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Australia & New Zealand Banking Group Ltd. 3.690000% 05252T001 JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bond 254900HROIFWPRGM1V77 7385238 2045-02-28 4.750000 0.00 50662313.00 51659673.78 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7385242 2026-10-31 1.620000 0.00 194151093.86 197973238.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7385246 2042-11-30 4.000000 0.00 79270693.56 80831251.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385250 2029-03-31 4.120000 0.00 151298429.01 154276957.50 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7385254 2041-08-31 3.750000 0.00 134774086.94 137427310.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385258 2028-02-29 1.120000 0.00 40351133.92 41145504.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385262 2027-04-30 0.500000 0.00 94645274.00 96508503.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385266 2027-12-31 3.870000 0.00 79171855.91 80730468.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385270 2028-06-30 4.000000 0.00 123462632.67 125893173.22 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7385274 2041-11-30 2.000000 0.00 15809865.76 16121105.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385278 2028-10-31 4.870000 0.00 322925095.53 329282342.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385282 2030-09-30 3.620000 0.00 59151991.02 60316483.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385286 2029-02-28 4.250000 0.00 123846679.04 126284779.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385290 2028-09-30 3.370000 0.00 50390457.93 51382466.85 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7385294 2044-02-29 3.620000 0.00 42828063.28 43671195.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385298 2029-06-30 4.250000 0.00 383172164.91 390715463.44 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7385302 2026-09-30 1.620000 0.00 62324130.77 63551071.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385306 2030-04-30 3.500000 0.00 98005148.64 99934522.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385310 2031-07-31 4.120000 0.00 70930931.80 72327309.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385314 2028-03-31 3.870000 0.00 87144819.23 88860391.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7385318 2033-11-30 4.500000 0.00 36390389.23 37106786.69 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0369 2300000000.00 2300000000.00 0.0870 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 3.660000% 22599G006 1VUV7VQFKUOQSJ21A208 0001330437 22599G006_3.66_0202 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 B1V7KEBTPIMZEU4LTD58 3140XNG24 2052-09-01 4.500000 0.00 2143.00 1849.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YKR4 2053-11-20 5.000000 0.00 875702.00 770968.73 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130B5FV5 2040-03-12 5.450000 0.00 10000000.00 10161016.67 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130B6V37 2045-07-10 5.550000 0.00 4990000.00 5008619.35 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130B8TE2 2055-12-08 5.250000 0.00 4715000.00 4741976.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ETZK6 2032-03-24 4.700000 0.00 39469000.00 40015961.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426UX41 2055-08-01 6.500000 0.00 13776101.00 13579798.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSE53 2054-07-01 5.500000 0.00 26365.00 24492.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUZS5 2055-06-01 5.000000 0.00 24181802.00 23955712.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBV7 2052-07-20 5.000000 0.00 2000.00 1433.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XUF1 2053-01-20 6.500000 0.00 2933502.00 518778.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 3427225.00 3444199.28 Agency Collateralized Mortgage Obligation U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SS7 2026-02-24 0.00 0.00 71599000.00 71440551.41 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 1900.00 1585.09 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 200.00 143.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 16484900.00 21782092.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 56403200.00 55890659.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 3431200.00 3523343.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 100.00 102.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 134000.00 136716.93 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 250000000.00 250000000.00 0.0095 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.790000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-11-19 2026-11-19 N N N 0.0370 100084156.00 100084156.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.655000% 3130B6ZE9 2549001DPIFGXC1TOL40 US3130B6ZE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-11 2026-02-11 N N N 0.0368 499497462.54 499497462.54 0.0189 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675000% 3130B7EQ3 2549001DPIFGXC1TOL40 US3130B7EQ38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-06 2026-02-06 N N N 0.0370 198999345.29 198999345.29 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.675000% 3130B7FQ2 2549001DPIFGXC1TOL40 US3130B7FQ29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-13 2026-02-13 N N N 0.0370 249998397.50 249998397.50 0.0095 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 0.0368 498818648.43 498818648.43 0.0189 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-15 2026-06-15 N N N 0.0368 499737201.40 499737201.40 0.0189 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675000% 3130B8B68 2549001DPIFGXC1TOL40 US3130B8B683 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-22 2026-06-22 N N N 0.0370 549485987.75 549485987.75 0.0208 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665000% 3130B8B84 2549001DPIFGXC1TOL40 US3130B8B840 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-21 2026-04-21 N N N 0.0369 99498317.46 99498317.46 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-09-03 2026-09-03 N N N 0.0367 399500000.00 399500000.00 0.0151 N N N N Federal Home Loan Bank Federal Home Loan Banks 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-03 2026-09-03 2026-09-03 N N N 0.0366 200000000.00 200000000.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Banks 313385WN2 2549001DPIFGXC1TOL40 US313385WN25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-08 2026-05-08 2026-05-08 N N N 0.0358 355011099.51 355011099.51 0.0134 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0353 44709520.07 44709520.07 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Banks 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0353 491969517.19 491969517.19 0.0186 N N N N Federal Home Loan Bank Federal Home Loan Banks 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0353 590049134.29 590049134.29 0.0223 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0353 639070114.67 639070114.67 0.0242 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 313385ZK5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-16 2026-07-16 2026-07-16 N N N 0.0353 294848464.02 294848464.02 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0353 97863225.00 97863225.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 313385ZR0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-22 2026-07-22 2026-07-22 N N N 0.0353 457614625.51 457614625.51 0.0173 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0353 48160364.42 48160364.42 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0353 319763062.50 319763062.50 0.0121 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-23 2026-10-23 N N N 0.0374 39769132.47 39769132.47 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-11-04 2026-11-04 N N N 0.0374 30015187.50 30015187.50 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.675000% 3133ETSL2 254900C5LP6DN9OP9V83 US3133ETSL26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-06 2026-02-06 N N N 0.0367 284000178.92 284000178.92 0.0107 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.675000% 3133ETWH6 254900C5LP6DN9OP9V83 US3133ETWH67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-02 2026-03-02 N N N 0.0370 34999483.75 34999483.75 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.750000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-09 2026-02-09 N N N 0.0366 50000852.50 50000852.50 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-09-23 2026-09-23 N N N 0.0373 119807815.30 119807815.30 0.0045 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-16 2026-10-16 N N N 0.0375 94039407.62 94039407.62 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-29 2026-10-29 N N N 0.0373 79795290.82 79795290.82 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-05-05 2027-05-05 N N N 0.0371 29517783.19 29517783.19 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-09-22 2027-09-22 N N N 0.0369 99689210.20 99689210.20 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-10-06 2027-10-06 N N N 0.0376 399823051.68 399823051.68 0.0151 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-10-14 2027-10-14 N N N 0.0381 199481272.94 199481272.94 0.0075 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.750000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-18 2026-06-18 N N N 0.0367 200068328.00 200068328.00 0.0076 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.770000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-29 2026-07-29 N N N 0.0361 37032252.53 37032252.53 0.0014 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-23 2026-10-23 N N N 0.0374 72033725.52 72033725.52 0.0027 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-11-20 2026-11-20 N N N 0.0370 72061043.76 72061043.76 0.0027 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.670000% 46699D001 ZBUT11V806EZRVTWT807 0001168163 46699D001_3.67_0202 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 7385128 2031-11-30 1.370000 0.00 650198791.67 663000001.48 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 650000000.00 650000000.00 0.0246 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.680000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_3.68_0202 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 7385234 2028-07-31 4.120000 0.00 1000306666.67 1019999997.35 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0368 1000000000.00 1000000000.00 0.0378 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.670000% 65999Z009 549300H47WTHXPU08X20 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1P38 2030-12-01 3.880000 0.00 1000.00 993.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W42W6 2056-01-01 5.500000 0.00 39351872.00 40582702.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W42X4 2056-01-01 5.500000 0.00 28480100.00 29336170.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W43D7 2055-12-01 5.500000 0.00 4076.00 4173.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5V83 2047-05-01 3.500000 0.00 2398989.00 475987.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHPX9 2046-10-01 4.000000 0.00 76000.00 50088.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XAY78 2051-11-20 2.500000 0.00 1000.00 624.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EXS4 2053-11-01 4.500000 0.00 105000.00 91513.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 1000.00 845.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEC7 2054-11-01 5.000000 0.00 12000.00 10997.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.500000 0.00 3000.00 2820.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FKM8 2055-05-01 5.000000 0.00 1000.00 958.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FL54 2040-06-01 6.000000 0.00 3000.00 2537.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5.000000 0.00 6000.00 5943.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QJH6 2055-10-01 5.500000 0.00 42828715.00 44067083.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RP53 2056-01-01 6.000000 0.00 34475033.00 36422125.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RQA1 2056-01-01 5.500000 0.00 16497646.00 16965858.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RQP8 2055-01-01 6.000000 0.00 7627264.00 7914303.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6C84 2056-01-01 5.000000 0.00 15086132.00 15164817.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CN1 2055-12-01 5.500000 0.00 7000.00 7017.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Securities Federal Home Loan Mortgage Corp. 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3618MCEZ4 2056-01-20 5.500000 0.00 492275.00 507682.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPZ5 2055-12-20 6.000000 0.00 1218088.00 1268377.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFSG4 2056-01-20 5.500000 0.00 1729576.00 1783773.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLTH8 2056-01-20 5.500000 0.00 52648576.00 54048109.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLTT2 2056-01-20 5.500000 0.00 5170072.00 5307505.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MM3U5 2056-01-20 6.000000 0.00 1390572.00 1445366.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 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S6XOOCT0IEG5ABCC6L87 3128MEQG9 2028-10-01 3.000000 0.00 551968.00 23639.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132D6CL2 2037-09-01 2.500000 0.00 7993.00 5176.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 753318.00 583062.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3.000000 0.00 16000.00 4307.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBY8 2051-07-01 2.000000 0.00 2010000.00 1217629.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 3946000.00 3077214.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNR0 2055-01-01 3.500000 0.00 2550272.00 2318146.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0UH3 2046-11-01 3.500000 0.00 10456096.00 7951588.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132H3HW6 2042-10-01 3.500000 0.00 312000.00 53762.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BBTP4 2052-05-01 3.500000 0.00 48520320.00 38671176.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BBZT9 2052-05-01 3.500000 0.00 1500000.00 1040779.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BGD21 2052-07-01 3.500000 0.00 25000000.00 18108709.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWC35 2053-02-01 6.000000 0.00 380000.00 264472.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31425UTP0 2054-12-01 6.500000 0.00 120617.00 75125.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427P7D0 2052-09-01 3.500000 0.00 2508704.00 2264626.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QDC3 2055-01-01 3.500000 0.00 24223520.00 21962437.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QYD8 2054-03-01 5.000000 0.00 10039300.00 10009440.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BBP87 2056-01-01 3.428000 0.00 12312700.00 11871824.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTTW6 2055-02-01 4.500000 0.00 4224000.00 4075680.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCAZ3 2040-09-01 4.000000 0.00 827575.00 792574.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132DUCP0 2054-09-01 6.000000 0.00 15105938.00 13579081.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 18694000.00 6588419.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 1529480.00 1221660.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWG80 2053-05-01 5.000000 0.00 134999.00 111238.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMQ3 2054-10-01 4.500000 0.00 463600.00 431300.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.500000 0.00 8907130.00 7503839.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WWKP6 2033-10-01 3.490000 0.00 355000.00 198249.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XDB77 2030-01-01 4.720000 0.00 1783756.00 1811957.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFLZ9 2032-11-01 1.220000 0.00 3114375.00 2513022.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31336CNA7 2035-11-01 6.505000 0.00 1916312.00 13535.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BBGT0 2052-05-01 3.500000 0.00 3120333.00 1956917.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BMBE4 2052-09-01 6.000000 0.00 598975.00 602886.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 1004.00 991.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSGQ9 2052-11-01 5.000000 0.00 1704251.00 888135.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.500000 0.00 1000.00 806.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7.000000 0.00 472795.00 414359.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C7AH0 2053-07-01 6.000000 0.00 189624.00 158031.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CDD76 2053-09-01 6.000000 0.00 2021588.00 1719567.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJDJ7 2053-11-01 6.500000 0.00 953419.00 967176.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFR7 2054-08-01 5.500000 0.00 1000.00 761.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CVFP4 2054-09-01 6.500000 0.00 8947592.00 7769866.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CVTK0 2054-09-01 6.500000 0.00 1458364.00 1507647.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D3MP7 2040-08-01 3.000000 0.00 1189146.00 422021.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHUN4 2050-04-01 4.500000 0.00 1000.00 219.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLUA3 2051-05-01 2.500000 0.00 2768936.00 1605414.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KP6M5 2052-11-01 5.000000 0.00 1002.00 779.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31342AHS1 2033-02-01 6.473000 0.00 3950000.00 6004.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347AJ70 2046-05-01 6.348000 0.00 257000.00 7946.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347APG3 2046-10-01 6.346000 0.00 467000.00 14514.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31349SP23 2034-03-01 6.500000 0.00 20000000.00 108033.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHZP0 2035-09-01 6.259000 0.00 434153.00 14788.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETJL1 2048-10-01 5.600000 0.00 1783677.00 295573.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETNA0 2046-04-01 4.351000 0.00 1096156.00 91238.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGS54 2046-03-01 4.000000 0.00 2800000.00 446797.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHVM1 2046-08-01 3.000000 0.00 172996.00 40577.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YDVH9 2045-04-01 6.572000 0.00 198000.00 8503.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405K5L1 2034-10-01 6.143000 0.00 2400000.00 18167.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A9TB6 2054-02-01 7.000000 0.00 1034866.00 877180.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AURA3 2055-01-01 4.500000 0.00 51383.00 49887.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BDV31 2055-05-01 5.500000 0.00 18890.00 19399.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.020000 0.00 414272.00 405968.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSM24 2029-01-01 3.790000 0.00 200000.00 199425.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964000 0.00 44756400.00 34991075.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.842000 0.00 5565370.00 4539313.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LBZY2 2051-06-01 2.625000 0.00 4626266.00 3214983.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LMBV0 2033-12-01 5.630000 0.00 2621130.00 2819938.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.500000 0.00 447019.00 399739.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FTQ0 2036-01-01 4.500000 0.00 451365.00 433938.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YNF0 2055-01-01 5.500000 0.00 15964185.00 15281644.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AVH8 2055-01-01 6.000000 0.00 1368026.00 1240646.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426BBP0 2055-02-01 6.500000 0.00 1000.00 854.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FTB3 2055-03-01 6.500000 0.00 1473648.00 1478058.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LBZ6 2055-05-01 6.000000 0.00 2872640.00 2947631.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LWM2 2055-05-01 6.500000 0.00 1000.00 1037.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NUV0 2055-05-01 6.500000 0.00 4115728.00 3825555.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PAE5 2055-06-01 5.500000 0.00 20049850.00 18073497.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PFT7 2055-06-01 6.500000 0.00 1000.00 990.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YAN6 2055-09-01 6.000000 0.00 2593356.00 2674299.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AVR5 2055-09-01 5.500000 0.00 997415.00 962255.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DW49 2055-10-01 6.500000 0.00 9000.00 9378.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MYD7 2053-08-01 3.500000 0.00 14000.00 12174.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142AWQS7 2055-08-01 5.174000 0.00 13953080.00 12465933.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQU42 2053-12-01 6.500000 0.00 1175413.00 1207934.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTWE2 2055-01-01 6.500000 0.00 22799936.00 21047767.22 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXF1 2045-12-20 4.500000 0.00 1000.00 74.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1000.00 95.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179THA6 2037-07-20 6.500000 0.00 1000.00 169.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USX1 2049-05-20 5.500000 0.00 1000.00 85.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDT4 2049-12-20 5.500000 0.00 1000.00 107.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3.000000 0.00 36526426.00 5723662.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 31595.00 19564.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 45252151.00 29870000.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181LUA4 2043-08-15 3.500000 0.00 1000.00 60.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 124890570.00 125509125.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1000.00 836.79 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 79.61 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 73.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 100.00 100.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 10683100.00 10909352.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 3703200.00 3853233.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 200.00 204.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QZ37 2038-08-01 6.373000 0.00 3405544.00 2454928.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QZ45 2037-09-01 6.320000 0.00 4117236.00 2896040.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RFZ6 2052-07-01 2.084000 0.00 1000000.00 906025.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RG36 2051-01-01 6.301000 0.00 5714432.00 5365282.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3.000000 0.00 87070.00 15360.95 Agency Mortgage-Backed Securities Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 500000000.00 500000000.00 0.0189 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.660000% 989GWF002 549300MS3WYYVQ4HXM15 989GWF002_3.66_0202 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 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 35204259.00 32877568.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 2000.00 1711.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 4400.00 3637.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKM7 2040-09-20 4.000000 0.00 4166000.00 182764.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABDA7 2049-09-20 3.500000 0.00 2000.00 764.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACR28 2053-07-20 6.000000 0.00 2490.00 1844.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSX9 2053-09-20 6.000000 0.00 2150.00 1531.15 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 53074500.00 46339925.15 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 56320700.00 46792399.76 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 58425400.00 44491292.65 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 63828300.00 39307046.20 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 50000000.00 41887660.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 104100.00 102063.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1686600.00 1687117.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 332400.00 344747.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 795900.00 802085.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 248400.00 253615.95 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 250000000.00 250000000.00 0.0095 N Y Y N AllianceBernstein Fixed Income Shares 2026-02-06 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller