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Note 254900HROIFWPRGM1V77 7288814 2027-04-30 0.500000 0.00 93581807.24 95442255.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7288818 2028-02-29 1.120000 0.00 196246955.90 200148432.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7288822 2041-08-31 3.750000 0.00 134574596.81 137250000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7288826 2027-07-31 2.750000 0.00 155157252.24 158241848.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7288830 2026-12-31 1.750000 0.00 57718162.12 58865625.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7288834 2040-11-30 4.250000 0.00 48504459.64 49468750.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7288838 2045-02-28 4.750000 0.00 50662188.04 51669375.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7288842 2033-11-30 4.500000 0.00 132805628.40 135445864.06 U.S. Treasuries (including strips) Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0422 2300000000.00 2300000000.00 0.0911 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.190000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.19_1103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 100.00 83.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 438600.00 369045.39 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 100.00 102.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 100.00 101.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 7441300.00 7764535.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 101.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 120100.00 111768.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 127500.00 118654.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 62100.00 62245.73 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 477700.00 444696.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UE6 2054-11-15 4.500000 0.00 600.00 589.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 1945000.00 1971674.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 487000.00 639045.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 283000.00 339321.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 639400.00 766299.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 55410600.00 48252838.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 427200.00 372251.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 390400.00 440539.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 212500.00 224002.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 425300.00 474510.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 12753200.00 13861079.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 600.00 613.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 238800.00 237201.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 2223300.00 2298043.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 103.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 62351100.00 63605166.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 782000.00 799722.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 712800.00 740043.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 983300.00 1020881.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 200.00 205.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 36200.00 36312.95 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797NA1 2025-10-30 0.00 0.00 21748900.00 21678346.57 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797NU7 2025-12-26 0.00 0.00 2228900.00 2208374.06 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 8310300.00 8079464.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 100.00 99.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 641700.00 653575.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 29100.00 23880.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 345000.00 283118.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 89.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UK2 2055-05-15 4.750000 0.00 100.00 102.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 100.00 80.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 2555300.00 2057684.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 617800.00 504946.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 322900.00 163305.95 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 807600.00 439339.04 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 57.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 39157100.00 23103667.93 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 648700.00 405139.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 18100.00 11304.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QW1 2042-05-15 3.000000 0.00 100.00 82.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RB6 2043-05-15 2.875000 0.00 156000.00 123969.34 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RG5 2044-05-15 3.375000 0.00 200.00 169.61 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0419 200000000.00 200000000.00 0.0079 N N Y N Canadian Imperial Bank Canadian Imperial Bank 4.200000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.20_1001 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 91282CJJ1 2033-11-15 4.500000 0.00 100.00 105.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 100.00 84.14 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 300.00 273.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 5100.00 5321.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1000.00 1030.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 490700.00 456798.27 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 300.00 279.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625000 0.00 22997200.00 31218744.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 87.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 1097200.00 1081301.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 200.00 186.45 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 64700.00 73009.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 98.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 18700.00 18372.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 6001600.00 5988448.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 23364100.00 25393755.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 8200.00 7988.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 36000.00 37775.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 900.00 899.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 10700.00 11194.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 201.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 400.00 404.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1000.00 1001.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 300.00 299.29 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0.00 0.00 100.00 97.22 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SF5 2026-01-13 0.00 0.00 200.00 197.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 149600.00 120467.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 71.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RY6 2047-08-15 2.750000 0.00 200.00 145.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 71300.00 52889.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 36800.00 18611.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 3209000.00 1745714.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 100.00 59.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TB4 2051-11-15 1.875000 0.00 100.00 57.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 200.00 124.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 200.00 124.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 200.00 120.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 11555300.00 9444496.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 8600.00 7057.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 5200.00 5197.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 26913900.00 28500549.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 49400.00 54821.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 20191200.00 20256228.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 44700.00 41746.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 225600.00 212423.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 94.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 89.70 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 200.00 186.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 23500.00 24914.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 10119000.00 10695587.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 104.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 19329300.00 17429133.16 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 147500.00 108692.90 U.S. Treasuries (including strips) Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 150000000.00 150000000.00 0.0059 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.210000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.21_1001 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 91282CJH5 2028-10-15 2.375000 0.00 822400.00 912663.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 300.00 252.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 100.00 91.14 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 3897000.00 3983316.60 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSRA2 2054-02-01 7.000000 0.00 1259.00 1069.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C8SD8 2053-07-01 5.500000 0.00 1564696.00 1245956.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJCQ2 2053-12-01 5.500000 0.00 1034302.00 809978.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LA7L3 2031-02-01 1.490000 0.00 1000.00 877.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBCE1 2031-02-01 1.340000 0.00 1311.00 1104.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBD83 2031-02-01 1.410000 0.00 1000.00 870.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBKH5 2031-02-01 1.580000 0.00 1000.00 877.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LBRS4 2031-03-01 1.540000 0.00 1000.00 877.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEDT1 2028-11-01 1.660000 0.00 1000.00 860.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFDV3 2029-01-01 1.665000 0.00 1000.00 929.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q0SU7 2030-09-01 4.030000 0.00 8641782.00 8599483.84 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.143456 0.00 200.00 201.49 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NVQ67 2031-07-01 4.665000 0.00 11375000.00 11664356.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NW7H2 2029-12-01 5.005000 0.00 1970.00 2007.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEP8 2044-10-01 6.000000 0.00 1001.00 781.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AXF0 2055-02-01 5.500000 0.00 391536.00 377431.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426RTG6 2055-07-01 7.000000 0.00 1000.00 948.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426STH2 2055-07-01 6.000000 0.00 125037.00 130063.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426XTQ1 2055-09-01 5.500000 0.00 1000.00 1017.60 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 93.06 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 14378300.00 14412042.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UE6 2054-11-15 4.500000 0.00 300.00 294.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 300.00 297.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 2900.00 2525.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 316700.00 275964.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 217100.00 204420.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 70900.00 70744.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1481100.00 1609764.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 17100.00 16659.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 35400.00 37146.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 361800.00 375627.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 202000.00 202630.27 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0RE4 2053-10-01 6.000000 0.00 781598.00 679488.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0U67 2053-10-01 6.500000 0.00 1020.00 814.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A6DC2 2050-06-01 2.500000 0.00 1582616.00 725166.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7N39 2050-07-01 2.000000 0.00 3998.00 1906.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BCEU7 2052-05-01 4.500000 0.00 4000.00 3161.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BX5G2 2053-04-01 5.000000 0.00 2082183.00 2011761.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPYW2 2052-09-01 4.500000 0.00 93845.00 71602.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31381SLV2 2039-03-01 5.410000 0.00 1001.00 720.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGMU5 2054-06-01 7.000000 0.00 1000.00 713.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2X25 2055-02-01 6.500000 0.00 29936.00 30503.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B4BX7 2055-02-01 5.500000 0.00 123201.00 124735.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B5GD3 2055-04-01 6.500000 0.00 1000.00 1042.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7EN9 2055-03-01 7.000000 0.00 2496426.00 2452783.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXTY8 2061-09-01 5.000000 0.00 3000.00 1936.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HUM29 2029-09-01 2.150000 0.00 2426.00 2131.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HUY91 2029-09-01 2.900000 0.00 1016.00 958.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVLK8 2029-10-01 2.710000 0.00 11070000.00 10366708.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVRD8 2029-09-01 2.380000 0.00 1143.00 1076.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLCV6 2051-07-01 2.500000 0.00 28868.00 16846.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMTA2 2051-12-01 2.000000 0.00 20000.00 12723.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNT77 2052-04-01 4.000000 0.00 51472.00 37247.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4N6 2054-02-01 7.000000 0.00 1009.00 815.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1WZ2 2055-04-01 5.500000 0.00 1000.00 999.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W22W0 2055-07-01 5.000000 0.00 37052.00 37217.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7WT2 2050-09-01 2.500000 0.00 2216997.00 1081462.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBK25 2051-04-01 2.000000 0.00 1523.00 955.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMT63 2053-10-01 6.500000 0.00 2644.00 2024.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNWC4 2053-12-01 6.500000 0.00 1148.00 891.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQF93 2053-07-01 5.500000 0.00 1216.00 1090.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6JX9 2055-04-01 6.500000 0.00 31925700.00 32888010.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6SS0 2055-06-01 6.500000 0.00 238913.00 244116.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YWNY5 2054-01-01 7.000000 0.00 2075996.00 1272179.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQK68 2053-11-01 6.500000 0.00 1024.00 849.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQSA1 2053-12-01 6.500000 0.00 1000.00 814.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GS7A0 2054-10-01 6.500000 0.00 1000.00 957.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MLHU4 2050-04-20 4.000000 0.00 1000.00 595.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MSCN0 2050-04-20 4.000000 0.00 2059.00 456.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617Q6QQ2 2050-08-20 4.500000 0.00 1168.00 316.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UNSR6 2051-02-20 3.500000 0.00 1021475.00 534245.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VDUG8 2051-09-20 4.000000 0.00 1000.00 817.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDM1 2051-08-20 3.500000 0.00 1000.00 845.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617W2RL4 2049-01-20 4.500000 0.00 2140.00 636.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X0CA7 2044-11-20 4.000000 0.00 1000.00 451.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X4J38 2051-12-20 4.000000 0.00 2003.00 1158.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X83Q5 2043-10-20 3.500000 0.00 2000.00 1433.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8T61 2045-10-20 4.500000 0.00 1458815.00 315552.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XBVR5 2051-12-20 4.000000 0.00 1000.00 769.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKWR4 2049-06-20 5.000000 0.00 1003.00 402.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKXS1 2050-02-20 5.000000 0.00 1003.00 511.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMV5 2046-10-20 3.500000 0.00 2060.00 946.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMY9 2042-07-20 4.000000 0.00 1000.00 402.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMF4 2041-06-20 5.000000 0.00 1691440.00 921020.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMR8 2046-06-20 4.000000 0.00 1000.00 591.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNP1 2046-07-20 4.000000 0.00 1007.00 608.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNX4 2046-05-20 4.500000 0.00 2000.00 1167.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XXHF9 2051-12-20 4.000000 0.00 2003.00 1210.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPZ76 2053-06-20 6.000000 0.00 1000.00 1051.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BTA26 2053-06-20 6.500000 0.00 1000.00 943.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F6MW3 2053-07-20 6.500000 0.00 1000.00 914.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H2P72 2054-02-20 7.375000 0.00 1000.00 1081.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4GY5 2055-01-20 7.500000 0.00 4290624.00 4610361.39 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 21752700.00 15660464.82 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 77600.00 63424.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 20008600.00 11805574.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 200.00 124.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 100.00 65.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 501300.00 385005.92 U.S. Treasuries (including strips) Government National Mortgage Association N/A 3617QACD7 2050-09-20 3.000000 0.00 1004.00 83.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140QUHC3 2054-04-01 5.500000 0.00 271870.00 249333.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLD60 2051-07-01 2.500000 0.00 1034481.00 634009.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138L1VA4 2030-12-01 3.400000 0.00 1000.00 721.40 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 6295900.00 7024381.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 165800.00 184984.27 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 31418DVA7 2050-12-01 2.000000 0.00 1002.00 540.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NBDX6 2053-02-01 4.500000 0.00 312403.00 238579.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTAJ9 2054-05-01 6.000000 0.00 14499826.00 13351480.61 Agency Mortgage-Backed Securities Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0421 150000000.00 150000000.00 0.0059 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.200000% 22599G006 N/A 0001330437 22599G006_4.20_1001 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 91282CGC9 2027-12-31 3.875000 0.00 100470200.00 102000009.50 U.S. Treasuries (including strips) Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 100000000.00 100000000.00 0.0040 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.210000% 22599G006 N/A 0001330437 22599G006_4.21_1001 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 3132D9R22 2044-04-01 6.000000 0.00 30795408.00 20476460.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUWP8 2054-08-01 6.500000 0.00 13746084.00 12633543.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 24600000.00 20667789.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q75N3 2047-12-01 3.500000 0.00 65586000.00 19878581.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBK8 2051-04-01 3.000000 0.00 42600500.00 19896601.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YRK4 2055-08-01 7.000000 0.00 20616803.00 21058247.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BJSU2 2055-08-01 6.000000 0.00 18774331.00 19236627.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QM4M3 2052-01-01 2.500000 0.00 31400000.00 20588129.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2BW0 2055-05-01 6.500000 0.00 23220971.00 23165678.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSFX1 2054-07-01 6.500000 0.00 23991878.00 19479232.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUZS5 2055-06-01 5.000000 0.00 1666696.00 1644158.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVGM7 2055-08-01 6.500000 0.00 21214071.00 22111204.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNCX0 2053-09-01 6.500000 0.00 30000000.00 22281727.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KL2H9 2051-05-01 2.500000 0.00 34549000.00 19988557.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV5Z4 2050-05-01 4.000000 0.00 100000000.00 22339993.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D56B3 2035-08-01 1.500000 0.00 56000000.00 20553466.28 Agency Mortgage-Backed Securities Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0421 300000000.00 300000000.00 0.0119 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.270000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-11-19 2026-11-19 N N N 0.0422 100080091.00 100080091.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.130000% 3130B5KN7 2549001DPIFGXC1TOL40 US3130B5KN76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-14 2025-11-14 N N N 0.0415 598990931.14 598990931.14 0.0237 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.125000% 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-10-22 2025-10-22 N N N 0.0415 499995.19 499995.19 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.145000% 3130B64D5 2549001DPIFGXC1TOL40 US3130B64D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-10-07 2025-10-07 N N N 0.0415 298499955.23 298499955.23 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.150000% 3130B64V5 2549001DPIFGXC1TOL40 US3130B64V51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-06 2025-11-06 N N N 0.0415 150001461.00 150001461.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.145000% 3130B66E1 2549001DPIFGXC1TOL40 US3130B66E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-06 2025-11-06 N N N 0.0415 249501195.11 249501195.11 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.140000% 3130B66Y7 2549001DPIFGXC1TOL40 US3130B66Y72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-10-06 2025-10-06 N N N 0.0416 214999572.15 214999572.15 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.140000% 3130B67F7 2549001DPIFGXC1TOL40 US3130B67F74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-10-02 2025-10-02 N N N 0.0416 349999699.00 349999699.00 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.145000% 3130B6AQ9 2549001DPIFGXC1TOL40 US3130B6AQ90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-05 2025-11-05 N N N 0.0417 199996838.00 199996838.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.130000% 3130B6QP4 2549001DPIFGXC1TOL40 US3130B6QP44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-12-16 2025-12-16 N N N 0.0415 247997180.24 247997180.24 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.130000% 3130B6RF5 2549001DPIFGXC1TOL40 US3130B6RF52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-12-16 2025-12-16 N N N 0.0415 99999011.00 99999011.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.130000% 3130B6RK4 2549001DPIFGXC1TOL40 US3130B6RK48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-12-18 2025-12-18 N N N 0.0415 398494887.25 398494887.25 0.0158 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.130000% 3130B6RX6 2549001DPIFGXC1TOL40 US3130B6RX68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-12-16 2025-12-16 N N N 0.0415 498495069.84 498495069.84 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.135000% 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-01-15 2026-01-15 N N N 0.0416 548495019.62 548495019.62 0.0217 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.135000% 3130B6ZE9 2549001DPIFGXC1TOL40 US3130B6ZE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-02-11 2026-02-11 N N N 0.0416 499493481.53 499493481.53 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.150000% 3130B74E1 2549001DPIFGXC1TOL40 US3130B74E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-01-16 2026-01-16 N N N 0.0417 348995162.86 348995162.86 0.0138 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.150000% 3130B75S9 2549001DPIFGXC1TOL40 US3130B75S95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-01-20 2026-01-20 N N N 0.0416 249006842.52 249006842.52 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.135000% 3130B7CX0 2549001DPIFGXC1TOL40 US3130B7CX07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-04 2025-11-04 N N N 0.0416 348994883.66 348994883.66 0.0138 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.135000% 3130B7D35 2549001DPIFGXC1TOL40 US3130B7D350 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-06 2025-11-06 N N N 0.0416 248995913.91 248995913.91 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.135000% 3130B7DN1 2549001DPIFGXC1TOL40 US3130B7DN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2025-11-04 2025-11-04 N N N 0.0416 98998608.06 98998608.06 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.155000% 3130B7EQ3 2549001DPIFGXC1TOL40 US3130B7EQ38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-02-06 2026-02-06 N N N 0.0418 198997594.09 198997594.09 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.155000% 3130B7FQ2 2549001DPIFGXC1TOL40 US3130B7FQ29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-02-13 2026-02-13 N N N 0.0418 249994392.50 249994392.50 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.000000% 3130B7KH6 2549001DPIFGXC1TOL40 US3130B7KH64 U.S. Government Agency Debt (if 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Federal Home Loan Mortgage Corp. 4.230000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-02-09 2026-02-09 N N N 0.0416 50015856.00 50015856.00 0.0020 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.270000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-09-23 2026-09-23 N N N 0.0421 119844861.16 119844861.16 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.270000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-10-16 2026-10-16 N N N 0.0423 94063186.80 94063186.80 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.270000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-10-29 2026-10-29 N N N 0.0421 79819270.05 79819270.05 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.270000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2027-09-22 2027-09-22 N N N 0.0429 99498895.55 99498895.55 0.0039 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 0.0411 21230785.19 21230785.19 0.0008 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.230000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-06-18 2026-06-18 N N N 0.0415 200139480.00 200139480.00 0.0079 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.250000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-07-29 2026-07-29 N N N 0.0421 37018571.04 37018571.04 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.270000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-10-01 2026-10-23 2026-10-23 N N N 0.0422 72052814.16 72052814.16 0.0029 N N N N Federal National Mortgage Assoc. 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HSBC Securities USA, Inc. 4.220000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.22_1001 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 7288852 2029-11-30 4.120000 0.00 1000117222.22 1020000003.19 U.S. Treasuries (including strips) Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0422 1000000000.00 1000000000.00 0.0396 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.200000% 65999Z009 N/A 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7ND1 2030-02-01 4.500000 0.00 1002.00 13.92 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TK4 2042-08-15 3.375000 0.00 1000.00 857.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 9481600.00 8663553.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 4000.00 4067.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 2600.00 2640.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 97878000.00 101857743.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 4800.00 4948.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 1000.00 1021.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 100.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427A4S3 2055-09-01 6.500000 0.00 1280.00 1338.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BQ73 2055-10-01 6.000000 0.00 1245912.00 1280839.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427CMX8 2055-10-01 5.500000 0.00 1000.00 1021.48 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 400.00 394.06 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UF3 2044-11-15 4.625000 0.00 762200.00 769233.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 16999800.00 14826592.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 87.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1000.00 867.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 1100.00 1084.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 2400.00 2283.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 100.00 99.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 97.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 1300.00 1320.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 600.00 612.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 100.00 102.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 107.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 102.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 104244000.00 106948376.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 252670000.00 264497988.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 100.00 100.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 100.00 102.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1000.00 1026.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 100.00 101.31 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140BA3D6 2055-09-01 5.500000 0.00 4209810.00 4271052.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BH4Q1 2055-10-01 5.500000 0.00 4725001.00 4805971.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BH4R9 2055-10-01 5.500000 0.00 1960030.00 1986654.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BRK24 2055-10-01 5.500000 0.00 65440.00 66572.54 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 1000.00 820.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 100.00 74.18 U.S. Treasuries (including strips) Y 2025-10-02 2025-10-02 2025-10-02 N N N 0.0420 500000000.00 500000000.00 0.0198 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.180000% 65999Z009 N/A 0000812291 65999Z009_4.1800 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 91282CJT9 2027-01-15 4.000000 0.00 201399000.00 203851750.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427CG72 2055-10-01 5.500000 0.00 2965991.00 3032626.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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(FICC)/Mizuho Securities USA LLC 4.210000% 65999Z009 N/A 0000812291 65999Z009_4.2100 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 91282CKS9 2026-05-31 4.875000 0.00 100.00 102.29 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. 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Corp. 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(FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.200000% 98599G006 N/A 98599G006_4.2000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N U.S. Treasury Note 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625000 0.00 185452700.00 251672640.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125000 0.00 210717000.00 258327418.90 U.S. Treasuries (including strips) Y 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 500000000.00 500000000.00 0.0198 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 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S6XOOCT0IEG5ABCC6L87 31288REY0 2050-06-01 6.370000 0.00 1082593.00 1035024.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128JR6K7 2037-06-01 6.795000 0.00 2998266.00 63797.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5J21 2037-05-01 6.688000 0.00 27988383.00 1358373.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2P2 2044-04-01 4.500000 0.00 1600000.00 258343.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPUA4 2044-02-01 4.500000 0.00 75000.00 8216.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRCA0 2045-02-01 3.500000 0.00 200000.00 22602.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.500000 0.00 1002.00 274.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132ADVP0 2047-08-01 4.500000 0.00 3160.00 821.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3.000000 0.00 165278.00 15379.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.500000 0.00 93000.00 19727.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6J76 2040-05-01 6.000000 0.00 424364.00 390395.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMVG7 2051-01-01 4.500000 0.00 15000.00 5191.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN5L3 2051-10-01 2.500000 0.00 153000.00 102224.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.500000 0.00 81793.00 54796.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNF40 2052-06-01 3.500000 0.00 395590.00 291531.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPJY5 2052-10-01 4.000000 0.00 6242866.00 5018910.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQW36 2053-07-01 5.000000 0.00 2165000.00 1767441.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSAX0 2052-06-01 3.500000 0.00 10000.00 8156.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTZV5 2053-05-01 4.500000 0.00 8913546.00 7781098.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVL60 2052-01-01 2.000000 0.00 1534720.00 962471.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C65B1 2053-06-01 5.000000 0.00 1000.00 782.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CCKH8 2053-08-01 5.500000 0.00 8000.00 6877.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CGR41 2053-11-01 5.500000 0.00 204628.00 137633.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJNY3 2053-11-01 6.500000 0.00 8000.00 5366.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFP1 2054-07-01 6.000000 0.00 2135142.00 1886008.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2054-09-01 5.500000 0.00 2332000.00 2097240.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CV3C6 2054-10-01 5.500000 0.00 1000.00 1002.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402KLY8 2033-08-01 5.500000 0.00 1885083.00 29904.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KVBU3 2050-12-01 2.000000 0.00 63000.00 33437.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJVS2 2039-11-01 4.990000 0.00 1000.00 1000.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q0LX8 2030-09-01 4.440000 0.00 1035500.00 1051888.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBCC0 2049-06-01 4.000000 0.00 126992.00 32842.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 1045877.00 182184.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 126765.00 30869.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEDV1 2050-07-01 3.000000 0.00 21710.00 9347.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CPE8 2047-09-01 3.500000 0.00 102944.00 12857.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2L5 2051-07-01 2.000000 0.00 1000.00 617.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2M3 2051-07-01 2.500000 0.00 1000.00 588.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3G5 2051-08-01 2.000000 0.00 1919000.00 1190542.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3J9 2051-08-01 3.000000 0.00 132638.00 71307.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D7E6 2051-12-01 2.000000 0.00 53449056.00 34685082.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DCB6 2049-05-01 4.500000 0.00 1000.00 116.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 30999.00 14757.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 841220.00 490969.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.500000 0.00 1000.00 615.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1000.00 647.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 662626.00 426636.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2.000000 0.00 1000.00 652.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDE0 2052-03-01 3.000000 0.00 70641.00 47924.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.500000 0.00 1000.00 684.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 1000.00 704.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDS9 2052-05-01 3.000000 0.00 1000.00 719.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 97000.00 68292.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 1000.00 788.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEL3 2052-08-01 5.000000 0.00 1000.00 758.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1000.00 738.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 9999.00 7694.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5.000000 0.00 1000.00 816.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 1008.00 856.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5.000000 0.00 1000.00 856.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LQAK6 2051-06-01 3.000000 0.00 30762.00 16965.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LWXM4 2052-10-01 4.051000 0.00 109986.00 78005.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7AH4 2055-01-01 5.000000 0.00 86165.00 85212.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MHTD1 2052-03-01 3.000000 0.00 1425534.00 913585.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MYAG7 2052-08-01 5.000000 0.00 1000.00 675.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N42U0 2053-01-01 6.500000 0.00 30455.00 24329.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N8T99 2052-12-01 5.784000 0.00 10760704.00 6357187.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CLH5 2047-06-01 4.000000 0.00 1000.00 105.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NNAG0 2053-07-01 5.500000 0.00 1384089.00 1164480.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLP1 2054-05-01 5.000000 0.00 106000.00 100294.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 5258580.00 5345162.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWJZ9 2030-11-01 4.340000 0.00 8235960.00 8305727.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NX5Z2 2032-04-01 4.400000 0.00 2590390.00 2610855.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DUF7 2050-11-01 1.500000 0.00 31685.00 17453.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DYX4 2051-05-01 2.000000 0.00 2941384.00 1762320.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZW5 2051-06-01 2.500000 0.00 1000.00 586.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECY4 2042-04-01 2.000000 0.00 600009.00 402188.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECZ1 2042-04-01 2.500000 0.00 264166.00 176441.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EE48 2052-07-01 3.500000 0.00 1000.00 755.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EGJ3 2052-08-01 4.000000 0.00 1000.00 777.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJ43 2052-10-01 3.500000 0.00 25000.00 19408.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJF8 2052-09-01 5.000000 0.00 25000.00 19014.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKT6 2052-11-01 4.500000 0.00 1000.00 805.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKU3 2052-11-01 5.000000 0.00 1024.00 813.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ENU0 2053-01-01 3.500000 0.00 1000.00 794.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EP38 2053-03-01 5.500000 0.00 17000.00 13281.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ES43 2053-06-01 5.000000 0.00 1008.00 850.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FAV9 2054-07-01 5.000000 0.00 1000.00 938.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FDC8 2054-10-01 6.000000 0.00 1000.00 877.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FNK9 2055-08-01 6.000000 0.00 1564881.00 1574219.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FNL7 2055-08-01 6.500000 0.00 8000.00 8141.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FQB6 2055-09-01 3.500000 0.00 399990.00 367374.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FQH3 2055-09-01 6.500000 0.00 1008.00 1048.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419AGZ4 2039-12-01 4.000000 0.00 1000.00 38.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419HYE6 2030-10-01 4.000000 0.00 517997.00 19914.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 39215.00 36202.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association N/A 3140B93N7 2055-08-01 6.500000 0.00 5983053.00 6244698.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B9MY2 2055-05-01 5.000000 0.00 196556.00 195176.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BASP2 2055-09-01 5.500000 0.00 1769830.00 1807813.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BF6F7 2055-08-01 6.000000 0.00 205160.00 211140.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BJW94 2055-07-01 6.000000 0.00 1241820.00 1280429.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BMNF3 2055-09-01 6.500000 0.00 1000.00 1039.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BNRR1 2055-09-01 6.000000 0.00 4675559.00 4844712.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BNSN9 2055-09-01 5.500000 0.00 1000.00 1019.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQYD7 2055-10-01 6.000000 0.00 1000.00 1038.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQYF2 2055-10-01 6.000000 0.00 1000.00 1032.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140E9KM7 2046-02-01 4.000000 0.00 408248.00 40795.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRMX8 2033-11-01 4.240000 0.00 612567.00 540919.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRSV6 2027-07-01 3.820000 0.00 499000.00 448245.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSAA9 2034-02-01 4.080000 0.00 1078620.00 1057442.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSM24 2029-01-01 3.790000 0.00 200000.00 198745.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 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2025-10-01 N N N 0.0420 250000000.00 250000000.00 0.0099 N Y Y N AllianceBernstein Fixed Income Shares 2025-10-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller