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Loan Bank 3.760000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-19 2026-11-19 N N N 0.0367 100049772.00 100049772.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-15 2026-06-15 N N N 0.0365 499746691.66 499746691.66 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.645000% 3130B8B68 2549001DPIFGXC1TOL40 US3130B8B683 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-22 2026-06-22 N N N 0.0367 549493669.76 549493669.76 0.0221 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.630000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-03 2026-09-03 N N N 0.0365 399498985.27 399498985.27 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.630000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-03 2026-09-03 N N N 0.0365 199999524.00 199999524.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.625000% 3130B9DT4 2549001DPIFGXC1TOL40 US3130B9DT42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-10 2026-08-10 N N N 0.0364 499495819.19 499495819.19 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.630000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-04 2026-09-04 N N N 0.0365 549498280.07 549498280.07 0.0221 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.630000% 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-10 2026-08-10 N N N 0.0365 99499137.34 99499137.34 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.630000% 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-18 2026-08-18 N N N 0.0365 399496708.12 399496708.12 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.635000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-18 2026-09-18 N N N 0.0365 499496808.20 499496808.20 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9KQ2 2549001DPIFGXC1TOL40 US3130B9KQ20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-18 2026-09-18 N N N 0.0366 598996154.42 598996154.42 0.0241 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130BAD20 2549001DPIFGXC1TOL40 US3130BAD207 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-09 2026-11-09 N N N 0.0366 499499765.24 499499765.24 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.655000% 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-07 2027-01-07 N N N 0.0367 399999380.00 399999380.00 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.655000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-04 2027-01-04 N N N 0.0367 248999367.54 248999367.54 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.655000% 3130BAMB0 2549001DPIFGXC1TOL40 US3130BAMB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-06 2027-01-06 N N N 0.0367 598998526.46 598998526.46 0.0241 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.655000% 3130BAML8 2549001DPIFGXC1TOL40 US3130BAML86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-07 2027-01-07 N N N 0.0367 99999777.00 99999777.00 0.0040 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 0.0361 45235021.64 45235021.64 0.0018 N N Y 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 0.0361 497748221.39 497748221.39 0.0201 N N Y 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 0.0361 298240353.92 298240353.92 0.0120 N N Y 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 0.0361 646573190.63 646573190.63 0.0260 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 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 0.0361 298309200.67 298309200.67 0.0120 N N Y 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 0.0361 99011772.41 99011772.41 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 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 0.0361 462982808.75 462982808.75 0.0187 N N Y 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 0.0361 48725218.78 48725218.78 0.0020 N N Y 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 0.0361 323511693.02 323511693.02 0.0130 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-23 2026-10-23 N N N 0.0371 39760164.87 39760164.87 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-04 2026-11-04 N N N 0.0371 30008381.10 30008381.10 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-23 2026-09-23 N N N 0.0371 119774061.37 119774061.37 0.0048 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-16 2026-10-16 N N N 0.0371 94022620.16 94022620.16 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-29 2026-10-29 N N N 0.0370 79774596.50 79774596.50 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.715000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-05 2027-05-05 N N N 0.0372 29503540.00 29503540.00 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-22 2027-09-22 N N N 0.0374 99542416.85 99542416.85 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-06 2027-10-06 N N N 0.0371 399862126.78 399862126.78 0.0161 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-14 2027-10-14 N N N 0.0371 199684314.06 199684314.06 0.0080 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.720000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-18 2026-06-18 N N N 0.0364 200007610.00 200007610.00 0.0081 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-07-29 2026-07-29 N N N 0.0369 37003632.66 37003632.66 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-23 2026-10-23 N N N 0.0371 72017900.64 72017900.64 0.0029 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-20 2026-11-20 N N N 0.0368 72032568.48 72032568.48 0.0029 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.640000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_3.64_0601 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 7493692 2030-05-31 4.000000 0.00 1000303333.33 1020000001.92 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 1000000000.00 1000000000.00 0.0403 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.620000% 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 3140XTAV3 2050-03-25 3.000000 0.00 1000.00 657.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y86V3 2056-05-01 5.500000 0.00 192501332.00 197367653.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9AA2 2056-05-01 6.000000 0.00 75007515.00 77522869.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y9AY0 2056-05-01 5.000000 0.00 3072.00 3035.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411JCP9 2038-04-01 7.000000 0.00 1000.00 106.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D5C2 2036-10-01 2.000000 0.00 1000.00 521.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FS81 2056-01-01 4.000000 0.00 461338.00 427598.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUA3 2041-02-01 4.000000 0.00 1000.00 939.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FV53 2041-04-01 3.500000 0.00 1000.00 946.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 2000.00 1916.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXH5 2056-05-01 5.000000 0.00 14988160.00 14792532.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXL6 2056-05-01 6.500000 0.00 2213128.00 2307718.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXT9 2041-05-01 6.000000 0.00 158924.00 164267.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FXZ5 2041-05-01 6.000000 0.00 759072.00 774956.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4.000000 0.00 1000.00 717.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 4197800.00 4164326.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NQCC5 2055-05-20 6.000000 0.00 1008.00 950.41 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 4600400.00 4544445.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 19984700.00 20296024.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 2563000.00 2601435.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 21382600.00 21537786.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5141000.00 5211581.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100000.00 96897.97 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MK26 2055-01-01 6.000000 0.00 68149706.00 64365053.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PQG2 2053-10-01 3.000000 0.00 1000.00 834.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RP61 2055-11-01 6.500000 0.00 1000.00 975.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SG28 2056-03-01 5.000000 0.00 1008.00 1000.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SGZ5 2056-03-01 4.500000 0.00 1021.00 976.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SJA7 2053-10-01 3.000000 0.00 3001.00 2600.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TCW4 2056-05-01 5.500000 0.00 24070752.00 24694179.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TDF0 2056-04-01 6.000000 0.00 14343776.00 14976991.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRFF2 2054-03-01 5.500000 0.00 1000.00 676.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXCN5 2056-01-01 5.500000 0.00 88687957.00 87094970.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6C76 2056-02-01 4.500000 0.00 29959.00 28474.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6D83 2056-05-01 4.500000 0.00 22489559.00 21644064.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6D91 2056-05-01 5.000000 0.00 2269843.00 2240216.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EC3 2056-05-01 6.500000 0.00 1045288.00 1089964.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCC57 2041-05-01 5.000000 0.00 6437248.00 6494596.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCDA5 2041-05-01 6.000000 0.00 71805.00 74219.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1RY0 2056-04-01 5.000000 0.00 100127133.00 97219711.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K2K41 2056-04-01 5.000000 0.00 1181470.00 1178730.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4BA3 2056-05-01 5.500000 0.00 1193299.00 1216439.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4BS4 2056-05-01 6.000000 0.00 42580.00 44418.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4EQ5 2056-05-01 5.500000 0.00 1821082.00 1848645.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4HL3 2056-05-01 5.500000 0.00 1954015.00 1992559.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4JR8 2056-05-01 4.500000 0.00 1072.00 1034.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5AT0 2056-05-01 6.500000 0.00 1014926.00 1066534.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5AW3 2056-05-01 6.000000 0.00 1201186.00 1248909.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5JX2 2056-05-01 4.000000 0.00 1861568.00 1747794.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5ZE6 2056-06-01 6.500000 0.00 1066375.00 1141673.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K6MS7 2056-05-01 4.500000 0.00 1010.00 975.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DMQ1 2042-11-20 3.000000 0.00 1000.00 214.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WHJ1 2042-11-20 4.000000 0.00 1000.00 115.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NDQ8 2043-05-20 3.000000 0.00 1001.00 101.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NDR6 2043-05-20 3.500000 0.00 1000.00 94.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 2046-04-20 3.000000 0.00 1000.00 95.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.500000 0.00 1000.00 98.07 Agency 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2051-11-20 1.500000 0.00 22234.00 12476.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWRM7 2047-05-01 4.000000 0.00 1021.00 217.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMUG8 2051-04-01 2.000000 0.00 323395.00 221258.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVCK9 2054-09-01 6.000000 0.00 1000.00 668.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWD34 2052-06-01 4.000000 0.00 1385.00 982.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 237010.00 165105.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8KZ8 2032-12-01 4.189000 0.00 60500000.00 60508234.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XEGZ8 2046-03-01 5.150000 0.00 1000.00 979.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4.000000 0.00 21000.00 15701.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQGK3 2041-06-01 5.000000 0.00 1000.00 1019.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQEP3 2039-10-01 6.500000 0.00 1000.00 101.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NY4L6 2043-02-01 2.500000 0.00 1000.00 177.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WKMJ1 2047-04-01 3.500000 0.00 1000.00 148.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138X3XR8 2043-09-01 4.000000 0.00 1000.00 144.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A5BU1 2053-11-01 6.500000 0.00 440000.00 311641.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AGUC6 2054-06-01 6.000000 0.00 1000.00 618.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BRGU7 2055-10-01 5.500000 0.00 1000.00 900.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BU4P4 2055-11-01 6.000000 0.00 2071686.00 2144326.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BWPU6 2055-11-01 4.500000 0.00 1000.00 958.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYYM0 2056-04-01 6.000000 0.00 3143734.00 3266243.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYZF4 2056-05-01 5.500000 0.00 2689334.00 2751072.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYZZ0 2056-05-01 6.000000 0.00 3236468.00 3366893.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFM9 2057-01-01 4.000000 0.00 295966.00 75836.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9GM7 2048-02-01 3.500000 0.00 17315000.00 2164580.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JGUE3 2048-11-01 4.000000 0.00 1000.00 121.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K3NJ7 2050-01-01 4.500000 0.00 1002.00 162.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MF5U3 2052-02-01 2.500000 0.00 1000.00 669.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MHUV9 2052-03-01 3.000000 0.00 1500003.00 899825.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSBY0 2052-07-01 4.500000 0.00 1000.00 730.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q25C8 2036-05-01 4.510000 0.00 7514000.00 7419998.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2PS1 2036-04-01 4.425000 0.00 1007.00 988.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2ZG6 2036-05-01 4.560000 0.00 34524000.00 34259362.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q9SX2 2048-09-01 4.000000 0.00 51995774.00 15980218.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPDA2 2037-05-01 2.500000 0.00 20000.00 11963.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQT70 2052-11-01 4.000000 0.00 1007.00 709.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS5B3 2053-09-01 6.500000 0.00 46498000.00 26449604.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVXA7 2054-12-01 5.500000 0.00 5950000.00 5500756.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVZB3 2055-01-01 5.000000 0.00 1008.00 931.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U4HS1 2056-03-01 5.000000 0.00 3623481.00 3531795.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U4ZH5 2056-02-01 5.000000 0.00 1000.00 999.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U67L2 2056-05-01 5.000000 0.00 1000.00 986.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6HN7 2056-03-01 6.000000 0.00 1000.00 1028.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6QZ0 2041-04-01 5.500000 0.00 1000.00 1021.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U6XJ8 2056-04-01 5.000000 0.00 1683310.00 1682600.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U84Y3 2056-05-01 5.000000 0.00 2007328.00 2006308.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U8PQ7 2056-05-01 5.000000 0.00 1124799.00 1125805.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U8S76 2056-03-01 5.500000 0.00 1000.00 1012.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U9S58 2056-04-01 4.500000 0.00 1000.00 966.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAJA4 2056-03-01 6.500000 0.00 1000.00 1049.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBDD2 2056-05-01 5.000000 0.00 1842522.00 1825514.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBGF4 2056-05-01 5.000000 0.00 17378560.00 17151733.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBTK9 2056-05-01 5.000000 0.00 2961197.00 2922547.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBTL7 2056-05-01 5.000000 0.00 9527377.00 9472745.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UC5V9 2056-05-01 5.000000 0.00 3073039.00 3032929.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UCQC8 2056-06-01 6.500000 0.00 1186.00 1243.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDCP2 2056-05-01 5.500000 0.00 725840.00 739497.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDCZ0 2056-05-01 5.000000 0.00 1218468.00 1202564.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDD22 2056-05-01 5.500000 0.00 1000.00 1008.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDE47 2056-05-01 5.500000 0.00 2182896.00 2208404.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDHF9 2056-05-01 6.000000 0.00 1020.00 1050.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDKA6 2056-05-01 5.500000 0.00 22829248.00 23070274.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDKH1 2056-05-01 5.500000 0.00 23275560.00 23618008.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDMN6 2056-05-01 5.500000 0.00 24448630.00 24733964.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UEC47 2056-05-01 5.000000 0.00 5751741.00 5676668.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFBB9 2056-05-01 5.000000 0.00 5002235.00 4936945.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFGL2 2056-04-01 5.000000 0.00 1228848.00 1216592.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFRB2 2056-05-01 5.000000 0.00 2245664.00 2255892.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFRG1 2056-05-01 5.500000 0.00 1886591.00 1928052.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFRQ9 2056-05-01 5.500000 0.00 1593002.00 1623482.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFRR7 2056-05-01 5.500000 0.00 1724458.00 1754730.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UFUY8 2056-05-01 5.500000 0.00 1010.00 1030.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UGCV2 2056-05-01 5.500000 0.00 1322490.00 1333709.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UHDJ6 2056-05-01 6.000000 0.00 1569949.00 1609741.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UHDR8 2056-05-01 6.000000 0.00 1624350.00 1676320.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1QE6 2052-02-01 2.000000 0.00 1000.00 742.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W43M7 2055-12-01 6.500000 0.00 1008.00 905.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4YU5 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B1V7KEBTPIMZEU4LTD58 3140X5V83 2047-05-01 3.500000 0.00 1000.00 189.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6WA5 2035-05-01 3.500000 0.00 1000.00 100.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XDGA8 2050-06-01 5.000000 0.00 1000.00 372.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFTH4 2052-02-01 2.500000 0.00 1000.00 606.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGG29 2047-12-01 5.000000 0.00 1000.00 470.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XH3L9 2051-12-01 3.000000 0.00 109670.00 70446.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJVU4 2037-03-01 2.000000 0.00 1000.00 594.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKES5 2051-07-01 2.000000 0.00 850940.00 551738.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XN5A8 2052-04-01 2.000000 0.00 1000.00 685.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XNUH5 2053-05-01 4.000000 0.00 1000.00 729.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6.000000 0.00 1000.00 548.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.500000 0.00 1001.00 875.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AMFT0 2047-08-15 4.500000 0.00 358447.00 25124.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FJBZ2 2052-07-15 5.000000 0.00 1001.00 660.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HCUY7 2048-09-20 4.500000 0.00 999000.00 152150.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LC4N5 2049-11-15 3.000000 0.00 1000.00 164.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NGSV0 2040-08-20 5.500000 0.00 1000.00 315.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Q9QQ6 2050-09-20 3.000000 0.00 1005.00 359.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYPZ2 2050-11-20 2.000000 0.00 1000.00 466.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WRC84 2051-09-15 3.500000 0.00 1013.00 382.36 Agency Collateralized Mortgage Obligation Government National Mortgage 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LLC Goldman Sachs & Co. 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Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GK9 2055-01-20 3.500000 0.00 929060.00 808487.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 293066751.00 215920888.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NRTW1 2055-04-20 6.500000 0.00 2029508.00 1040904.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8WL4 2056-03-20 5.000000 0.00 3425136.00 3406750.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8XQ2 2056-03-20 6.500000 0.00 1341918.00 1415568.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCQ57 2056-05-20 5.500000 0.00 13269056.00 13463550.88 Agency Collateralized Mortgage Obligation Government 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(FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.620000% 98599G006 549300H47WTHXPU08X20 98599G006_3.62_0601 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 91282CDC2 2026-10-15 0.125000 0.00 713582100.00 864960186.50 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 848000000.00 848000000.00 0.0342 N Y Y N BNP Paribas SA BNP Paribas SA 3.610000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.726969 0.00 13200.00 13242.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 109755800.00 107484534.95 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 10835900.00 10447030.41 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1100.00 663.48 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 2595000.00 2402290.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 906600.00 867257.67 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 200.00 191.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 10405600.00 9045534.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 110717300.00 117730976.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 7055600.00 7084997.76 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 250000000.00 250000000.00 0.0101 N Y Y N BNP Paribas SA BNP Paribas SA 3.620000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.62_0601 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 3140XRPY5 2054-09-01 5.500000 0.00 1041.00 829.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 798.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6.000000 0.00 1000.00 854.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PS9 2056-03-01 5.500000 0.00 12272017.00 12252013.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PX8 2056-03-01 5.500000 0.00 11264.00 11188.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 10025.00 57.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KZ23 2036-06-01 5.500000 0.00 1023.00 26.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413VS73 2037-12-01 6.500000 0.00 9994.00 30.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.500000 0.00 386100.00 27829.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 1000.00 597.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 1024.00 363.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 1000.00 898.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FPF8 2055-09-01 5.000000 0.00 1000.00 934.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 1000.00 789.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.500000 0.00 7543824.00 6677388.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 7000.00 6801.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 31148998.00 30631806.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.500000 0.00 5236491.00 153727.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426G2B0 2055-04-01 5.500000 0.00 1000.00 918.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.500000 0.00 200040.00 172723.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PN35 2055-06-01 6.500000 0.00 1000.00 778.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.500000 0.00 1000.00 861.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YTE6 2055-09-01 6.500000 0.00 4032.00 3870.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5.000000 0.00 1000.00 759.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5.000000 0.00 3376.00 2565.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 78553.00 53193.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 2048.00 1422.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 4000.00 2765.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 14224942.00 10036513.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 1000.00 580.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 368000.00 266060.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6.000000 0.00 75246208.00 34963772.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 28297104.00 20189640.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 1000.00 607.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 1024.00 634.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 2008.00 894.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1000.00 761.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 931.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 2024.00 1628.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1000.00 844.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1049056.00 886312.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1000.00 951.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 11179231.00 9952343.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 1000.00 970.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VR7 2055-04-20 5.500000 0.00 1024.00 983.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 2024.00 1971.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1000.00 957.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKP91 2055-07-20 6.500000 0.00 616659.00 653004.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 40247.00 21719.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1000.00 696.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 4185860.00 3064023.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 1000.00 720.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0KQ4 2053-09-01 6.500000 0.00 3000.00 2079.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0WB4 2053-11-01 5.500000 0.00 1000.00 783.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 1205.00 946.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335AEK0 2045-08-01 3.500000 0.00 2457996.00 468508.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 1024.00 500.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1NY2 2053-04-01 6.000000 0.00 1000.00 835.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 1000.00 905.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1008.00 807.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLCL9 2051-02-01 2.500000 0.00 1664.00 748.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KP6N3 2052-11-01 5.000000 0.00 5281778.00 4020445.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.500000 0.00 7911872.00 6181774.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 1539413.00 1373488.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JJF6 2032-07-01 6.500000 0.00 4401814.00 4665.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 1047.00 46.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XGZQ9 2044-02-01 4.500000 0.00 1376.00 82.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A7EB6 2054-02-01 5.500000 0.00 1017.00 1001.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140APTV6 2054-08-01 7.000000 0.00 1056.00 562.52 Agency Mortgage-Backed Securities Federal National 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Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 1000.00 1054.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.500000 0.00 1000.00 1052.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVZ4 2056-03-20 6.500000 0.00 1000.00 1053.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 1000.00 1032.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1051.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 1000.00 1056.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1083.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 1000.00 1061.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 1000.00 1052.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 1000.00 1053.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 1939650.00 1853214.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1000.00 998.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1000.00 788.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 527329.00 464452.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 6861987.00 5055661.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 1000.00 1052.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V8C69 2056-04-20 6.000000 0.00 1000.00 1032.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9Z47 2056-04-20 7.000000 0.00 1000.00 1067.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.500000 0.00 1000.00 1056.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FAU0 2039-08-20 4.500000 0.00 1133.00 37.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 1000.00 61.92 Agency Collateralized Mortgage Obligation Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 500000000.00 500000000.00 0.0201 N Y Y N Societe Generale Societe Generale 3.610000% 988FSF000 O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_3.61_0601 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 912810PX0 2038-05-15 4.500000 0.00 54107400.00 54044362.53 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 54557900.00 44347981.44 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 69466400.00 51081138.57 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 61575400.00 54217643.68 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 25793600.00 25808917.69 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 225000000.00 225000000.00 0.0091 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.610000% 989GWF002 549300MS3WYYVQ4HXM15 989GWF002_3.61_0601 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 91282CMG3 2030-01-31 4.250000 0.00 60200.00 61350.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 232700.00 239815.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 542500.00 546437.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 194000.00 194015.24 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 53400.00 55022.04 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 129800.00 125308.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 101300.00 96602.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 282800.00 266201.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 122200.00 123499.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 7700.00 7927.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 181600.00 179747.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 85627800.00 85243287.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 170005300.00 167937538.54 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 250000000.00 250000000.00 0.0101 N Y Y N AllianceBernstein Fixed Income Shares 2026-06-05 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller