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National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUNC6 2054-05-01 5.500000 0.00 1001.00 934.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U3FV8 2056-01-01 3.409000 0.00 1009.00 976.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4PP6 2052-07-01 3.000000 0.00 1024.00 930.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4DE3 2047-04-01 3.000000 0.00 1000.00 225.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E2D0 2039-02-20 6.500000 0.00 2133994.00 31730.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLMW5 2053-06-01 5.500000 0.00 17144180.00 13623294.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y65Z9 2055-08-01 5.500000 0.00 1019.00 994.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y73C0 2055-12-01 5.500000 0.00 94746392.00 97192026.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410MHA1 2036-04-01 6.075000 0.00 1000.00 4.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412P4R9 2039-05-01 4.000000 0.00 875919.00 47863.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31414RMT9 2038-05-01 6.771000 0.00 1010.00 15.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 1024.00 651.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PJS4 2055-08-01 6.000000 0.00 19701152.00 18153047.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427Q5T5 2055-12-01 5.500000 0.00 7958643.00 8131690.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RTY6 2056-02-01 4.500000 0.00 4000592.00 3978796.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BALT7 2052-07-01 4.236000 0.00 458877.00 347200.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BAMP4 2052-09-01 4.048000 0.00 304991.00 219591.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BNHY3 2052-07-01 4.416000 0.00 149940.00 141846.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BNVS0 2053-07-01 5.739000 0.00 254251.00 196495.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142FFGX9 2034-11-01 4.250000 0.00 5983528.00 5973047.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRVK3 2054-05-01 5.500000 0.00 1788738.00 1532059.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSRQ3 2054-09-01 5.500000 0.00 585741.00 546023.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 11636384.00 11158158.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTM60 2054-12-01 5.500000 0.00 36501000.00 32236571.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUX65 2055-06-01 5.500000 0.00 12832976.00 12630756.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVUN9 2055-11-01 5.500000 0.00 2555377.00 2530626.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVZL8 2055-11-01 6.000000 0.00 9346560.00 9697798.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWGX1 2055-12-01 5.500000 0.00 49995440.00 51058126.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWHF9 2055-08-01 5.500000 0.00 5953832.00 5943958.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EKC2 2036-08-20 6.500000 0.00 4997000.00 44042.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JNAT3 2055-12-01 4.500000 0.00 1001.00 992.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQY60 2056-01-01 5.000000 0.00 5998248.00 6044282.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JS2L8 2056-01-01 5.500000 0.00 1008.00 1032.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSBS3 2056-01-01 6.000000 0.00 45846.00 47901.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSLJ2 2056-01-01 5.500000 0.00 2162528.00 2228099.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSWH4 2055-12-01 5.000000 0.00 577636.00 587818.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUKQ2 2056-02-01 5.500000 0.00 4663040.00 4772638.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JV4H8 2056-03-01 6.500000 0.00 3370403.00 3533427.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWGS9 2056-02-01 5.500000 0.00 2876884.00 3009483.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWJP2 2056-02-01 5.500000 0.00 1438196.00 1482192.17 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 2762200.00 3274983.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 100.00 105.58 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EUT4 2038-07-20 5.500000 0.00 1000.00 11.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2M7 2042-01-20 4.000000 0.00 1008.00 52.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLS3 2040-10-20 6.000000 0.00 1000.00 18.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FQN9 2036-10-20 6.000000 0.00 1000.00 30.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFPL5 2040-01-15 4.500000 0.00 1000.00 28.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWRL6 2040-07-20 4.500000 0.00 1000.00 232.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C04V7 2040-07-15 4.500000 0.00 2000.00 65.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2AK8 2041-11-15 4.500000 0.00 1000.00 41.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAS62 2050-08-20 3.000000 0.00 2000.00 896.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVM3 2050-12-20 2.000000 0.00 1002.00 527.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABE65 2051-10-20 2.500000 0.00 1000.00 602.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABHP0 2051-11-20 3.500000 0.00 1024.00 659.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F6P91 2053-06-20 5.500000 0.00 4287.00 4295.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617U8SJ7 2050-12-20 2.000000 0.00 1000.00 375.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617U8SZ1 2050-11-20 2.500000 0.00 1000.00 313.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617X6G51 2051-11-20 3.000000 0.00 1000.00 448.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617X6GV4 2051-10-20 3.000000 0.00 1000.00 415.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XUK87 2052-02-20 2.500000 0.00 1000.00 665.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 1024.00 953.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJYD6 2046-05-01 4.000000 0.00 1019.00 107.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7QT3 2031-04-01 4.500000 0.00 14228.00 419.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326FV70 2043-07-01 6.385000 0.00 1000.00 42.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NVXP7 2029-08-01 4.650000 0.00 1000.00 1029.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNF73 2052-04-01 2.000000 0.00 1000.00 650.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBY8 2051-07-01 2.000000 0.00 1008.00 617.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 1001.00 690.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9DW0 2053-08-01 6.000000 0.00 1000.00 705.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHGX4 2037-01-01 6.410000 0.00 1000.00 27.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31400FDL8 2033-01-01 6.105000 0.00 1024.00 2.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DTR0 2036-08-01 5.990000 0.00 1000.00 3.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5VM2 2050-02-01 3.000000 0.00 1004.00 490.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MRS2 2055-02-01 5.500000 0.00 13456281.00 12777334.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CA9 2055-11-01 5.500000 0.00 84944030.00 83484644.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E2JU0 2042-01-01 6.091000 0.00 1000.00 13.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J8GN7 2045-02-01 3.500000 0.00 1000.00 245.21 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 400000000.00 400000000.00 0.0144 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.810000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-11-19 2026-11-19 N N N 0.0372 100076265.00 100076265.00 0.0036 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 0.0418 498884770.92 498884770.92 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-15 2026-06-15 N N N 0.0370 499742088.96 499742088.96 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.695000% 3130B8B68 2549001DPIFGXC1TOL40 US3130B8B683 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-22 2026-06-22 N N N 0.0372 549489707.87 549489707.87 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.685000% 3130B8B84 2549001DPIFGXC1TOL40 US3130B8B840 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-04-21 2026-04-21 N N N 0.0371 99498281.64 99498281.64 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.680000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-03 2026-09-03 N N N 0.0370 399498949.32 399498949.32 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.680000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-03 2026-09-03 N N N 0.0370 199999700.00 199999700.00 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.675000% 3130B9DT4 2549001DPIFGXC1TOL40 US3130B9DT42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-10 2026-08-10 N N N 0.0369 499496123.88 499496123.88 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.680000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-04 2026-09-04 N N N 0.0370 549498824.07 549498824.07 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.680000% 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-10 2026-08-10 N N N 0.0370 99499379.12 99499379.12 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.680000% 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-18 2026-08-18 N N N 0.0370 399496404.50 399496404.50 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-18 2026-09-18 N N N 0.0370 499498536.47 499498536.47 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.690000% 3130B9KQ2 2549001DPIFGXC1TOL40 US3130B9KQ20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-18 2026-09-18 N N N 0.0371 598998244.93 598998244.93 0.0216 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.375000% 313373B68 2549001DPIFGXC1TOL40 US313373B685 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-13 2026-03-13 2026-03-13 N N N 0.0368 2130402.31 2130402.31 0.0001 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 0.0356 356021868.75 356021868.75 0.0128 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 44833950.31 44833950.31 0.0016 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 493339666.77 493339666.77 0.0178 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 394297343.46 394297343.46 0.0142 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 640850822.84 640850822.84 0.0231 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 295670276.61 295670276.61 0.0107 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 98136021.17 98136021.17 0.0035 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 458890868.24 458890868.24 0.0165 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 48294706.25 48294706.25 0.0017 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 320655476.09 320655476.09 0.0116 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.810000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-23 2026-10-23 N N N 0.0376 39766898.92 39766898.92 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.810000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-11-04 2026-11-04 N N N 0.0376 30013431.60 30013431.60 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695000% 3133ETWH6 254900C5LP6DN9OP9V83 US3133ETWH67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0370 35000000.00 35000000.00 0.0013 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-23 2026-09-23 N N N 0.0369 119838868.87 119838868.87 0.0043 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-16 2026-10-16 N N N 0.0376 94038424.38 94038424.38 0.0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-29 2026-10-29 N N N 0.0375 79790078.36 79790078.36 0.0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.765000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-05-05 2027-05-05 N N N 0.0375 29511769.32 29511769.32 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-09-22 2027-09-22 N N N 0.0371 99681111.89 99681111.89 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-06 2027-10-06 N N N 0.0376 399943488.95 399943488.95 0.0144 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.810000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-14 2027-10-14 N N N 0.0383 199481875.43 199481875.43 0.0072 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.770000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-06-18 2026-06-18 N N N 0.0369 200054824.00 200054824.00 0.0072 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.790000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-07-29 2026-07-29 N N N 0.0374 37009933.39 37009933.39 0.0013 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.810000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-23 2026-10-23 N N N 0.0376 72029777.04 72029777.04 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.810000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-11-20 2026-11-20 N N N 0.0371 72062109.36 72062109.36 0.0026 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.660000% 46699D001 ZBUT11V806EZRVTWT807 0001168163 46699D001_3.66_0302 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 7409121 2035-02-28 4.620000 0.00 400122000.00 407999998.90 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 400000000.00 400000000.00 0.0144 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.670000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_3.67_0302 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 7409139 2030-02-28 4.000000 0.00 1000305833.33 1019999998.66 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1000000000.00 1000000000.00 0.0361 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 3140MTXL2 2056-02-01 5.500000 0.00 6381760.00 6613904.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MTYG2 2056-02-01 5.500000 0.00 11185424.00 11412647.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MTYQ0 2056-02-01 5.500000 0.00 5536334.00 5747037.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MTZ30 2056-02-01 6.000000 0.00 2742374.00 2848545.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWKP0 2056-01-01 5.500000 0.00 7050613.00 7254010.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWLB0 2056-02-01 5.500000 0.00 3448776.00 3586355.34 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFWPRGM1V77 912797SL2 2026-04-09 0.00 0.00 249342000.00 248389264.22 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 100938500.00 97613081.12 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 325436000.00 319780247.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 1200.00 1188.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 100.00 101.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 100.00 101.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 90258000.00 91986298.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 1000.00 1017.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100.00 101.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 75336000.00 76487503.27 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 82.93 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 25224600.00 19495499.93 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 2046-09-20 3.000000 0.00 1000.00 125.44 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 148137000.00 150860016.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 215183000.00 219064789.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 228213000.00 231555016.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 300.00 305.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 28978100.00 29772813.57 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 10999900.00 7529990.96 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1500000000.00 1500000000.00 0.0541 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.670000% 65999Z009 7TK5RJIZDFROZCA6XF66 0000812291 65999Z009_3.6700 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 2734500.00 2762162.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 98256600.00 99237884.86 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 100000000.00 100000000.00 0.0036 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 0.0367 594143087.58 594143087.58 0.0214 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 0.0370 498786110.00 498786110.00 0.0180 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 0.0369 596211485.63 596211485.63 0.0215 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 0.0368 496746169.39 496746169.39 0.0179 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 0.0370 497026645.00 497026645.00 0.0179 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 0.0365 499950060.00 499950060.00 0.0180 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y 2026-03-10 2026-03-10 2026-03-10 N N N 0.0367 498598858.89 498598858.89 0.0180 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TA5 254900HROIFWPRGM1V77 US912797TA59 U.S. Treasury Debt Y 2026-03-24 2026-03-24 2026-03-24 N N N 0.0367 497399187.38 497399187.38 0.0179 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0348 48485590.50 48485590.50 0.0017 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 0.0371 199762280.00 199762280.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 98888672.00 98888672.00 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 0.0365 197694374.00 197694374.00 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0354 294515625.00 294515625.00 0.0106 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828ZB9 254900HROIFWPRGM1V77 US912828ZB95 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0352 97677083.00 97677083.00 0.0035 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 0.0371 498819230.00 498819230.00 0.0180 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 0.0378 796063752.00 796063752.00 0.0287 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 0.0366 295754883.00 295754883.00 0.0107 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 0.0363 98432812.00 98432812.00 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0352 196808594.00 196808594.00 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0350 302270499.00 302270499.00 0.0109 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.804900% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-03-03 2026-07-31 2026-07-31 N N N 0.0363 200129888.00 200129888.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0367 200076562.00 200076562.00 0.0072 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 0.0364 199831874.00 199831874.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0353 603482814.00 603482814.00 0.0218 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 3.660000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 100000200.00 102867722.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 22977800.00 24617853.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 10043900.00 10214434.94 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 135000000.00 135000000.00 0.0049 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 3.670000% 927WWR006 SUVUFHICNZMP2WKHG940 0001335977 927WWR006_3.67_0302 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 254900C5LP6DN9OP9V83 3133ELTG9 2029-03-13 1.125000 0.00 15000.00 14070.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EMM41 2030-03-28 1.850000 0.00 52972000.00 49891993.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ENGL8 2029-12-07 2.000000 0.00 20689000.00 19621229.22 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EPCR4 2026-03-09 4.750000 0.00 250000.00 255671.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EPPE9 2026-07-06 4.375000 0.00 1500000.00 1513120.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERBQ3 2026-04-17 3.720000 0.00 20000.00 20084.93 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERRW3 2026-09-03 3.875000 0.00 1000000.00 1019869.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERZU8 2027-11-12 3.920000 0.00 60000.00 60181.97 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWDC1 2032-08-12 4.480000 0.00 30134000.00 30168252.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWED8 2034-02-23 4.470000 0.00 84492000.00 84323579.28 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWEE6 2033-08-26 4.500000 0.00 35500000.00 35482782.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWEN6 2030-02-25 3.840000 0.00 65250000.00 65170025.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWEP1 2029-02-26 3.800000 0.00 75000000.00 74921666.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWDE7 2033-02-18 4.550000 0.00 37799000.00 37775659.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ETF51 2035-10-15 5.030000 0.00 7000000.00 7106171.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ERPQ8 2026-11-13 3.830000 0.00 300000.00 300719.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EREL1 2026-05-14 3.760000 0.00 310000.00 310476.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EP5M3 2026-03-18 3.725000 0.00 45000.00 45330.59 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 400000000.00 400000000.00 0.0144 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.670000% 928DVK003 FOR8UP27PHTHYVLBNG30 0000769993 928DVK003_3.67_0302 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 3140NPQZ6 2053-07-01 5.000000 0.00 6976360.00 5625111.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMS9 2054-10-01 5.500000 0.00 677864448.00 565064487.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 1037999.00 708912.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPK98 2052-06-01 4.000000 0.00 7000000.00 4499568.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NHMP0 2053-05-01 5.000000 0.00 5477952.00 4734022.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NHYU6 2053-06-01 5.000000 0.00 4220024.00 2876471.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSXT3 2053-06-01 5.500000 0.00 6877960.00 5355882.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRLB9 2054-01-01 5.500000 0.00 16931840.00 14532473.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 114526399.00 85423095.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5.000000 0.00 1048180.00 814330.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSRK6 2054-08-01 5.500000 0.00 26212864.00 20855024.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRGA5 2053-02-01 5.500000 0.00 4768920.00 3510620.75 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 700000000.00 700000000.00 0.0252 N Y Y N Bank of America NA Bank of America NA 3.670000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.67_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 125789600.00 117333877.14 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 13107200.00 13438634.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 6675200.00 6922980.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1600.00 1634.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 2400.00 2135.59 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 800.00 739.17 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 135000000.00 135000000.00 0.0049 N Y Y N Bank of America NA Bank of America NA 3.680000% 943GEK006 B4TYDEB6GKMZO031MB27 0001102113 943GEK006_3.6800 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 99268000.00 101998884.50 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BPXF0 2053-05-20 5.500000 0.00 1102.00 1116.56 Agency Collateralized Mortgage Obligation Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 100000000.00 100000000.00 0.0036 N Y Y N Bank of America NA Bank of America NA 3.680000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.68_0302 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 36179XQU3 2053-01-20 4.000000 0.00 124841.00 95944.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YS62 2054-03-20 5.500000 0.00 18365.00 13707.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQ2V5 2056-02-20 5.000000 0.00 818867.00 818553.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MUE35 2056-02-20 5.000000 0.00 4197056.00 4249830.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LBP36 2055-08-20 6.500000 0.00 349770.00 367421.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LX3M0 2055-12-20 6.000000 0.00 1053488.00 1086958.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M3WV3 2060-11-15 5.400000 0.00 473269.00 498072.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MDTD5 2028-07-01 3.500000 0.00 515000.00 14303.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WHX85 2036-09-01 6.000000 0.00 59918.00 304.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNAB9 2052-02-01 2.500000 0.00 574863.00 398845.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNBB8 2051-04-01 2.000000 0.00 605947.00 405014.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 16876000.00 14155426.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJ46 2053-12-01 5.500000 0.00 8920000.00 7125659.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0CV2 2052-11-01 4.500000 0.00 5000000.00 3960263.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AGB24 2051-02-01 2.000000 0.00 100000.00 55778.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9GD9 2053-08-01 6.500000 0.00 1557594.00 1389515.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLAT4 2051-02-01 3.500000 0.00 278224.00 131463.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USJD4 2050-09-01 2.000000 0.00 43942000.00 29344365.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.680000 0.00 900000.00 677206.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLEC5 2037-12-01 3.260000 0.00 8018240.00 7156771.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LNXM8 2030-06-01 3.530000 0.00 9159840.00 9000816.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGPQ1 2046-02-01 3.500000 0.00 1582112.00 146728.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DV22 2036-09-01 6.000000 0.00 316607.00 1439.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTH73 2055-12-01 4.500000 0.00 1580504.00 1568105.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HLUZ7 2048-07-01 4.500000 0.00 80000.00 13732.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MGJX0 2052-03-01 3.500000 0.00 1010714.00 894626.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSNR2 2052-11-01 4.000000 0.00 81573.00 58847.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMWH3 2051-12-01 3.500000 0.00 49990.00 29241.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNJZ6 2037-02-01 2.500000 0.00 355949.00 203028.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNUG5 2052-04-01 3.500000 0.00 727096.00 480346.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3VC0 2050-03-01 4.000000 0.00 6100000.00 5908054.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5G73 2055-11-01 5.000000 0.00 16762048.00 16983912.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCLQ9 2051-08-01 2.000000 0.00 2766684.00 1808680.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGS91 2052-04-01 3.500000 0.00 1142758.00 800974.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 14119408.00 11089761.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ALB2 2042-09-01 4.500000 0.00 129806.00 10821.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRV6 2035-08-01 2.500000 0.00 500000.00 156786.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EAT7 2037-01-01 2.500000 0.00 6000.00 3172.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EBJ8 2042-02-01 2.000000 0.00 4000000.00 2502159.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGX9 2055-02-01 5.000000 0.00 30451.00 28202.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUV7 2056-02-01 4.000000 0.00 5439570.00 5296095.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426TWY9 2055-07-01 6.000000 0.00 1663232.00 1520349.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427KY33 2055-12-01 6.000000 0.00 4885200.00 4745578.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NSN0 2054-04-01 4.500000 0.00 2402956.00 2159192.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6AP8 2055-06-01 5.500000 0.00 61408576.00 56412643.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 7143128.00 4729834.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 54250000.00 43195744.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E9JM3 2027-02-01 3.500000 0.00 2287408.00 12259.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQKS0 2030-11-01 3.500000 0.00 39000.00 3579.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138L6LM8 2044-06-01 3.990000 0.00 2000000.00 1444782.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MDMM1 2042-09-01 3.500000 0.00 670739.00 55051.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y9L71 2045-01-01 4.000000 0.00 2500000.00 257731.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQRN7 2037-10-01 4.500000 0.00 272000.00 171016.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2NV9 2055-08-01 7.000000 0.00 8887520.00 7553329.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 43084000.00 28569976.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416CJV9 2038-11-01 6.000000 0.00 19998.00 193.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CYM0 2048-07-01 4.000000 0.00 102052.00 8363.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-02-01 5.000000 0.00 76631168.00 77229436.03 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 350000000.00 350000000.00 0.0126 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.670000% 98599G006 549300H47WTHXPU08X20 98599G006_3.67_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 582291500.00 581853354.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 378857200.00 431006719.30 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 993000000.00 993000000.00 0.0358 N Y Y N BNP Paribas SA BNP Paribas SA 3.660000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 100.00 99.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 13000.00 15809.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 100.00 98.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 99.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 3309600.00 3360483.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 241066400.00 244948310.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 6697900.00 6752766.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 100.00 107.28 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 250000000.00 250000000.00 0.0090 N Y Y N BNP Paribas SA BNP Paribas SA 3.670000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.67_0302 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 3131WC6T0 2033-11-01 6.000000 0.00 5094.00 61.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KS88 2034-05-01 3.500000 0.00 1006.00 79.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADWG9 2048-12-01 5.000000 0.00 4907.00 371.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGLN2 2034-09-01 5.953000 0.00 2479.00 94.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W15G4 2052-03-01 3.000000 0.00 1008.00 860.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W36C8 2055-11-01 5.500000 0.00 1000.00 1010.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLYV4 2053-07-01 5.000000 0.00 2671.00 2172.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.500000 0.00 249182720.00 229315249.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVDZ1 2055-08-01 6.000000 0.00 5304148.00 5150000.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWLA5 2056-01-04 5.000000 0.00 276293463.00 280685354.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BLC0 2037-08-01 5.500000 0.00 1000.00 12.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 1000.00 686.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVM49 2055-11-01 6.000000 0.00 1000.00 1008.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 1000.00 509.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283H3M5 2033-07-01 5.500000 0.00 7867.00 32.85 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 500000000.00 500000000.00 0.0180 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.660000% 989GWF002 549300MS3WYYVQ4HXM15 989GWF002_3.66_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 138125400.00 141652409.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 22343400.00 23181738.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 88634800.00 90243716.03 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 250000000.00 250000000.00 0.0090 N Y Y N AllianceBernstein Fixed Income Shares 2026-03-06 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller