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1.370000 0.00 25345254.92 25844277.59 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7570839 2048-08-31 3.000000 0.00 84254443.43 85913329.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7570843 2028-01-31 4.250000 0.00 72727924.40 74159864.42 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7570847 2027-04-30 3.750000 0.00 29635644.58 30219140.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7570851 2029-05-31 3.870000 0.00 107524442.97 109641491.30 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 7570855 2044-08-31 3.120000 0.00 37708439.26 38450880.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7570859 2030-10-31 4.870000 0.00 50563057.96 51558593.50 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 7570863 2026-10-31 1.620000 0.00 96982236.00 98891718.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7570867 2032-02-29 1.870000 0.00 86623036.12 88328557.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7570871 2033-11-30 4.500000 0.00 30805402.36 31411929.71 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2200000000.00 2200000000.00 0.0922 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 2026-08-03 2026-11-19 2026-11-19 N N N 0.0370 100031269.00 100031269.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.875000% 3130B7CA0 2549001DPIFGXC1TOL40 US3130B7CA04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2028-08-04 2028-08-04 N N N 0.0380 10017498.10 10017498.10 0.0004 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 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 399495357.81 399495357.81 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0368 199997688.00 199997688.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.655000% 3130B9DT4 2549001DPIFGXC1TOL40 US3130B9DT42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-10 2026-08-10 N N N 0.0367 499499080.92 499499080.92 0.0209 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0368 549495285.29 549495285.29 0.0230 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-10 2026-08-10 N N N 0.0368 99499812.94 99499812.94 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.660000% 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-18 2026-08-18 N N N 0.0368 399497203.50 399497203.50 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.665000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0368 499494590.42 499494590.42 0.0209 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.670000% 3130B9KQ2 2549001DPIFGXC1TOL40 US3130B9KQ20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0369 598993476.89 598993476.89 0.0251 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.670000% 3130BAD20 2549001DPIFGXC1TOL40 US3130BAD207 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-09 2026-11-09 N N N 0.0369 499501363.64 499501363.64 0.0209 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-07 2027-01-07 N N N 0.0370 399997288.00 399997288.00 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-04 2027-01-04 N N N 0.0371 248989330.35 248989330.35 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BAMB0 2549001DPIFGXC1TOL40 US3130BAMB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-06 2027-01-06 N N N 0.0370 598995944.77 598995944.77 0.0251 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.685000% 3130BAML8 2549001DPIFGXC1TOL40 US3130BAML86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-07 2027-01-07 N N N 0.0370 99999287.00 99999287.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0379 97782076.78 97782076.78 0.0041 N N N N Federal Home Loan Bank Fed Home Ln Discount Nt Discount Not 01/19 0.00000 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0379 491156665.00 491156665.00 0.0206 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 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 39755846.03 39755846.03 0.0017 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 2026-08-03 2026-11-04 2026-11-04 N N N 0.0374 30005170.50 30005170.50 0.0013 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 2026-08-03 2026-09-23 2026-09-23 N N N 0.0374 119760025.47 119760025.47 0.0050 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 2026-08-03 2026-10-16 2026-10-16 N N N 0.0377 94007070.68 94007070.68 0.0039 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 2026-08-03 2026-10-29 2026-10-29 N N N 0.0373 79764723.45 79764723.45 0.0033 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 2026-08-03 2027-05-05 2027-05-05 N N N 0.0379 29494396.77 29494396.77 0.0012 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 2026-08-03 2027-09-22 2027-09-22 N N N 0.0375 99564787.44 99564787.44 0.0042 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 2026-08-03 2027-10-06 2027-10-06 N N N 0.0374 399818349.57 399818349.57 0.0168 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 2026-08-03 2027-10-14 2027-10-14 N N N 0.0374 199662881.78 199662881.78 0.0084 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 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 72010299.60 72010299.60 0.0030 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 2026-08-03 2026-11-20 2026-11-20 N N N 0.0371 72020463.12 72020463.12 0.0030 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.650000% 46699D001 ZBUT11V806EZRVTWT807 0001168163 46699D001_3.65_0803 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 7570879 2035-05-31 4.250000 0.00 550167291.67 561000004.16 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 550000000.00 550000000.00 0.0231 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.650000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_3.65_0803 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 7570875 2030-05-31 4.000000 0.00 1000304166.67 1019999998.24 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1000000000.00 1000000000.00 0.0419 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.650000% 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 Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2.000000 0.00 56250.00 25900.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 70000.00 30613.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZQ6 2050-12-20 2.000000 0.00 174000.00 77585.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2.000000 0.00 170000.00 98271.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WG28 2051-06-20 2.000000 0.00 194920.00 97106.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 237039.00 135953.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 2052-10-20 3.500000 0.00 1000000.00 668225.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4.000000 0.00 14376.00 9820.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4.000000 0.00 1000000.00 721168.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6.000000 0.00 94720540.00 49268040.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAG8 2054-09-20 6.000000 0.00 1000000.00 510596.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F82G6 2066-12-15 5.810000 0.00 1260351.00 1274215.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 3131843.00 2691619.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 5.000000 0.00 3543845.00 3460445.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6M61 2056-07-20 3.000000 0.00 348099.00 305324.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6M95 2056-07-20 4.500000 0.00 1131289.00 1071983.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NA1 2056-07-20 5.000000 0.00 6278278.00 6141798.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 25860781.00 25950086.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6NM5 2056-07-20 4.000000 0.00 19991197.00 19390128.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUFH3 2056-07-20 5.500000 0.00 859397.00 871053.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VUFK6 2056-07-20 5.500000 0.00 1086980.00 1101146.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MR2 2056-07-20 5.500000 0.00 5008370.00 5059947.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MS0 2056-07-20 5.500000 0.00 5027613.00 5079072.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MT8 2056-07-20 5.500000 0.00 7532363.00 7619296.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MU5 2056-07-20 5.500000 0.00 7535322.00 7622289.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W3MV3 2056-07-20 5.500000 0.00 7432899.00 7518677.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4NA6 2056-07-20 5.500000 0.00 5167938.00 5243665.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4NB4 2056-07-20 5.500000 0.00 4721436.00 4787825.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4NC2 2056-07-20 5.500000 0.00 4015894.00 4065242.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W4ND0 2056-07-20 5.500000 0.00 1881378.00 1898993.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618WC4B7 2056-07-20 6.000000 0.00 1126359.00 1164964.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXBE9 2035-07-01 5.000000 0.00 892313.00 7425.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7KF2 2035-05-01 7.000000 0.00 1834.00 75.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0CP7 2056-08-01 6.000000 0.00 5377604.00 5527375.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQVH7 2040-10-01 4.000000 0.00 1152.00 24.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XGQY7 2041-05-01 4.000000 0.00 1005.00 59.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 17000.00 13239.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 8000.00 6243.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 5000.00 1605.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.500000 0.00 1011230.00 671623.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFB4 2052-09-01 2.500000 0.00 33287.00 22518.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8H40 2036-05-01 2.500000 0.00 7356738.00 2478745.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4B68 2056-06-01 4.500000 0.00 1000.00 953.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4F56 2056-08-01 5.500000 0.00 29319424.00 29351626.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4HH8 2056-07-01 5.000000 0.00 2034834.00 1990793.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4HJ4 2056-07-01 5.000000 0.00 2822255.00 2763370.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4M82 2056-07-01 5.500000 0.00 1000.00 1001.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4SJ2 2056-07-01 5.500000 0.00 5273772.00 5279664.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQS20 2041-07-01 6.000000 0.00 1941483.00 2005742.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQSW4 2041-07-01 6.000000 0.00 1079034.00 1114502.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQTH6 2041-07-01 5.000000 0.00 1191852.00 1204896.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQTJ2 2041-07-01 5.000000 0.00 1525589.00 1543698.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Bank 254900C5LP6DN9OP9V83 3133ETX69 2027-11-19 3.760000 0.00 34000000.00 34264756.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133ETZT7 2040-10-01 5.440000 0.00 29948000.00 29801055.15 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWED8 2034-02-23 4.470000 0.00 49652000.00 49392088.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWEV8 2038-02-26 5.070000 0.00 40184000.00 39902839.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWJE1 2036-03-24 4.930000 0.00 24097000.00 23955019.14 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWND8 2028-10-30 4.050000 0.00 18712000.00 18754083.29 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWPM6 2041-05-15 5.290000 0.00 47060000.00 46515834.76 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWSQ4 2036-06-10 5.150000 0.00 33100000.00 32855683.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWTV2 2035-12-24 5.190000 0.00 12840000.00 12806669.50 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 375000000.00 375000000.00 0.0157 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. 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S6XOOCT0IEG5ABCC6L87 3131WCJ90 2033-06-01 5.000000 0.00 554912.00 17975.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPSR0 2044-02-01 5.000000 0.00 1070124.00 313260.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUAP2 2046-03-01 4.000000 0.00 378000.00 97015.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6RF8 2042-10-01 3.500000 0.00 153011.00 16197.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329HZS3 2031-05-01 6.000000 0.00 26013696.00 24113.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JQH3 2043-02-01 2.500000 0.00 350000.00 56467.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329M7C8 2044-07-01 4.000000 0.00 677519.00 57163.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4QH4 2044-08-01 4.500000 0.00 500000.00 40481.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9SF5 2031-08-01 3.000000 0.00 901000.00 75397.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFL97 2028-03-01 4.600000 0.00 9514000.00 9549328.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XHTB0 2036-07-01 4.640000 0.00 33653100.00 33075063.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C16M7 2053-05-01 5.500000 0.00 1104118.00 562223.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371M3C9 2036-11-01 6.000000 0.00 5300000.00 48065.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31389SUM4 2032-03-01 6.000000 0.00 14999400.00 7158.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETT89 2049-01-01 5.618000 0.00 4668968.00 736365.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AGHR8 2054-08-01 5.500000 0.00 982030.00 639397.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBPX0 2048-03-01 4.500000 0.00 94000.00 26800.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MNMH6 2052-04-01 3.000000 0.00 617000.00 408437.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMLA0 2041-10-01 3.500000 0.00 1057960.00 374889.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNUX8 2052-04-01 2.500000 0.00 10038000.00 6135424.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QU2B1 2054-07-01 6.500000 0.00 42299840.00 30813067.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U4FV6 2056-01-01 3.287000 0.00 18715940.00 17317947.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAWT8 2056-06-01 6.000000 0.00 1027478.00 1059582.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ULNM9 2056-07-01 6.000000 0.00 5618952.00 5763641.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UUC82 2056-07-01 6.000000 0.00 1541510.00 1587726.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3SQ3 2055-10-01 6.000000 0.00 33220864.00 28134956.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6Z47 2037-05-01 2.000000 0.00 46407296.00 41719282.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGHK8 2051-10-01 4.000000 0.00 513378.00 273046.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XTE98 2053-11-01 7.000000 0.00 14629808.00 15466389.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411WVB0 2037-05-01 5.500000 0.00 12000000.00 81017.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BN61 2036-09-01 5.500000 0.00 34785408.00 454002.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416WYK2 2040-10-01 4.000000 0.00 170000.00 14711.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CTP9 2048-01-01 3.500000 0.00 3150000.00 224974.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZG2 2048-08-01 3.500000 0.00 3962000.00 343019.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418MPH9 2039-03-01 5.500000 0.00 950423.00 15305.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MGZ8 2055-01-01 5.500000 0.00 50000000.00 46738708.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SA57 2055-04-01 5.500000 0.00 87740672.00 84642080.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JR5L7 2056-01-01 6.000000 0.00 21620768.00 21710898.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTL27 2056-01-01 5.000000 0.00 4846016.00 4705438.27 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 500000000.00 500000000.00 0.0210 N Y Y N Bank of America NA Bank of America NA 3.640000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.64_0803 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 912810RL4 2045-02-15 0.750000 0.00 112527300.00 109548458.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 66724800.00 63159159.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 81638400.00 82292385.70 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0105 N Y Y N Bank of America NA Bank of America NA 3.650000% 943GEK006 B4TYDEB6GKMZO031MB27 943GEK006_3.65_0803 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 3617JR6J2 2049-04-20 4.500000 0.00 1000.00 157.66 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 15186700.00 15681923.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 21900.00 20616.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 873900.00 875162.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 85416000.00 85422149.95 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 100000000.00 100000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.640000% 98599G006 549300H47WTHXPU08X20 98599G006_3.64_0803 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 91282CEJ6 2027-04-15 0.125000 0.00 597175600.00 692928156.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 50000000.00 50624113.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 65172500.00 65838204.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 50000000.00 50351567.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 59000000.00 59278143.11 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 901000000.00 901000000.00 0.0378 N Y Y N 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9128286T2 2029-05-15 2.375000 0.00 100.00 95.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 11000400.00 9575614.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 400.00 379.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 500.00 470.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 93.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 105509800.00 111282879.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 47403000.00 46716989.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 17048800.00 17891529.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 302600.00 301950.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 1800.00 1793.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 41071900.00 40024991.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 19820000.00 20158616.05 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951148 0.00 12900.00 12910.06 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0105 N Y Y N BNP Paribas SA BNP Paribas SA 3.650000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.65_0803 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 36179UGC0 2048-11-20 4.000000 0.00 2554.00 212.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 1014.00 84.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4.000000 0.00 7551593.00 545846.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 3040.00 670.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 4350.00 1161.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 3560.00 2089.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 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Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1000.00 933.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 1000.00 700.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 2048.00 1741.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 1000.00 930.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 1000.00 818.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1008.00 978.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6FP7 2056-04-20 6.500000 0.00 2048.00 2111.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VJWR7 2056-06-20 6.000000 0.00 1000.00 1037.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMNN9 2056-06-20 6.000000 0.00 1000.00 1048.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VMQW6 2056-06-20 6.500000 0.00 1000.00 1068.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 109738796.00 89305407.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM96 2050-12-01 5.687000 0.00 27204.00 28053.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 6811372.00 5234877.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1000.00 700.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 1070.00 747.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 848.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNW9 2055-02-01 5.000000 0.00 624164.00 530901.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ARK25 2054-10-01 5.500000 0.00 1000.00 902.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B0PN2 2055-01-01 6.000000 0.00 1000.00 858.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BR2N8 2055-10-01 5.500000 0.00 270179.00 268229.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.500000 0.00 59194.00 61741.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC6M1 2044-02-01 6.121000 0.00 30175701.00 31083121.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LEHK6 2033-12-01 2.090000 0.00 3442747.00 2900454.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKMJ9 2033-06-01 4.520000 0.00 516128.00 509875.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 912594.00 902744.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0V66 2032-10-01 4.440000 0.00 553239.00 545757.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 445007.00 273167.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSH46 2053-06-01 6.500000 0.00 2467804.00 1409419.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRE6 2054-11-01 5.500000 0.00 2332.00 2064.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 1000.00 921.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3VQ9 2055-08-01 6.500000 0.00 1000.00 695.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 73000.00 67361.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W6ZZ8 2056-05-01 5.000000 0.00 100722.00 98603.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 6003.00 1010.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X56L2 2050-03-01 4.000000 0.00 35000.00 7099.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 2978224.00 1638654.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8MT0 2056-03-01 5.500000 0.00 37549463.00 36426805.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 438784.00 439879.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 71989.00 29565.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 1000.00 706.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 62999.00 41030.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 1000.00 703.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 434000.00 284659.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FCH8 2054-09-01 6.000000 0.00 54000.00 32054.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 1000.00 857.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGG6 2045-01-01 5.500000 0.00 71660.00 45497.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7.000000 0.00 28299264.00 19646434.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 395168.00 293959.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQGN6 2053-11-01 7.000000 0.00 1000.00 574.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 5.500000 0.00 20569280.00 20358404.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JV3V8 2056-03-01 5.000000 0.00 18996.00 18342.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KDCL8 2031-04-01 4.250000 0.00 292280.00 288378.26 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 557300.00 540625.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 22151000.00 26926690.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 400.00 442.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 36600.00 35739.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 10513900.00 10478752.03 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 250000000.00 250000000.00 0.0105 N Y Y N Societe Generale Societe Generale 3.640000% 988FSF000 O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_3.64_0803 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 91282CRC7 2033-07-31 4.375000 0.00 257170600.00 255000080.14 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0105 N Y Y N AllianceBernstein Fixed Income Shares 2026-08-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller