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Treasury Note 254900HROIFWPRGM1V77 7264119 2028-06-30 4.000000 0.00 153911119.72 156913500.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264123 2053-08-31 4.120000 0.00 118296112.76 120603742.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264127 2027-05-31 3.870000 0.00 228453844.79 232910348.70 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264131 2040-05-31 4.370000 0.00 96901166.10 98791440.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264135 2027-10-31 3.870000 0.00 101485325.80 103465023.76 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264139 2042-02-28 2.370000 0.00 12112056.04 12348328.76 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264143 2041-11-30 2.000000 0.00 238105891.04 242750679.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264147 2029-02-28 4.250000 0.00 157241664.34 160309014.68 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264151 2044-05-31 3.370000 0.00 40539019.07 41329823.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7264155 2044-02-29 3.620000 0.00 41754440.00 42568954.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264159 2029-06-30 4.250000 0.00 70622252.99 71999897.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264163 2026-09-30 1.620000 0.00 61756865.16 62961571.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264167 2027-12-31 4.000000 0.00 14960028.24 15251857.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264171 2033-11-30 4.500000 0.00 187585579.40 191244855.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264087 2026-09-30 4.620000 0.00 71658109.47 73055961.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7264091 2026-12-31 1.750000 0.00 57509500.38 58631352.00 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 2300000000.00 2300000000.00 0.0832 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.320000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.32_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 91282CMB4 2027-12-15 4.000000 0.00 4758300.00 4838890.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1000.00 1013.37 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797QZ3 2025-12-18 0.00 0.00 100.00 98.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 14200.00 13846.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 100.00 79.71 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 100.00 79.71 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 100.00 78.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 100.00 74.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RY6 2047-08-15 2.750000 0.00 200.00 140.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RZ3 2047-11-15 2.750000 0.00 100.00 70.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 71400.00 51044.02 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 300.00 173.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 600.00 289.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 100.00 56.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 609800.00 403447.19 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TB4 2051-11-15 1.875000 0.00 100.00 54.93 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 59.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 200.00 119.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 147500.00 104411.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 741100.00 663877.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 37470500.00 49163798.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 100.00 116.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 1113900.00 1093097.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 93.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 100.00 97.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 64800.00 73041.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 100.00 99.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 24081100.00 23994243.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 100.00 101.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 500.00 526.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGL9 2026-02-15 4.000000 0.00 1000.00 1000.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 300.00 290.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 63007000.00 64842747.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 300.00 303.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 34300.00 37330.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 7300.00 7065.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 48000.00 50334.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 100.00 104.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 5100.00 5309.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 35700.00 36720.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 36000.00 37593.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100.00 98.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 100.00 101.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 7513800.00 7651308.91 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0432 150000000.00 150000000.00 0.0054 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.330000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.3300 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 91282CNB3 2030-04-15 1.625000 0.00 983300.00 1023116.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 60082000.00 60748774.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 782000.00 797345.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 200.00 204.92 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 100.00 97.51 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 29200.00 23275.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RG5 2044-05-15 3.375000 0.00 200.00 164.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 2719800.00 2124775.37 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 1703900.00 1186887.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 369300.00 271509.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 39600.00 19134.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 100.00 64.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 55.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SW9 2041-02-15 1.875000 0.00 100.00 68.67 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 39157000.00 22116925.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 1300.00 860.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 648700.00 388121.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 17800.00 10649.85 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 45061000.00 37417952.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 16100.00 11396.76 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 100.00 80.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 438600.00 355117.13 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 100.00 98.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 127400.00 114129.36 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 954300.00 921427.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 852000.00 822651.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 100.00 98.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 200.00 262.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 283000.00 340218.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 325700.00 380501.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 6264900.00 6147903.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 200.00 194.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 188.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 390300.00 439942.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1297100.00 1289160.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 900.00 886.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 425300.00 474665.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 97.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 716000.00 724873.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 439800.00 443973.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 133500.00 141545.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 396000.00 440255.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 442000.00 449187.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 192600.00 210066.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 13566200.00 14123276.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 12725600.00 13102091.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 292300.00 300658.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 304600.00 307866.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 2223300.00 2293189.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 11000.00 11345.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 102.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 34905000.00 35543791.10 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 200000000.00 200000000.00 0.0072 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.330000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.33_0902 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 91282CMG3 2030-01-31 4.250000 0.00 100.00 102.66 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BX5G2 2053-04-01 5.000000 0.00 2082183.00 2001795.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C8SD8 2053-07-01 5.500000 0.00 1564696.00 1241368.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJCQ2 2053-12-01 5.500000 0.00 1034302.00 807294.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BKPU2 2055-08-01 5.500000 0.00 43556.00 44223.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXTY8 2061-09-01 5.000000 0.00 3000.00 1927.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4N6 2054-02-01 7.000000 0.00 1008.00 843.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUHC3 2054-04-01 5.500000 0.00 271870.00 248629.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VZF3 2054-12-01 5.500000 0.00 1000.00 1011.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425XLN7 2055-01-01 5.500000 0.00 19008.00 17455.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AXF0 2055-02-01 5.500000 0.00 391536.00 378824.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GS7A0 2054-10-01 6.500000 0.00 1000.00 980.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPYW2 2052-09-01 4.500000 0.00 93750.00 71252.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQ2T2 2053-04-01 6.000000 0.00 1024.00 842.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M6L0 2055-03-01 6.000000 0.00 1000.00 1004.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MAZ4 2054-10-01 6.000000 0.00 1008.00 985.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MTX9 2055-01-01 6.000000 0.00 1024.00 1020.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQSA1 2053-12-01 6.500000 0.00 1000.00 847.06 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 501400.00 372348.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 22100.00 16411.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 100.00 48.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 55.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 20009200.00 11301733.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 59.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 200.00 166.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 100.00 70.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 200.00 161.93 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 600.00 567.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 89.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 340800.00 326832.30 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 27038200.00 26106815.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 270300.00 354651.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPH92 2052-12-01 6.000000 0.00 2316.00 1733.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPHR2 2052-12-01 6.000000 0.00 1000.00 719.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSRA2 2054-02-01 7.000000 0.00 1043.00 896.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTAJ9 2054-05-01 6.000000 0.00 14499868.00 13481635.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A6DC2 2050-06-01 2.500000 0.00 1582615.00 717500.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7N39 2050-07-01 2.000000 0.00 4000.00 1951.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BCEU7 2052-05-01 4.500000 0.00 4000.00 3132.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31381SLV2 2039-03-01 5.410000 0.00 1000.00 721.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138L1VA4 2030-12-01 3.400000 0.00 1000.00 724.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGMU5 2054-06-01 7.000000 0.00 1000.00 715.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2X25 2055-02-01 6.500000 0.00 29936.00 30410.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B5GD3 2055-04-01 6.500000 0.00 1000.00 1043.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7EN9 2055-03-01 7.000000 0.00 2496426.00 2642922.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BKNJ9 2055-08-01 5.500000 0.00 4000.00 4057.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HS5B3 2029-03-01 3.550000 0.00 1901818.00 1811146.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HUGS9 2029-06-01 2.960000 0.00 1094.00 929.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HUM29 2029-09-01 2.150000 0.00 1884.00 1657.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HUY91 2029-09-01 2.900000 0.00 1000.00 944.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVLK8 2029-10-01 2.710000 0.00 11070000.00 10386487.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVRD8 2029-09-01 2.380000 0.00 1006.00 947.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LA7L3 2031-02-01 1.490000 0.00 1000.00 876.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBCE1 2031-02-01 1.340000 0.00 1134.00 958.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBD83 2031-02-01 1.410000 0.00 1000.00 869.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBKH5 2031-02-01 1.580000 0.00 1000.00 876.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBRS4 2031-03-01 1.540000 0.00 1000.00 876.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LCB83 2031-04-01 2.020000 0.00 1133.00 1006.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LCYV7 2031-07-01 1.815000 0.00 1005.00 877.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEDT1 2028-11-01 1.660000 0.00 1000.00 861.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFDV3 2029-01-01 1.665000 0.00 1000.00 923.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NBDX6 2053-02-01 4.500000 0.00 312403.00 236115.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVQ67 2031-07-01 4.665000 0.00 11375000.00 11649721.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q0AJ1 2030-08-01 4.150000 0.00 36465.00 36600.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7YF8 2047-09-01 4.000000 0.00 1027.00 141.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLCV6 2051-07-01 2.500000 0.00 28868.00 16733.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMTA2 2051-12-01 2.000000 0.00 20000.00 12556.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNT77 2052-04-01 4.000000 0.00 51472.00 37070.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQUQ6 2052-11-01 6.000000 0.00 1024.00 814.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUP59 2054-05-01 6.000000 0.00 239205.00 220835.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVQA5 2054-11-01 4.500000 0.00 1000.00 929.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1WZ2 2055-04-01 5.500000 0.00 1000.00 1001.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W22W0 2055-07-01 5.000000 0.00 37001.00 37230.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7WT2 2050-09-01 2.500000 0.00 2216998.00 1074374.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBK25 2051-04-01 2.000000 0.00 1000.00 623.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBWS5 2051-06-01 3.500000 0.00 1000.00 588.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJL68 2052-10-01 5.000000 0.00 271000.00 220674.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKGW4 2053-01-01 4.500000 0.00 157581.00 130762.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMF35 2053-08-01 6.500000 0.00 1008.00 798.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMT63 2053-10-01 6.500000 0.00 2644.00 2072.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNWC4 2053-12-01 6.500000 0.00 1000.00 793.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XSC84 2054-11-01 6.500000 0.00 1000.00 873.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6JX9 2055-04-01 6.500000 0.00 31925700.00 32950341.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6SS0 2055-06-01 6.500000 0.00 238913.00 245179.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YWNY5 2054-01-01 7.000000 0.00 2075996.00 1357167.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YWQA4 2054-02-01 6.000000 0.00 8084600.00 6449097.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GLY7 2036-01-01 6.000000 0.00 11253705.00 187030.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411YFC2 2037-04-01 6.500000 0.00 1010.00 74.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DVA7 2050-12-01 2.000000 0.00 1002.00 535.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E5P1 2054-05-01 5.500000 0.00 3292704.00 2897216.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EW48 2053-10-01 6.000000 0.00 1008.00 781.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FBN6 2054-08-01 5.500000 0.00 54710.00 50646.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEP8 2044-10-01 6.000000 0.00 1000.00 782.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TNQ4 2047-12-20 3.000000 0.00 1008.00 142.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TZ65 2048-05-20 4.500000 0.00 1000.00 73.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W2W7 2052-04-20 3.500000 0.00 9186496.00 6495970.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5D6 2052-05-20 3.500000 0.00 1000.00 705.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MLHU4 2050-04-20 4.000000 0.00 4000.00 2363.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MSCN0 2050-04-20 4.000000 0.00 3024.00 665.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MT2Z2 2050-04-20 4.000000 0.00 7168.00 1591.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617Q6QQ2 2050-08-20 4.500000 0.00 1009.00 271.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QACD7 2050-09-20 3.000000 0.00 1005.00 83.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UNSR6 2051-02-20 3.500000 0.00 1021475.00 532598.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VDUG8 2051-09-20 4.000000 0.00 1000.00 810.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSA69 2051-07-20 3.500000 0.00 5000.00 3658.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDM1 2051-08-20 3.500000 0.00 6000.00 5059.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDQ2 2051-08-20 3.500000 0.00 3000.00 2256.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSFD9 2051-08-20 3.500000 0.00 4000.00 2569.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617W2RL4 2049-01-20 4.500000 0.00 7007.00 2074.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X0CA7 2044-11-20 4.000000 0.00 1000.00 447.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X4J38 2051-12-20 4.000000 0.00 4000.00 2294.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X83Q5 2043-10-20 3.500000 0.00 5000.00 3559.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8T61 2045-10-20 4.500000 0.00 7002.00 1507.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8U44 2049-11-20 5.000000 0.00 5040.00 3425.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XBVR5 2051-12-20 4.000000 0.00 5000.00 3816.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKWR4 2049-06-20 5.000000 0.00 849552.00 339601.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKXS1 2050-02-20 5.000000 0.00 5000.00 2537.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMV5 2046-10-20 3.500000 0.00 8000.00 3811.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMY9 2042-07-20 4.000000 0.00 4000.00 1598.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMF4 2041-06-20 5.000000 0.00 4000.00 2278.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMR8 2046-06-20 4.000000 0.00 6000.00 3524.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMW7 2046-02-20 4.500000 0.00 5000.00 3136.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNP1 2046-07-20 4.000000 0.00 1391148.00 833285.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNR7 2041-12-20 4.500000 0.00 6000.00 2952.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNX4 2046-05-20 4.500000 0.00 8000.00 5301.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XXHF9 2051-12-20 4.000000 0.00 4000.00 2397.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPZ76 2053-06-20 6.000000 0.00 1000.00 1054.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BTA26 2053-06-20 6.500000 0.00 1000.00 944.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F6MW3 2053-07-20 6.500000 0.00 1000.00 915.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H2P72 2054-02-20 7.375000 0.00 1000.00 1086.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4GY5 2055-01-20 7.500000 0.00 4290624.00 4625595.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202FPG5 2041-01-20 4.500000 0.00 1025.00 52.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202FUF1 2041-06-20 4.500000 0.00 1025.00 42.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AB6P2 2049-06-20 5.000000 0.00 1008.00 680.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AC3V0 2047-10-20 3.500000 0.00 1000.00 789.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36296UHH6 2038-11-15 6.000000 0.00 1002.00 13.84 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 297600.00 347673.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6545800.00 5716577.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 194.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 20000.00 20313.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 1775000.00 1796998.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 100.00 108.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 17100.00 16551.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 367900.00 371390.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 12900.00 13527.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.388414 0.00 200.00 200.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 35800.00 36823.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 35400.00 36967.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1571000.00 1599750.63 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 150000000.00 150000000.00 0.0054 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.330000% 22599G006 N/A 0001330437 22599G006_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 91282CNJ6 2032-06-30 4.000000 0.00 100880500.00 102000045.46 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 100000000.00 100000000.00 0.0036 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.340000% 22599G006 N/A 0001330437 22599G006_4.34_0902 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 3142GUDV2 2055-03-01 5.500000 0.00 39883017.00 40324153.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQF76 2052-12-01 4.500000 0.00 39441750.00 29889323.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MLL3 2055-02-01 6.000000 0.00 41473786.00 40705931.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NX53 2055-06-01 5.500000 0.00 39512777.00 39779221.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ70 2054-02-01 5.500000 0.00 45899693.00 41238426.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWPG2 2055-04-01 5.000000 0.00 44388126.00 42600038.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANPT0 2054-09-01 6.000000 0.00 9278696.00 8595368.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6PR8 2054-09-01 5.500000 0.00 41177433.00 40465172.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVWN0 2054-12-01 5.000000 0.00 41500000.00 38997943.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0R56 2055-01-01 6.000000 0.00 49988483.00 42261642.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6ER7 2055-03-01 6.500000 0.00 41926452.00 43142779.05 Agency Mortgage-Backed Securities Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 400000000.00 400000000.00 0.0145 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.500000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0450 100000000.00 100000000.00 0.0036 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.480000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-11-19 2026-11-19 N N N 0.0443 100088546.00 100088546.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 99500000.00 99500000.00 0.0036 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-09-05 2025-09-05 N N N 0.0437 349250178.12 349250178.12 0.0126 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130B4WB3 2549001DPIFGXC1TOL40 US3130B4WB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-09-10 2025-09-10 N N N 0.0437 498996971.07 498996971.07 0.0181 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B5KN7 2549001DPIFGXC1TOL40 US3130B5KN76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-14 2025-11-14 N N N 0.0436 598996831.29 598996831.29 0.0217 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.335000% 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-10-22 2025-10-22 N N N 0.0436 499993.51 499993.51 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.355000% 3130B64B9 2549001DPIFGXC1TOL40 US3130B64B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-09-29 2025-09-29 N N N 0.0436 98500073.88 98500073.88 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.355000% 3130B64D5 2549001DPIFGXC1TOL40 US3130B64D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-10-07 2025-10-07 N N N 0.0436 298501379.07 298501379.07 0.0108 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.360000% 3130B64V5 2549001DPIFGXC1TOL40 US3130B64V51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-06 2025-11-06 N N N 0.0436 150004552.50 150004552.50 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.355000% 3130B66E1 2549001DPIFGXC1TOL40 US3130B66E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-06 2025-11-06 N N N 0.0436 249505344.29 249505344.29 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130B66Y7 2549001DPIFGXC1TOL40 US3130B66Y72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-10-06 2025-10-06 N N N 0.0437 214997794.10 214997794.10 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130B67F7 2549001DPIFGXC1TOL40 US3130B67F74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-10-02 2025-10-02 N N N 0.0437 349996073.00 349996073.00 0.0127 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.355000% 3130B6AQ9 2549001DPIFGXC1TOL40 US3130B6AQ90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-05 2025-11-05 N N N 0.0438 199997442.00 199997442.00 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B6QP4 2549001DPIFGXC1TOL40 US3130B6QP44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-12-16 2025-12-16 N N N 0.0436 247997299.28 247997299.28 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B6RF5 2549001DPIFGXC1TOL40 US3130B6RF52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-12-16 2025-12-16 N N N 0.0436 99999239.00 99999239.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B6RK4 2549001DPIFGXC1TOL40 US3130B6RK48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-12-18 2025-12-18 N N N 0.0436 398496086.73 398496086.73 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.340000% 3130B6RX6 2549001DPIFGXC1TOL40 US3130B6RX68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-12-16 2025-12-16 N N N 0.0436 498496206.42 498496206.42 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.345000% 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-01-15 2026-01-15 N N N 0.0437 548495721.70 548495721.70 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.345000% 3130B6ZE9 2549001DPIFGXC1TOL40 US3130B6ZE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-02-11 2026-02-11 N N N 0.0437 499499460.54 499499460.54 0.0181 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.360000% 3130B74E1 2549001DPIFGXC1TOL40 US3130B74E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-01-16 2026-01-16 N N N 0.0438 348994185.66 348994185.66 0.0126 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.360000% 3130B75S9 2549001DPIFGXC1TOL40 US3130B75S95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-01-20 2026-01-20 N N N 0.0437 249009676.14 249009676.14 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.345000% 3130B7CX0 2549001DPIFGXC1TOL40 US3130B7CX07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-04 2025-11-04 N N N 0.0437 348994775.47 348994775.47 0.0126 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.345000% 3130B7D35 2549001DPIFGXC1TOL40 US3130B7D350 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-06 2025-11-06 N N N 0.0437 248996977.14 248996977.14 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.345000% 3130B7DN1 2549001DPIFGXC1TOL40 US3130B7DN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2025-11-04 2025-11-04 N N N 0.0437 98998984.26 98998984.26 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.365000% 3130B7EQ3 2549001DPIFGXC1TOL40 US3130B7EQ38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-02-06 2026-02-06 N N N 0.0439 198999219.92 198999219.92 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.365000% 3130B7FQ2 2549001DPIFGXC1TOL40 US3130B7FQ29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-02-13 2026-02-13 N N N 0.0439 249996997.50 249996997.50 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.000000% 3130B7KH6 2549001DPIFGXC1TOL40 US3130B7KH64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-12 2026-02-12 2026-02-12 N N N 0.0404 299951550.00 299951550.00 0.0109 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 0.0410 8231804.12 8231804.12 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.480000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-10-23 2026-10-23 N N N 0.0443 39782904.65 39782904.65 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.480000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-11-04 2026-11-04 N N N 0.0443 30025603.20 30025603.20 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 4.365000% 3133ETSL2 254900C5LP6DN9OP9V83 US3133ETSL26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-02-06 2026-02-06 N N N 0.0439 283996467.04 283996467.04 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 4.385000% 3133ETWH6 254900C5LP6DN9OP9V83 US3133ETWH67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-03-02 2026-03-02 N N N 0.0439 35000000.00 35000000.00 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.440000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-02-09 2026-02-09 N N N 0.0437 50020073.50 50020073.50 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.480000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-09-23 2026-09-23 N N N 0.0442 119854704.61 119854704.61 0.0043 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.480000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-10-16 2026-10-16 N N N 0.0444 94069504.54 94069504.54 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.480000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-10-29 2026-10-29 N N N 0.0442 79826097.45 79826097.45 0.0029 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 0.0419 21166510.61 21166510.61 0.0008 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.440000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-06-18 2026-06-18 N N N 0.0442 200065842.00 200065842.00 0.0072 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.460000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-07-29 2026-07-29 N N N 0.0442 37021002.31 37021002.31 0.0013 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.480000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-10-23 2026-10-23 N N N 0.0443 72058145.76 72058145.76 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.480000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-09-02 2026-11-20 2026-11-20 N N N 0.0443 72066116.16 72066116.16 0.0026 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.330000% 46699D001 N/A 0001168163 46699D001_4.33_0902 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 7264059 2031-11-30 1.370000 0.00 2501202777.78 2550000018.25 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 2500000000.00 2500000000.00 0.0905 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.350000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.35_0902 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 7264187 2032-01-31 4.370000 0.00 500241666.67 510000000.44 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 500000000.00 500000000.00 0.0181 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.330000% 65999Z009 N/A 0000812291 65999Z009_4.3300 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 91282CMP3 2027-02-28 4.125000 0.00 200.00 205.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 333172500.00 339390505.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 264826200.00 270355021.07 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426XKN7 2055-09-01 6.000000 0.00 1008.00 1034.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PRU0 2054-03-01 7.500000 0.00 33600.00 36224.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PSA3 2049-12-01 3.000000 0.00 813501.00 716604.35 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 17236400.00 16304986.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 300.00 294.16 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSR46 2053-09-01 5.000000 0.00 1000.00 905.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BKF41 2055-09-01 5.500000 0.00 1000.00 1010.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W26X4 2055-08-01 5.500000 0.00 4800.00 4880.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DEV0 2049-08-01 4.500000 0.00 4855.00 472.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LGFV4 2055-08-20 6.000000 0.00 1000.00 1042.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LGFX0 2055-08-20 6.000000 0.00 1000.00 1029.48 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 1000.00 1017.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 33232000.00 33636564.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 8900.00 9204.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 103023700.00 105003061.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 49999800.00 50535942.41 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 800000000.00 800000000.00 0.0289 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.330000% 65999Z009 N/A 0000812291 65999Z009_4.3300_ 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 91282CKV2 2027-06-15 4.625000 0.00 99464000.00 102000079.26 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 100000000.00 100000000.00 0.0036 N Y 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 U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 1000.00 1012.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 471998000.00 478306802.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 900.00 918.79 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140BMKQ2 2055-08-01 6.500000 0.00 1000.00 1043.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PQ64 2055-04-01 5.500000 0.00 1120.00 1133.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PQK3 2052-09-01 3.500000 0.00 1784.00 1649.74 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 94300.00 89204.25 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NYWT4 2030-08-01 4.470000 0.00 1052953.00 1070709.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W25T4 2055-07-01 6.000000 0.00 601240.00 621745.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W27F2 2052-02-01 2.500000 0.00 1000.00 841.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D4Y5 2051-10-01 2.500000 0.00 1000.00 615.11 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 15497500.00 14521639.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625000 0.00 14999800.00 15382514.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100.00 101.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 100.00 101.07 U.S. Treasuries (including strips) Y 2025-09-03 2025-09-03 2025-09-03 N N N 0.0436 500000000.00 500000000.00 0.0181 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.380000% 65999Z009 N/A 0000812291 65999Z009_4.3800 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 91282CMW8 2028-04-15 3.750000 0.00 100.00 101.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1000.00 1020.88 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140BMSZ4 2055-09-01 6.000000 0.00 1000.00 1026.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PRN6 2055-08-01 6.500000 0.00 1008.00 1064.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PRP1 2055-08-01 6.500000 0.00 1024.00 1079.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PRS5 2055-08-01 6.500000 0.00 1024.00 1073.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PRT3 2055-05-01 7.000000 0.00 1024.00 1092.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PSA3 2049-12-01 3.000000 0.00 1000.00 880.89 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RB6 2043-05-15 2.875000 0.00 100.00 77.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 100.00 62.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 800.00 711.04 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 149100.00 141042.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 177500.00 172244.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 4439200.00 3824143.39 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QUZV1 2054-07-01 6.000000 0.00 41475840.00 39161078.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W25E7 2055-05-01 7.000000 0.00 809856.00 865887.87 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 9999000.00 8732326.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 2540500.00 2470391.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 100.00 93.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1000.00 969.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 159823200.00 156007787.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 700.00 650.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 28683000.00 28981392.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 64702000.00 66889667.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 49252800.00 50808100.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 99255000.00 100936054.24 U.S. Treasuries (including strips) Y 2025-09-03 2025-09-03 2025-09-03 N N N 0.0438 450000000.00 450000000.00 0.0163 N N 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 0.0427 497844080.00 497844080.00 0.0180 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 0.0387 292096209.00 292096209.00 0.0106 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 0.0415 397521484.00 397521484.00 0.0144 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 0.0403 197992188.00 197992188.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0389 97571094.00 97571094.00 0.0035 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 0.0432 697825443.00 697825443.00 0.0252 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 0.0430 99354167.00 99354167.00 0.0036 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 0.0417 689292184.00 689292184.00 0.0249 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 0.0399 490867185.00 490867185.00 0.0178 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 0.0400 783225000.00 783225000.00 0.0283 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0388 290915625.00 290915625.00 0.0105 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 0.0411 99907812.00 99907812.00 0.0036 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 0.0437 200082040.00 200082040.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.313400% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2025-09-03 2025-10-31 2025-10-31 N N N 0.0421 400030720.00 400030720.00 0.0145 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.388400% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2025-09-03 2026-01-31 2026-01-31 N N N 0.0423 185481568.82 185481568.82 0.0067 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.325400% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2025-09-03 2026-07-31 2026-07-31 N N N 0.0423 200152514.00 200152514.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0388 199746874.00 199746874.00 0.0072 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.340000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_4.34_0902 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 3130AECR9 2033-05-25 4.080000 0.00 8020000.00 7839817.33 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AKXG6 2036-02-05 1.800000 0.00 1000000.00 757100.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AQMZ3 2042-01-27 2.840000 0.00 5000000.00 3702497.22 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATHW0 2027-09-10 4.125000 0.00 20000000.00 20559691.67 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATJJ7 2037-09-11 4.875000 0.00 5000000.00 5205420.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B7LJ1 2041-09-13 5.000000 0.00 5700000.00 5700044.33 Agency Mortgage-Backed Securities U.S. Treasury Floating Rate Note N/A 91282CMJ7 2027-01-31 4.241414 0.00 16154500.00 16202825.14 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 19015200.00 21209466.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TP3 2053-02-15 1.500000 0.00 9020900.00 7629643.62 U.S. Treasuries (including strips) Federal Home Loan Bank N/A 313385NJ1 2025-10-24 0.00 0.00 42000000.00 41728848.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XGAY0 2036-07-15 5.500000 0.00 13070000.00 14335492.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 7543000.00 8617040.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.750000 0.00 4049000.00 4767657.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 12007000.00 13734541.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MEU3 2029-05-15 6.250000 0.00 3179000.00 3517743.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFJ7 2030-01-15 7.125000 0.00 585000.00 669753.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFP3 2030-05-15 7.250000 0.00 1860000.00 2181323.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MGK3 2030-11-15 6.625000 0.00 2570000.00 2959950.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05Q2 2030-08-05 0.875000 0.00 491000.00 428514.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05Y5 2027-10-08 0.750000 0.00 1465000.00 1383120.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G06G3 2025-11-07 0.500000 0.00 496000.00 492977.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G07M9 2027-11-05 4.620000 0.00 200000000.00 201072500.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0K36 2026-04-24 2.125000 0.00 609000.00 605905.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0Q22 2026-09-24 1.875000 0.00 1741000.00 1717919.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135GACR0 2036-01-25 1.900000 0.00 3740000.00 2887479.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3136G4U27 2035-08-24 1.550000 0.00 515000.00 385665.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137EAEX3 2025-09-23 0.375000 0.00 7559000.00 7550813.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31398AFD9 2037-07-15 5.625000 0.00 517000.00 570532.76 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJD4 2025-10-31 4.313414 0.00 3669100.00 3682435.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.388414 0.00 10507600.00 10550500.98 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CKM2 2026-04-30 4.293414 0.00 4151500.00 4165421.32 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CLT6 2026-10-31 4.348414 0.00 31868900.00 31987408.65 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 440000000.00 440000000.00 0.0159 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.340000% 928DVK003 FOR8UP27PHTHYVLBNG30 0000769993 928DVK003_4.34_0902 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 3142GT2Y1 2055-02-01 6.000000 0.00 32758528.00 33050417.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0Q47 2048-03-01 3.500000 0.00 59891712.00 18291265.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A12C7 2037-10-01 6.000000 0.00 23263392.00 101611.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2D74 2038-02-01 6.000000 0.00 5223360.00 28347.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D57A4 2036-02-01 2.000000 0.00 44490688.00 21033048.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132H3PR8 2042-11-01 3.500000 0.00 326000.00 52834.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0DY7 2049-12-01 3.000000 0.00 275000.00 98939.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ADWD9 2054-07-01 6.000000 0.00 1537380.00 1578680.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVBZ6 2044-08-01 6.500000 0.00 1915496.00 1572582.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417ES77 2043-01-01 3.000000 0.00 160000.00 24086.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WNG9 2051-09-20 3.500000 0.00 206267648.00 123371867.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XQX7 2053-01-20 5.500000 0.00 21645568.00 15567628.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YMK7 2053-12-20 5.500000 0.00 150000000.00 128071089.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617Y1NJ3 2057-10-15 4.210000 0.00 2250000.00 2115943.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617YPGQ2 2059-09-15 5.330000 0.00 5740050.00 5871157.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KQED4 2055-03-20 6.500000 0.00 1900214.00 1984497.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KVDR3 2055-06-20 6.500000 0.00 3647596.00 3797097.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L2Q76 2055-08-20 6.500000 0.00 6690848.00 6988761.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L7C88 2055-06-20 6.500000 0.00 1871134.00 1957595.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LBDF2 2055-07-20 6.000000 0.00 8000.00 8300.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LF5X3 2055-08-20 5.500000 0.00 1102324.00 1119232.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LLAT3 2055-08-20 7.000000 0.00 2062924.00 2187257.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NLZH0 2055-04-20 6.500000 0.00 1196940.00 1242292.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202FBX3 2039-10-20 5.000000 0.00 3250000.00 16667.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AAEU4 2048-05-15 4.000000 0.00 251462.00 21442.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36291LT70 2034-07-15 6.000000 0.00 1000000.00 34026.43 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 36992400.00 37813327.68 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 400000000.00 400000000.00 0.0145 N Y Y N Bank of America NA Bank of America NA 4.320000% 943GEK006 N/A 943GEK006_4.32_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 91282CNR8 2032-07-31 4.000000 0.00 200.00 201.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 7476400.00 8339142.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 138378800.00 144660725.16 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0432 150000000.00 150000000.00 0.0054 N Y Y N Bank of America NA Bank of America NA 4.340000% 943GEK006 B4TYDEB6GKMZO031MB27 0001102113 943GEK006_4.3400 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 3128E6M38 2032-08-01 3.000000 0.00 500000.00 45393.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MC6A8 2026-10-01 3.500000 0.00 150000000.00 256151.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MDTD5 2028-07-01 3.500000 0.00 515000.00 19452.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128ME5C1 2030-08-01 3.500000 0.00 510000.00 67158.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3.000000 0.00 39248.00 3484.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFEY3 2034-12-01 5.000000 0.00 96876.00 1306.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFP62 2035-03-01 5.000000 0.00 243587.00 1832.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQXY8 2040-11-01 4.000000 0.00 901162.00 69535.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XM3R4 2043-06-01 4.000000 0.00 300000.00 50490.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C4ZV9 2053-06-01 5.500000 0.00 700000.00 559682.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C7Z42 2053-07-01 6.000000 0.00 94656.00 72803.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133GGF57 2037-01-01 1.500000 0.00 47938.00 27227.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133GGPY3 2037-02-01 1.500000 0.00 978606.00 631791.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F03X0 2046-03-01 3.500000 0.00 485000.00 67090.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FHLJ4 2046-10-01 3.500000 0.00 834956.00 135492.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QS3T6 2053-09-01 5.500000 0.00 399999.00 347021.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTGJ2 2053-10-01 7.000000 0.00 122000.00 70715.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTYX1 2054-01-01 5.000000 0.00 358000.00 323003.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FLS4 2055-06-01 6.000000 0.00 32050175.00 31971305.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CQB3 2055-02-01 7.000000 0.00 387932.00 375285.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRVH0 2054-05-01 5.500000 0.00 57681.00 51241.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPLW6 2052-06-01 4.500000 0.00 627776.00 470072.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRPW8 2053-07-01 5.500000 0.00 200000.00 163527.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRTR5 2053-08-01 5.500000 0.00 152966.00 124317.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8DV4 2036-06-01 2.000000 0.00 240000.00 128418.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426SHY8 2055-06-01 5.000000 0.00 291269.00 288060.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XNXV0 2043-09-01 4.000000 0.00 90929.00 17473.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPAW8 2043-10-01 5.000000 0.00 1327158.00 149498.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XQLQ7 2044-09-01 4.500000 0.00 41003.00 2429.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y2L55 2048-08-01 4.500000 0.00 3637312.00 475533.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6D97 2043-04-01 3.500000 0.00 100000.00 13210.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YAFM7 2034-03-01 3.500000 0.00 3000.00 279.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329HTF8 2028-09-01 6.500000 0.00 10182656.00 4412.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MK74 2032-07-01 2.000000 0.00 57872.00 11724.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0VS2 2032-04-01 7.000000 0.00 99999742.00 83104.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5E68 2046-03-01 4.500000 0.00 3000.00 264.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A94F1 2028-04-01 7.000000 0.00 14318016.00 69010.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9RA7 2030-09-01 2.500000 0.00 1723466.00 161878.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AA4B7 2046-01-01 4.000000 0.00 6000.00 1000.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AAWS9 2039-01-01 5.500000 0.00 1000000.00 142815.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AC2X7 2048-09-01 3.500000 0.00 420000.00 105511.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADHU5 2044-03-01 4.500000 0.00 500000.00 76335.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADPD4 2048-11-01 4.000000 0.00 31000.00 2242.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6AU4 2036-09-01 2.000000 0.00 186869.00 104885.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6BN9 2037-03-01 2.000000 0.00 11367.00 7043.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMUB9 2051-03-01 2.500000 0.00 500000.00 280073.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.500000 0.00 85000.00 64474.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSJ37 2053-11-01 5.500000 0.00 294173.00 245030.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 650000.00 579816.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTKP4 2054-04-01 6.500000 0.00 100000.00 80762.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DULA3 2054-10-01 6.000000 0.00 89419.00 85899.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 637783.00 550049.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 12000.00 9401.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFP3 2052-12-01 4.000000 0.00 863067.00 692892.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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(FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 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S6XOOCT0IEG5ABCC6L87 3133CLRF5 2054-01-01 6.500000 0.00 1709276.00 1318598.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFP1 2054-07-01 6.000000 0.00 1513560.00 1336396.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2054-09-01 5.500000 0.00 2332000.00 2119077.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUY91 2054-08-01 6.000000 0.00 939102.00 963180.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWGR7 2054-10-01 6.000000 0.00 8000.00 8130.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0E64 2054-10-01 6.000000 0.00 389565.00 304574.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association N/A 3140JCER1 2052-09-01 1.972000 0.00 37532082.00 30130675.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCJ47 2054-01-01 4.184000 0.00 18236.00 16978.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCQM9 2050-12-01 2.963000 0.00 14571916.00 13083635.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSB1 2053-07-01 4.896000 0.00 11509988.00 10872206.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSM7 2047-04-01 6.757000 0.00 2001966.00 1917222.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JGLW3 2048-12-01 4.500000 0.00 1998990.00 161439.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K06W3 2049-12-01 3.500000 0.00 586000.00 128218.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K9UP2 2050-04-01 4.500000 0.00 100000.00 29143.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KEN87 2050-09-01 2.000000 0.00 5000000.00 2698896.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KSJV0 2051-09-01 2.500000 0.00 825000.00 484237.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LCML2 2051-06-01 2.590000 0.00 11301031.00 7864623.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDWH8 2031-11-01 1.750000 0.00 9822231.00 8550950.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 8449922.00 7553184.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGZM7 2032-07-01 3.880000 0.00 3600000.00 3366658.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJXW1 2033-03-01 4.470000 0.00 94008.00 94856.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LL2G5 2036-01-01 5.630000 0.00 14190500.00 15147009.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LLMG3 2028-12-01 4.870000 0.00 130000.00 133491.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LWXM4 2052-10-01 4.051000 0.00 109986.00 77701.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M54D4 2054-02-01 6.000000 0.00 450236.00 372358.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6KD4 2054-07-01 6.000000 0.00 101221.00 76313.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6Q97 2054-08-01 5.500000 0.00 2704173.00 2704560.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6XH1 2054-10-01 5.500000 0.00 3099587.00 2785297.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6ZB2 2054-11-01 6.000000 0.00 3000.00 2594.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7AH4 2055-01-01 5.000000 0.00 86165.00 84729.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MHTD1 2052-03-01 3.000000 0.00 1425534.00 904824.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MSRV9 2052-12-01 5.500000 0.00 2840640.00 2373548.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N8FB9 2052-12-01 6.000000 0.00 5759278.00 4953039.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKDZ1 2053-05-01 6.000000 0.00 165297.00 159042.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKKJ9 2053-04-01 7.000000 0.00 1000.00 1079.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NL4J5 2053-07-01 5.500000 0.00 1391000.00 1109638.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NLJV2 2053-05-01 6.500000 0.00 2001.00 2090.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NMG27 2053-06-01 7.000000 0.00 16004.00 17104.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NNAG0 2053-07-01 5.500000 0.00 1384089.00 1180065.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLP1 2054-05-01 5.000000 0.00 106000.00 100710.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 5258581.00 5342802.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWJ55 2030-05-01 4.300000 0.00 1418876.00 1420823.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWMU6 2030-06-01 3.950000 0.00 1008.00 1001.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NX5Z2 2032-04-01 4.400000 0.00 2590390.00 2611818.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYHP9 2033-03-01 5.210000 0.00 1000.00 1039.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7YR2 2047-11-01 4.500000 0.00 46578306.00 12937691.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 1045877.00 180848.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QC4T0 2050-03-01 3.000000 0.00 2000.00 796.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QCSH0 2050-01-01 3.000000 0.00 173000.00 37326.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 126765.00 30671.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEDV1 2050-07-01 3.000000 0.00 21710.00 9256.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFG60 2050-05-01 5.000000 0.00 1586189.00 267593.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QHLL7 2051-02-01 4.000000 0.00 609794.00 326935.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QKF86 2051-04-01 3.000000 0.00 632000.00 340384.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLGK6 2051-07-01 2.000000 0.00 2000.00 1205.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMVL5 2051-12-01 3.000000 0.00 162839.00 101168.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNLM2 2052-03-01 2.500000 0.00 10590252.00 6755327.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNQ54 2052-03-01 3.500000 0.00 384911.00 259225.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNTX0 2052-04-01 3.000000 0.00 1000.00 676.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKM8 2052-06-01 3.500000 0.00 93000.00 68114.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQBW4 2052-09-01 4.500000 0.00 3005.00 2272.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQDC6 2052-09-01 3.500000 0.00 65999.00 48332.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 8000.00 6207.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0DQ5 2048-11-01 3.500000 0.00 1018.00 894.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0WD3 2055-02-01 6.500000 0.00 3284067.00 3210318.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CY7 2054-04-01 5.000000 0.00 8543952.00 8208899.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1PE7 2054-10-01 5.500000 0.00 11640170.00 11269965.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X5SF1 2049-12-01 5.000000 0.00 1136356.00 424144.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 20002.00 7506.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6GS4 2049-10-01 5.000000 0.00 102000.00 31575.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6LX7 2049-08-01 5.500000 0.00 2262000.00 590555.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7KB4 2050-07-01 3.000000 0.00 129000.00 45429.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X8MY0 2050-11-01 2.500000 0.00 524977.00 270070.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X9QX6 2051-02-01 3.500000 0.00 1425000.00 590395.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCBF4 2035-09-01 3.500000 0.00 539000.00 144341.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFSL6 2052-02-01 2.500000 0.00 2394000.00 1561510.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGJQ3 2050-10-01 3.000000 0.00 117000.00 70456.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHAW7 2051-08-01 3.000000 0.00 103000.00 66996.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHHS9 2052-02-01 2.000000 0.00 6933623.00 4591379.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHQE0 2050-07-01 3.000000 0.00 1980294.00 1347812.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJGY3 2052-09-01 4.500000 0.00 2000000.00 1528554.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKCY4 2053-01-01 5.000000 0.00 1000.00 771.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMAZ9 2053-08-01 4.500000 0.00 21853506.00 18239627.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNZ72 2053-03-01 3.000000 0.00 13000.00 10066.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPBW8 2053-11-01 5.000000 0.00 6899935.00 6139095.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQMY0 2050-02-01 4.000000 0.00 4150000.00 3554980.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQQK6 2052-05-01 4.000000 0.00 10652079.00 9206367.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRZT5 2048-03-01 3.500000 0.00 543219.00 474698.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6KD1 2055-04-01 6.500000 0.00 2797334.00 2967661.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GRL9 2037-11-01 6.500000 0.00 2772852.00 12109.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KVS0 2048-09-01 4.894000 0.00 2601043.00 157655.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A5E1 2036-11-01 6.000000 0.00 5066776.00 22347.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A7K5 2036-11-01 5.707000 0.00 16065595.00 130319.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31412PG54 2039-04-01 4.500000 0.00 1662998.00 59387.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414TEN7 2038-03-01 5.000000 0.00 1014136.00 17596.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31415MU94 2037-07-01 7.245000 0.00 615000.00 20438.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416HKG9 2039-04-01 6.000000 0.00 1001.00 26.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416S3C3 2035-05-01 6.149000 0.00 5000000.00 90545.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417HBY9 2043-07-01 3.500000 0.00 339845.00 58653.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418APY8 2033-02-01 3.000000 0.00 68000.00 7481.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418B4M5 2046-05-01 4.000000 0.00 3000000.00 206616.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CXZ2 2028-06-01 3.500000 0.00 323925.00 20146.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CZL1 2048-08-01 4.000000 0.00 2670887.00 153645.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2K7 2051-07-01 1.500000 0.00 2048.00 1246.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2M3 2051-07-01 2.500000 0.00 529995.00 309471.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DLV2 2050-02-01 3.500000 0.00 264998.00 36861.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DP97 2050-06-01 2.000000 0.00 1100000.00 471091.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DYX4 2051-05-01 2.000000 0.00 11304027.00 6705341.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZV7 2051-06-01 2.000000 0.00 7979332.00 4809463.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZX3 2051-06-01 3.000000 0.00 221002.00 111101.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4M9 2054-04-01 5.000000 0.00 154666.00 139890.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4N7 2054-04-01 6.000000 0.00 3500000.00 2862811.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EB82 2052-03-01 2.000000 0.00 2010000.00 1330436.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECP3 2052-04-01 2.000000 0.00 36999.00 24880.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECY4 2042-04-01 2.000000 0.00 600009.00 402815.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED49 2052-06-01 2.000000 0.00 1144821.00 783491.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKT6 2052-11-01 4.500000 0.00 157840.00 126516.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ELY4 2052-12-01 5.500000 0.00 17002.00 13446.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ET42 2053-07-01 4.500000 0.00 23000.00 19521.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FJT5 2055-04-01 5.500000 0.00 158598.00 155462.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NJB5 2043-07-20 4.000000 0.00 114458.00 10230.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179NNF1 2034-07-20 6.000000 0.00 384000.00 22344.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179REC9 2038-09-20 6.000000 0.00 291999.00 26989.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179RF87 2045-06-20 3.000000 0.00 1113000.00 109825.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SJU2 2046-07-20 4.000000 0.00 1250.00 124.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SWZ6 2047-02-20 4.500000 0.00 4996.00 486.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TNU5 2047-11-20 5.000000 0.00 160000.00 18401.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TUA1 2048-03-20 3.500000 0.00 190869522.00 23055370.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TWA9 2048-04-20 6.000000 0.00 301794.00 29700.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UD90 2048-10-20 4.000000 0.00 1321.00 122.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 65531.00 6070.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UKY7 2049-01-20 4.500000 0.00 1124860.00 74275.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VKS8 2038-10-20 6.000000 0.00 597963.00 151176.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSF8 2050-08-20 2.000000 0.00 2000.00 874.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 20824276.00 6139853.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VV72 2050-10-20 6.000000 0.00 1137000.00 305233.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VZW3 2050-12-20 5.000000 0.00 108035.00 28676.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 3105495.00 2273004.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W7J1 2052-05-20 2.500000 0.00 218795.00 141363.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDQ8 2051-04-20 2.000000 0.00 503000.00 265803.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDW5 2048-01-20 5.000000 0.00 398269.00 135034.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WG36 2051-06-20 2.500000 0.00 108238.00 59802.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WNF1 2051-09-20 3.000000 0.00 24000.00 13759.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WNF1 2051-09-20 3.000000 0.00 3552118.00 2036499.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WQB7 2051-10-20 3.000000 0.00 15859260.00 9376962.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XAB2 2052-06-20 5.000000 0.00 600000.00 438246.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDE3 2052-08-20 4.500000 0.00 66643.00 50844.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 27535712.00 20905802.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNC6 2052-11-20 3.500000 0.00 92168.00 69686.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 42465457.00 30618413.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XVT0 2053-03-20 5.500000 0.00 17365632.00 12951116.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XX43 2053-04-20 4.500000 0.00 48422271.00 40127135.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 39798449.00 33411378.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617BPLA6 2048-01-15 4.500000 0.00 225789.00 73070.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617HQFK3 2048-10-15 5.500000 0.00 90291.00 7873.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MUSY4 2050-05-20 5.000000 0.00 603934.00 117073.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36182CR33 2044-01-15 3.500000 0.00 106352.00 30675.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJ98 2053-06-15 7.000000 0.00 8323110.00 8618611.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJA5 2053-07-15 7.000000 0.00 9114780.00 9407822.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FFXV3 2053-09-20 6.000000 0.00 100000.00 88900.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JLJR1 2054-11-20 6.000000 0.00 1996726.00 1812644.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KRJY1 2055-03-20 7.500000 0.00 310459.00 332128.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 2106838.00 2055209.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5EV7 2055-01-20 5.500000 0.00 4438720.00 4396349.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 3496213.00 3469041.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5TN9 2055-06-20 5.500000 0.00 15357261.00 15540577.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NHRP0 2055-02-20 6.000000 0.00 6051480.00 6186535.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36200MTY9 2033-08-15 5.500000 0.00 540956.00 14452.11 Agency Collateralized Mortgage Obligation Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 800000000.00 800000000.00 0.0289 N Y Y N BNP Paribas SA BNP Paribas SA 4.360000% 986PPK002 N/A 986PPK002_4.36_1017 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 91282CNM9 2028-07-15 3.875000 0.00 4997900.00 5059856.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1082400.00 1085116.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 136506700.00 139866937.73 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797PD3 2026-01-22 0.00 0.00 4000.00 3938.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 1849300.00 1802560.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 26200.00 25045.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 114177900.00 108558637.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 46800.00 48871.95 U.S. Treasuries (including strips) Y 2025-10-17 2025-10-17 2025-10-17 N N N 0.0436 250000000.00 250000000.00 0.0090 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 4.320000% 989GWF002 N/A 989GWF002_4.32_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 91282CMU2 2030-03-31 4.000000 0.00 1456100.00 1499542.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FM5 2030-05-15 6.250000 0.00 354400.00 399369.72 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RC4 2043-08-15 3.625000 0.00 969600.00 826914.71 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SQ2 2040-08-15 1.125000 0.00 269600.00 165692.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TC2 2041-11-15 2.000000 0.00 353100.00 243648.13 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 353800.00 255927.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 4382400.00 3639076.65 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 109000.00 88253.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TS7 2043-05-15 3.875000 0.00 33300.00 29855.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UB2 2044-05-15 4.625000 0.00 2153500.00 2121290.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285J5 2025-10-31 3.000000 0.00 240400.00 242278.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 4900.00 4748.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286L9 2026-03-31 2.250000 0.00 153600.00 153458.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 47400.00 40832.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 308100.00 288783.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 760600.00 711179.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 780700.00 725693.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1396200.00 1357541.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 651800.00 631948.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 47439700.00 47351410.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 280200.00 260299.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 210100.00 213235.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 275200.00 278550.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 402000.00 389931.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 1134300.00 1172240.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 114533100.00 116330307.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 211200.00 212953.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 58300.00 59330.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 304900.00 313678.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 306000.00 313900.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5.000000 0.00 172900.00 175951.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 166800.00 175749.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 372900.00 389248.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 187000.00 190041.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 412600.00 410632.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625000 0.00 56600.00 58044.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 65600.00 68827.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 51200.00 52816.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 607700.00 632654.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 296300.00 304772.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 68972800.00 70081135.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 1467700.00 1495898.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 295900.00 300104.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 102600.00 104365.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 265000.00 267830.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 92200.00 92505.33 U.S. Treasuries (including strips) Y 2025-09-02 2025-09-02 2025-09-02 N N N 0.0432 250000000.00 250000000.00 0.0090 N Y Y N AllianceBernstein Fixed Income Shares 2025-09-08 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller