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3.5 557452.16 476586.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX6692 N/A 3138Y8NJ5 2044-10-01 4 89024.20 80657.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7304 N/A 31417EDJ7 2042-12-01 3.5 129.08 115.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4026 N/A 3140QPPL5 2052-07-01 4.5 3191618.48 2927751.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE5871 N/A 3133BFQY9 2052-07-01 4.5 161.10 147.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5970 N/A 3140H7T49 2048-06-01 4 370734.64 332374.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6302 N/A 3140QSAC5 2053-05-01 4.5 124395.14 113351.71 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA4881 N/A 31329NM62 2047-03-01 4 796038.52 716348.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4209 N/A 3140N8VB1 2053-01-01 5.5 1170545.42 1128494.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1535 N/A 3132DNV42 2052-09-01 4.5 2865840.95 2612199.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8023 N/A 3133CY4G0 2054-11-01 5.5 281881.87 273335.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6789 N/A 3140W7RK8 2055-12-01 5.5 601892.33 581666.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4601 N/A 3140Q0DF6 2030-08-01 4.23 3374140.00 3260490.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6900 N/A 3132DUUZ8 2054-11-01 5 450600.70 425079.93 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3263 N/A 3140NXTV5 2030-04-01 4.72 3051640.00 2999906.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3728 N/A 3142GUEA7 2055-03-01 6 2341516.85 2328824.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6951 N/A 3142GXWM5 2056-06-01 4.5 131059.24 118496.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5438 N/A 3140M7BG5 2054-12-01 5 192800.81 179819.10 Agency Mortgage-Backed Securities USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 94020.00 91517.98 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 11660.00 11383.13 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 159880.00 157949.94 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 46940.00 43789.86 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 96980.00 95476.33 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 154000.00 147822.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 3234080.00 3011205.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 1120760.00 1101718.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 49720.00 48721.06 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 141640.00 134517.10 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 10257500.00 9688157.46 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 54520.00 55584.58 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 14360.00 14246.63 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 174620.00 163371.42 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0395 100000000.00 100000000.00 .0194 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.890%, 10/1/2026 3.890 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FCSB 4.45 FCOR 26-32 FT N/A 3133EWFH8 2032-08-27 4.45 3494000.00 3347982.83 Agency Debentures and Agency Strips FCSB 4.89 FCOR 26-33 FD N/A 3133ETXS1 2033-09-12 4.89 4323000.00 4103975.21 Agency Debentures and Agency Strips FCSB 5 5/8 FCOR 26-40 AF N/A 3133ETAZ0 2040-03-26 5.625 23980000.00 22851381.30 Agency Debentures and Agency Strips FCSB 4.54 FCOR 26-31 GA N/A 3133ET5Z6 2031-12-29 4.54 3000.00 2897.33 Agency Debentures and Agency Strips FHLB 5.45 FHOR 26-35 HK N/A 3130B6LL8 2035-06-18 5.45 10000000.00 9792496.67 Agency Debentures and Agency Strips FHLB 5.52 FHOR 27-40 AS N/A 3130B4XD8 2040-02-10 5.52 7090000.00 6710023.27 Agency Debentures and Agency Strips USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 2978400.00 2088573.22 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 2356100.00 2108244.17 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 50000000.00 50000000.00 .0097 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.880%, 10/1/2026 3.880 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 4269.17 4219.14 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 1604338.16 1493776.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 87.13 87.41 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 20387.48 19019.34 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 87.13 72.99 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 3606755.02 3161117.90 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 3368726.79 2815215.50 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 33344688.47 27392453.17 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 5576.06 3257.85 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 338658.76 220494.80 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 87.13 70.45 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 11906464.91 9126183.31 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 609.88 569.98 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 1394.02 880.56 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 522.76 452.58 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 174.25 148.07 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 252665.40 201045.16 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0393 43563000.00 43563000.00 .0084 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.955%, 4/9/2027 3.955 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0392 18999464.39 18999464.39 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.000%, 4/9/2027 4.000 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0392 11002668.16 11002668.16 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0423 24990290.25 24990290.25 .0048 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0423 24990290.25 24990290.25 .0048 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.060%, 10/14/2027 4.060 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-14 2027-10-14 N N N .0404 12000274.68 12000274.68 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.810%, 12/4/2026 3.810 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0430 9991398.20 9991398.20 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0427 26970462.00 26970462.00 .0052 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0409 19969289.40 19969289.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0391 19978800.00 19978800.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0476 21915954.94 21915954.94 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.960%, 1/14/2028 3.960 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-14 2028-01-14 N N N .0395 7999952.48 7999952.48 .0015 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0418 11976143.28 11976143.28 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0423 19956823.20 19956823.20 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0427 29915608.50 29915608.50 .0058 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0447 14959465.20 14959465.20 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0453 19929353.00 19929353.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0449 19919278.40 19919278.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0445 19927218.20 19927218.20 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0413 19992123.40 19992123.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0453 19911356.40 19911356.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0447 14949996.60 14949996.60 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0414 19989178.80 19989178.80 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0414 19989178.80 19989178.80 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 1/27/2027 3.930 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-27 2027-01-27 N N N .0388 15000015.75 15000015.75 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 2/9/2027 3.935 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-09 2027-02-09 N N N .0390 9999998.50 9999998.50 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.005%, 7/7/2028 4.005 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0399 5000190.35 5000190.35 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.915%, 10/13/2026 3.915 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-13 2026-10-13 N N N .0338 5999970.18 5999970.18 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 1/12/2027 3.930 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-12 2027-01-12 N N N .0386 5000003.40 5000003.40 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.940%, 3/9/2027 3.940 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-09 2027-03-09 N N N .0393 5000041.05 5000041.05 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.005%, 7/13/2028 4.005 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-13 2028-07-13 N N N .0399 6000633.72 6000633.72 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 2/17/2027 3.930 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-17 2027-02-17 N N N .0390 8000010.48 8000010.48 .0015 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 3/16/2027 3.935 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-16 2027-03-16 N N N .0393 3000033.51 3000033.51 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.925%, 1/22/2027 3.925 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-22 2027-01-22 N N N .0386 10000331.40 10000331.40 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.915%, 11/17/2026 3.915 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-17 2026-11-17 N N N .0382 3000017.34 3000017.34 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.920%, 12/22/2026 3.920 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-22 2026-12-22 N N N .0391 5000026.00 5000026.00 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 2/24/2027 3.930 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-24 2027-02-24 N N N .0391 10000027.10 10000027.10 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0456 19946656.40 19946656.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 3/25/2027 3.935 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-25 2027-03-25 N N N .0391 10000913.50 10000913.50 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.940%, 4/28/2027 3.940 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-28 2027-04-28 N N N .0391 5000031.10 5000031.10 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.980%, 3/21/2028 3.980 3130BBV69 2549001DPIFGXC1TOL40 US3130BBV694 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-21 2028-03-21 N N N .0396 10002196.10 10002196.10 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 3/24/2027 3.930 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-24 2027-03-24 N N N .0392 25000361.00 25000361.00 .0048 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/5/2027 3.800 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N .0422 19645533.40 19645533.40 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 4.295%, 9/17/2027 4.295 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N .0454 19152266.60 19152266.60 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0401 10921945.87 10921945.87 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0402 74410500.00 74410500.00 .0144 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 3/11/2027 3.960 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-11 2027-03-11 N N N .0392 5000774.70 5000774.70 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.020%, 11/4/2026 4.020 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-04 2026-11-04 N N N .0380 4000216.68 4000216.68 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.985%, 12/2/2027 3.985 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-02 2027-12-02 N N N .0398 9999607.50 9999607.50 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.925%, 4/19/2027 3.925 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-19 2027-04-19 N N N .0396 1999282.78 1999282.78 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 11/23/2027 3.960 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-23 2027-11-23 N N N .0394 3000506.64 3000506.64 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.965%, 1/6/2028 3.965 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-06 2028-01-06 N N N .0395 11999977.32 11999977.32 .0023 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 1/12/2028 3.960 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-12 2028-01-12 N N N .0390 9004655.97 9004655.97 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.925%, 4/8/2027 3.925 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-08 2027-04-08 N N N .0389 6000040.02 6000040.02 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 10/1/2027 4.030 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-01 2027-10-01 N N N .0398 10002996.90 10002996.90 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 4/9/2027 3.960 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0391 13000536.90 13000536.90 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 10/14/2027 4.030 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-14 2027-10-14 N N N .0399 10002613.40 10002613.40 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.990%, 4/22/2027 3.990 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-22 2027-04-22 N N N .0396 15000282.60 15000282.60 .0029 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.995%, 5/27/2027 3.995 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-27 2027-05-27 N N N .0398 6000159.24 6000159.24 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.985%, 6/4/2027 3.985 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-04 2027-06-04 N N N .0399 19999119.40 19999119.40 .0039 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 6/17/2027 3.975 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-17 2027-06-17 N N N .0396 20001917.40 20001917.40 .0039 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.010%, 7/29/2027 4.010 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-29 2027-07-29 N N N .0397 15002318.85 15002318.85 .0029 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 9/10/2027 4.030 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-10 2027-09-10 N N N .0403 10000027.90 10000027.90 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.995%, 11/26/2027 3.995 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-26 2027-11-26 N N N .0397 8001184.80 8001184.80 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.000%, 9/1/2028 4.000 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-01 2028-09-01 N N N .0399 5000741.00 5000741.00 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 1/26/2028 3.975 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-26 2028-01-26 N N N .0396 10000204.30 10000204.30 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.980%, 1/28/2028 3.980 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-28 2028-01-28 N N N .0397 5000030.70 5000030.70 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.970%, 2/2/2028 3.970 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N .0391 3001899.48 3001899.48 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.000%, 9/8/2028 4.000 3133EWC99 254900C5LP6DN9OP9V83 US3133EWC995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-08 2028-09-08 N N N .0400 4999997.20 4999997.20 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 2/25/2028 3.975 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-25 2028-02-25 N N N .0399 6997669.42 6997669.42 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.015%, 9/14/2028 4.015 3133EWF47 254900C5LP6DN9OP9V83 US3133EWF477 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-14 2028-09-14 N N N .0401 9999985.50 9999985.50 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.015%, 9/29/2028 4.015 3133EWK66 254900C5LP6DN9OP9V83 US3133EWK667 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-29 2028-09-29 N N N .0402 7874967.71 7874967.71 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.965%, 4/10/2028 3.965 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-10 2028-04-10 N N N .0395 4000095.00 4000095.00 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 4/20/2028 3.975 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-20 2028-04-20 N N N .0396 25000311.25 25000311.25 .0048 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 5/8/2028 3.975 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N .0397 17000247.01 17000247.01 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.005%, 7/7/2028 4.005 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0398 7001401.47 7001401.47 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.010%, 7/24/2028 4.010 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-24 2028-07-24 N N N .0400 17000363.46 17000363.46 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.020%, 8/3/2028 4.020 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-03 2028-08-03 N N N .0399 7002724.26 7002724.26 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.005%, 8/7/2028 4.005 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-07 2028-08-07 N N N .0400 14000366.66 14000366.66 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.000%, 8/25/2028 4.000 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N .0399 22000573.32 22000573.32 .0043 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 10/16/2026 4.020 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N .0349 12000540.96 12000540.96 .0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.010%, 9/2/2027 4.010 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-02 2027-09-02 N N N .0396 19758750.44 19758750.44 .0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.980%, 3/16/2027 3.980 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-16 2027-03-16 N N N .0391 28004885.44 28004885.44 .0054 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 9/22/2027 4.020 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-22 2027-09-22 N N N .0394 20011380.00 20011380.00 .0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 10/6/2027 4.020 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-06 2027-10-06 N N N .0400 17008438.29 17008438.29 .0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.975%, 6/16/2027 3.975 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-16 2027-06-16 N N N .0395 15003546.60 15003546.60 .0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.100%, 7/7/2028 4.100 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0399 20032550.00 20032550.00 .0039 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 10/23/2026 4.020 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-23 2026-10-23 N N N .0365 13000743.08 13000743.08 .0025 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.140%, 11/5/2027 4.140 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-05 2027-11-05 N N N .0394 15029312.10 15029312.10 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 11/20/2026 4.020 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-20 2026-11-20 N N N .0389 10000662.60 10000662.60 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 12/11/2026 4.020 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-11 2026-12-11 N N N .0390 10002027.70 10002027.70 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.960%, 12/22/2027 3.960 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-22 2027-12-22 N N N .0396 21000888.51 21000888.51 .0041 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.960%, 1/7/2028 3.960 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-07 2028-01-07 N N N .0396 7998643.92 7998643.92 .0015 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.970%, 5/8/2028 3.970 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N .0398 14996608.05 14996608.05 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.965%, 6/8/2028 3.965 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-08 2028-06-08 N N N .0400 11992831.68 11992831.68 .0023 N N N N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.890%, 10/1/2026 3.890 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 1292806.05 1241497.72 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 200.00 193.31 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 3083500.00 2997704.70 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 200.00 200.93 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 35000.00 30697.20 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 33300.00 21787.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 1000.00 940.32 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 97230200.00 96927522.39 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 100.00 56.42 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 911700.00 767521.94 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 900.00 883.54 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 23700.00 22066.73 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-10-01 2026-10-01 2026-10-01 N N N .0394 100000000.00 100000000.00 .0194 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.880%, 10/1/2026 3.880 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 5209400.00 5100006.42 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 5000000.00 5000000.00 .0010 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.880%, 10/1/2026 3.880 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 35400.00 34656.63 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 412.14 339.00 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 200.00 182.69 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 100.00 90.13 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 2600.00 2220.53 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 200.00 173.78 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 100.00 82.58 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 100.00 81.86 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 3500.00 2750.99 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 1715567.81 775208.91 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 600.00 386.44 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 52713500.00 24915497.02 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 4700.00 2466.46 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 700.00 453.76 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 26544493.44 17735073.10 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 14600.00 9907.29 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 900.00 725.37 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 100.00 78.51 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 3000.00 2120.67 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 100.00 75.20 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 200.00 180.51 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 914.89 807.69 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 500.00 461.13 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 100.00 94.92 U.S. Treasuries (including strips) USTR 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 27300.00 28044.68 U.S. Treasuries (including strips) USTR 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 730300.00 743153.46 U.S. Treasuries (including strips) USTR BILL 01/12/27 N/A 912797WP8 2027-01-12 0 82000.00 81052.74 U.S. Treasuries (including strips) USTR BILL 03/25/27 N/A 912797WL7 2027-03-25 0 14999400.00 14695632.15 U.S. Treasuries (including strips) USTR BILL 09/02/27 N/A 912797WA1 2027-09-02 0 1438000.00 1381062.39 U.S. Treasuries (including strips) USTR BILL 12/01/26 N/A 912797VZ7 2026-12-01 0 1000000.00 993265.00 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 2900000.00 2804903.20 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 1000000.00 997967.00 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 3550400.00 3525781.53 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 6841500.00 6815440.73 U.S. Treasuries (including strips) USTR BILL 10/08/26 N/A 912797UJ4 2026-10-08 0 1000400.00 999659.70 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 20924900.00 20728687.21 U.S. Treasuries (including strips) USTR BILL 11/27/26 N/A 912797SU2 2026-11-27 0 2530000.00 2514076.18 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 8200.00 5180.04 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 100.00 89.44 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 5500.00 4949.44 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 8100.00 7399.38 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 4000.00 3684.40 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 141.80 91.79 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 2935.37 2623.49 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 1300.00 1014.20 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 616200.00 630683.01 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 420000.00 415386.72 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 1100.00 752.72 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 4600.00 4316.87 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 1050100.00 795984.46 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 400.00 199.53 U.S. Treasuries (including strips) USTR BILL 02/11/27 N/A 912797WB9 2027-02-11 0 340000.00 334845.26 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 100000000.00 100000000.00 .0194 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.900%, 10/1/2026 3.900 857449004 N/A 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 CORPORATION BNYM Y FMAC FEPC 05.500 CLSD6458 N/A 3132DUE78 2054-10-01 5.5 9410306.98 9093636.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6299 N/A 3132DT7L8 2054-09-01 5.5 269125.33 259094.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2228 N/A 3140N6PN6 2052-11-01 5 990087.41 925934.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9909 N/A 3140N3AK5 2052-10-01 4.5 749.41 683.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7150 N/A 3140MY5L2 2052-07-01 5 982426.84 923521.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW4578 N/A 3140MWCQ7 2056-08-01 6 6847895.66 6849931.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV0272 N/A 3140MDJS8 2052-02-01 3.5 36256.91 30847.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5517 N/A 3140M7DX6 2055-01-01 6 8861013.82 8825679.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4932 N/A 3140M6PS6 2054-09-01 6.5 868.32 895.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4929 N/A 3140M6PP2 2054-09-01 6 756.57 755.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9421 N/A 3140KHPF2 2050-07-01 3 46901.32 38994.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP0048 N/A 3140K7BS1 2050-01-01 3.5 1077185.65 936934.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5695 N/A 3140JAKH0 2049-02-01 4 65686.68 58743.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM2003 N/A 3140J6GM3 2047-10-01 4 351318.61 315332.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6172 N/A 3140HK2E7 2048-09-01 4.5 1004161.92 926860.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2444 N/A 3140HFWE5 2050-05-01 2.5 10720270.82 8570769.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH9288 N/A 3140GYKA6 2048-02-01 4 300539.48 269367.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 8556466.45 7427521.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 R3BF0748 N/A 3140FXZN5 2052-04-01 3.5 10444098.00 9146078.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0354 N/A 3140FXMC3 2053-01-01 3.5 94017.32 81646.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD6284 N/A 3132DT6V7 2054-01-01 2 39005.90 29314.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 803.33 805.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2744 N/A 3132DQBM7 2053-05-01 6 1297.70 1291.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3575 N/A 3132DQ6L5 2050-01-01 3 1530.64 1285.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2238 N/A 3132DPPX0 2053-02-01 4 105887.84 93195.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2210 N/A 3132DPN38 2053-01-01 5.5 1273.55 1222.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2609 N/A 3132DP3S5 2052-12-01 3.5 59628.03 50807.70 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1441 N/A 3132DNS61 2052-08-01 4 35788.71 31523.85 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0941 N/A 3132DABJ9 2041-11-01 1.5 10420606.00 8402961.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 3RZM9247 N/A 3131Y4HY3 2031-08-01 2 356069.78 331718.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4012 N/A 3131XKN54 2042-10-01 3.5 20468.01 18326.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3201 N/A 3131XJRW4 2042-06-01 3.5 8064672.53 7244740.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4907 N/A 3130G4KV7 2056-09-01 6 2000.00 1999.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1971 N/A 3133BPFL7 2052-10-01 5.5 6124617.20 5913449.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1747 N/A 3140EV5H6 2046-01-01 3.5 330832.47 290612.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0962 N/A 3140JHB85 2048-12-01 4 40272.11 36047.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 757.44 713.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2092 N/A 3140Q9KE2 2048-07-01 4.5 7096208.67 6554299.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 984493.00 941574.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 712.77 608.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH0400 N/A 3133CCNR3 2053-09-01 5.5 6040468.88 5809001.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH0731 N/A 3140GNY56 2049-01-01 4 283471.29 253680.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2987 N/A 3132DQJ80 2053-03-01 3.5 1565.48 1332.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS4732 N/A 3140XLHJ0 2053-02-01 6.5 40050672.95 41369906.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7960 N/A 3140XPZ28 2054-05-01 5.5 9589916.99 9284732.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I6BF0680 N/A 3140FXXJ6 2062-09-01 2.5 719.18 548.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG8655 N/A 3133C9TL7 2053-08-01 6 926379.66 926595.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5349 N/A 3133CV5J9 2054-10-01 5.5 8779612.76 8514701.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 590.90 466.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8849 N/A 3140XQZP5 2052-07-01 3 2466.88 2040.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 12212.82 11051.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX6095 N/A 3138Y7XZ0 2044-10-01 3.5 417510.08 369429.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4612 N/A 3140XLDS4 2053-04-01 5.5 1394.82 1353.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1600 N/A 3133BAX55 2052-05-01 4 30614.35 27052.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 944569.95 922891.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZN4057 N/A 3131YAQJ2 2049-03-01 5 976495.81 924394.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9138 N/A 3133CAEK2 2053-08-01 6 5578901.14 5557050.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 19324.57 14556.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4605 N/A 3130G4AF3 2056-09-01 6 2000.00 1995.62 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 65277.42 61887.81 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A48052 G N/A 3128K85M4 2035-12-01 5.5 248958.25 248182.88 Agency Mortgage-Backed Securities FMAC 05.500 FGPC O20139 G N/A 3128ALEL8 2031-09-01 5.5 221.47 220.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0214 N/A 3140BQGY1 2055-10-01 5.5 7099184.23 6837143.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7379 N/A 3140B8FV8 2055-04-01 7 518.25 537.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6989 N/A 3140AUXT5 2054-12-01 5 7292979.59 6853823.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB6805 N/A 3140AGR30 2054-06-01 6 8719069.12 8630041.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB4475 N/A 3140AD6M8 2054-09-01 5.5 1005305.06 969201.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0473 N/A 3140A9Q37 2054-05-01 5.5 8624024.14 8353717.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GL738552 N/A 31402UQD7 2033-07-01 5 38063.04 37244.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAS9048 N/A 3138WKBS3 2043-09-01 3.5 9290760.30 8205873.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 N/A 3138WHKK7 2046-07-01 3.5 506.22 441.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAR8634 N/A 3138W6SY3 2043-03-01 4 1006744.03 920739.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 N/A 3138NYWY7 2043-01-01 3 44010.02 38424.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP4536 N/A 3138M8BE2 2042-09-01 3.5 298213.28 267019.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAO2156 N/A 3138LSME7 2042-05-01 4 8988605.44 8257609.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8521 N/A 3138ETPF7 2046-04-01 3.5 47482.27 41705.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 K2256006 N/A 31371MKT3 2035-10-01 5 30172.31 29091.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA4738 N/A 31346YHP1 2049-11-01 3 6943046.69 5805926.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2907 N/A 3133W9GQ8 2054-04-01 6 8466253.98 8394860.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2761 N/A 3133W9B67 2054-04-01 5 8825126.46 8232808.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5049 N/A 3142GVTF8 2055-11-01 5 45708599.32 42634868.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4684 N/A 3142GVF22 2055-08-01 5 25720982.71 23973441.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 975.50 829.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZLFP0039 N/A 3140XTBH3 2050-11-01 3.5 6600410.44 5775012.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFS9168 N/A 3140XRFJ9 2042-08-01 3.5 7888691.17 7199585.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8828 N/A 3140XQY27 2052-08-01 3.5 10049312.26 8681826.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8788 N/A 3140XQXS1 2054-08-01 6.5 9107701.22 9211320.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5801 N/A 3140XMNT9 2050-06-01 3 7759356.47 6452344.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5510 N/A 3140XMDQ6 2053-08-01 6 10151354.46 10111452.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4781 N/A 3140XLJ33 2051-10-01 4 699.32 624.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4672 N/A 3140XLFN3 2051-10-01 2.5 46341050.09 36606922.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 763.93 718.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0283 N/A 3140A9J50 2054-03-01 5.5 9204953.02 8910252.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4311 N/A 3140M5YH2 2053-12-01 6.5 898.29 925.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2199 N/A 3140UHNR7 2056-06-01 5.5 8474017.80 8159466.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFA6348 N/A 3140W7BS8 2042-10-01 3.5 973.73 908.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3469 N/A 3140BF2B0 2055-07-01 6 787.66 778.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1503 N/A 3140UUU58 2056-09-01 5.5 1000.00 971.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0908 N/A 3140W1AJ2 2054-12-01 5.5 9426049.54 9142245.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4818 N/A 3140W5K86 2052-03-01 3 2870.91 2385.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9674 N/A 3140QVXC3 2054-12-01 6 642.65 638.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE1012 N/A 3140BDDS6 2055-06-01 5.5 8554592.25 8215629.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7673 N/A 3142GYQ32 2056-10-01 5.5 1818930.00 1747703.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0449 N/A 3133W4QA3 2056-08-01 5.5 10662154.77 10294806.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6935 N/A 3142GXV53 2056-06-01 5.5 51794705.30 49781422.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2566 N/A 3140W2Z87 2055-07-01 6.5 7083028.47 7268781.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTSC0943 N/A 3132DABL4 2046-09-01 5.5 6942139.00 6755177.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4896 N/A 3130G4KJ4 2056-09-01 6 2000.00 1993.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5063 N/A 3140W5TV6 2052-04-01 4 10013371.71 8841448.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1779 N/A 3132CX6Q0 2040-06-01 5.5 402069.37 399713.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0968 N/A 3140UUCE9 2056-08-01 6 7207139.64 7199444.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3953 N/A 3140UXMB8 2056-09-01 5.5 6262454.61 6030816.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4873 N/A 3130G4JT4 2056-09-01 5.5 2016.00 1946.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6435 N/A 3140W7EH9 2052-05-01 3 1812.25 1515.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTSC0940 N/A 3132DABH3 2043-11-01 4.5 8448208.00 8019833.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4517 N/A 3140W5AT1 2055-02-01 4.5 10073170.03 9168448.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2416 N/A 3133W8VH3 2054-04-01 6 91260.76 90365.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0885 N/A 3133W46W7 2056-08-01 5 9597846.08 8978638.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3VSF5027 N/A 3133SSSQ8 2044-05-01 4.5 1574.52 1466.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1072 N/A 3140XGFN4 2052-03-01 3 6479663.18 5491298.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7532 N/A 3140XBLN8 2051-04-01 3.5 9829541.96 8481798.17 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6802 N/A 3140XARY0 2036-04-01 2 500.21 441.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6592 N/A 3140W7KE9 2056-08-01 5 7076668.23 6599600.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5625 N/A 3140W6HB1 2056-05-01 5 995.68 927.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5480 N/A 3140W6CS9 2055-02-01 5.5 1819.94 1746.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6205 N/A 3140W63P5 2056-07-01 5.5 2980.42 2863.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5054 N/A 3140W5TL8 2056-03-01 5 42589104.07 39697549.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 N/A 3140W5MW1 2056-03-01 5 66311472.48 61926611.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4831 N/A 3140W5LM4 2054-09-01 6 2639.88 2619.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4807 N/A 3140W5KV5 2052-03-01 3 11691327.58 9712671.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2497 N/A 3140W2X30 2055-09-01 5.5 9088209.29 8741999.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 890.18 761.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA0690 N/A 3140W0XU4 2052-06-01 3 10513504.48 8747726.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5784 N/A 3140V0NA0 2056-09-01 5.5 15652258.00 15035035.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI6178 N/A 3140V02L9 2056-09-01 6.5 5068686.00 5264282.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3253 N/A 3140UWTK3 2056-09-01 6 9348957.73 9276263.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3245 N/A 3140UWTB3 2056-09-01 5.5 8415062.80 8106377.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI3243 N/A 3140UWS99 2056-09-01 5 9679100.01 9047972.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5840 N/A 3140U9P28 2056-04-01 5 9704939.10 9062693.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5761 N/A 3140U9MK1 2056-04-01 5 9830133.25 9148834.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4664 N/A 3140U8FE5 2056-04-01 5 7152919.56 6672735.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9982 N/A 3140QWCU4 2055-02-01 5.5 6726856.25 6489052.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9001 N/A 3140QVAB0 2054-07-01 5.5 912.44 892.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8828 N/A 3140QUY26 2054-07-01 5 905.76 846.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 7182428.53 7194174.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8990 N/A 3140QU7C4 2054-08-01 5.5 829.54 801.29 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8890 N/A 3140QU2Y1 2054-07-01 7 7954002.50 8308447.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7643 N/A 3140QTP52 2053-12-01 6 6870279.73 6859289.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 7872662.07 7622866.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 6978154.68 6980390.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 8765913.21 7984826.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4349 N/A 3133KKZN2 2051-01-01 2.5 30368.74 24267.47 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA3653 N/A 3133KKBW8 2050-10-01 1.5 110365.02 79441.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6008 N/A 3133CWU91 2054-10-01 5.5 1697.64 1638.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5631 N/A 3133CWHG0 2054-09-01 6 1537.67 1531.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7242 N/A 3133CLBK1 2054-01-01 6.5 8410235.00 8549231.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH6454 N/A 3133CKE38 2053-12-01 6 8081298.15 7992616.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH2147 N/A 3133CEL42 2053-09-01 6.5 8626028.60 8769583.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH0432 N/A 3133CCPR1 2053-09-01 6 9256496.42 9178198.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8518 N/A 3133C9PB3 2053-08-01 6.5 7943518.61 8133147.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6604 N/A 3133C7KR7 2053-07-01 6 930383.16 936666.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5155 N/A 3133C5WQ0 2053-06-01 5.5 9522998.89 9243599.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7606 N/A 3133BVNX9 2053-02-01 6 8123214.64 8091845.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6564 N/A 3133BUJH1 2053-02-01 5.5 5845.27 5654.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 8710461.95 8448273.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4929 N/A 3133BSPN6 2052-12-01 6 8932927.41 8911687.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3431 N/A 3133BQY42 2052-11-01 5.5 8479008.59 8216418.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2386 N/A 3133BPUK2 2052-10-01 5 16091.51 15067.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0671 N/A 3133BMW84 2052-09-01 4.5 1030421.39 937254.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5747 N/A 3133BFL40 2052-07-01 4 1556.33 1372.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0359 N/A 3133B9MG6 2052-04-01 3.5 12174.08 10439.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD8105 N/A 3133B6AE0 2052-03-01 3 38014.94 31353.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD3209 N/A 3133B0R62 2051-12-01 3 8876537.72 7318764.53 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB2516 N/A 3133A8YM3 2050-08-01 2.5 206883.04 165089.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA8801 N/A 3133A3X60 2050-04-01 3 79051.07 66092.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 46922.04 40736.75 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q45560 G N/A 3132WKFA1 2047-01-01 3 445381.06 378046.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8516 N/A 3132DWN90 2055-03-01 6 1195.00 1183.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 22909.01 19497.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8288 N/A 3132DWF57 2053-01-01 5 346249.24 325188.90 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 762.68 626.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 19440.31 15384.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8025 N/A 3132DV4J1 2049-11-01 3.5 289971.71 249801.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 857.82 729.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3883 N/A 3140QPJ57 2052-06-01 5 6304025.75 6048913.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0988 N/A 3140QLC20 2051-07-01 2.5 12461282.99 9923803.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 103280.36 85783.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5658 N/A 3140QDJC9 2050-05-01 2.5 205640.30 163869.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5161 N/A 3140QCWX0 2050-02-01 3.5 969.25 847.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3403 N/A 3140QAX96 2049-04-01 4.5 5771459.69 5353911.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1905 N/A 3140Q9DK6 2048-06-01 4.5 9453487.23 8777118.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 958828.21 928990.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 935402.04 935266.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6601 N/A 3140NBKP5 2053-04-01 5.5 962062.25 938442.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6115 N/A 3140NAYM9 2053-01-01 6 8466791.45 8386605.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4217 N/A 3140N8VK1 2053-01-01 5.5 10535365.16 10201557.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5708 N/A 3133BTKV1 2053-01-01 5.5 65140.08 63163.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9910 N/A 3140N3AL3 2052-10-01 4.5 686.61 625.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4931 N/A 3133BSPQ9 2052-12-01 6 8333249.02 8244511.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9580 N/A 3133KRUD4 2053-08-01 6.5 8055925.94 8211446.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH4126 N/A 3133CGSP3 2053-11-01 6 8455713.53 8423474.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4536 N/A 3140QCBE5 2049-11-01 3 168910.06 141023.80 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50529 G N/A 31288LSS1 2036-11-01 6 51720.04 52403.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3997 N/A 3140ADNP2 2054-05-01 5.5 1568.70 1516.73 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3UZM9998 N/A 3131Y5DB4 2030-01-01 2.5 153165.40 148548.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 184523.41 162074.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1279 N/A 3140QLM52 2051-08-01 2.5 10678874.76 8510848.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4375 N/A 3133BD2G9 2052-06-01 5 986277.03 928292.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR7396 N/A 3138W5GE2 2043-06-01 3 50082.92 43532.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0605 N/A 3140FXU75 2062-03-01 4 736.75 636.78 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 254497.62 262646.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3822 N/A 3132E0G71 2053-09-01 5.5 8667875.69 8422319.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAL7846 N/A 3138EQWG3 2045-08-01 4.5 91092.42 84500.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX4138 N/A 3140N8S41 2052-12-01 5 9592774.57 9039720.21 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SZT0936 N/A 3132ADBD9 2043-09-01 3 165777.53 145675.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2208 N/A 3140NJN26 2053-08-01 6.5 919066.98 945075.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4087 N/A 3133BDRG2 2052-06-01 5 7270077.57 6863147.90 Agency Mortgage-Backed Securities USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 10000000.00 8376425.00 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 800.00 570.55 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 100.00 98.69 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 1000000000.00 1000000000.00 .1936 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0000 62000000.00 62000000.00 .0120 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0401 28816567.46 28816567.46 .0056 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0401 56639460.18 56639460.18 .0110 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0405 27738634.00 27738634.00 .0054 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0405 19813310.00 19813310.00 .0038 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0412 28635017.31 28635017.31 .0055 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0427 3922510.00 3922510.00 .0008 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0427 11767530.00 11767530.00 .0023 N Y Y N United States Treasury United States Treasury Bills, 3.730%, 10/22/2026 3.730 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N .0374 52880777.56 52880777.56 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0426 26307260.46 26307260.46 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0401 26811606.42 26811606.42 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0431 26213835.60 26213835.60 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0318 66964954.98 66964954.98 .0130 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0358 109859887.50 109859887.50 .0213 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 2/4/2027 3.855 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N .0418 24641216.00 24641216.00 .0048 N Y Y N United States Treasury United States Treasury Bills, 4.135%, 9/2/2027 4.135 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 6722339.89 6722339.89 .0013 N Y Y N United States Treasury United States Treasury Bills, 4.105%, 9/2/2027 4.105 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 3361169.95 3361169.95 .0007 N Y Y N United States Treasury United States Treasury Bills, 3.980%, 9/2/2027 3.980 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 8643008.43 8643008.43 .0017 N Y Y N United States Treasury United States Treasury Bills, 3.970%, 9/2/2027 3.970 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 16325682.59 16325682.59 .0032 N Y Y N United States Treasury United States Treasury Bills, 3.965%, 9/2/2027 3.965 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 3121086.38 3121086.38 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.960%, 9/2/2027 3.960 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0443 3121086.38 3121086.38 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.830%, 2/11/2027 3.830 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N .0421 25604523.36 25604523.36 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.785%, 12/8/2026 3.785 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N .0401 51608672.96 51608672.96 .0100 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 12/22/2026 3.750 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N .0402 52519754.81 52519754.81 .0102 N Y Y N United States Treasury United States Treasury Bills, 4.400%, 9/30/2027 4.400 912797WJ2 254900HROIFWPRGM1V77 US912797WJ22 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N .0455 26772133.08 26772133.08 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.890%, 3/11/2027 3.890 912797WK9 254900HROIFWPRGM1V77 US912797WK94 U.S. Treasury Debt Y 2027-03-11 2027-03-11 2027-03-11 N N N .0424 26501121.27 26501121.27 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 1/5/2027 3.855 912797WN3 254900HROIFWPRGM1V77 US912797WN34 U.S. Treasury Debt Y 2027-01-05 2027-01-05 2027-01-05 N N N .0410 54407070.85 54407070.85 .0105 N Y Y N United States Treasury United States Treasury Bills, 3.895%, 1/12/2027 3.895 912797WP8 254900HROIFWPRGM1V77 US912797WP81 U.S. Treasury Debt Y 2027-01-12 2027-01-12 2027-01-12 N N N .0410 39538331.20 39538331.20 .0077 N Y Y N United States Treasury United States Treasury Bills, 4.115%, 2/2/2027 4.115 912797WS2 254900HROIFWPRGM1V77 US912797WS21 U.S. Treasury Debt Y 2027-02-02 2027-02-02 2027-02-02 N N N .0424 51291388.20 51291388.20 .0099 N Y Y N United States Treasury United States Treasury Notes, 2.375%, 5/15/2027 2.375 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N .0442 14812646.55 14812646.55 .0029 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0426 15853750.08 15853750.08 .0031 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0425 15459130.84 15459130.84 .0030 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0416 8934960.96 8934960.96 .0017 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0442 5929687.50 5929687.50 .0011 N Y Y N United States Treasury United States Treasury Notes, 4.375%, 7/15/2027 4.375 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N .0450 13985431.18 13985431.18 .0027 N Y Y N United States Treasury United States Treasury Notes, 4.358%, 10/31/2026 4.358 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-06 2026-10-31 2026-10-31 N N N .0425 24997890.50 24997890.50 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0413 25002441.50 25002441.50 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0426 15991562.56 15991562.56 .0031 N Y Y N United States Treasury United States Treasury Notes, 4.251%, 1/31/2027 4.251 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-10-06 2027-01-31 2027-01-31 N N N .0412 60016315.80 60016315.80 .0116 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0431 15965833.28 15965833.28 .0031 N Y Y N United States Treasury United States Treasury Notes, 4.313%, 4/30/2027 4.313 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-10-06 2027-04-30 2027-04-30 N N N .0412 76074255.04 76074255.04 .0147 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0444 16937135.36 16937135.36 .0033 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0445 14922421.80 14922421.80 .0029 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 7/31/2027 3.875 91282CNP2 254900HROIFWPRGM1V77 US91282CNP22 U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N .0455 3480825.18 3480825.18 .0007 N Y Y N United States Treasury United States Treasury Notes, 4.343%, 10/31/2027 4.343 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-10-06 2027-10-31 2027-10-31 N N N .0416 3005370.42 3005370.42 .0006 N Y Y N United States Treasury United States Treasury Notes, 4.256%, 4/30/2028 4.256 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-10-06 2028-04-30 2028-04-30 N N N .0418 7006892.76 7006892.76 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.203%, 7/31/2028 4.203 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-10-06 2028-07-31 2028-07-31 N N N .0418 58010505.54 58010505.54 .0112 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.920%, 10/5/2026 3.920 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CIRR0114 N/A 3142JCDU1 2041-09-01 4.5 39729568.49 37754691.10 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ7538 N/A 3142GYLU7 2056-09-01 4.5 65892535.00 59594724.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5488 N/A 3142GWC23 2055-12-01 5.5 53061553.83 51104673.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6634 N/A 31427ULQ4 2056-09-01 5.5 8774340.00 8422116.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6218 N/A 31418F4C8 2041-10-01 5 55810829.00 54294882.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 75954900.29 59894911.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6993 N/A 3140W7XX3 2056-09-01 5.5 60218869.00 57859226.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6028 N/A 3140W6VW9 2056-03-01 5 69349184.50 64549581.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0137 N/A 3142J6EK5 2056-07-01 5.5 67907042.70 65255038.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1046 N/A 31427NEU9 2054-11-01 5.5 53830431.52 51658888.01 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-05 2026-10-05 2026-10-05 Y Bank of Montreal 1.0000 5 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0397 500000000.00 500000000.00 .0968 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.900%, 10/6/2026 3.900 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLSL4246 N/A 31427RWG1 2056-02-01 5 14398767.90 13493859.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5295 N/A 3140QQ3D5 2052-12-01 5.5 101285931.63 98247713.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7242 N/A 3142GYBL8 2056-08-01 5.5 95679574.41 92413126.93 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-06 2026-10-06 2026-10-06 Y Bank of Montreal 1.0000 6 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0395 200000000.00 200000000.00 .0387 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.890%, 10/1/2026 3.890 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 3929238.00 3876429.04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0394 3800000.00 3800000.00 .0007 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.890%, 10/1/2026 3.890 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FERA 5336FA 09/25/53 N/A 3137HAJR8 2053-09-25 4.8903 1223035.83 1217642.49 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 N/A 3137FVE99 2045-04-25 2 74221.02 67463.06 Agency Collateralized Mortgage Obligation FMAC FTRA 4707FP 08/15/47 N/A 3137F2NN2 2047-08-15 4.0852 601684.14 596845.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 N/A 3136BWU38 2054-02-25 5 2150362.85 2090638.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-099 MF N/A 38385TC33 2056-06-20 4.6478 484813.84 471890.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-079 GT N/A 38385PXG9 2056-04-20 4.5 2610360.84 2424417.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8978 1174109.30 1116056.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-200 FB N/A 38385BQN3 2054-12-20 4.7478 815697.95 808447.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 4785490.36 4635029.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-026 LY N/A 38384J6N9 2054-02-20 5.75 2819665.98 2754613.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.6478 253471.38 250910.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-153 YF N/A 38383YGA4 2052-09-20 4.5978 714396.43 690539.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FC N/A 38383KUG5 2054-04-20 4.7778 38656.58 38208.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 52562.74 43687.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FE N/A 38381PFL2 2055-07-20 4.7978 8598030.87 8533053.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-119 BF N/A 38381NZG6 2055-07-20 4.7478 5189485.02 5141600.82 Agency Collateralized Mortgage Obligation FNMA FNRM CL075GA R26F075 N/A 3136G7LD6 2030-05-25 4.55 1955610.09 1915825.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-043 CL N/A 38384KNT4 2054-03-20 5.5 5280325.80 5100132.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-021 FB N/A 38383VV96 2053-02-20 4.5278 79.72 77.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 KF N/A 38385FL82 2055-04-20 4.6978 24532751.66 24236811.92 Agency Collateralized Mortgage Obligation FMAC FERA 5364FD 12/25/53 N/A 3137HBBV5 2053-12-25 5.1603 799831.40 802065.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7478 466519.14 461371.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FG N/A 38385F3V1 2055-05-20 5.3978 2945616.42 2870033.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-064 FA N/A 38385EN91 2055-04-20 4.9978 72533.24 71200.83 Agency Collateralized Mortgage Obligation FNMA FNRA RC001AF R25F001 N/A 3136BUD80 2055-02-25 5.5403 93419.51 90498.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-001 NF N/A 38385CGL6 2055-01-20 4.7478 209308.27 206338.36 Agency Collateralized Mortgage Obligation FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 471291.49 458962.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6979 N/A 3132DUXG7 2054-11-01 5.5 80764.18 78111.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 3664411.29 3348234.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5069 N/A 3132DST28 2054-03-01 5.5 3062732.68 2966778.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 87939.42 82508.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3139 N/A 3132DQPY6 2052-07-01 3.5 7228.73 6166.61 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05740 G N/A 3128M7V94 2036-01-01 7 1960.22 2022.98 Agency Mortgage-Backed Securities FMAC FMAR 842214 G N/A 31288RN79 2051-01-01 6.007 497749.56 519020.38 Agency Mortgage-Backed Securities GNMA GNII SP 788238 M N/A 3622AEBF2 2052-05-20 3 4517249.35 3776857.13 Agency Mortgage-Backed Securities GNMA GNII RG CG0777 C N/A 3617WD2J2 2046-07-20 4 27.53 24.07 Agency Mortgage-Backed Securities GNMA GNII RG CF1395 C N/A 3617W2RQ3 2038-08-20 6 4235.10 4290.21 Agency Mortgage-Backed Securities GNMA GNII RG CF1392 C N/A 3617W2RM2 2049-02-20 5 717.48 671.18 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 333759.31 324624.50 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 10519910.84 8469621.13 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 10684786.53 8602128.12 Agency Mortgage-Backed Securities GNMA GNII SF MA5191 M N/A 36179TXU4 2048-05-20 3.5 14.31 12.52 Agency Mortgage-Backed Securities GNMA GNII SF MA3521 M N/A 36179R4E6 2046-03-20 3.5 11.77 10.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6111 N/A 3142GWYH6 2056-02-01 5 3901843.32 3638518.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6148 N/A 31418FZN0 2056-08-01 7 857585.52 884298.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3180 N/A 3140Y9RA4 2056-08-01 5.5 9037185.74 8707848.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6250 N/A 3140XM5L6 2053-11-01 6.5 96898.87 100057.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9853 N/A 3140UD5P0 2056-05-01 5.5 1189.47 1144.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6511 N/A 3140QSGV7 2053-06-01 4.5 573318.35 529630.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6334 N/A 3140QEBC5 2050-07-01 2.5 159088.91 127045.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1219 N/A 3140Q8K95 2048-02-01 4.5 832051.66 762483.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7008 N/A 3140Q2YE2 2033-05-01 4.5 243.17 231.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY5849 N/A 3140NNQB4 2053-07-01 5 294030.81 275850.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4719 N/A 3140NMG50 2053-06-01 6.5 44557.82 46226.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 N/A 3140N8ZZ4 2053-04-01 7 93.31 100.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3761 N/A 3140N8FB9 2052-12-01 6 485723.03 483112.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4645 N/A 3140M6ET6 2054-06-01 6 468383.63 464609.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU5356 N/A 3140M65S8 2054-12-01 6.5 794395.36 808225.87 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 N/A 3140JCG24 2054-02-01 4.752 90.63 88.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8097 N/A 3140JC7K4 2056-09-01 4.32 1843807.34 1789521.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBD2413 N/A 3140F9VF9 2047-05-01 4.5 482494.74 442185.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4156 N/A 3140BUTN2 2055-11-01 6.5 65097.64 66257.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7986 N/A 3140BL2U5 2055-08-01 6.5 1270141.43 1285844.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6151 N/A 3140BJZR1 2055-08-01 6.5 134639.69 138920.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7166 N/A 3140B76C2 2055-03-01 7 19553.91 20404.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3058 N/A 3140B3MG4 2055-03-01 6.5 285080.45 290743.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8924 N/A 3140AW4J5 2055-01-01 6.5 508756.37 515678.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2996 N/A 3140AQKJ0 2054-09-01 5.5 509531.86 491123.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1267 N/A 3140AAMR5 2054-04-01 6 89.48 88.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5636 N/A 3140A6HN9 2053-11-01 7 131073.94 137516.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL788359 N/A 31405FZY1 2033-10-01 6.5 13964.42 14122.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9992 N/A 3138WLC68 2047-07-01 4.5 590021.44 541385.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL2309 N/A 3138EJR75 2042-09-01 3.5 1330359.26 1194495.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9614 N/A 3133KRVF8 2053-08-01 5 41866.24 39317.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7394 N/A 3133KPGB8 2052-05-01 4 31793.89 27996.50 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH8277 N/A 3133CMFS8 2054-01-01 7.5 112.03 120.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH3677 N/A 3133CGCN5 2053-10-01 6.5 816623.17 828136.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8165 N/A 3133C9CA9 2053-08-01 5 622135.86 584731.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE4358 N/A 3133BDZX6 2052-06-01 3.5 88.55 75.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2424 N/A 3133AYVR8 2051-12-01 2 430293.56 327827.38 Agency Mortgage-Backed Securities FMAC FKAR 03.200 WNWN0160 N/A 3132XEFA4 2038-11-01 3.2 5287.01 4277.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4188 N/A 3132E0UM2 2053-10-01 5.5 1067613.41 1033756.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 N/A 3132DWH63 2053-07-01 4 778666.62 685366.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5468 N/A 3140AFCE4 2054-05-01 6 184904.25 183654.92 Agency Mortgage-Backed Securities GNMA GNMI SP 781750 X N/A 36225B5K0 2034-03-15 6.5 13462.16 13699.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2359 N/A 3132DPTQ1 2053-02-01 5.5 1774027.60 1736720.79 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8134 N/A 3132DWBB8 2051-03-01 2 917165.79 693373.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1759 N/A 3133CR5U3 2054-07-01 6 16306.98 16254.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M N/A 36179YHT4 2053-10-20 6 3171938.81 3163404.18 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY9937 N/A 3140NTBF8 2053-11-01 7.5 53622.17 57510.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD6630 N/A 3132DULK1 2052-01-01 2.5 4187121.33 3315320.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4128 N/A 3140QBSS8 2049-09-01 3 1316065.95 1098235.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL3636 N/A 3138ELBE2 2039-04-01 6 5.82 5.84 Agency Mortgage-Backed Securities GNMA GNII SF MA5651 M N/A 36179UH47 2048-12-20 4 10.87 9.76 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 676170.03 600142.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1600 N/A 3140ANX61 2054-09-01 5.5 234.12 225.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1912 N/A 3132DPDR6 2052-11-01 5.5 2468514.03 2393102.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5327 N/A 31418E4M9 2054-04-01 5 1633277.63 1526049.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 629811.70 475162.14 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 511.07 412.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8838 N/A 3133WFZB6 2054-07-01 6 1486043.76 1471987.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6930 M N/A 36179VVX5 2050-10-20 2 7518686.27 5849892.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6513 N/A 3140QSGX3 2053-06-01 5 81.13 77.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5507 N/A 3140BWDM7 2055-12-01 5.5 122146.37 117612.60 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 296958.77 285512.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9973 N/A 3140BPCK7 2055-10-01 5.5 533595.28 515208.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 N/A 3140Q2LJ5 2033-04-01 3.98 129.91 119.75 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4451 N/A 3140BG5M1 2055-06-01 7.5 125499.40 135072.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2834 N/A 3140BTEG6 2055-10-01 5.5 408953.31 393080.43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1780 N/A 3130G02N3 2056-08-01 7 35463.32 37150.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6378 N/A 3132DUCP0 2054-09-01 6 3870212.70 3843354.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1294 N/A 3140BDNL0 2055-06-01 6.5 434214.34 439786.66 Agency Mortgage-Backed Securities GNMA GNII SF DS1308 C N/A 3618VMNZ2 2056-06-20 6 493640.29 501490.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1240 N/A 3140U4LW7 2056-02-01 5.5 119669.74 115260.93 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 147900000.00 147900000.00 .0286 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.880%, 10/1/2026 3.880 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 5000000.00 4956200.00 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 25511700.00 25010905.33 U.S. Treasuries (including strips) USTR BILL 03/25/27 N/A 912797WL7 2027-03-25 0 25851300.00 25320572.81 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 52301893.95 46723360.58 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0393 100000000.00 100000000.00 .0194 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.900%, 10/1/2026 3.900 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF DS0900 C N/A 3618VL7M1 2056-08-20 6 45783.94 45752.09 Agency Mortgage-Backed Securities GNMA GNII SF DS0844 C N/A 3618VL5D3 2056-07-20 5.5 11.83 11.70 Agency Mortgage-Backed Securities GNMA GNPL PN DR7598 N/A 3618VGNP7 2061-09-15 5.45 12668.62 12598.32 Agency Mortgage-Backed Securities GNMA GNII SF DR5493 C N/A 3618VEC66 2056-04-20 5 28886.55 26735.30 Agency Mortgage-Backed Securities GNMA GNPL PN DO5690 N/A 3618V2KB2 2061-05-15 5.19 139.77 134.96 Agency Mortgage-Backed Securities GNMA GNII SF MB1414 M N/A 3618N6SC2 2056-09-20 6 11.92 11.80 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 170165.99 158740.66 Agency Mortgage-Backed Securities GNMA GNII SF MB1213 M N/A 3618N6K30 2056-06-20 3.5 129091.58 107890.80 Agency Mortgage-Backed Securities GNMA GNII SF MB1140 M N/A 3618N6HS9 2056-05-20 4 14.13 12.23 Agency Mortgage-Backed Securities GNMA GNII SF MB1068 M N/A 3618N6FJ1 2056-04-20 4 94.90 82.17 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 20.18 19.47 Agency Mortgage-Backed Securities GNMA GNII JM MB0474 M N/A 3618N5Q44 2055-07-20 6.5 2249.51 2242.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M N/A 3618N5PJ2 2055-06-20 5.5 188474.94 181714.44 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 22074.92 20906.44 Agency Mortgage-Backed Securities GNMA GNII SF MB0143 M N/A 3618N5ER6 2055-01-20 3.5 537266.30 449045.26 Agency Mortgage-Backed Securities GNMA GNII SF DQ4654 C N/A 3618MXE39 2056-03-20 5.5 25.17 24.55 Agency Mortgage-Backed Securities GNMA GNII SF DQ5365 C N/A 3618MX6A2 2056-07-20 5.5 11.94 11.60 Agency Mortgage-Backed Securities GNMA GNII SF DQ2964 C N/A 3618MVJH7 2056-03-20 5 453.43 427.56 Agency Mortgage-Backed Securities GNMA GNII SF DQ2284 C N/A 3618MURD9 2056-03-20 5.5 23.60 23.28 Agency Mortgage-Backed Securities GNMA GNII SF DP6102 C N/A 3618MLX75 2056-03-20 5 9974.24 9361.73 Agency Mortgage-Backed Securities GNMA GNPL PN DP3530 N/A 3618MH4P6 2061-04-15 5.29 203.52 198.76 Agency Mortgage-Backed Securities GNMA GNII SF DN4969 C N/A 3618M7QW9 2055-12-20 5.5 11.56 11.21 Agency Mortgage-Backed Securities GNMA GNII SF DN0409 C N/A 3618M2N29 2056-04-20 6.5 5038.81 5150.20 Agency Mortgage-Backed Securities GNMA GNPL PN CS8166 N/A 3618B2CB3 2058-04-15 4.92 11.42 11.06 Agency Mortgage-Backed Securities GNMA GNII SF CK9371 C N/A 3617Y5MU0 2052-04-20 3.5 540.04 448.15 Agency Mortgage-Backed Securities GNMA GNPL PN CJ1375 N/A 3617XHQ49 2058-02-15 5.04 11.87 11.58 Agency Mortgage-Backed Securities GNMA GNMI SF BT0861 X N/A 3617MN5W9 2050-03-15 3 21460.44 18062.32 Agency Mortgage-Backed Securities GNMA GNMI SF BT0809 X N/A 3617MN3S0 2050-03-15 3 18806.69 15892.53 Agency Mortgage-Backed Securities GNMA GNCL CL CP2692 N/A 3617FR7D8 2066-12-15 5.45 1851.71 1816.36 Agency Mortgage-Backed Securities GNMA GNPL PN CO1754 N/A 3617FC5P6 2058-05-15 4.79 87.29 83.85 Agency Mortgage-Backed Securities GNMA GNMI SF BD3187 X N/A 3617BJRG1 2047-10-15 4 7.97 7.01 Agency Mortgage-Backed Securities GNMA GNII SF MA9668 M N/A 36179YW59 2054-05-20 5.5 355682.97 344361.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 23618.94 21017.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8148 M N/A 36179XBR6 2052-07-20 3 161.67 135.06 Agency Mortgage-Backed Securities GNMA GNII SF MA7935 M N/A 36179WY85 2052-03-20 2 658.99 509.63 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 3125.62 2633.73 Agency Mortgage-Backed Securities GNMA GNII SP 785732 C N/A 3622ABHH8 2051-11-20 3.5 9.14 7.69 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 1287169.23 1248735.08 Agency Mortgage-Backed Securities GNMA GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 2.07 1.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 424.21 412.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC6938 N/A 3133ARV77 2051-09-01 2.5 7.97 6.35 Agency Mortgage-Backed Securities GNMA GNII SF DU6648 C N/A 3618WJL56 2056-08-20 5.5 19554.98 19339.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1677 N/A 3142JP2K6 2055-12-01 5 23.14 21.59 Agency Mortgage-Backed Securities GNMA GNPL PN DS0681 N/A 3618VLXJ9 2061-08-15 5.5 8680.22 8541.15 Agency Mortgage-Backed Securities GNMA GNII SF DP1884 C N/A 3618MGCV6 2056-05-20 5.5 5037.24 4903.35 Agency Mortgage-Backed Securities GNMA GNII SF MB1341 M N/A 3618N6P35 2056-08-20 4 180318.67 156126.98 Agency Mortgage-Backed Securities GNMA GNII SF MB0026 M N/A 3618N5A41 2054-11-20 5.5 1643904.98 1589668.54 Agency Mortgage-Backed Securities GNMA GNII SF DQ6139 C N/A 3618MYZC4 2056-05-20 5 35.44 33.42 Agency Mortgage-Backed Securities GNMA GNII SF DT1941 C N/A 3618W1EN4 2056-07-20 6.5 7900.55 8075.14 Agency Mortgage-Backed Securities GNMA GNPL PN DU9195 N/A 3618WMGC0 2061-09-15 5.33 77175.31 75364.13 Agency Mortgage-Backed Securities GNMA GNII SF DU4239 C N/A 3618WFV87 2056-09-20 5.5 12837.01 12455.96 Agency Mortgage-Backed Securities GNMA GNPL PN DR2916 N/A 3618VBGZ4 2061-04-15 5.34 116.63 114.13 Agency Mortgage-Backed Securities GNMA GNII SF DS0893 C N/A 3618VL7E9 2056-08-20 5.5 61975.46 60135.25 Agency Mortgage-Backed Securities GNMA GNII SF MB1413 M N/A 3618N6SB4 2056-09-20 5.5 2447.45 2353.12 Agency Mortgage-Backed Securities GNMA GNII ET DU7301 C N/A 3618WKDE3 2065-02-20 7 3126.36 3212.92 Agency Mortgage-Backed Securities GNMA GNII SF DQ8191 C N/A 3618N2C46 2056-04-20 5 59.10 55.73 Agency Mortgage-Backed Securities GNMA GNII SF DP2714 C N/A 3618MHAP9 2056-06-20 5.5 14044.86 13627.82 Agency Mortgage-Backed Securities GNMA GNCL CL DU9190 N/A 3618WMF72 2067-11-15 5.42 86964.70 83589.87 Agency Mortgage-Backed Securities GNMA GNII ET DO9798 C N/A 3618V63F3 2065-12-20 6.5 28094.86 28364.13 Agency Mortgage-Backed Securities GNMA GNII SF DT8554 C N/A 3618W8QF3 2056-08-20 6 13983.32 13987.35 Agency Mortgage-Backed Securities GNMA GNII SF DS6773 C N/A 3618VTQ27 2056-06-20 5.5 7711.07 7491.16 Agency Mortgage-Backed Securities GNMA GNII SF DT9350 C N/A 3618W9L74 2056-09-20 5.5 54833.80 53271.01 Agency Mortgage-Backed Securities GNMA GNII SF DN7524 C N/A 3618MALD9 2055-11-20 5.5 11.74 11.61 Agency Mortgage-Backed Securities GNMA GNII SF DU3922 C N/A 3618WFLB1 2056-08-20 5.5 38283.09 37063.19 Agency Mortgage-Backed Securities GNMA GNII SF DS9101 C N/A 3618VWDE8 2056-07-20 5.5 4140.78 4028.27 Agency Mortgage-Backed Securities GNMA GNII SF DT8571 C N/A 3618W8QY2 2056-07-20 6 30436.67 30466.26 Agency Mortgage-Backed Securities GNMA GNII SF DP3483 C N/A 3618MH2Q6 2056-01-20 5.5 2039.04 1978.51 Agency Mortgage-Backed Securities GNMA GNPL PN DT0337 N/A 3618VYLS4 2061-10-15 4.95 173347.63 165104.69 Agency Mortgage-Backed Securities GNMA GNII SF MB1066 M N/A 3618N6FG7 2056-04-20 3 4129.02 3450.36 Agency Mortgage-Backed Securities GNMA GNII SF MA7705 M N/A 36179WR26 2051-11-20 2.5 15.48 12.48 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 19605.61 16384.54 Agency Mortgage-Backed Securities GNMA GNII SF MA7370 M N/A 36179WFK9 2051-05-20 4 4.77 4.27 Agency Mortgage-Backed Securities GNMA GNII SF MA8046 M N/A 36179W5F1 2052-05-20 4.5 41.24 38.02 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 21725.43 18155.65 Agency Mortgage-Backed Securities GNMA GNII SF MA7052 M N/A 36179VZR4 2050-12-20 2.5 5.24 4.25 Agency Mortgage-Backed Securities GNMA GNII SF MA7051 M N/A 36179VZQ6 2050-12-20 2 64410.86 50000.94 Agency Mortgage-Backed Securities GNMA GNII SF MA6541 M N/A 36179VHS2 2050-03-20 3 970.75 811.76 Agency Mortgage-Backed Securities GNMA GNII SF MA6413 M N/A 36179VDS6 2050-01-20 5 1.47 1.42 Agency Mortgage-Backed Securities GNMA GNII SF MA4839 M N/A 36179TLU7 2047-11-20 4.5 463.41 431.65 Agency Mortgage-Backed Securities GNMA GNII SF MA4261 M N/A 36179SWW3 2047-02-20 3 3.64 3.09 Agency Mortgage-Backed Securities GNMA GNII SF MA4067 M N/A 36179SQU4 2046-11-20 2.5 2.03 1.68 Agency Mortgage-Backed Securities GNMA GNII SF MA3804 M N/A 36179SGM3 2046-07-20 4 2.11 1.91 Agency Mortgage-Backed Securities GNMA GNII SF MA1157 M N/A 36179NJA7 2043-07-20 3.5 59.59 52.62 Agency Mortgage-Backed Securities GNMA GNMI SF AA5898 X N/A 36178DRT0 2042-12-15 3 281.28 243.06 Agency Mortgage-Backed Securities GNMA GNMI SF 778793 X N/A 36176W7E5 2042-01-15 3.5 1.68 1.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1432 N/A 3142GRSW1 2054-05-01 6 7.37 7.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 11.43 11.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2619 N/A 3140XH4D6 2052-08-01 5 8.47 7.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1915 N/A 3140W2DV0 2049-02-01 3 10.52 8.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9727 N/A 3140U1YZ2 2056-01-01 6.5 11.79 12.19 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA2673 N/A 3133KH6J0 2050-06-01 2 12.70 9.67 Agency Mortgage-Backed Securities GNMA GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 5.75 4.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4206 N/A 31418DU83 2035-12-01 2 4.79 4.24 Agency Mortgage-Backed Securities GNMA GNII SF MA7053 M N/A 36179VZS2 2050-12-20 3 4.27 3.57 Agency Mortgage-Backed Securities GNMA GNII SF MA6287 M N/A 36179U6Y3 2049-11-20 5 4.25 4.09 Agency Mortgage-Backed Securities GNMA GNMI SF AA5813 X N/A 36178DN64 2042-11-15 3.5 995.68 870.19 Agency Mortgage-Backed Securities GNMA GNII SF MA4838 M N/A 36179TLT0 2047-11-20 4 414.70 372.84 Agency Mortgage-Backed Securities GNMA GNMI JP 783855 X N/A 3622A2H88 2028-12-15 3 2338.04 2303.98 Agency Mortgage-Backed Securities GNMA GNII SF MA8349 M N/A 36179XH25 2052-10-20 5.5 27872.73 27203.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 15.92 15.47 Agency Mortgage-Backed Securities GNMA GNPL PN CR9630 N/A 3618AQVX2 2053-01-15 5.67 44.80 44.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9487 M N/A 36179YRG1 2054-02-20 5 619.31 585.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3879 N/A 3132E0JY9 2053-05-01 5 15.26 14.39 Agency Mortgage-Backed Securities REFC 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0 5165818.59 4297837.09 Agency Debentures and Agency Strips FHLB FHOR 23-27 CC N/A 3130ARKL4 2027-04-21 4.25 185517.58 188735.16 Agency Debentures and Agency Strips FCSB 4.78 FCOR 26-35 CS N/A 3133ETP35 2035-10-29 4.78 308701.25 295389.57 Agency Debentures and Agency Strips GNMA GNMI SF 615779 X N/A 36290SCQ2 2028-09-15 5 112.31 111.87 Agency Mortgage-Backed Securities GNMA GNMI SP 783003 X N/A 36241LKQ8 2035-11-15 6 725.30 737.45 Agency Mortgage-Backed Securities GNMA GNII SP 788220 M N/A 3622AEAV8 2052-04-20 3 9831.80 8220.34 Agency Mortgage-Backed Securities GNMA GNII AP 785836 M N/A 3622ABLR1 2051-12-20 4 3296.81 2800.14 Agency Mortgage-Backed Securities GNMA GNII SP 785399 C N/A 3622AA3G7 2051-03-20 2.5 23653.58 19112.14 Agency Mortgage-Backed Securities GNMA GNII SF DT8600 C N/A 3618W8RV7 2056-08-20 6 44848.40 44907.35 Agency Mortgage-Backed Securities GNMA GNPL PN DS2200 N/A 3618VNNR8 2061-07-15 4.93 4397.46 4154.29 Agency Mortgage-Backed Securities GNMA GNMI SF 594321 X N/A 36201VG63 2033-09-15 4.5 53.28 51.91 Agency Mortgage-Backed Securities GNMA GNMI SF 569840 X N/A 36200RBH4 2032-06-15 7 16.49 16.84 Agency Mortgage-Backed Securities GNMA GNMI SF 599817 X N/A 36200FK64 2033-01-15 6 241.09 242.46 Agency Mortgage-Backed Securities GNMA GNII SF DV4906 C N/A 3618WUNX8 2056-09-20 5.5 127954.10 123097.04 Agency Mortgage-Backed Securities GNMA GNII SF DV3157 C N/A 3618WSQJ1 2056-09-20 5.5 12765.60 12469.91 Agency Mortgage-Backed Securities GNMA GNPL PN DU9943 N/A 3618WNBL3 2061-10-15 5.25 119324.91 116246.10 Agency Mortgage-Backed Securities GNMA GNII ET DU7415 C N/A 3618WKGY6 2066-09-20 6 14821.41 14654.78 Agency Mortgage-Backed Securities GNMA GNII ET DU7380 C N/A 3618WKFV3 2066-09-20 6.5 264243.33 266796.74 Agency Mortgage-Backed Securities GNMA GNII SF DU6695 C N/A 3618WJNL9 2056-09-20 6 11.90 12.15 Agency Mortgage-Backed Securities GNMA GNII SF DU5952 C N/A 3618WHTH6 2056-08-20 5.5 22409.43 21744.04 Agency Mortgage-Backed Securities GNMA GNII SF DU5497 C N/A 3618WHDA8 2056-09-20 5.5 12118.04 11758.37 Agency Mortgage-Backed Securities GNMA GNII SF DU3763 C N/A 3618WFFC6 2056-07-20 5.5 3814.45 3692.90 Agency Mortgage-Backed Securities GNMA GNII SF DU1282 C N/A 3618WCM76 2056-09-20 5.5 21594.53 20953.34 Agency Mortgage-Backed Securities GNMA GNII SF DU1130 C N/A 3618WCHF4 2056-08-20 5.5 14398.28 14239.55 Agency Mortgage-Backed Securities GNMA GNII SF DU0319 C N/A 3618WBK88 2056-07-20 6 5467.07 5463.21 Agency Mortgage-Backed Securities GNMA GNII ET DT8605 C N/A 3618W8R21 2064-11-20 7 11982.37 12314.12 Agency Mortgage-Backed Securities GNMA GNII SF DT8577 C N/A 3618W8Q63 2056-07-20 6 17368.18 17391.01 Agency Mortgage-Backed Securities GNMA GNII SF DT4942 C N/A 3618W4P30 2056-08-20 6 58031.04 57702.84 Agency Mortgage-Backed Securities GNMA GNII SF DT3034 C N/A 3618W2LP9 2056-07-20 5.5 5908.55 5751.50 Agency Mortgage-Backed Securities GNMA GNII SF DT3563 C N/A 3618W25Y8 2056-07-20 6 11.86 11.99 Agency Mortgage-Backed Securities GNMA GNII SF DT1922 C N/A 3618W1D39 2056-06-20 5.5 4090.55 3981.82 Agency Mortgage-Backed Securities GNMA GNII SF DT1194 C N/A 3618W0KF6 2056-07-20 6.5 9213.21 9417.04 Agency Mortgage-Backed Securities GNMA GNII SF DT0584 C N/A 3618VYUH8 2056-06-20 5.5 3821.05 3707.64 Agency Mortgage-Backed Securities GNMA GNII SF DS7846 C N/A 3618VUWF8 2056-06-20 5.5 17669.76 17255.02 Agency Mortgage-Backed Securities GNMA GNPL PN DS7498 N/A 3618VUKK0 2061-10-15 4.59 133654.91 123208.38 Agency Mortgage-Backed Securities GNMA GNII SF DS7371 C N/A 3618VUFL4 2056-07-20 5.5 4047.12 3926.99 Agency Mortgage-Backed Securities GNMA GNII SF DS6172 C N/A 3618VS2D1 2056-07-20 6 6736.54 6731.78 Agency Mortgage-Backed Securities GNMA GNII SF DS4705 C N/A 3618VRGN6 2056-06-20 5.5 26501.10 25714.21 Agency Mortgage-Backed Securities GNMA GNII SF DS3157 C N/A 3618VPQJ8 2056-07-20 6 14922.48 14838.10 Agency Mortgage-Backed Securities GNMA GNPL PN DS2230 N/A 3618VNPP0 2061-10-15 5.31 171487.11 167570.77 Agency Mortgage-Backed Securities GNMA GNII SF DS1854 C N/A 3618VNBX8 2056-05-20 5.5 14654.73 14219.72 Agency Mortgage-Backed Securities GNMA GNII SF DS2610 C N/A 3618VN3T6 2056-04-20 6 18624.67 18568.82 Agency Mortgage-Backed Securities GNMA GNII SF DS0964 C N/A 3618VMB93 2056-08-20 5.5 16929.02 16426.36 Agency Mortgage-Backed Securities GNMA GNPL PN DS0682 N/A 3618VLXK6 2061-08-15 5.5 12245.71 12049.52 Agency Mortgage-Backed Securities USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 8537927.61 8199078.00 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 18997000.00 18997000.00 .0037 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.890%, 10/1/2026 3.890 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 5 NOTE Q 33 N/A 91282CRM5 2033-09-30 5 127744250.67 126562360.86 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 27917140.27 20129493.47 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 143800000.00 143800000.00 .0278 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.890%, 10/1/2026 3.890 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA8429 M N/A 36179XLJ3 2052-11-20 5.5 997756.10 970303.40 Agency Mortgage-Backed Securities GNMA GNII SF MA8204 M N/A 36179XDH6 2052-08-20 6 1788.34 1791.88 Agency Mortgage-Backed Securities GNMA GNII SF MA7860 M N/A 36179WWV6 2037-09-20 6 1995.54 2038.34 Agency Mortgage-Backed Securities GNMA GNII SF MA7260 M N/A 36179WB56 2051-03-20 5 1584.48 1527.73 Agency Mortgage-Backed Securities GNMA GNII SF MA7055 M N/A 36179VZU7 2050-12-20 4 3556.52 3184.09 Agency Mortgage-Backed Securities GNMA GNII SF MA6825 M N/A 36179VSN1 2050-08-20 5.5 5767.83 5707.91 Agency Mortgage-Backed Securities GNMA GNII SF MA6822 M N/A 36179VSK7 2050-08-20 4 134135.73 119392.77 Agency Mortgage-Backed Securities GNMA GNII SF MA5022 M N/A 36179TSK2 2048-02-20 5 1377.16 1332.73 Agency Mortgage-Backed Securities GNMA GNII SF MA4070 M N/A 36179SQX8 2046-11-20 4 3902.92 3520.64 Agency Mortgage-Backed Securities GNMA GNII SF MA0988 M N/A 36179NCZ9 2028-05-20 3.5 413.52 409.92 Agency Mortgage-Backed Securities GNMA GNMI SF AB5569 X N/A 36178SFJ2 2042-10-15 3.5 55.66 48.88 Agency Mortgage-Backed Securities GNMA GNMI SF 792628 X N/A 36177L4N1 2042-01-15 3.75 8368.56 7426.59 Agency Mortgage-Backed Securities GNMA GNMI SF 779691 X N/A 36176X7C7 2042-01-15 3 24049.60 20712.71 Agency Mortgage-Backed Securities GNMA GNII SF DS4277 C N/A 3618VQXE9 2056-06-20 6 66413.60 67358.09 Agency Mortgage-Backed Securities GNMA GNII SF DS3232 C N/A 3618VPSV9 2056-05-20 4.5 81696.00 74019.11 Agency Mortgage-Backed Securities GNMA GNII SF DR9610 C N/A 3618VJVB3 2056-06-20 6 109369.12 109938.10 Agency Mortgage-Backed Securities GNMA GNII SF DR5090 C N/A 3618VDUP6 2056-09-20 6.5 91630.78 93024.13 Agency Mortgage-Backed Securities GNMA GNII ET DO7452 C N/A 3618V4H55 2065-11-20 6.5 950766.46 959877.76 Agency Mortgage-Backed Securities GNMA GNII SF DO5578 C N/A 3618V2FT9 2055-12-20 6 169845.07 170411.22 Agency Mortgage-Backed Securities GNMA GNII SF DO4585 C N/A 3618V1CW7 2055-11-20 5 119200.00 111862.61 Agency Mortgage-Backed Securities GNMA GNII SF DO3099 C N/A 3618NYNQ5 2055-11-20 6 493830.91 498367.90 Agency Mortgage-Backed Securities GNMA GNII ET DI5926 C N/A 3618NPSP1 2065-07-20 7 73343.49 74869.69 Agency Mortgage-Backed Securities GNMA GNII SF DI3039 C N/A 3618NLLU6 2055-06-20 7 53033.08 54969.57 Agency Mortgage-Backed Securities GNMA GNII SF DI2735 C N/A 3618NLBC7 2055-08-20 6.5 148118.96 152771.10 Agency Mortgage-Backed Securities GNMA GNII ET DI2695 C N/A 3618NK7G5 2063-12-20 7.5 6142.08 6348.42 Agency Mortgage-Backed Securities GNMA GNII SF MB0426 M N/A 3618N5PL7 2055-06-20 6.5 12500.68 12644.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0310 M N/A 3618N5KY4 2055-04-20 6.5 1949.94 1973.23 Agency Mortgage-Backed Securities GNMA GNII JM MB0013 M N/A 3618N5AP4 2054-11-20 5.5 23191.95 22162.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 6009767.39 5610501.15 Agency Mortgage-Backed Securities GNMA GNII SF DQ7841 C N/A 3618N1WA2 2056-04-20 5 44858.79 42104.23 Agency Mortgage-Backed Securities GNMA GNII SF DQ7273 C N/A 3618N1CJ5 2056-05-20 6 78027.09 79136.66 Agency Mortgage-Backed Securities GNMA GNII SF DQ7268 C N/A 3618N1CD8 2056-06-20 6 113099.30 115833.74 Agency Mortgage-Backed Securities GNMA GNII ET DQ6073 C N/A 3618MYXA0 2066-04-20 6.5 177479.55 179194.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ6241 C N/A 3618MY5A1 2056-06-20 6.5 54515.18 55717.03 Agency Mortgage-Backed Securities GNMA GNII SF DQ1136 C N/A 3618MTHM3 2056-01-20 5.5 90445.10 89856.08 Agency Mortgage-Backed Securities GNMA GNII ET DP8357 C N/A 3618MPJA5 2066-01-20 6.5 25457.89 25703.90 Agency Mortgage-Backed Securities GNMA GNII SF DP5983 C N/A 3618MLUG8 2056-01-20 5.5 2143303.51 2061094.01 Agency Mortgage-Backed Securities GNMA GNII SF DP4292 C N/A 3618MJXV7 2055-12-20 7 67387.73 73054.63 Agency Mortgage-Backed Securities GNMA GNII SF DM9561 C N/A 3618M0TS0 2055-09-20 7 87738.43 92823.22 Agency Mortgage-Backed Securities GNMA GNII SF DM6145 C N/A 3618LVZJ6 2055-09-20 6 49918.77 50624.34 Agency Mortgage-Backed Securities GNMA GNII SF DL4199 C N/A 3618LFUY3 2055-07-20 6.5 5969.10 6103.05 Agency Mortgage-Backed Securities GNMA GNII SF DL2118 C N/A 3618LDK78 2055-08-20 6.5 133500.55 137841.21 Agency Mortgage-Backed Securities GNMA GNII SF DK0408 C N/A 3618KYNZ8 2055-06-20 7 19779.30 20449.09 Agency Mortgage-Backed Securities GNMA GNII SF DJ1942 C N/A 3618KNEP4 2055-04-20 7 245926.50 261967.03 Agency Mortgage-Backed Securities GNMA GNII SF DH2875 C N/A 3618KBFQ7 2055-01-20 7.5 134267.77 143758.57 Agency Mortgage-Backed Securities GNMA GNII SF DG4290 C N/A 3618K0XT5 2055-03-20 7 24207.11 25071.69 Agency Mortgage-Backed Securities GNMA GNII ET DF9198 C N/A 3618JTGF3 2064-10-20 7 140340.38 144209.27 Agency Mortgage-Backed Securities GNMA GNII SF DF5139 C N/A 3618JNV85 2054-10-20 6.5 999124.20 1031753.71 Agency Mortgage-Backed Securities GNMA GNII ET DF1080 C N/A 3618JJFV1 2064-09-20 7 11099.48 11405.47 Agency Mortgage-Backed Securities GNMA GNII ET DF0512 C N/A 3618JHR91 2064-08-20 7 5875.35 6037.32 Agency Mortgage-Backed Securities GNMA GNII SF DE1536 C N/A 3618J6V58 2054-08-20 8 51053.29 54585.95 Agency Mortgage-Backed Securities GNMA GNII SF DE1711 C N/A 3618J63U4 2054-11-20 6 42181.69 42737.70 Agency Mortgage-Backed Securities GNMA GNII SF DD1310 C N/A 3618HTN34 2054-07-20 6.5 24945.76 25436.02 Agency Mortgage-Backed Securities GNMA GNII ET DC0174 C N/A 3618HEFP7 2064-03-20 7 16292.50 16741.66 Agency Mortgage-Backed Securities GNMA GNII ET DB5856 C N/A 3618H8QH6 2064-06-20 7 6724.30 6909.67 Agency Mortgage-Backed Securities GNMA GNII SF DB1826 C N/A 3618H4A33 2054-03-20 6 45148.17 45773.94 Agency Mortgage-Backed Securities GNMA GNII SF CZ0941 C N/A 3618GCBJ0 2053-12-20 7 3263.94 3370.40 Agency Mortgage-Backed Securities GNMA GNII ET CY4695 C N/A 3618G4GC8 2063-11-20 7.5 11885.72 12280.56 Agency Mortgage-Backed Securities GNMA GNII ET CY3748 C N/A 3618G3EV0 2064-01-20 7 24527.22 25194.50 Agency Mortgage-Backed Securities GNMA GNII ET CW6635 C N/A 3618FFLQ7 2063-10-20 7 25886.35 26598.84 Agency Mortgage-Backed Securities GNMA GNMI SF AM8968 X N/A 36185B6D3 2045-07-15 4.5 3905.93 3579.12 Agency Mortgage-Backed Securities GNMA GNMI SF AJ0683 X N/A 36182UXL6 2045-02-15 3 19204.07 16226.71 Agency Mortgage-Backed Securities GNMA GNMI SF AG5644 X N/A 36182AHV6 2043-09-15 2.75 3554.95 3028.99 Agency Mortgage-Backed Securities GNMA GNII SF AF5105 C N/A 36181LU63 2043-08-20 4.5 4946.24 4509.49 Agency Mortgage-Backed Securities GNMA GNII RG CI7920 C N/A 3617XCYR0 2045-04-20 3 627.22 527.11 Agency Mortgage-Backed Securities GNMA GNII RG CI1505 C N/A 3617X5U65 2046-12-20 2.5 38366.32 30472.71 Agency Mortgage-Backed Securities GNMA GNII RG CE9235 C N/A 3617VYHL6 2048-07-20 5 24142.58 22674.44 Agency Mortgage-Backed Securities GNMA GNII SF BZ6343 C N/A 3617U2BL3 2050-11-20 2 9017.87 6838.35 Agency Mortgage-Backed Securities GNMA GNII SF BY0839 C N/A 3617QG4Y7 2050-10-20 4.5 27033.58 24404.54 Agency Mortgage-Backed Securities GNMA GNII SF BS7617 C N/A 3617MJPA4 2050-06-20 2.5 45638.56 36577.66 Agency Mortgage-Backed Securities GNMA GNII SF BS6598 C N/A 3617MHKK1 2050-04-20 4 39120.85 34070.08 Agency Mortgage-Backed Securities GNMA GNMI SF BE8068 X N/A 3617G26D3 2048-02-15 5 1592.70 1493.01 Agency Mortgage-Backed Securities GNMA GNII SF MA9364 M N/A 36179YMM3 2053-12-20 6.5 44621.57 45363.45 Agency Mortgage-Backed Securities GNMA GNMI SF 710994 X N/A 36297F3B6 2039-11-15 5 4502.34 4342.77 Agency Mortgage-Backed Securities GNMA GNMI SF 677595 X N/A 36295QXY1 2037-12-15 6 170.68 171.01 Agency Mortgage-Backed Securities GNMA GNMI SF 625655 X N/A 36291EBY6 2034-01-15 6 181.19 181.02 Agency Mortgage-Backed Securities GNMA GNMI SF 622191 X N/A 36291AF87 2038-07-15 5.5 427.68 421.18 Agency Mortgage-Backed Securities GNMA GNMI SP 782831 X N/A 36241LEC6 2039-12-15 6 13201.80 13561.99 Agency Mortgage-Backed Securities GNMA GNII SP 788595 C N/A 3622AENL6 2056-03-20 5.5 3407210.09 3290767.17 Agency Mortgage-Backed Securities GNMA GNII SP 785789 C N/A 3622ABKA9 2051-12-20 2.5 8664.59 6971.46 Agency Mortgage-Backed Securities GNMA GNMI SP 781043 X N/A 36225BEQ7 2029-05-15 6 76.61 77.99 Agency Mortgage-Backed Securities GNMA GNMI SF 562810 X N/A 36213SGT6 2031-07-15 6 60.86 62.32 Agency Mortgage-Backed Securities GNMA GNMI SF 552699 X N/A 36213E7L4 2032-08-15 6.5 75.85 77.12 Agency Mortgage-Backed Securities GNMA GNMI SF 551101 X N/A 36213DGJ1 2031-11-15 6 24.84 24.87 Agency Mortgage-Backed Securities GNMA GNMI SF 548532 X N/A 36213ALM4 2031-09-15 6 1148.38 1147.50 Agency Mortgage-Backed Securities GNMA GNMI SF 499824 X N/A 36210RG95 2031-12-15 6 22.52 22.74 Agency Mortgage-Backed Securities GNMA GNMI SF 496160 X N/A 36210ME98 2029-02-15 6 55.49 56.24 Agency Mortgage-Backed Securities GNMA GNMI SF 747741 X N/A 3620C3WA6 2040-09-15 4.75 1853.68 1758.38 Agency Mortgage-Backed Securities GNMA GNMI SF 736621 X N/A 3620AQLA9 2034-02-15 4.5 1459.81 1420.88 Agency Mortgage-Backed Securities GNMA GNMI SF 716784 X N/A 3620A2J56 2039-04-15 5 2797.86 2699.23 Agency Mortgage-Backed Securities GNMA GNMI SF 480157 X N/A 36209SME8 2028-12-15 6.5 95.96 98.39 Agency Mortgage-Backed Securities GNMA GNPL PN 610155 N/A 36202UZU0 2029-08-15 5 4256.10 4254.76 Agency Mortgage-Backed Securities GNMA GNII JM 005051 M N/A 36202FTG1 2041-05-20 4 30799.53 26848.20 Agency Mortgage-Backed Securities GNMA GNII JM 004612 M N/A 36202FDR4 2040-01-20 5 268.87 252.67 Agency Mortgage-Backed Securities GNMA GNII SF 003921 M N/A 36202ELA5 2036-11-20 6.5 24.04 25.05 Agency Mortgage-Backed Securities GNMA GNII SF 003901 M N/A 36202EKN8 2036-09-20 7 69.63 71.31 Agency Mortgage-Backed Securities GNMA GNII SF 003189 M N/A 36202DRJ2 2032-01-20 7 429.46 439.82 Agency Mortgage-Backed Securities GNMA GNMI SF 570225 X N/A 36200RPJ5 2031-11-15 6 230.28 235.68 Agency Mortgage-Backed Securities GNMA GNMI SF 605734 X N/A 36200N4T5 2034-10-15 6 193.83 194.79 Agency Mortgage-Backed Securities GNMA GNMI SF 602668 X N/A 36200JQV5 2034-01-15 6 286.44 284.26 Agency Mortgage-Backed Securities GNMA GNMI SF 601772 X N/A 36200HQZ0 2033-01-15 5.25 915.24 913.80 Agency Mortgage-Backed Securities GNMA GNMI SF 601699 X N/A 36200HNQ3 2032-12-15 5.7 841.84 848.32 Agency Mortgage-Backed Securities GNMA GNMI SF 596090 X N/A 36200BF77 2032-08-15 5.75 1322.32 1329.91 Agency Mortgage-Backed Securities GNMA GNMI SF AX5921 X N/A 36196HSJ0 2047-01-15 4 412.60 363.03 Agency Mortgage-Backed Securities GNMA GNMI SF AX2580 X N/A 36196D2M0 2046-12-15 2.5 5557.09 4489.26 Agency Mortgage-Backed Securities GNMA GNII SF DU9894 C N/A 3618WM7F3 2056-09-20 6 88530.15 88643.76 Agency Mortgage-Backed Securities GNMA GNII SF DU3129 C N/A 3618WEPN4 2056-08-20 5 216810.04 203459.70 Agency Mortgage-Backed Securities GNMA GNII SF DU2773 C N/A 3618WECJ7 2056-07-20 6 133212.73 134030.17 Agency Mortgage-Backed Securities GNMA GNII SF DT6181 C N/A 3618W52N8 2056-07-20 6 169874.52 170599.77 Agency Mortgage-Backed Securities GNMA GNII SF DT3820 C N/A 3618W3G57 2056-07-20 6 192011.42 195219.81 Agency Mortgage-Backed Securities GNMA GNII ET DT2156 C N/A 3618W1MD7 2066-07-20 6.5 39227.92 39606.99 Agency Mortgage-Backed Securities GNMA GNII SF DT1507 C N/A 3618W0U81 2056-07-20 7 95250.69 101610.10 Agency Mortgage-Backed Securities GNMA GNII SF DT1200 C N/A 3618W0KM1 2056-08-20 6.5 76502.06 78197.36 Agency Mortgage-Backed Securities GNMA GNII SF DB8310 C N/A 3618HBGT4 2054-06-20 6 59406.91 60361.89 Agency Mortgage-Backed Securities GNMA GNMI SF 553480 X N/A 36213F2M4 2032-04-15 7 691.59 702.77 Agency Mortgage-Backed Securities GNMA GNMI SF 566494 X N/A 36213WKF2 2033-09-15 4.5 310.02 302.99 Agency Mortgage-Backed Securities GNMA GNII BD 605662 C N/A 36200NZ38 2034-09-20 6.5 1472.50 1433.22 Agency Mortgage-Backed Securities GNMA GNII SF MA4726 M N/A 36179THB4 2039-01-20 7 213.26 218.41 Agency Mortgage-Backed Securities GNMA GNII SF 003760 M N/A 36202EE96 2035-09-20 5.5 77.20 77.02 Agency Mortgage-Backed Securities GNMA GNII SF MA6284 M N/A 36179U6V9 2049-11-20 3.5 18671.27 16137.75 Agency Mortgage-Backed Securities GNMA GNII SF MA8572 M N/A 36179XQZ2 2053-01-20 6.5 370179.24 377455.53 Agency Mortgage-Backed Securities GNMA GNMI SF 677084 X N/A 36295QFZ8 2038-07-15 5.5 556.25 552.32 Agency Mortgage-Backed Securities GNMA GNII SF 004344 M N/A 36202EZH5 2039-01-20 6 2083.96 2130.21 Agency Mortgage-Backed Securities GNMA GNMI SF 701850 X N/A 36296UWK2 2035-07-15 5 32.42 31.97 Agency Mortgage-Backed Securities GNMA GNII SF 004577 M N/A 36202FCN4 2039-11-20 4.5 208.65 196.27 Agency Mortgage-Backed Securities GNMA GNII SF 004748 M N/A 36202FHZ2 2040-07-20 5.5 237.75 237.05 Agency Mortgage-Backed Securities GNMA GNMI SF AA3492 X N/A 36178A2Z9 2042-06-15 3.5 159.24 139.02 Agency Mortgage-Backed Securities GNMA GNII SP 785057 M N/A 3622AAQJ6 2050-05-20 2 335138.61 264432.11 Agency Mortgage-Backed Securities GNMA GNMI SF AA5946 X N/A 36178DTB7 2042-10-15 3.5 125.32 108.94 Agency Mortgage-Backed Securities GNMA GNII SF MA3109 M N/A 36179RN21 2045-09-20 5.5 1203.92 1201.14 Agency Mortgage-Backed Securities GNMA GNII SF MA1351 M N/A 36179NQC5 2028-10-20 3.5 6712.53 6650.10 Agency Mortgage-Backed Securities GNMA GNPL PN CF6767 N/A 3617W8QU2 2064-04-15 2.65 21196.75 17476.44 Agency Mortgage-Backed Securities GNMA GNII JM MA6329 M N/A 36179VA67 2049-12-20 3 1229.32 1012.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7936 M N/A 36179WY93 2052-03-20 2.5 86963.66 70013.04 Agency Mortgage-Backed Securities GNMA GNII SF BM7534 C N/A 3617JYLP6 2050-02-20 3.5 73385.44 61435.24 Agency Mortgage-Backed Securities GNMA GNMI SF BF2343 X N/A 3617G8S87 2048-03-15 5 7687.24 7224.67 Agency Mortgage-Backed Securities GNMA GNII SF AJ8841 C N/A 36183EZE5 2044-10-20 3.5 411.45 352.17 Agency Mortgage-Backed Securities GNMA GNII ET DA6205 C N/A 3618GV3N8 2063-12-20 7.5 5108.38 5278.42 Agency Mortgage-Backed Securities GNMA GNMI SP 785335 X N/A 3622AAY81 2047-03-15 5 89112.37 85037.33 Agency Mortgage-Backed Securities GNMA GNII SF CZ4781 C N/A 3618GGJ20 2054-01-20 7.5 8023.32 8332.94 Agency Mortgage-Backed Securities GNMA GNII RG CJ2617 C N/A 3617XJ4A5 2048-03-20 3 434.83 361.01 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 10688709.25 10122932.12 Agency Mortgage-Backed Securities GNMA GNII SF DL1293 C N/A 3618LCNJ1 2055-08-20 6.5 2722.65 2749.52 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 4361576.26 4208661.82 Agency Mortgage-Backed Securities GNMA GNII SF DT1222 C N/A 3618W0LB4 2056-08-20 5.5 87457.56 86493.04 Agency Mortgage-Backed Securities GNMA GNII SF DS5691 C N/A 3618VSKC3 2056-06-20 5 123746.43 116127.09 Agency Mortgage-Backed Securities GNMA GNII SF DM9245 C N/A 3618M0HW4 2055-12-20 6.5 60012.47 61326.57 Agency Mortgage-Backed Securities GNMA GNII SF DM0865 C N/A 3618LP6A0 2055-09-20 5 147022.57 137995.50 Agency Mortgage-Backed Securities GNMA GNII SF DJ3052 C N/A 3618KPL97 2055-08-20 6.5 24479.16 24988.04 Agency Mortgage-Backed Securities GNMA GNII SF DR9651 C N/A 3618VJWL0 2056-06-20 5.5 94114.38 91115.01 Agency Mortgage-Backed Securities GNMA GNII SF DL9703 C N/A 3618LMX82 2055-08-20 6.5 453050.19 464732.60 Agency Mortgage-Backed Securities GNMA GNPL PN CL6604 N/A 3617YEKR0 2064-01-15 2.74 21109.36 17477.90 Agency Mortgage-Backed Securities GNMA GNII SF DT4809 C N/A 3618W4KW1 2056-08-20 6 139533.70 143254.97 Agency Mortgage-Backed Securities GNMA GNII SF DM1604 C N/A 3618LQX91 2055-09-20 6.5 74825.09 76465.94 Agency Mortgage-Backed Securities GNMA GNII ET DQ0360 C N/A 3618MSMH0 2066-03-20 6.5 54143.89 54667.03 Agency Mortgage-Backed Securities GNMA GNPL PN DS7491 N/A 3618VUKC8 2061-10-15 3.95 876065.99 767890.19 Agency Mortgage-Backed Securities GNMA GNII SF DS3223 C N/A 3618VPSL1 2056-05-20 5.5 46367.70 45856.29 Agency Mortgage-Backed Securities GNMA GNII SF DQ9720 C N/A 3618N3YR9 2056-04-20 6 70137.37 71135.02 Agency Mortgage-Backed Securities GNMA GNCL CL DO7383 N/A 3618V4FY4 2068-05-15 5.74 23942.23 23934.75 Agency Mortgage-Backed Securities GNMA GNII ET DT2335 C N/A 3618W1SY5 2066-07-20 4.5 4300.32 3842.47 Agency Mortgage-Backed Securities GNMA GNII SF DS9539 C N/A 3618VWS44 2056-08-20 6 64833.32 65553.83 Agency Mortgage-Backed Securities GNMA GNII SF DU5771 C N/A 3618WHMU4 2056-08-20 6 51458.07 51399.27 Agency Mortgage-Backed Securities GNMA GNII ET DN5165 C N/A 3618M7W28 2065-11-20 6.5 127929.59 129077.26 Agency Mortgage-Backed Securities GNMA GNII SF DS6335 C N/A 3618VTBC1 2056-06-20 6 166426.37 167758.00 Agency Mortgage-Backed Securities GNMA GNPL PN DO6588 N/A 3618V3J97 2061-07-15 6.03 671438.54 683274.33 Agency Mortgage-Backed Securities USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 14519865.25 12700388.91 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 49000000.00 49000000.00 .0095 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.880%, 10/1/2026 3.880 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 336.60 333.94 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 2439883.35 2019732.38 U.S. Treasuries (including strips) USTR BILL 01/19/27 N/A 912797WQ6 2027-01-19 0 3750172.80 3702695.61 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 112.20 71.26 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 5610000.00 5610000.00 .0011 N Y Y N Federated Hermes Money Market Obligations Trust 2026-10-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer