 0.00 296300.00 301094.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625000 0.00 1395600.00 1406279.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 68972800.00 69219722.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 159600.00 160347.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 697900.00 688729.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RC4 2043-08-15 3.625000 0.00 969600.00 842500.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SQ2 2040-08-15 1.125000 0.00 22300.00 13780.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TB4 2051-11-15 1.875000 0.00 2617500.00 1450043.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 353800.00 259310.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 4382400.00 3623553.57 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TS7 2043-05-15 3.875000 0.00 33300.00 29746.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UB2 2044-05-15 4.625000 0.00 5021600.00 4929329.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285J5 2025-10-31 3.000000 0.00 240400.00 241321.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 4900.00 4757.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286L9 2026-03-31 2.250000 0.00 153600.00 152707.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 252500.00 216667.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 47400.00 40401.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375000 0.00 44300.00 43739.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 760600.00 704194.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 780700.00 717876.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1396200.00 1349017.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 651800.00 627633.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 47439700.00 46974448.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 210100.00 211356.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 275200.00 276025.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGL9 2026-02-15 4.000000 0.00 368100.00 374248.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 402000.00 391225.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 563400.00 574835.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 114533100.00 115211059.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 211200.00 210036.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 58300.00 58720.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 304900.00 311796.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 306000.00 311954.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5.000000 0.00 172900.00 175288.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 187000.00 188829.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 412600.00 412914.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 65600.00 68017.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 51200.00 52071.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 607700.00 625196.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1456100.00 1480127.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 99800.00 99985.69 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 250000000.00 250000000.00 0.0105 N Y Y N AllianceBernstein Fixed Income Shares 2025-08-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller