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Federal National Mortgage Assoc. 2.000000% 3135G0S38 B1V7KEBTPIMZEU4LTD58 US3135G0S387 U.S. Government Agency Debt Y 2022-01-05 2022-01-05 2022-01-05 N N N 0.0006 15178386.38 15178386.38 0.0011 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.085000% 3135G0Z22 B1V7KEBTPIMZEU4LTD58 US3135G0Z226 U.S. Government Agency Debt Y 2021-06-01 2021-06-04 2021-06-04 N N N 0.0003 13000055.38 13000055.38 0.0010 N N Y N Federal National Mortgage Association Federal National Mortgage Association 0.160000% 3135G0Z63 B1V7KEBTPIMZEU4LTD58 US3135G0Z630 U.S. Government Agency Debt Y 2021-06-01 2021-12-09 2021-12-09 N N N 0.0007 50024319.50 50024319.50 0.0038 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.010000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_0.01_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2041-05-15 4.375000 67197700.00 91800089.42 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 90000000.00 90000000.00 0.0067 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 912810QD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-08-31 2.750000 375997400.00 400219459.03 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-02-15 2.750000 44550200.00 47909669.05 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-08-15 2.500000 921854500.00 975593269.58 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-09-30 1.625000 74014500.00 77006546.27 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-31 1.500000 166365300.00 172644143.42 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-02-15 1.500000 523001800.00 525086233.79 U.S. Treasuries (including strips) U.S. Treasury Bond 2050-05-15 1.250000 260231700.00 201540753.69 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0000 2400000000.00 2400000000.00 0.1800 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.010000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_0.01_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note N.A. 2021-08-31 1.125000 100.00 100.55 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-06-15 2.625000 205100.00 207788.44 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-11-15 2.250000 41874800.00 44533633.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-31 2.000000 2541800.00 2591763.64 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-12-31 2.250000 3500600.00 3715077.89 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-08-31 0.500000 26417500.00 25451656.10 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 75000000.00 75000000.00 0.0056 N Y Y N Standard Chartered Bank Standard Chartered Bank 0.005000% O2RNE8IBXP4R0TD8PU41 0000861350 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-04-30 0.370000 150851973.81 153868927.80 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 150851890.00 150851890.00 0.0113 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 549300H47WTHXPU08X20 0000093748 85748R009_0.00_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2024-01-15 0.125000 20091016.35 20492838.69 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 0.125000 14588217.32 14879983.13 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-15 2.000000 141699.24 144533.23 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 2.500000 33114707.04 33777004.49 U.S. Treasuries (including strips) U.S. Treasury Bond 2048-02-15 3.000000 9064359.84 9245647.94 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0000 77000000.00 77000000.00 0.0058 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.010000% 549300MS3WYYVQ4HXM15 0001184915 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-08-31 1.625000 239731200.00 245266120.46 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-10-31 2.000000 237848500.00 244557906.29 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-08-15 2.875000 197588100.00 220907216.13 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-09-30 1.125000 159238600.00 160105142.53 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-30 0.375000 111128400.00 109774088.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 91966069.00 39390682.75 Agency Mortgage-Backed Securities Y 2021-06-01 2021-06-01 2021-06-09 N N N 0.0001 1000000000.00 1000000000.00 0.0750 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963S6 N.A. 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US912828YZ72 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N 0.0006 201812500.00 201812500.00 0.0151 N Y Y N Credit Agricole Securities USA, Inc. Credit Agricole Securities USA, Inc. 0.005000% 549300WO2DKF0Q3YMV43 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2041-02-15 1.875000 106836300.00 102000050.31 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 100000000.00 100000000.00 0.0075 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 0.005000% 931AKZ003 0000812291 931AKZ003_0.00_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2027-11-30 2.250000 261900145.50 267138000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-04-30 2.370000 158450088.00 161347939.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-31 2.120000 104100057.80 106182000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-06-30 1.750000 102950057.20 105009000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-05-15 2.500000 72600040.33 74052000.19 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 700000000.00 700000000.00 0.0525 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.010000% 0000947263 959BLB000_0.01_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-15 6.750000 1125000.00 1603644.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 6.750000 1196000.00 1760793.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-05-25 2.050000 1000000.00 1019392.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-08-12 1.125000 714000.00 717948.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-02-12 1.500000 658000.00 685023.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-04-20 0.375000 579000.00 581312.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-21 0.375000 379000.00 375670.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-08-24 0.250000 1111000.00 1111932.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-09-08 0.250000 1136000.00 1136968.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-10-16 0.125000 761000.00 759802.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-11-06 0.250000 13845000.00 13852320.93 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-06-14 2.875000 405000.00 441303.08 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-09-13 2.875000 8645000.00 9387065.91 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-12-08 2.500000 1000000.00 1067783.56 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2025-12-12 3.125000 3585000.00 4014037.46 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2028-11-16 3.250000 420000.00 476596.40 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-07-07 1.875000 1500000.00 1514062.12 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-08-15 1.500000 3585000.00 3728316.35 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-02-17 1.375000 385000.00 394446.99 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-07-02 0.125000 250000.00 250144.24 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2022-08-12 0.125000 1750000.00 1750918.85 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-06-04 0.120000 1150000.00 1150679.65 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2025-09-04 0.375000 1050000.00 1037280.30 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-10-13 0.125000 1800000.00 1800675.45 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2036-04-17 5.410000 2618000.00 3723061.44 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-06-11 3.625000 485000.00 493790.13 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-09-10 2.750000 1285000.00 1302489.28 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-09-10 2.375000 350000.00 354134.84 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2022-06-10 2.125000 2030000.00 2092645.12 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-06-09 3.250000 275000.00 296138.68 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2022-09-09 3.125000 400000.00 418189.06 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-09-08 3.375000 2295000.00 2474744.40 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-04-08 0.375000 282000.00 282854.13 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2036-07-15 5.500000 1230000.00 1795966.60 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2023-03-10 4.750000 390000.00 425893.91 Agency Mortgage-Backed Securities Federal National Mortgage Association 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19713858.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-08-05 0.875000 33365000.00 31262989.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-25 0.375000 294000.00 290822.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-08 0.750000 14226000.00 13848024.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-07 0.500000 9865000.00 9770845.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-24 2.125000 1857000.00 1978481.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2.000000 391000.00 398660.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-05 1.875000 742000.00 755550.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2.000000 644000.00 661879.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2.875000 486000.00 518430.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-11 2.625000 1893000.00 1942274.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-05 2.500000 1862000.00 1988666.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 1.375000 3115000.00 3174885.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-15 1.625000 2069000.00 2156793.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-01-07 1.625000 9180000.00 9613328.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 812000.00 877090.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 4410000.00 6620601.80 Agency Mortgage-Backed Securities Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 180000000.00 180000000.00 0.0135 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.005000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-03-15 0.500000 91111600.00 91800078.86 U.S. Treasuries (including strips) Y 2021-06-01 2021-06-01 2021-06-01 N N N 0.0001 90000000.00 90000000.00 0.0067 N Y Y N BNP Paribas SA BNP Paribas SA 0.010000% R0MUWSFPU8MPRO8K5P83 0001197610 986PPK002_0.01_0617 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2027-07-15 0.375000 42629000.00 51932444.61 U.S. Treasuries (including strips) U.S. 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0.125000 16299600.00 18287138.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.500000 155861600.00 156979019.25 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-07-31 0.250000 100.00 98.64 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-31 0.250000 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-09-30 0.375000 20800.00 19861.07 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-05-15 0.250000 207128600.00 206838478.12 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2022-07-31 0.070000 4689600.00 4691921.35 U.S. Treasuries (including strips) Y 2021-06-17 2021-06-17 2021-06-01 N N N 0.0001 500000000.00 500000000.00 0.0375 N N N N AllianceBernstein Fixed Income Shares 2021-06-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller