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S6XOOCT0IEG5ABCC6L87 3142GS7A0 2054-10-01 6.500000 0.00 1000.00 944.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VVX5 2050-10-20 2.000000 0.00 49219.00 23081.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MLHU4 2050-04-20 4.000000 0.00 1000.00 597.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MSCN0 2050-04-20 4.000000 0.00 2073.00 461.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QACD7 2050-09-20 3.000000 0.00 1014.00 84.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UNSR6 2051-02-20 3.500000 0.00 1021475.00 534423.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VDUG8 2051-09-20 4.000000 0.00 1000.00 818.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDM1 2051-08-20 3.500000 0.00 1000.00 846.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617W2RL4 2049-01-20 4.500000 0.00 2144.00 639.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X0CA7 2044-11-20 4.000000 0.00 1000.00 452.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X4J38 2051-12-20 4.000000 0.00 2003.00 1162.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X83Q5 2043-10-20 3.500000 0.00 2000.00 1431.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618AQY27 2053-11-20 8.000000 0.00 1455580.00 448906.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPZ76 2053-06-20 6.000000 0.00 1000.00 1050.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BTA26 2053-06-20 6.500000 0.00 1000.00 945.10 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Treasuries (including strips) U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 418800.00 341039.19 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RJ9 2044-11-15 3.000000 0.00 451200.00 362546.95 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 72.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 100.00 91.16 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 438600.00 372953.61 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 466100.00 457256.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 100.00 103.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 103.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 560300.00 573429.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 100.00 102.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 100.00 102.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 782000.00 802331.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 1800.00 1873.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 221200.00 234730.95 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 10133900.00 7799476.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RY6 2047-08-15 2.750000 0.00 50700.00 37417.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 4656100.00 3847858.41 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 6136600.00 4601671.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 58.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 200.00 132.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 100.00 59.69 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 1700.00 1014.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 17680000.00 12159361.39 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TC2 2041-11-15 2.000000 0.00 14526000.00 10415923.25 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 18000.00 11371.19 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 1048300.00 788121.82 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 100.00 86.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 443300.00 456621.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 700.00 701.79 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797NL7 2025-11-28 0.00 0.00 100.00 99.73 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797NU7 2025-12-26 0.00 0.00 2945100.00 2928321.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QW1 2042-05-15 3.000000 0.00 80667300.00 66968312.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 64300.00 60486.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 20909400.00 19669235.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 100.00 99.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 62100.00 62898.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UB2 2044-05-15 4.625000 0.00 792500.00 809276.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UB2 2044-05-15 4.625000 0.00 1365200.00 1394099.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 477800.00 449757.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UE6 2054-11-15 4.500000 0.00 1154600.00 1146719.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 391800.00 392682.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 1232900.00 1235676.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 100.00 102.34 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UL0 2045-05-15 5.000000 0.00 925800.00 989647.76 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UM8 2055-08-15 4.750000 0.00 6125600.00 6268301.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 69800.00 85522.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 60300.00 72256.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 94.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 263300.00 230521.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 89.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 400.00 384.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 1609600.00 1814653.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 33034600.00 32884965.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 261200.00 260477.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1048200.00 1132131.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 3187600.00 3328925.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 18500.00 19156.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 9100.00 9372.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 102.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 763200.00 769970.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 8241400.00 8630892.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 821700.00 850341.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 600.00 615.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 946800.00 943425.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 2223300.00 2260909.34 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CLT6 2026-10-31 3.970503 0.00 2300.00 2300.25 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0419 200000000.00 200000000.00 0.0074 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.140000% 22599G006 N/A 0001330437 22599G006_4.14_1103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association N/A 31418FKM8 2055-05-01 5.000000 0.00 77056.00 75096.26 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 141015900.00 149641937.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 3076100.00 3616175.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 100.00 100.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 1000.00 1047.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 49851700.00 50665577.23 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 200000000.00 200000000.00 0.0074 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.180000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-11-19 2026-11-19 N N N 0.0413 100073572.00 100073572.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.040000% 3130B5KN7 2549001DPIFGXC1TOL40 US3130B5KN76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-14 2025-11-14 N N N 0.0406 598997220.64 598997220.64 0.0223 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.060000% 3130B64V5 2549001DPIFGXC1TOL40 US3130B64V51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-06 2025-11-06 N N N 0.0406 149999974.50 149999974.50 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.055000% 3130B66E1 2549001DPIFGXC1TOL40 US3130B66E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-06 2025-11-06 N N N 0.0406 249499855.29 249499855.29 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.055000% 3130B6AQ9 2549001DPIFGXC1TOL40 US3130B6AQ90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-05 2025-11-05 N N N 0.0408 199999540.00 199999540.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.040000% 3130B6QP4 2549001DPIFGXC1TOL40 US3130B6QP44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-12-16 2025-12-16 N N N 0.0406 247995570.72 247995570.72 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.040000% 3130B6RF5 2549001DPIFGXC1TOL40 US3130B6RF52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-12-16 2025-12-16 N N N 0.0406 99998298.00 99998298.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.040000% 3130B6RK4 2549001DPIFGXC1TOL40 US3130B6RK48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-12-18 2025-12-18 N N N 0.0406 398493197.61 398493197.61 0.0148 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.040000% 3130B6RX6 2549001DPIFGXC1TOL40 US3130B6RX68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-12-16 2025-12-16 N N N 0.0406 498491515.53 498491515.53 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.045000% 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-01-15 2026-01-15 N N N 0.0407 548493741.62 548493741.62 0.0204 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.045000% 3130B6ZE9 2549001DPIFGXC1TOL40 US3130B6ZE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-02-11 2026-02-11 N N N 0.0407 499497417.59 499497417.59 0.0186 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.060000% 3130B74E1 2549001DPIFGXC1TOL40 US3130B74E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-01-16 2026-01-16 N N N 0.0408 348994915.07 348994915.07 0.0130 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.060000% 3130B75S9 2549001DPIFGXC1TOL40 US3130B75S95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-01-20 2026-01-20 N N N 0.0407 249003767.37 249003767.37 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.045000% 3130B7CX0 2549001DPIFGXC1TOL40 US3130B7CX07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-04 2025-11-04 N N N 0.0407 348999165.89 348999165.89 0.0130 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.045000% 3130B7D35 2549001DPIFGXC1TOL40 US3130B7D350 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-06 2025-11-06 N N N 0.0407 248999467.14 248999467.14 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.045000% 3130B7DN1 2549001DPIFGXC1TOL40 US3130B7DN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2025-11-04 2025-11-04 N N N 0.0407 98999794.08 98999794.08 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.065000% 3130B7EQ3 2549001DPIFGXC1TOL40 US3130B7EQ38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-02-06 2026-02-06 N N N 0.0409 198999140.32 198999140.32 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.065000% 3130B7FQ2 2549001DPIFGXC1TOL40 US3130B7FQ29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-02-13 2026-02-13 N N N 0.0409 249996157.50 249996157.50 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank 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 0.0424 299791011.00 299791011.00 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3130B7NV2 2549001DPIFGXC1TOL40 US3130B7NV22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0401 299982261.00 299982261.00 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.375000% 3130B7SP0 2549001DPIFGXC1TOL40 US3130B7SP09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-12 2026-03-12 2026-03-12 N N N 0.0353 498719067.99 498719067.99 0.0186 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.050000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-06-15 2026-06-15 N N N 0.0407 499742258.87 499742258.87 0.0186 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.065000% 3130B8B68 2549001DPIFGXC1TOL40 US3130B8B683 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-06-22 2026-06-22 N N N 0.0409 549491675.08 549491675.08 0.0204 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.055000% 3130B8B84 2549001DPIFGXC1TOL40 US3130B8B840 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-04-21 2026-04-21 N N N 0.0408 99498585.11 99498585.11 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.180000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-10-23 2026-10-23 N N N 0.0413 39777121.03 39777121.03 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.180000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-11-04 2026-11-04 N N N 0.0413 30021378.30 30021378.30 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.065000% 3133ETSL2 254900C5LP6DN9OP9V83 US3133ETSL26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-02-06 2026-02-06 N N N 0.0409 283997250.88 283997250.88 0.0106 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.065000% 3133ETWH6 254900C5LP6DN9OP9V83 US3133ETWH67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-03-02 2026-03-02 N N N 0.0409 34999195.00 34999195.00 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.140000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-02-09 2026-02-09 N N N 0.0407 50012080.50 50012080.50 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-09-23 2026-09-23 N N N 0.0412 119834205.81 119834205.81 0.0045 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-10-16 2026-10-16 N N N 0.0414 94056638.76 94056638.76 0.0035 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-10-29 2026-10-29 N N N 0.0412 79813356.59 79813356.59 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2027-09-22 2027-09-22 N N N 0.0420 99495329.47 99495329.47 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2027-10-06 2027-10-06 N N N 0.0420 399482489.92 399482489.92 0.0149 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.180000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2027-10-14 2027-10-14 N N N 0.0420 199492349.18 199492349.18 0.0074 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 0.0415 21301331.31 21301331.31 0.0008 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.140000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-06-18 2026-06-18 N N N 0.0406 200119496.00 200119496.00 0.0074 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.160000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-07-29 2026-07-29 N N N 0.0412 37016570.82 37016570.82 0.0014 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.180000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-10-23 2026-10-23 N N N 0.0413 72047877.84 72047877.84 0.0027 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.180000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-03 2026-11-20 2026-11-20 N N N 0.0412 72063950.40 72063950.40 0.0027 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.170000% 46699D001 N/A 0001168163 46699D001_4.17_1103 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 7313924 2034-11-30 4.250000 0.00 700243250.00 714000003.76 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0417 700000000.00 700000000.00 0.0260 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.200000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.20_1103 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 7313938 2029-12-31 4.370000 0.00 1000350000.00 1019999998.37 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0420 1000000000.00 1000000000.00 0.0372 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.170000% 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 U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 9999100.00 7286073.98 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 600.00 461.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 640397200.00 653777318.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 65751000.00 67174881.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 101.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 127317000.00 128086719.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 224839200.00 224400089.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 100.00 100.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 59683000.00 52273250.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 121557000.00 115702230.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 12999800.00 11369707.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 283885000.00 253972955.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 16000000.00 15955724.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 300.00 305.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 105.22 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0417 1500000000.00 1500000000.00 0.0558 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.170000% 65999Z009 N/A 0000812291 65999Z009_4.1700 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Bond N/A 912810RA8 2043-02-15 0.625000 0.00 500.00 540.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RR1 2046-02-15 1.000000 0.00 200.00 213.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TP3 2053-02-15 1.500000 0.00 200.00 177.36 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RW0 2047-02-15 0.875000 0.00 2205100.00 2214804.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SB5 2048-02-15 1.000000 0.00 999800.00 997476.36 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SG4 2049-02-15 1.000000 0.00 999700.00 962981.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SM1 2050-02-15 0.250000 0.00 105000400.00 79374777.61 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FQ6 2032-04-15 3.375000 0.00 999500.00 2032809.14 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PS1 2027-01-15 2.375000 0.00 200.00 327.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PZ5 2029-01-15 2.500000 0.00 145000.00 228859.10 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QF8 2040-02-15 2.125000 0.00 999800.00 1517795.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UH9 2055-02-15 2.375000 0.00 5155000.00 5256983.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 24890700.00 28055494.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 6459600.00 6856788.78 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0417 125000000.00 125000000.00 0.0047 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 0.0373 294217599.00 294217599.00 0.0109 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RJ8 254900HROIFWPRGM1V77 US912797RJ86 U.S. Treasury Debt Y 2026-01-15 2026-01-15 2026-01-15 N N N 0.0385 494689485.94 494689485.94 0.0184 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SC2 254900HROIFWPRGM1V77 US912797SC25 U.S. Treasury Debt Y 2026-03-26 2026-03-26 2026-03-26 N N N 0.0383 492611665.00 492611665.00 0.0183 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SJ7 254900HROIFWPRGM1V77 US912797SJ77 U.S. Treasury Debt Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0384 495208335.00 495208335.00 0.0184 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y 2026-04-09 2026-04-09 2026-04-09 N N N 0.0383 588803384.30 588803384.30 0.0219 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y 2026-04-23 2026-04-23 2026-04-23 N N N 0.0382 490567102.63 490567102.63 0.0183 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SN8 254900HROIFWPRGM1V77 US912797SN89 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N N N 0.0382 490852780.00 490852780.00 0.0183 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SQ1 254900HROIFWPRGM1V77 US912797SQ11 U.S. Treasury Debt Y 2026-02-10 2026-02-10 2026-02-10 N N N 0.0385 494829655.00 494829655.00 0.0184 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y 2026-03-03 2026-03-03 2026-03-03 N N N 0.0384 493818610.00 493818610.00 0.0184 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 0.0391 398743748.00 398743748.00 0.0148 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 0.0380 198751302.00 198751302.00 0.0074 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 0.0377 98072266.00 98072266.00 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0375 196238282.00 196238282.00 0.0073 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 0.0391 694066408.00 694066408.00 0.0258 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 0.0382 493851560.00 493851560.00 0.0184 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 0.0383 788093752.00 788093752.00 0.0293 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 0.0377 292732911.00 292732911.00 0.0109 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0375 97458594.00 97458594.00 0.0036 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 0.0391 99984375.00 99984375.00 0.0037 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.010500% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2025-11-04 2026-01-31 2026-01-31 N N N 0.0395 185398289.56 185398289.56 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.947500% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2025-11-04 2026-07-31 2026-07-31 N N N 0.0395 199997684.00 199997684.00 0.0074 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 0.0378 199949218.00 199949218.00 0.0074 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0375 199545312.00 199545312.00 0.0074 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.130000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_4.13_1103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank N/A 3133EP5M3 2026-03-18 4.225000 0.00 45000.00 45228.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPCF0 2026-03-02 4.500000 0.00 2000000.00 2018730.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPCR4 2026-03-09 4.750000 0.00 250000.00 252447.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPD44 2025-11-14 4.425000 0.00 100000.00 100966.58 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPWD3 2026-04-20 4.875000 0.00 2000000.00 2010959.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERBG5 2026-01-16 4.180000 0.00 445000.00 445822.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERBQ3 2026-04-17 4.220000 0.00 105000.00 105188.07 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EREL1 2026-05-14 4.360000 0.00 155000.00 156504.28 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERMR9 2025-12-29 4.355000 0.00 15000.00 15059.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERPQ8 2026-11-13 4.430000 0.00 240000.00 242722.13 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERRW3 2026-09-03 3.875000 0.00 1000000.00 1007183.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERVU2 2026-10-02 3.500000 0.00 2000000.00 2000418.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETAW7 2030-03-26 4.650000 0.00 10000.00 10051.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETK63 2035-04-23 4.990000 0.00 46984000.00 46813395.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETM53 2032-10-27 4.660000 0.00 47030000.00 46775933.49 Agency Mortgage-Backed Securities Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0413 100000000.00 100000000.00 0.0037 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.140000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_4.14_1103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank N/A 3133ERZU8 2027-11-12 4.520000 0.00 87256000.00 88473851.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETAN7 2026-11-24 4.150000 0.00 97000000.00 97723862.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETGG6 2028-05-09 4.510000 0.00 73000000.00 73811577.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETK63 2035-04-23 4.990000 0.00 21916000.00 21836420.57 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XGAY0 2036-07-15 5.500000 0.00 8270000.00 9230597.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 3150000.00 3524355.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.750000 0.00 414000.00 476963.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 2361000.00 2724973.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFJ7 2030-01-15 7.125000 0.00 408000.00 469721.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MFP3 2030-05-15 7.250000 0.00 109000.00 128638.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0K36 2026-04-24 2.125000 0.00 2078000.00 2061299.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0Q22 2026-09-24 1.875000 0.00 945000.00 930872.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31398AFD9 2037-07-15 5.625000 0.00 500000.00 562006.25 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 313385PF7 2025-11-14 0.00 0.00 59500000.00 59408370.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 313385QZ2 2025-12-26 0.00 0.00 15000000.00 14909700.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AFFX0 2028-11-16 3.250000 0.00 2410000.00 2419027.46 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ANLZ1 2026-08-26 0.900000 0.00 500000.00 488167.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATVX2 2032-12-10 4.750000 0.00 190000.00 202049.45 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AV4S8 2043-03-10 5.900000 0.00 25000.00 25208.96 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B0KT5 2026-04-21 4.650000 0.00 1500000.00 1506434.50 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B1BT3 2026-06-12 4.875000 0.00 1490000.00 1526583.85 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B1XA0 2026-04-10 4.380000 0.00 60000.00 60165.74 Agency Mortgage-Backed Securities Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 375000000.00 375000000.00 0.0140 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.160000% 928DVK003 FOR8UP27PHTHYVLBNG30 0000769993 928DVK003_4.16_1103 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 3133CWVK5 2054-10-01 5.500000 0.00 502288.00 505536.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERSH5 2044-09-12 5.670000 0.00 20000000.00 20038950.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETK30 2045-10-23 5.370000 0.00 23000000.00 22883420.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ETXM4 2034-03-15 4.950000 0.00 19790000.00 19870980.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WHMF6 2046-07-01 4.000000 0.00 1003000.00 254543.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FHV2 2055-03-01 4.000000 0.00 2215528.00 2040215.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617YM4J8 2049-10-20 4.000000 0.00 2377132.00 1244659.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36181WXF6 2044-02-20 4.000000 0.00 9219488.00 1207306.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 13945.00 12146.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPBW7 2052-11-01 5.500000 0.00 255000.00 178182.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 11190576.00 9937035.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWBN2 2053-02-01 6.000000 0.00 7358590.00 4913051.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NHPY8 2054-02-01 5.500000 0.00 1758884.00 1690806.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVL62 2029-07-01 4.720000 0.00 30195000.00 30935331.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSAN1 2053-05-01 5.000000 0.00 147000.00 124909.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVZU1 2045-01-01 6.000000 0.00 1136222.00 1149812.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6Z46 2033-12-01 3.500000 0.00 271000.00 54506.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPVV8 2049-12-01 3.500000 0.00 39024000.00 31670973.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DMC3 2030-03-01 3.000000 0.00 1020000.00 125759.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NHL6 2055-05-01 5.500000 0.00 103034496.00 103874082.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176DPZ0 2041-04-20 4.500000 0.00 1147872.00 77375.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5F1 2052-05-20 4.500000 0.00 73712900.00 54650393.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X46D0 2047-03-15 2.500000 0.00 3540132.00 2844614.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F4TJ0 2060-11-15 4.960000 0.00 14300576.00 14387799.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FMKN0 2053-09-20 5.500000 0.00 3520092.00 3510815.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K8FU5 2055-01-20 6.500000 0.00 1627038.00 1508075.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LECJ9 2055-07-20 5.500000 0.00 21455712.00 21819921.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LLTN6 2055-09-20 6.500000 0.00 772919.00 809754.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LPPA9 2055-09-20 5.500000 0.00 6387400.00 6496115.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LSX63 2055-09-20 5.500000 0.00 2514244.00 2578171.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LSZX2 2055-09-20 6.000000 0.00 60289664.00 62232952.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618MAU23 2055-10-20 6.000000 0.00 1841976.00 1936845.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618MAUU1 2055-10-20 6.000000 0.00 1446350.00 1529195.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5TL3 2055-08-20 4.500000 0.00 45808448.00 44771186.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5XR5 2055-10-20 6.000000 0.00 96940800.00 99335140.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NTDC8 2055-09-20 5.500000 0.00 1699116.00 1716595.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ABHH8 2051-11-20 3.500000 0.00 52565184.00 39082839.01 Agency Collateralized Mortgage Obligation Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0416 600000000.00 600000000.00 0.0223 N Y Y N Bank of America NA Bank of America NA 4.140000% 943GEK006 N/A 943GEK006_4.14_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 912810TP3 2053-02-15 1.500000 0.00 75133000.00 66626974.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 101228800.00 101673035.04 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 165000000.00 165000000.00 0.0061 N Y Y N Bank of America NA Bank of America NA 4.150000% 943GEK006 B4TYDEB6GKMZO031MB27 0001102113 943GEK006_4.1500 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 36184HMM3 2045-03-20 3.500000 0.00 41923.00 5934.50 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810RA8 2043-02-15 0.625000 0.00 300.00 324.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RL4 2045-02-15 0.750000 0.00 100.00 103.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 75236300.00 51215447.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 600.00 517.92 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 1700.00 1554.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 300.00 277.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TS7 2043-05-15 3.875000 0.00 300.00 279.69 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 2000.00 1847.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 500.00 491.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 100.00 103.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 1000.00 943.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 27957500.00 28884119.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 103.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 100.00 102.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 100.00 103.23 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CMJ7 2027-01-31 3.863503 0.00 100.00 99.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 200.00 208.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 600.00 636.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RZ3 2047-11-15 2.750000 0.00 200.00 148.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SB5 2048-02-15 1.000000 0.00 200.00 199.54 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 200.00 152.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 100.00 65.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SK5 2049-11-15 2.375000 0.00 100.00 67.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 300.00 199.06 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 100.00 59.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TE8 2052-02-15 0.125000 0.00 100.00 64.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 100.00 75.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200.00 210.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 700.00 707.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 100.00 101.56 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CMX6 2027-04-30 3.925503 0.00 300.00 299.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 1981600.00 2038848.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 300.00 309.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 300.00 309.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 2024200.00 2060660.46 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CNQ0 2027-07-31 3.924503 0.00 300.00 299.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1500.00 1531.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 200.00 201.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 500.00 501.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2500.00 2489.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 1500.00 1496.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 1700.00 1684.60 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CPG0 2027-10-31 3.955503 0.00 200.00 199.93 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36179MQM5 2042-10-20 2.500000 0.00 1000.00 154.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179R7H6 2046-04-20 3.000000 0.00 11791.00 1217.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179T4P7 2048-07-20 4.000000 0.00 2000.00 182.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UML3 2049-02-20 4.000000 0.00 118594.00 9469.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VAK6 2034-12-20 3.000000 0.00 1000.00 135.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VJT8 2035-03-20 4.000000 0.00 28520.00 7335.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W2T4 2052-03-20 2.000000 0.00 5993.00 3828.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDS4 2051-04-20 3.000000 0.00 15063.00 6833.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WY93 2052-03-20 2.500000 0.00 3000.00 1921.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XQY5 2053-01-20 6.000000 0.00 181827.00 103791.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XX43 2053-04-20 4.500000 0.00 7794.00 6446.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XZ82 2053-05-20 5.500000 0.00 10731.00 6925.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YYQ1 2051-04-20 2.500000 0.00 46158.00 33618.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617M3D87 2049-11-20 3.000000 0.00 2000.00 992.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QY2Q7 2052-01-20 3.000000 0.00 1000.00 765.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GGJA2 2054-01-20 7.500000 0.00 64139.00 54869.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JJY73 2055-05-20 5.500000 0.00 1133.00 1148.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KTXJ4 2055-07-20 5.000000 0.00 1000.00 1003.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KUZP5 2060-07-15 6.040000 0.00 3190.00 3426.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L8Q81 2060-09-15 5.450000 0.00 3960.00 4112.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36196RUQ9 2047-10-20 4.250000 0.00 12923.00 6836.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36200N3F6 2034-09-15 5.500000 0.00 844909.00 6413.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202DDC2 2029-08-20 8.000000 0.00 32612.00 3.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622A2TN2 2045-09-20 4.000000 0.00 2048.00 167.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AASY1 2049-12-20 4.500000 0.00 3115.00 735.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ACXB1 2053-08-20 5.500000 0.00 5021.00 3932.57 Agency Collateralized Mortgage Obligation U.S. Treasury Bill 254900HROIFWPRGM1V77 912797QQ3 2025-11-13 0.00 0.00 100.00 99.86 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 100.00 96.43 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SM0 2026-04-23 0.00 0.00 300.00 294.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FE3 2028-08-15 5.500000 0.00 400.00 424.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FH6 2029-04-15 3.875000 0.00 200.00 428.57 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FJ2 2029-08-15 6.125000 0.00 1100.00 1208.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FS2 2026-01-15 2.000000 0.00 300.00 492.34 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PT9 2037-02-15 4.750000 0.00 100.00 106.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QK7 2040-08-15 3.875000 0.00 728000.00 688976.30 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QP6 2041-02-15 2.125000 0.00 100.00 148.65 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QS0 2041-08-15 3.750000 0.00 500.00 461.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QT8 2041-11-15 3.125000 0.00 400.00 341.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QX9 2042-08-15 2.750000 0.00 17800.00 14077.95 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UC0 2054-08-15 4.250000 0.00 200.00 188.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UF3 2044-11-15 4.625000 0.00 300.00 306.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 100.00 100.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UN6 2045-08-15 4.875000 0.00 400.00 416.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 300.00 393.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 12567600.00 12402412.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625000 0.00 100.00 136.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 600.00 806.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 100.00 132.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 93.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 119.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 500.00 437.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 200.00 188.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125000 0.00 100.00 122.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 400.00 360.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 6640400.00 6271372.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 600.00 705.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 189.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 100.00 107.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 4923700.00 4402936.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 303000.00 289593.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 600.00 632.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 300.00 297.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 3000.00 3320.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 100.00 102.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGA3 2025-12-15 4.000000 0.00 200.00 203.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 100.00 101.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 800.00 843.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 300.00 323.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 100.00 99.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 300.00 304.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 300.00 305.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 100.00 102.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 100.00 100.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 300.00 307.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 105.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 103.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 100.00 101.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.010503 0.00 100.00 100.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 100.00 106.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 200.00 205.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 200.00 204.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 200.00 202.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 300.00 322.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 700.00 732.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 100.00 103.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 200.00 206.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 300.00 315.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 300.00 298.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 700.00 697.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 100.00 101.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 100.00 100.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 3462500.00 3620235.18 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 110000000.00 110000000.00 0.0041 N Y Y N Bank of America NA Bank of America NA 4.150000% 943GEK006 N/A 943GEK006_4.15_1103 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. 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S6XOOCT0IEG5ABCC6L87 3132DWJ79 2053-12-01 7.000000 0.00 38933504.00 19186171.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q9YZ0 2033-10-01 4.000000 0.00 189000.00 36913.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W3U80 2051-08-01 4.000000 0.00 13047472.00 12830066.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31413DR66 2037-08-01 5.500000 0.00 17075968.00 150264.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417C3K9 2042-09-01 3.000000 0.00 405075.00 71699.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVTY7 2055-11-01 5.000000 0.00 11620095.00 11795229.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FTDV7 2058-05-15 4.550000 0.00 2000.00 1926.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LFSR1 2065-07-20 6.500000 0.00 1000.00 1033.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LRQK2 2055-10-20 6.500000 0.00 1000.00 1050.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LSM57 2055-09-20 6.000000 0.00 1000.00 1042.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618LTEU9 2055-10-20 6.500000 0.00 1029.00 1054.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618M3VS1 2055-10-20 5.500000 0.00 1000.00 1007.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5J59 2040-04-20 5.500000 0.00 1000.00 956.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5VN6 2047-07-20 4.000000 0.00 1000.00 948.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AAV92 2050-12-20 3.000000 0.00 1032.00 488.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AAWD2 2050-12-20 3.500000 0.00 3103.00 1166.14 Agency Collateralized Mortgage Obligation Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 55000000.00 55000000.00 0.0020 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 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S6XOOCT0IEG5ABCC6L87 3133C65B1 2053-06-01 5.000000 0.00 1000.00 784.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CCKH8 2053-08-01 5.500000 0.00 8000.00 6879.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CGR41 2053-11-01 5.500000 0.00 204628.00 137797.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJNY3 2053-11-01 6.500000 0.00 8000.00 5384.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFP1 2054-07-01 6.000000 0.00 2135142.00 1887023.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2054-09-01 5.500000 0.00 2332000.00 2095499.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CV3C6 2054-10-01 5.500000 0.00 1000.00 1003.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0E64 2054-10-01 6.000000 0.00 1000.00 528.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288REY0 2050-06-01 6.315000 0.00 1082592.00 1015801.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RGG7 2055-08-01 5.193000 0.00 1024.00 1027.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJ3W0 2050-09-01 2.500000 0.00 1000.00 471.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJ4A7 2050-09-01 2.000000 0.00 1000.00 525.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN6W8 2052-04-01 4.000000 0.00 1000.00 710.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNGL1 2051-12-01 2.000000 0.00 22787.00 14202.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNNK5 2052-01-01 2.000000 0.00 1000.00 654.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPNC8 2052-06-01 3.500000 0.00 8000.00 5734.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPTD0 2052-08-01 3.000000 0.00 1000.00 761.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQUT1 2053-04-01 5.000000 0.00 2130.00 1727.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRB29 2053-05-01 5.000000 0.00 1000.00 856.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWS4 2042-05-01 2.500000 0.00 351000.00 242718.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8C37 2036-03-01 2.000000 0.00 1000.00 475.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133LPVM6 2032-10-01 3.500000 0.00 198480.00 87480.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W6GW1 2054-02-01 6.500000 0.00 1545722.00 1083336.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBTV8 2054-05-01 5.500000 0.00 1000.00 953.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 39215.00 35376.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YZN6 2049-12-01 3.000000 0.00 50000.00 8504.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31368HP64 2055-03-01 6.500000 0.00 5271938.00 4465650.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31373KHS1 2032-10-01 4.637000 0.00 15212051.00 19510.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31385XEC7 2033-06-01 5.500000 0.00 1154034.00 4928.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ANCQ4 2041-08-01 4.500000 0.00 1010.00 79.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138APDU9 2042-06-01 4.000000 0.00 4059613.00 1348183.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EGLN2 2034-09-01 6.361000 0.00 990579.00 40895.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EL6U2 2041-11-01 4.500000 0.00 1000.00 102.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EN6S3 2044-10-01 4.000000 0.00 1000.00 79.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERDQ0 2046-04-01 4.500000 0.00 234007.00 24544.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERST8 2042-09-01 6.593000 0.00 48621913.00 2226072.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERTC4 2046-11-01 3.500000 0.00 300000.00 45110.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LGLC8 2028-12-01 3.020000 0.00 2800764.00 2456575.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WBQU2 2044-04-01 4.500000 0.00 8167728.00 1172235.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGHT4 2046-01-01 3.500000 0.00 100000.00 21590.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WRXK1 2043-06-01 4.000000 0.00 98000.00 13307.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402KLY8 2033-08-01 5.500000 0.00 1885073.00 29385.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31404UDP2 2034-04-01 6.300000 0.00 1003.00 12.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A5Q92 2053-11-01 6.000000 0.00 179303.00 125853.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A7EB6 2054-02-01 5.500000 0.00 1465341.00 1464159.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A8FV9 2054-03-01 6.000000 0.00 653883.00 486796.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A9QD5 2054-05-01 5.500000 0.00 1000.00 992.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AEYC7 2054-06-01 6.500000 0.00 3032928.00 2430815.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AR3T5 2054-10-01 5.500000 0.00 144086.00 145655.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B0JL3 2054-11-01 4.500000 0.00 557958.00 469600.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B4J50 2055-02-01 6.500000 0.00 1000.00 863.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B93N7 2055-08-01 6.500000 0.00 1000.00 1049.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B9MY2 2055-05-01 5.000000 0.00 196556.00 195708.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BAQ82 2055-06-01 5.000000 0.00 1000.00 996.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BASP2 2055-09-01 5.500000 0.00 1769830.00 1503149.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BASR8 2055-09-01 5.500000 0.00 1000.00 1014.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BE2N7 2055-07-01 6.000000 0.00 1000.00 881.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BF6F7 2055-08-01 6.000000 0.00 205160.00 204830.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BFRN7 2055-07-01 6.000000 0.00 1072.00 1087.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BGDH3 2055-08-01 6.000000 0.00 1000.00 997.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BGDJ9 2055-08-01 6.500000 0.00 3958728.00 4145122.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BJW94 2055-07-01 6.000000 0.00 1241820.00 1284434.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BMKM1 2055-08-01 5.000000 0.00 1000.00 1006.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BMNF3 2055-09-01 6.500000 0.00 1000.00 1040.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BNRR1 2055-09-01 6.000000 0.00 4675559.00 4843758.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BNSN9 2055-09-01 5.500000 0.00 1000.00 1021.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQ4M0 2055-10-01 7.000000 0.00 1000.00 1055.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQYD7 2055-10-01 6.000000 0.00 1000.00 1041.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQYF2 2055-10-01 6.000000 0.00 1000.00 1036.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BQYQ8 2055-09-01 6.000000 0.00 1008.00 1043.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KNFZ6 2050-09-01 2.500000 0.00 55998.00 25417.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KSJV0 2051-09-01 2.500000 0.00 825000.00 492349.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KVBU3 2050-12-01 2.000000 0.00 63000.00 33499.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJVS2 2039-11-01 4.990000 0.00 1000.00 1001.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LQAK6 2051-06-01 3.000000 0.00 30762.00 16732.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LWXM4 2052-10-01 4.051000 0.00 109986.00 78502.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7AH4 2055-01-01 5.000000 0.00 86165.00 85463.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MHTD1 2052-03-01 3.000000 0.00 1425534.00 912032.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MWN28 2053-04-01 6.000000 0.00 1000.00 678.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MYAG7 2052-08-01 5.000000 0.00 1000.00 670.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N3AS8 2052-10-01 5.000000 0.00 1000.00 730.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N42U0 2053-01-01 6.500000 0.00 30455.00 24424.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJF8 2052-09-01 5.000000 0.00 25000.00 18900.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKQ2 2052-11-01 3.000000 0.00 1016.00 804.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKT6 2052-11-01 4.500000 0.00 1000.00 802.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ENL0 2053-01-01 6.000000 0.00 1000.00 673.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ENU0 2053-01-01 3.500000 0.00 1000.00 797.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EP38 2053-03-01 5.500000 0.00 17000.00 13124.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ES43 2053-06-01 5.000000 0.00 1002020.00 841691.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FAV9 2054-07-01 5.000000 0.00 1000.00 936.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FDC8 2054-10-01 6.000000 0.00 1000.00 857.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FGX9 2055-02-01 5.000000 0.00 103392771.00 98971012.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FLS4 2055-06-01 6.000000 0.00 1000.00 979.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FNK9 2055-08-01 6.000000 0.00 375000.00 373288.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FNL7 2055-08-01 6.500000 0.00 8000.00 7974.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140E9KM7 2046-02-01 4.000000 0.00 408247.00 40930.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FQWJ2 2047-02-01 3.000000 0.00 526730.00 121302.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRMX8 2033-11-01 4.240000 0.00 612567.00 541064.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRSV6 2027-07-01 3.820000 0.00 499000.00 447680.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSAA9 2034-02-01 4.080000 0.00 1078620.00 1061728.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSM24 2029-01-01 3.790000 0.00 200000.00 198947.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1330671.00 1196215.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 2008200.00 1830494.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5J34 2043-08-01 3.000000 0.00 138000.00 37298.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5W39 2047-04-01 3.000000 0.00 100000.00 27737.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J8D67 2048-03-01 3.500000 0.00 1000.00 236.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9PD7 2038-11-01 4.000000 0.00 71072.00 12918.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9SH5 2047-12-01 4.000000 0.00 1435000.00 449632.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9VU2 2048-01-01 3.500000 0.00 1909000.00 551186.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JAEL8 2048-11-01 5.000000 0.00 1999996.00 422347.99 Agency 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2027-10-31 3.500000 0.00 100.00 99.80 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132DWNZ2 2055-02-01 6.500000 0.00 12097.00 10227.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.500000 0.00 17000.00 16348.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWPV9 2055-05-01 7.000000 0.00 1000.00 861.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E02D3 2053-11-01 6.000000 0.00 14061169.00 13414137.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6.000000 0.00 1000.00 839.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0LZ3 2053-05-01 4.500000 0.00 889000.00 732412.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0QD7 2053-10-01 5.500000 0.00 34682084.00 26131727.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XDB77 2030-01-01 4.720000 0.00 177296.00 180087.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 3837.00 3043.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFX37 2035-03-01 4.450000 0.00 1690217.00 1689810.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31339UZU7 2049-11-01 3.500000 0.00 1000.00 526.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3CW6 2050-03-01 3.000000 0.00 114998.00 49223.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.500000 0.00 2000.00 1231.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1000.00 638.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1000.00 647.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 662626.00 427289.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDE0 2052-03-01 3.000000 0.00 70641.00 47856.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.500000 0.00 32977.00 22543.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 1000.00 705.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 97000.00 68358.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 1000.00 784.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTZG8 2054-07-01 6.000000 0.00 1000.00 877.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTZV5 2053-05-01 4.500000 0.00 8913546.00 7676278.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6A8 2050-05-01 4.500000 0.00 1000.00 228.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 18694000.00 6711967.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVGV1 2055-01-01 5.500000 0.00 24000.00 22214.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVL60 2052-01-01 2.000000 0.00 1534719.00 959257.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 16863.00 10841.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMB8 2052-04-01 2.500000 0.00 469599.00 305955.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 30999.00 14736.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWAH6 2050-11-01 3.000000 0.00 109018.00 39254.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 841221.00 490323.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMVG7 2051-01-01 4.500000 0.00 15000.00 5176.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN5L3 2051-10-01 2.500000 0.00 153000.00 101615.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.500000 0.00 81792.00 54531.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNF40 2052-06-01 3.500000 0.00 395590.00 290587.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPCK2 2052-11-01 5.500000 0.00 1003.00 790.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPJY5 2052-10-01 4.000000 0.00 6242866.00 5012268.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 1000.00 698.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPXW3 2053-03-01 6.000000 0.00 1000.00 799.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQW36 2053-07-01 5.000000 0.00 2165000.00 1754811.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSAX0 2052-06-01 3.500000 0.00 10000.00 8172.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSWC2 2054-04-01 6.000000 0.00 1000.00 856.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KXW9 2038-02-01 3.000000 0.00 92818.00 13814.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MVA5 2043-04-01 3.000000 0.00 129911.00 24237.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PFE8 2048-07-01 4.500000 0.00 359676.00 79353.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A16R0 2037-12-01 6.500000 0.00 13494587.00 80355.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A33X6 2042-06-01 4.000000 0.00 1087.00 120.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4RV2 2045-03-01 3.500000 0.00 503997.00 64797.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5F91 2046-12-01 2.500000 0.00 4474616.00 1137124.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADUD8 2045-11-01 3.500000 0.00 3560000.00 1035148.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADVP0 2047-08-01 4.500000 0.00 3163.00 818.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3.000000 0.00 165278.00 15192.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.500000 0.00 93000.00 19585.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 1000.00 744.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D9QC1 2042-09-01 2.500000 0.00 1000.00 756.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMSH9 2050-12-01 4.000000 0.00 1000.00 371.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128JR6K7 2037-06-01 6.750000 0.00 2956818.00 62493.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128JRE69 2034-11-01 6.403000 0.00 21145715.00 325988.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5J21 2037-05-01 6.640000 0.00 27988383.00 1351889.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2P2 2044-04-01 4.500000 0.00 1596132.00 257630.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPUA4 2044-02-01 4.500000 0.00 75000.00 8215.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.500000 0.00 1002.00 274.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AAFW7 2050-09-01 5.000000 0.00 1000.00 552.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AFA84 2051-02-01 2.000000 0.00 1000.00 569.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AUDY1 2051-10-01 3.000000 0.00 8000.00 5104.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.500000 0.00 8000.00 5166.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJNV0 2052-08-01 5.000000 0.00 1000.00 720.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BLBW6 2052-09-01 5.000000 0.00 1000.00 663.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSDD1 2052-12-01 6.000000 0.00 1000.00 839.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5.000000 0.00 554881.00 431065.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT4M9 2053-01-01 6.500000 0.00 1000.00 745.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWL84 2053-01-01 5.500000 0.00 179123.00 151389.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N8T99 2052-12-01 5.784000 0.00 10760714.00 6253286.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NNAG0 2053-07-01 5.500000 0.00 1384089.00 1156668.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQ5F1 2054-06-01 5.500000 0.00 1000.00 924.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLP1 2054-05-01 5.000000 0.00 106000.00 99634.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 5258577.00 5355855.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWJZ9 2030-11-01 4.340000 0.00 8235960.00 8316472.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NX5Z2 2032-04-01 4.400000 0.00 2590390.00 2614212.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q0UK6 2032-10-01 4.165000 0.00 993800.00 987408.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8K95 2048-02-01 4.500000 0.00 1008.00 289.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBCC0 2049-06-01 4.000000 0.00 126992.00 32572.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 1045877.00 182528.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 126765.00 31048.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEDV1 2050-07-01 3.000000 0.00 21710.00 9340.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFG60 2050-05-01 5.000000 0.00 1586189.00 218543.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QGNL7 2051-01-01 2.000000 0.00 1000.00 558.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLJJ6 2051-06-01 3.500000 0.00 1000.00 255.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLRE8 2051-08-01 2.500000 0.00 1000.00 630.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QM6A7 2052-01-01 3.000000 0.00 1000.00 655.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN6U1 2052-05-01 3.000000 0.00 21000.00 14839.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNLM2 2052-03-01 2.500000 0.00 1008.00 642.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNNT5 2052-03-01 2.000000 0.00 1296354.00 837963.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNSY9 2052-04-01 3.000000 0.00 10000.00 6838.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKM8 2052-06-01 3.500000 0.00 93000.00 68467.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPTS6 2052-07-01 4.500000 0.00 1000.00 811.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPVE4 2052-07-01 4.500000 0.00 9091.00 7196.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 8000.00 6034.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRPZ0 2053-03-01 5.000000 0.00 1000.00 808.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRWP4 2053-04-01 5.000000 0.00 1000.00 727.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSG96 2053-06-01 5.500000 0.00 1523952.00 1227401.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSHN4 2053-06-01 6.000000 0.00 13801593.00 11206725.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVQS6 2054-11-01 5.000000 0.00 1000.00 942.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0P41 2054-11-01 3.500000 0.00 890000.00 785749.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CY7 2054-04-01 5.000000 0.00 8470688.00 7997613.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1PE7 2054-10-01 5.500000 0.00 11640170.00 11045608.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1T29 2054-12-01 5.000000 0.00 1000.00 952.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W22M2 2055-08-01 6.000000 0.00 1000.00 1006.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W3XF1 2055-07-01 6.000000 0.00 3787189.00 3946194.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X5SF1 2049-12-01 5.000000 0.00 1136356.00 419552.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 20002.00 7527.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6GS4 2049-10-01 5.000000 0.00 102001.00 31742.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X92S3 2051-03-01 2.000000 0.00 269244.00 137647.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XA5M0 2051-05-01 2.000000 0.00 391634.00 211520.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XABG6 2051-02-01 2.000000 0.00 1000.00 535.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XB4Y3 2051-07-01 3.000000 0.00 46000.00 25035.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCLC0 2051-08-01 2.500000 0.00 1000.00 638.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XF2F7 2052-02-01 2.000000 0.00 68356.00 44627.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFGT2 2052-01-01 2.500000 0.00 1000.00 637.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJGY3 2052-09-01 4.500000 0.00 2000000.00 1533350.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJVZ3 2052-11-01 5.000000 0.00 15717083.00 12526758.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKCY4 2053-01-01 5.000000 0.00 2595392.00 1997940.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XL7J1 2053-07-01 5.000000 0.00 1439000.00 1193697.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLA24 2053-05-01 5.000000 0.00 8000.00 6773.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLAY4 2053-05-01 5.000000 0.00 61000.00 49574.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLH50 2053-05-01 3.500000 0.00 1000.00 797.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLYV4 2053-07-01 5.000000 0.00 1000.00 843.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNCG7 2053-10-01 5.000000 0.00 92861.00 78380.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNES9 2053-10-01 5.000000 0.00 1000.00 858.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNZ72 2053-03-01 3.000000 0.00 1000.00 782.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XP6Y0 2054-06-01 6.500000 0.00 1000.00 837.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPBW8 2053-11-01 5.000000 0.00 98345614.00 86916707.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPM30 2054-01-01 2.500000 0.00 1000.00 760.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 778.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQ4N4 2054-09-01 6.000000 0.00 1000.00 919.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQBV8 2054-06-01 6.000000 0.00 155000.00 142277.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQF69 2052-03-01 2.000000 0.00 75000.00 55963.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRZT5 2048-03-01 3.500000 0.00 6134669.00 5324881.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6KD1 2055-04-01 6.500000 0.00 4666288.00 4971479.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y7E53 2055-09-01 6.500000 0.00 54568352.00 56453498.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A5E1 2036-11-01 6.000000 0.00 5066776.00 22121.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417MS38 2039-10-01 5.000000 0.00 1002.00 56.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418APY8 2033-02-01 3.000000 0.00 68000.00 7222.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ARX8 2033-04-01 3.000000 0.00 56000.00 6081.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418C2A1 2048-09-01 4.500000 0.00 1000.00 76.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418C4G6 2048-11-01 4.500000 0.00 1000.00 82.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CLH5 2047-06-01 4.000000 0.00 1000.00 105.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2L5 2051-07-01 2.000000 0.00 1000.00 616.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2M3 2051-07-01 2.500000 0.00 1000.00 588.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3G5 2051-08-01 2.000000 0.00 1919000.00 1189328.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3J9 2051-08-01 3.000000 0.00 132638.00 71406.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D7E6 2051-12-01 2.000000 0.00 2324056.00 1506561.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DCB6 2049-05-01 4.500000 0.00 1000.00 115.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DJQ6 2049-12-01 2.500000 0.00 1000.00 235.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DUF7 2050-11-01 1.500000 0.00 31686.00 17448.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DYX4 2051-05-01 2.000000 0.00 2941384.00 1761393.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZW5 2051-06-01 2.500000 0.00 1000.00 586.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECY4 2042-04-01 2.000000 0.00 600009.00 400252.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECZ1 2042-04-01 2.500000 0.00 264166.00 175938.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EE48 2052-07-01 3.500000 0.00 1000.00 755.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EGJ3 2052-08-01 4.000000 0.00 1000.00 777.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJ43 2052-10-01 3.500000 0.00 25000.00 19457.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FQC4 2055-10-01 4.000000 0.00 1000.00 951.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FRM1 2045-10-01 5.500000 0.00 1000.00 1021.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419AGZ4 2039-12-01 4.000000 0.00 1000.00 38.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419HYE6 2030-10-01 4.000000 0.00 517997.00 19499.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WRY9 2054-12-01 6.000000 0.00 2000.00 2041.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YQB6 2054-12-01 4.500000 0.00 1218549.00 1184850.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YUW5 2055-01-01 6.500000 0.00 1712000.00 1421084.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426BA30 2055-02-01 5.000000 0.00 3415164.00 3147427.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6.000000 0.00 12120321.00 11095507.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CSH8 2055-03-01 6.500000 0.00 6007190.00 6315408.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FR58 2055-03-01 5.500000 0.00 18720598.00 16577016.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FSL2 2055-03-01 6.500000 0.00 1088.00 1118.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426G4M4 2055-03-01 5.500000 0.00 1000.00 1015.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JH85 2055-04-01 6.000000 0.00 5894580.00 5971164.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KHL3 2055-04-01 5.500000 0.00 2856076.00 2911418.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LE26 2055-04-01 5.500000 0.00 1000.00 1010.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NMT4 2055-05-01 5.500000 0.00 20824.00 21146.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NPC8 2055-05-01 5.500000 0.00 1000.00 976.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.500000 0.00 1000.00 1038.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426RUM1 2055-06-01 6.000000 0.00 1000.00 996.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426RV57 2055-06-01 6.000000 0.00 4034536.00 4111380.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426W3E8 2055-08-01 6.000000 0.00 1000.00 962.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426W7B0 2055-08-01 6.000000 0.00 1000.00 1028.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426X3F3 2055-08-01 5.500000 0.00 210241.00 214997.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426X3S5 2055-08-01 6.500000 0.00 2694815.00 2830785.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426X7D4 2055-08-01 6.500000 0.00 1000.00 1049.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YBB1 2055-09-01 6.500000 0.00 1000.00 1042.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YTF3 2055-09-01 6.500000 0.00 171224.00 178342.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AFL6 2055-09-01 5.500000 0.00 1000.00 958.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AGB7 2055-09-01 5.500000 0.00 698223.00 712110.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AU21 2055-09-01 6.000000 0.00 4422698.00 4590660.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AU39 2055-09-01 6.000000 0.00 1000.00 1037.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AUD7 2055-09-01 5.500000 0.00 2735644.00 2791626.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BBL8 2055-09-01 6.500000 0.00 5950360.00 6219922.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BPA7 2055-09-01 6.000000 0.00 5369184.00 5562603.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BPL3 2055-09-01 6.000000 0.00 4337991.00 4508191.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BPP4 2055-09-01 5.500000 0.00 6190838.00 6281199.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5.000000 0.00 4150142.00 4169540.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427GML5 2055-10-01 5.500000 0.00 1000.00 1021.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HE81 2055-11-01 5.500000 0.00 1000.00 1023.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HRP9 2055-11-01 5.500000 0.00 1008.00 1027.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M2Z3 2054-06-01 5.500000 0.00 6002.00 5637.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MAR2 2054-12-01 3.500000 0.00 1002.00 881.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MWZ0 2055-03-01 6.000000 0.00 14000.00 12966.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427N2H1 2054-11-01 5.500000 0.00 1024.00 1026.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NEK1 2053-01-01 3.000000 0.00 1000.00 863.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NQ44 2055-05-01 6.500000 0.00 4752144.00 4758266.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NQW2 2055-05-01 7.000000 0.00 30864592.00 30527427.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NWY1 2053-10-01 3.000000 0.00 13876714.00 12039084.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PEW0 2055-07-01 6.500000 0.00 1000.00 998.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PTU8 2054-02-01 6.500000 0.00 1073900.00 1085992.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQTE2 2053-12-01 6.000000 0.00 1000.00 754.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSBY3 2054-06-01 5.000000 0.00 1000.00 956.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVN3 2055-01-01 4.500000 0.00 1008.00 939.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVQ6 2054-12-01 4.500000 0.00 178530.00 169563.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVR4 2055-01-01 4.500000 0.00 28044.00 25949.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTWE2 2055-01-01 6.500000 0.00 1024.00 1008.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUKS1 2055-04-01 6.500000 0.00 1000.00 977.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPY3 2055-04-01 6.000000 0.00 1164371.00 1059997.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUTU7 2055-05-01 6.000000 0.00 338528.00 339451.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVHA2 2055-08-01 7.000000 0.00 1008.00 1024.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVKH3 2055-09-01 6.000000 0.00 31864931.00 32931312.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6B93 2055-10-01 5.000000 0.00 1024.00 1024.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TUA1 2048-03-20 3.500000 0.00 1002.00 119.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WJR0 2051-07-20 2.500000 0.00 85168.00 48805.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179X2L9 2053-05-20 5.500000 0.00 1024.00 794.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 1008.00 757.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.500000 0.00 1785800.00 1363774.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XTB2 2053-02-20 4.500000 0.00 1072.00 857.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XTD8 2053-02-20 5.500000 0.00 1000.00 711.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179Y2N3 2054-07-20 6.500000 0.00 1001.00 594.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 1008.00 827.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YU77 2054-02-20 6.000000 0.00 3016061.00 2170026.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YU85 2054-04-20 6.500000 0.00 1079914.00 579446.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YW67 2054-05-20 6.000000 0.00 1008.00 802.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617M7Y93 2050-02-20 4.000000 0.00 1000.00 309.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MHKJ4 2050-04-20 4.000000 0.00 2058724.00 654464.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MTSW1 2050-03-20 5.000000 0.00 1322275.00 166885.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MUSY4 2050-05-20 5.000000 0.00 573579.00 111794.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617N4MU5 2050-04-20 5.000000 0.00 456383.00 288063.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UURK6 2051-03-20 2.500000 0.00 12826711.00 7858023.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BCJZ1 2054-09-20 7.500000 0.00 1012.00 1080.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJ98 2053-06-15 7.000000 0.00 428334.00 441726.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJA5 2053-07-15 7.000000 0.00 1000.00 1025.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPVX3 2053-05-20 7.500000 0.00 20999.00 8196.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F6W85 2053-07-20 6.000000 0.00 458045.00 461074.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GRX46 2054-03-20 5.500000 0.00 9702720.00 8889363.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GWAV0 2054-03-20 7.500000 0.00 592784.00 499081.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GYBJ2 2054-03-20 5.000000 0.00 5018517.00 4930507.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H06W2 2054-04-20 7.500000 0.00 1391260.00 1085436.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H2PQ0 2054-03-20 5.500000 0.00 1163258.00 1168765.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 1055.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4EG6 2055-03-20 6.000000 0.00 4947146.00 5127983.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4EH4 2055-03-20 6.500000 0.00 85438.00 90022.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KBQR3 2055-03-20 6.000000 0.00 1000.00 1023.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFAU4 2055-03-20 6.500000 0.00 8212144.00 8742840.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFB33 2055-01-20 6.000000 0.00 5000.00 5218.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KPL22 2055-08-20 6.000000 0.00 13131440.00 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Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5MP1 2055-05-20 5.000000 0.00 1008.00 998.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5PH6 2055-06-20 5.000000 0.00 12280068.00 12210583.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 18378760.00 18433931.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5XN4 2055-09-20 4.500000 0.00 1000.00 980.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NNJB7 2055-08-20 6.000000 0.00 1118.00 1159.23 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 648000.00 755679.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 500.00 505.08 U.S. Treasuries (including strips) Y 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 800000000.00 800000000.00 0.0298 N Y Y N AllianceBernstein Fixed Income Shares 2025-11-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller