N-MFP2 0000862021 XXXXXXXX 2023-07-31 0000862021 S000011990 8 N N 033-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. AllianceBernstein Investor Services, Inc. 0000733598 084-01187 N N N Exempt Government Government/Agency N 15 79 13113601932.22 14281887607.48 14978859272.22 14903213658.71 14089864099.75 14713856017.20 15751019114.12 15660958056.31 0.00 0.6948 0.7327 0.7387 0.7481 0.7465 0.7549 0.7768 0.7861 0.0000 12710046.94 20053373226.81 20054636556.11 61855337.79 290438874.20 19838763066.64 19840923337.6470 1.0000 0.0530 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 8391680639.53 8392588001.0500 1.0000 1.0000 1.0000 1.0000 0.0000 2023309733.22 1897204573.67 1549131281.75 1124802385.35 1497147532.37 1099042306.53 1554572876.25 2119358127.36 0.00 0.00 7106563923.49 6539749462.39 0.0519 Y AB has waived $653,769 for Adviser. C000172512 0.00 272818220.85 272843201.1400 1.0000 1.0000 1.0000 1.0000 0.0000 10194457.78 2176108.73 9357631.67 3435819.67 7236953.97 3489665.49 7488600.02 5336647.92 0.00 0.00 35807502.78 15655100.51 0.0516 Y AB has waived $20,996 for Adviser. C000172513 100000.00 6319344541.11 6320086063.8900 1.0000 1.0000 1.0000 1.0000 0.0000 194204783.97 165307909.60 223134081.64 197208134.91 251785692.55 121471492.20 197900911.42 231652762.01 0.00 0.00 902343339.53 744238192.33 0.0514 Y AB has waived $247,812 for Distributor and $495,624 for Adviser. C000172514 2500.00 2465009645.19 2465188064.4380 1.0000 1.0000 1.0000 1.0000 0.0000 87469117.16 47624633.73 111462162.77 55496278.67 111153048.24 36956267.33 124526296.87 47247510.92 0.00 0.00 460891639.04 190918459.36 0.0516 Y AB has waived $455,187 for Distributor and $182,075 for Adviser. C000172515 2500.00 8069625.94 8071999.0500 1.0000 1.0000 1.0000 1.0000 0.0000 11141.55 122019.49 365105.79 36473.35 124997.50 11273.52 167649.75 141041.90 0.00 0.00 672876.06 310808.26 0.0515 Y AB has waived $4,698 for Distributor and $626 for Adviser. C000172516 0.00 50024616.69 50028791.9150 1.0000 1.0000 1.0000 1.0000 0.0000 627229.21 619947.27 375165.68 133875.85 1507719.29 509928.31 181337.15 302062.06 0.00 0.00 2725353.80 2679246.24 0.0517 Y AB has waived $4,008 for Adviser. C000172517 0.00 51876404.95 51892766.0640 1.0000 1.0000 1.0000 1.0000 0.0000 96409.91 1727230.32 945569.18 46959.85 256564.25 163563.58 301754.15 52620.41 0.00 0.00 1629587.92 2043220.27 0.0514 Y AB has waived $10,216 for Distributor and $4,086 for Adviser. C000172520 20000000.00 2279939372.38 2280224450.1000 1.0000 1.0000 1.0000 1.0000 0.0000 206533203.04 147586528.50 208839231.24 202054037.07 347493768.55 171904415.51 179833305.88 200416824.13 0.00 0.00 1068341292.92 845985741.34 0.0519 Y AB has waived $175,369 for Adviser. Bank of America NA Bank of America NA 5.300000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.3000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bill N.A. 2023-12-28 0.00 5425500.00 5305813.47 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-08-08 0.00 86595200.00 86494230.00 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 90000000.00 90000000.00 0.0045 N Y Y N Bank of America NA Bank of America NA 5.300000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.30 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. 2027-03-31 2.500000 50112000.00 47346385.54 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-01-15 3.875000 45270600.00 44453682.18 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 90000000.00 90000000.00 0.0045 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.310000% JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2024-05-31 2.000000 60260475.06 60251588.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2024-01-31 0.120000 27783982.17 28335482.40 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2024-06-30 1.750000 19713012.71 20104307.48 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-05-31 2.870000 18587300.04 18956250.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-08-31 1.750000 126082693.17 128585380.35 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-30 0.620000 42053281.19 42888021.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-06-30 3.250000 64844616.83 66131754.61 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-08-31 0.620000 57219492.73 58355275.40 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-07-31 0.250000 62606733.13 63849450.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-08-31 1.120000 56828904.99 57956934.29 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2032-02-29 1.870000 50407504.09 51408071.40 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-31 1.500000 36166621.17 36884512.80 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2031-11-30 1.370000 40197321.09 40995220.57 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-31 0.750000 30499656.02 31105061.26 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-09-30 1.250000 19011067.99 19388429.58 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-09-30 1.620000 49736642.15 50723893.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-02-28 6.000000 10385398.65 10591544.30 U.S. Treasuries (including strips) U.S. Treasury Bond 2048-08-31 3.000000 21203977.18 21624867.16 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-04-30 2.750000 6528881.07 6658476.51 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 799999561.50 799999561.50 0.0403 N Y Y N BNP Paribas BNP Paribas 5.300000% 986PPK002_ 0001197610 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 2.620000 350051527.78 357000002.13 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2032-05-31 2.870000 350051527.78 356999999.33 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-11-30 1.500000 300044166.67 306000000.52 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1000000000.00 1000000000.00 0.0504 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 5.300000% 549300H8L46OOZOFHU82 0000800030 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 2038-10-01 5.242000 1666.00 47.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 134923143.00 21734953.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 1410830.00 1363284.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-06-01 2.500000 25000000.00 12119806.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 3313.00 2299.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 5042099.00 3477609.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 4113359.00 3056264.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 68692.00 56731.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 36758201.00 14038822.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2059-04-01 3.000000 48986241.00 23572480.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2060-07-01 3.000000 25636701.00 14667863.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 21939947.00 5841297.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 5427852.00 5209085.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 2640181.00 2591614.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 2084424.00 2063114.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 27934613.00 9251829.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 73045406.00 20431497.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 1663616.00 1210435.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 3.000000 14017257.00 10774684.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 647648.00 502146.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 11405657.00 9613746.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 15745862.00 14258327.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 16302952.00 15348468.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 2124586.00 1308472.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 3489634.00 2487616.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 22148122.00 16268810.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 4139794.00 3111840.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 13450214.00 12238501.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 156450.00 24146.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 10240.00 1055.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2.500000 8612010.00 4763373.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 13027225.00 12234570.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-20 2.000000 83236.00 64459.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-08-20 3.000000 12002703.00 8425767.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 3.000000 1000.00 762.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-08-20 4.500000 1000.00 926.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-09-20 4.500000 81362.00 75791.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2057-11-15 4.500000 1000.00 956.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2057-11-15 4.000000 1000.00 917.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-20 4.000000 8924.00 5555.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-11-20 2.500000 1000.00 598.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-08-20 3.500000 49599.00 39335.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 3.500000 39309.00 11726.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-06-20 5.500000 2767239.00 2776160.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-05-20 4.500000 216876.00 9719.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-09-20 5.000000 1000.00 51.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 4.500000 1000.00 57.59 Agency Collateralized Mortgage Obligation Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 250000000.00 250000000.00 0.0126 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.360000% 3130AN6B1 2549001DPIFGXC1TOL40 US3130AN6B10 U.S. Government Agency Debt Y 2023-08-01 2024-07-01 2024-07-01 N N N 0.0540 1104897.91 1104897.91 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.340000% 3130ASMF3 2549001DPIFGXC1TOL40 US3130ASMF36 U.S. Government Agency Debt Y 2023-08-01 2023-10-06 2023-10-06 N N N 0.0536 3000018.57 3000018.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.400000% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 U.S. Government Agency Debt Y 2023-08-01 2024-07-26 2024-07-26 N N N 0.0545 99990027.00 99990027.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.365000% 3130AUPJ7 2549001DPIFGXC1TOL40 US3130AUPJ76 U.S. Government Agency Debt Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0537 38200000.00 38200000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3130AVA36 2549001DPIFGXC1TOL40 US3130AVA367 U.S. Government Agency Debt Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0597 99686454.00 99686454.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.200000% 3130AVBK7 2549001DPIFGXC1TOL40 US3130AVBK78 U.S. Government Agency Debt Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0541 71984532.24 71984532.24 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.200000% 3130AVBX9 2549001DPIFGXC1TOL40 US3130AVBX99 U.S. Government Agency Debt Y 2023-09-07 2023-09-07 2023-09-07 N N N 0.0542 49986478.50 49986478.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.550000% 3130AVC26 2549001DPIFGXC1TOL40 US3130AVC264 U.S. Government Agency Debt Y 2024-04-05 2024-04-05 2024-04-05 N N N 0.0599 99701103.00 99701103.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.390000% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 U.S. Government Agency Debt Y 2023-08-01 2023-09-14 2023-09-14 N N N 0.0534 87007289.73 87007289.73 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.420000% 3130AVF23 2549001DPIFGXC1TOL40 US3130AVF234 U.S. Government Agency Debt Y 2023-08-01 2023-09-06 2023-09-06 N N N 0.0534 100009245.00 100009245.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.355000% 3130AVHM7 2549001DPIFGXC1TOL40 US3130AVHM70 U.S. Government Agency Debt Y 2023-08-01 2023-08-28 2023-08-28 N N N 0.0538 99998782.00 99998782.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.310000% 3130AVUJ9 2549001DPIFGXC1TOL40 US3130AVUJ94 U.S. Government Agency Debt Y 2023-08-01 2023-08-25 2023-08-25 N N N 0.0533 8399915.41 8399915.41 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.420000% 3130AVW57 2549001DPIFGXC1TOL40 US3130AVW577 U.S. Government Agency Debt Y 2024-05-30 2024-05-30 2024-05-30 N N N 0.0596 99552017.00 99552017.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.450000% 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 U.S. Government Agency Debt Y 2024-06-18 2024-06-18 2024-06-18 N N N 0.0599 99540961.00 99540961.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.480000% 3130AW6L9 2549001DPIFGXC1TOL40 US3130AW6L92 U.S. Government Agency Debt Y 2024-06-18 2024-06-18 2024-06-18 N N N 0.0599 49774576.00 49774576.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.350000% 3130AWB33 2549001DPIFGXC1TOL40 US3130AWB330 U.S. Government Agency Debt Y 2023-08-01 2023-08-29 2023-08-29 N N N 0.0538 247995444.24 247995444.24 0.0125 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.380000% 3130AWB58 2549001DPIFGXC1TOL40 US3130AWB587 U.S. Government Agency Debt Y 2023-08-01 2023-11-29 2023-11-29 N N N 0.0531 259982180.38 259982180.38 0.0131 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.360000% 3130AWC65 2549001DPIFGXC1TOL40 US3130AWC650 U.S. Government Agency Debt Y 2023-08-01 2023-09-05 2023-09-05 N N N 0.0534 348010558.32 348010558.32 0.0175 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.390000% 3130AWC73 2549001DPIFGXC1TOL40 US3130AWC734 U.S. Government Agency Debt Y 2023-08-01 2023-12-01 2023-12-01 N N N 0.0531 100035876.00 100035876.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.580000% 3130AWNT3 2549001DPIFGXC1TOL40 US3130AWNT33 U.S. Government Agency Debt Y 2024-08-14 2024-08-14 2024-08-14 N N N 0.0611 99469474.00 99469474.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.460000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt Y 2023-08-01 2025-07-25 2025-07-25 N N N 0.0546 100075350.00 100075350.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.430000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt Y 2023-08-01 2025-01-27 2025-01-27 N N N 0.0546 50001932.50 50001932.50 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 313312KW9 2549001DPIFGXC1TOL40 US313312KW91 313312KW9 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-08-25 2023-08-25 2023-08-25 N N N 0.0520 97669363.68 97669363.68 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y 2023-08-02 2023-08-02 2023-08-02 N N N 0.0520 99985920.00 99985920.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KU2 2549001DPIFGXC1TOL40 US313384KU21 313384KU2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-08-23 2023-08-23 2023-08-23 N N N 0.0520 24602664.89 24602664.89 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LD9 2549001DPIFGXC1TOL40 US313384LD96 U.S. Government Agency Debt Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0523 100258916.88 100258916.88 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384MA4 2549001DPIFGXC1TOL40 US313384MA49 U.S. Government Agency Debt Y 2023-09-22 2023-09-22 2023-09-22 N N N 0.0523 397065408.00 397065408.00 0.0200 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 U.S. Government Agency Debt Y 2023-10-20 2023-10-20 2023-10-20 N N N 0.0525 99037501.99 99037501.99 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NM7 2549001DPIFGXC1TOL40 US313384NM77 U.S. Government Agency Debt Y 2023-10-27 2023-10-27 2023-10-27 N N N 0.0525 113588008.15 113588008.15 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384PF0 2549001DPIFGXC1TOL40 US313384PF09 313384PF0 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-11-14 2023-11-14 2023-11-14 N N N 0.0526 98517308.00 98517308.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 U.S. Government Agency Debt Y 2023-11-22 2023-11-22 2023-11-22 N N N 0.0526 88564721.40 88564721.40 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 U.S. Government Agency Debt Y 2024-01-24 2024-01-24 2024-01-24 N N N 0.0525 21427224.34 21427224.34 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.325000% 3133EM3V2 US3133EM3V25 U.S. Government Agency Debt Y 2023-08-01 2023-08-28 2023-08-28 N N N 0.0538 999968.40 999968.40 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.435000% 3133EMGG1 US3133EMGG16 U.S. Government Agency Debt Y 2023-08-01 2023-11-06 2023-11-06 N N N 0.0540 4700893.15 4700893.15 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.520000% 3133EN5P1 US3133EN5P11 U.S. Government Agency Debt Y 2023-08-01 2025-01-09 2025-01-09 N N N 0.0544 50051088.00 50051088.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.470000% 3133EN6L9 US3133EN6L97 U.S. Government Agency Debt Y 2023-08-01 2025-01-23 2025-01-23 N N N 0.0550 2000066.62 2000066.62 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.460000% 3133EN7K0 US3133EN7K06 U.S. Government Agency Debt Y 2023-08-01 2025-01-30 2025-01-30 N N N 0.0551 1999776.66 1999776.66 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.360000% 3133ENA42 US3133ENA428 U.S. Government Agency Debt Y 2023-08-01 2024-04-12 2024-04-12 N N N 0.0540 49986242.50 49986242.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.385000% 3133ENB82 US3133ENB822 U.S. Government Agency Debt Y 2023-08-01 2024-07-22 2024-07-22 N N N 0.0543 6699454.02 6699454.02 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENB90 US3133ENB905 U.S. Government Agency Debt Y 2023-08-01 2024-07-22 2024-07-22 N N N 0.0541 49992669.00 49992669.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.325000% 3133ENBS8 US3133ENBS81 U.S. Government Agency Debt Y 2023-08-01 2023-10-27 2023-12-07 N N N 0.0538 2999877.75 2999877.75 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.370000% 3133ENC32 US3133ENC325 U.S. Government Agency Debt Y 2023-08-01 2024-04-25 2024-04-25 N N N 0.0538 49995736.50 49995736.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.325000% 3133ENCN8 US3133ENCN85 U.S. Government Agency Debt Y 2023-08-01 2023-11-30 2023-11-30 N N N 0.0544 39452416.19 39452416.19 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.380000% 3133END56 US3133END562 U.S. Government Agency Debt Y 2023-08-01 2024-05-28 2024-05-28 N N N 0.0541 49501075.64 49501075.64 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133END98 US3133END984 U.S. Government Agency Debt Y 2023-08-01 2024-08-01 2024-08-01 N N N 0.0547 19993453.80 19993453.80 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.350000% 3133ENDP2 US3133ENDP25 U.S. Government Agency Debt Y 2023-08-01 2023-11-09 2023-11-09 N N N 0.0541 4999573.60 4999573.60 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.360000% 3133ENE30 US3133ENE305 U.S. Government Agency Debt Y 2023-08-01 2023-11-03 2023-11-03 N N N 0.0536 49499867.84 49499867.84 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENE89 US3133ENE891 U.S. Government Agency Debt Y 2023-08-01 2024-08-08 2024-08-08 N N N 0.0549 50724802.12 50724802.12 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENF70 US3133ENF708 U.S. Government Agency Debt Y 2023-08-01 2024-08-12 2024-08-12 N N N 0.0541 49746854.31 49746854.31 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.355000% 3133ENGH7 US3133ENGH71 U.S. Government Agency Debt Y 2023-08-01 2023-11-07 2023-11-07 N N N 0.0538 45001155.60 45001155.60 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.380000% 3133ENH60 US3133ENH605 U.S. Government Agency Debt Y 2023-08-01 2024-07-22 2024-07-22 N N N 0.0543 93487848.74 93487848.74 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENL57 US3133ENL573 U.S. Government Agency Debt Y 2023-08-01 2024-09-09 2024-09-09 N N N 0.0542 49991501.50 49991501.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.390000% 3133ENL81 US3133ENL813 U.S. Government Agency Debt Y 2023-08-01 2024-09-16 2024-09-16 N N N 0.0547 129927284.50 129927284.50 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENM56 US3133ENM563 U.S. Government Agency Debt Y 2023-08-01 2024-09-16 2024-09-16 N N N 0.0547 46961532.38 46961532.38 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.326200% 3133ENMK3 US3133ENMK37 U.S. Government Agency Debt Y 2023-08-01 2024-01-29 2024-01-29 N N N 0.0529 25012672.00 25012672.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.380000% 3133ENP20 US3133ENP202 U.S. Government Agency Debt Y 2023-08-01 2024-04-26 2024-04-26 N N N 0.0545 59483185.30 59483185.30 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENR69 US3133ENR695 U.S. Government Agency Debt Y 2023-08-01 2024-10-07 2024-10-07 N N N 0.0548 169917254.20 169917254.20 0.0086 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.370000% 3133ENXM7 US3133ENXM73 U.S. Government Agency Debt Y 2023-08-01 2024-05-24 2024-05-24 N N N 0.0540 49985071.00 49985071.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.450000% 3133EPEX9 US3133EPEX97 U.S. Government Agency Debt Y 2023-08-01 2025-01-03 2025-01-03 N N N 0.0551 1499603.28 1499603.28 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.480000% 3133EPKN4 US3133EPKN42 U.S. Government Agency Debt Y 2023-08-01 2025-05-23 2025-05-23 N N N 0.0551 14212074.06 14212074.06 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.440000% 3133EPKP9 US3133EPKP99 U.S. Government Agency Debt Y 2023-08-01 2025-04-25 2025-04-25 N N N 0.0551 99651717.28 99651717.28 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.505000% 3133EPLG8 US3133EPLG81 U.S. Government Agency Debt Y 2023-08-01 2025-06-02 2025-06-02 N N N 0.0551 49997716.50 49997716.50 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.505000% 3133EPNC5 US3133EPNC59 U.S. Government Agency Debt Y 2023-08-01 2025-05-23 2025-05-23 N N N 0.0549 62520500.00 62520500.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.455000% 3133EPPB5 US3133EPPB58 U.S. Government Agency Debt Y 2023-08-01 2025-05-02 2025-05-02 N N N 0.0551 159958284.80 159958284.80 0.0081 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.460000% 3133EPQQ1 US3133EPQQ19 U.S. Government Agency Debt Y 2023-08-01 2025-07-21 2025-07-21 N N N 0.0548 30009993.30 30009993.30 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250000% 3137EAEV7 S6XOOCT0IEG5ABCC6L87 US3137EAEV76 U.S. Government Agency Debt Y 2023-08-24 2023-08-24 2023-08-24 N N N 0.0524 4282334.08 4282334.08 0.0002 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.300000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_5.30_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 2.000000 100406015.00 68994179.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 3.500000 142558208.00 127942218.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-03-20 6.500000 5359432.00 5550309.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-03-20 6.000000 793936.00 809678.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-05-15 5.000000 14856994.00 703614.88 Agency Collateralized Mortgage Obligation Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 200000000.00 200000000.00 0.0101 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.300000% 0001168163 46699D001_5.30_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-07-31 4.750000 1200176666.67 1224000004.70 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1200000000.00 1200000000.00 0.0605 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 5.310000% 60686M007_1 0000812291 60686M007_5.3100 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bill N.A. 2023-09-14 0.00 175400.00 174268.85 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-09-21 0.00 6600.00 6550.72 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2024-04-18 0.00 500.00 481.31 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-05 0.00 152907900.00 151448547.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-30 0.00 281700.00 276700.95 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-12-28 0.00 109300.00 106908.52 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-12 0.00 30000.00 29683.05 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-19 0.00 78900.00 77987.99 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-26 0.00 19700.00 19452.11 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-09 0.00 473700.00 466742.29 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-16 0.00 68600.00 67520.37 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-24 0.00 133700.00 131448.09 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-12-07 0.00 92541100.00 90802160.19 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-12-14 0.00 700.00 686.15 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-12-21 0.00 637000.00 623739.57 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2024-01-04 0.00 25352000.00 24773442.01 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-08-08 0.00 223000.00 222772.32 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-08-15 0.00 1898200.00 1894297.30 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-08-29 0.00 117000.00 116519.95 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-09-12 0.00 153000.00 152057.52 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-10 0.00 101000.00 99964.04 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-10-24 0.00 73000.00 72103.20 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-07 0.00 3200.00 3153.96 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-11-14 0.00 80867300.00 79619679.30 U.S. Treasuries (including strips) Government National Mortgage Association 2031-05-20 5.000000 1021.00 48.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-06-15 5.500000 1000.00 199.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-06-15 4.000000 1000.00 201.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-02-15 4.000000 1029.00 289.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 3.000000 2877.00 742.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-12-20 3.500000 1000.00 135.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-04-20 3.500000 1069.00 180.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-01-20 3.500000 1000.00 75.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-02-20 3.000000 1000.00 136.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-03-20 3.000000 1000.00 136.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-04-20 3.000000 1000.00 103.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-04-20 4.000000 1000.00 66.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-05-20 3.000000 1000.00 102.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-08-20 3.000000 792806.00 97669.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-09-20 3.000000 1000.00 129.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-10-20 3.000000 1000.00 132.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-10-20 3.500000 1012.00 109.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 2.500000 1000.00 167.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 3.500000 1007.00 108.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-03-20 3.000000 1000.00 149.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-05-20 3.000000 1002.00 135.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-05-20 3.500000 1000.00 125.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-06-20 4.000000 1000.00 129.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-07-20 4.000000 1000.00 109.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-09-20 4.500000 1001.00 67.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-10-20 4.000000 1000.00 70.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-20 3.000000 1000.00 142.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-20 1.500000 1000.00 148.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-04-20 1.500000 1000.00 49.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-07-20 5.000000 1000.00 64.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 3.000000 1000.00 129.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 5.000000 1000.00 57.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-20 1.500000 1000.00 315.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-03-20 3.500000 13876800.00 1707895.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-04-20 3.000000 3445129.00 440857.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-05-20 2.500000 1000.00 193.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-05-20 3.000000 14547500.00 1713288.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-07-20 3.500000 1000.00 110.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-07-20 4.500000 752409.00 64883.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-08-20 3.500000 507411.00 58928.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-08-20 3.000000 1021.00 154.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 3.500000 11911025.00 1385163.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-11-20 3.500000 1000.00 123.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-12-20 3.000000 1000.00 140.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-01-20 3.000000 346000.00 48852.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-01-20 3.500000 1000000.00 122748.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-12-20 4.500000 4500000.00 426193.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-02-20 3.000000 2513515.00 382893.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-02-20 4.500000 2011000.00 189394.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 3.500000 2000000.00 290388.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 4.000000 939000.00 105643.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 4.500000 1000.00 102.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-04-20 5.000000 230000.00 27529.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-20 3.500000 1000.00 39.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-20 3.000000 1000.00 176.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-20 3.500000 1000.00 146.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-20 3.000000 1008.00 141.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-20 3.500000 17982105.00 953038.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-20 3.500000 1831061.00 248673.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.500000 2665649.00 364297.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 4.000000 1000.00 117.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.000000 200000.00 32292.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 2.500000 1000.00 210.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.000000 1000.00 166.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 3.500000 1445000.00 223872.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-12-20 2.500000 1002.00 213.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-12-20 3.500000 2960616.00 513506.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-01-20 3.000000 500000.00 86770.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-02-20 5.500000 1674784.00 252915.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-02-20 2.500000 1000.00 268.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-02-20 3.000000 900000.00 169773.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-02-20 3.500000 1000.00 152.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 4.000000 1000.00 110.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 5.000000 1000.00 116.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-08-20 4.000000 1007.00 118.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-08-20 4.500000 110000.00 11130.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 3.500000 1000.00 147.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-06-20 4.000000 1001.00 123.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-06-20 5.000000 1000.00 118.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-07-20 4.000000 2520282.00 311014.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-20 3.500000 841900.00 131384.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 3.500000 1180000.00 173725.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 4.000000 1322697.00 177336.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 4.500000 1004.00 114.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 5.000000 285000.00 33584.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 2.500000 1000.00 252.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-10-20 4.000000 1001.00 136.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-11-20 3.500000 1001.00 157.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-11-20 4.500000 3207148.00 393887.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 3.000000 5319.00 933.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 3.500000 1000.00 155.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 4.000000 1001.00 136.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-01-20 3.500000 16874856.00 2503542.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 1.500000 1000.00 59.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-03-20 3.000000 695813.00 120751.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-03-20 3.500000 9598701.00 1447829.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-03-20 4.000000 195010.00 22293.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-04-20 4.000000 2080395.00 211701.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-05-20 3.000000 1000.00 197.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-05-20 4.000000 1000.00 109.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-04-20 5.000000 700000.00 67913.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-05-20 4.500000 1000.00 91.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-06-20 5.000000 2500000.00 251350.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 4.500000 1384843.00 210183.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 5.000000 1151.00 197.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 4.000000 1782846.00 210303.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 4.000000 1200.00 138.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 4.500000 1000.00 97.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 5.000000 1157580.00 101459.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 4.500000 4650000.00 434486.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 5.000000 1000.00 79.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 5.500000 1000.00 125.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 3.500000 745000.00 113668.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.000000 60000.00 6890.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 1000.00 85.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 5.000000 1000.00 79.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 4.500000 3048384.00 247670.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 5.000000 1000.00 75.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 3.500000 100000.00 12823.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-02-20 4.000000 1001.00 100.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 3.500000 800000.00 92004.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 5.000000 100000.00 8650.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 3.000000 97000.00 16756.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 3.500000 1000.00 39.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 4.500000 325000.00 44280.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 3.500000 1931132.00 116714.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-07-20 3.000000 1000.00 171.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 3.500000 1000.00 150.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 5.500000 1008.00 159.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.000000 2460125.00 406149.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.500000 1026.00 183.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 3.000000 16000.00 7453.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-02-20 2.500000 9795000.00 5480330.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-02-20 3.000000 12387.00 5861.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 3.000000 11712312.00 2588651.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-20 2.500000 1000.00 253.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-20 3.000000 847386.00 175761.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-20 4.000000 257000.00 47840.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-20 3.500000 1000.00 143.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-20 3.000000 74000384.00 19840153.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-20 4.500000 50000.00 11724.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-05-20 3.500000 1000.00 280.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-05-20 4.500000 100000.00 25486.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 3.000000 1000.00 316.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 3.500000 1000.00 298.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 4.500000 61398.00 19048.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-07-20 2.500000 1000.00 330.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-08-20 4.500000 1000.00 291.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-20 5.000000 1000.00 262.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-09-20 2.000000 1000.00 558.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-09-20 3.500000 200000.00 75048.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-10-20 4.500000 1027974.00 348039.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-11-20 3.500000 200000.00 80372.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-12-20 2.500000 1000.00 512.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-12-20 3.500000 356250.00 156836.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-05-20 5.500000 1000.00 814.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-06-20 2.000000 1000.00 792.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-06-20 3.500000 1000.00 868.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-04-20 1.500000 803002.00 524634.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-04-20 2.500000 1001.00 629.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-05-20 5.000000 1000.00 483.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 2.000000 2815000.00 1880190.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 3.500000 1001.00 618.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-07-20 2.000000 225000.00 155345.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-08-20 2.000000 95000.00 66567.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-08-20 2.500000 127015197.00 90971968.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-10-20 1.500000 112623.00 78610.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-12-20 2.500000 14997.00 11412.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-01-20 1.500000 1000.00 735.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 1.500000 18618.00 14272.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-09-20 4.500000 12000.00 11178.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-20 4.000000 103914.00 95335.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-11-20 6.000000 9382.00 9161.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 4.000000 1000.00 928.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 4.500000 77510.00 73858.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-05-20 4.500000 1000.00 945.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-09-20 4.000000 130000.00 23900.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 4.000000 500000.00 44420.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-15 4.500000 1000.00 71.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-15 4.500000 1000.00 60.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 4.500000 1000.00 264.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-15 4.500000 1000.00 176.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 2.000000 1000.00 638.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-06-15 4.500000 1024.00 967.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-20 3.000000 1015828.00 63879.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-02-20 5.000000 1000.00 20.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-15 5.500000 1000.00 43.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 5.000000 4200000.00 78872.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-15 5.500000 1006.00 84.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 5.500000 1000.00 40.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-15 4.000000 1000.00 116.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-08-20 4.500000 278419.00 48557.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-15 3.000000 1000.00 306.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-02-15 3.000000 1353.00 330.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-11-20 2.000000 150000.00 88423.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-15 3.500000 1000.00 891.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-15 3.500000 1000.00 892.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-15 4.500000 1000.00 831.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-15 4.500000 1050.00 1010.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-04-15 4.500000 1000.00 949.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-15 4.500000 1001.00 980.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 2.500000 1000.00 737.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 2.500000 1001.00 833.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-03-20 3.000000 400000.00 82400.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-02-20 4.000000 475000.00 41755.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-08-20 4.000000 1000.00 360.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-09-20 4.000000 1784136.00 98167.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-05-15 4.000000 1000.00 179.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-08-15 4.500000 1000.00 101.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-15 4.000000 2633228.00 396899.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-11-15 4.500000 1000.00 369.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-06-20 6.500000 32864858.00 33755571.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-07-20 5.500000 1763592.00 1767534.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-20 3.000000 25000.00 8853.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-20 3.000000 1000.00 323.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.000000 1000.00 340.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.000000 1000.00 366.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-15 2.500000 1000.00 246.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-20 3.000000 46000.00 19281.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.000000 1000.00 365.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.000000 88000.00 26376.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-15 4.500000 1273448.00 338120.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-20 3.000000 24900.00 8849.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-20 3.000000 1000.00 349.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-20 3.000000 26000.00 8096.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 3.000000 1000.00 270.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 3.000000 25000.00 7969.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.500000 55000.00 16181.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.500000 51830.00 17825.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.500000 45510.00 14154.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.500000 1000.00 267.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 3.500000 1000.00 198.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-08-20 4.000000 33728.00 5960.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2028-08-20 7.000000 25001.00 38.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-04-20 4.000000 1000.00 42.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-07-20 4.000000 1000.00 51.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-02-20 5.000000 560000.00 32483.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-10-20 5.000000 400000.00 14146.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-06-20 5.000000 450000.00 20495.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-07-20 4.000000 1000.00 52.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-07-20 5.000000 300000.00 12799.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-08-20 5.000000 100000.00 4892.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-09-20 4.000000 1000.00 58.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 4.000000 522207.00 32363.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 6.000000 1000.00 29.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-01-20 4.000000 1000.00 64.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-04-20 5.000000 1175000.00 49686.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-05-20 5.000000 1000.00 43.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-07-20 5.000000 1000.00 49.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-05-15 7.500000 1000.00 58.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2029-01-15 7.000000 1008.00 98.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-09-15 4.500000 1000.00 36.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-15 4.500000 1000.00 87.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-15 4.500000 1000.00 34.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-11-20 5.500000 630085.00 7185.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-07-15 4.000000 1000.00 112.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-07-15 4.500000 1000.00 47.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-11-15 4.000000 1025.00 41.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-02-15 5.500000 25000.00 179.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-04-15 5.500000 1003.00 10.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-20 3.500000 1066.00 333.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-15 4.500000 1000.00 47.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-03-20 3.500000 3500000.00 402740.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-01-20 3.500000 1000.00 123.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-12-15 6.000000 3138730.00 622973.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-08-15 3.000000 1000.00 337.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-15 4.000000 1000.00 124.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-01-15 6.000000 1000.00 337.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-05-20 3.500000 1000.00 224.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-12-15 5.000000 1011.00 528.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-06-20 3.000000 1000.00 436.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.000000 1050.00 145.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.000000 1009.00 215.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 5.000000 1289558.00 384502.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-03-15 3.500000 1000.00 190.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 3.500000 1000.00 462.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-09-20 3.000000 1008.00 826.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-04-15 4.500000 1000.00 456.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-20 3.000000 1000.00 789.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 3.000000 1000.00 805.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 3.000000 1054.00 866.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-20 3.000000 1008.00 836.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 5.000000 1000.00 44.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-05-20 5.000000 1284985.00 50194.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-07-20 4.500000 1004.00 64.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-08-20 5.000000 1000.00 46.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-04-15 4.500000 1000.00 43.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-08-20 6.000000 1000.00 37.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-09-15 4.500000 25000.00 547.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-11-15 6.500000 25000.00 58.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-08-15 5.500000 1000.00 39.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-12-15 5.500000 1000.00 9.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-05-15 5.500000 1000.00 20.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-01-15 5.500000 1000.00 24.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-09-15 4.000000 1000.00 564.57 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 2027-11-15 6.125000 323000.00 350285.39 U.S. Treasuries (including strips) U.S. Treasury Bond 2028-11-15 5.250000 820000.00 868068.44 U.S. Treasuries (including strips) U.S. Treasury Bond 2042-05-15 3.000000 5106000.00 4331410.48 U.S. Treasuries (including strips) U.S. Treasury Bond 2044-02-15 3.625000 400.00 373.14 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-08-15 1.750000 7330000.00 5108752.44 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-11-15 2.000000 10500.00 7575.87 U.S. Treasuries (including strips) U.S. Treasury Bond 2052-08-15 3.000000 2935500.00 2466183.73 U.S. Treasuries (including strips) U.S. Treasury Bond 2053-05-15 3.625000 28392200.00 26741730.71 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-12-31 2.250000 3800000.00 3654286.65 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-05-31 2.125000 770000.00 723658.06 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-15 2.250000 6180100.00 5873146.05 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-30 2.000000 4149100.00 4066823.35 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-09-30 1.500000 4000000.00 3849212.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-07-31 0.375000 100.00 85.66 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-07-31 1.000000 4500000.00 3856954.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-02-28 1.875000 31787000.00 29415610.85 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2032-05-15 2.875000 76490200.00 70733977.81 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-15 2.750000 271000.00 262100.92 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-08-31 3.125000 1293500.00 1253541.88 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-09-15 3.500000 224300.00 221189.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-09-30 4.125000 198600.00 200005.69 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-11-30 3.875000 10000000.00 9923863.33 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-12-15 4.000000 31208000.00 30855328.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-02-28 4.000000 100.00 101.04 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-05-31 3.625000 479186400.00 470573823.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-07-15 4.500000 18261100.00 18289669.89 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 1200000000.00 1200000000.00 0.0605 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.310000% 60686M007_ 0000812291 60686M007_5.31_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 3.500000 4857365.00 932958.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 42069.00 16211.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 841569.00 231510.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-03-01 4.500000 1019332.00 823822.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 1212310.00 1139669.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 141506.00 133640.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 41008423.00 27324826.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 43835277.00 37362218.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 33864480.00 29451653.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 4939938.00 4583488.23 Agency Mortgage-Backed Securities Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 100000000.00 100000000.00 0.0050 N Y Y N Standard Chartered Bank Standard Chartered Bank 5.300000% O2RNE8IBXP4R0TD8PU41 0000861350 853993004_5.30_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-05-31 3.620000 350636029.82 357596104.32 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 350584416.00 350584416.00 0.0177 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 5.280000% 549300H47WTHXPU08X20 0000093748 85748R009_5.28_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-09-15 3.500000 476133100.00 463206829.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-31 0.250000 534276700.00 486413201.26 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0528 931000000.00 931000000.00 0.0469 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 5.300000% 549300MS3WYYVQ4HXM15 0001184915 86599Z009_5.30_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-09-30 3.000000 310600.00 302106.33 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-11-15 2.250000 614698500.00 594573197.61 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-02-15 2.000000 1735900.00 1671361.44 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-07-31 2.875000 7679900.00 7386927.17 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-12-31 1.750000 1616200.00 1542454.71 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-12-31 1.250000 2331200.00 2103208.61 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-04-30 3.500000 421962800.00 411061813.02 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2033-05-15 3.375000 1570600.00 1509112.30 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 1000000000.00 1000000000.00 0.0504 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GF8 N.A. US912797GF83 U.S. Treasury Debt Y 2023-08-08 2023-08-08 2023-08-08 N N N 0.0531 146830530.16 146830530.16 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797HM2 254900HROIFWPRGM1V77 US912797HM26 U.S. Treasury Debt Y 2023-11-28 2023-11-28 2023-11-28 N N N 0.0546 283531393.90 283531393.90 0.0143 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.378200% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y 2023-08-01 2024-07-31 2024-07-31 N N N 0.0535 200064312.00 200064312.00 0.0101 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.481200% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2023-08-01 2024-10-31 2024-10-31 N N N 0.0538 300356772.00 300356772.00 0.0151 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.541200% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2023-08-01 2025-01-31 2025-01-31 N N N 0.0540 100209369.00 100209369.00 0.0051 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.510200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2023-08-01 2025-04-30 2025-04-30 N N N 0.0544 261329177.50 261329177.50 0.0132 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 5.310000% 0000947263 959BLB000_5.31_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 549300MS654K78GYF580 2023-11-06 5.195000 10000.00 10126.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2023-12-08 5.110000 1000000.00 1007443.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2025-02-14 1.750000 10000.00 9595.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2026-06-23 4.375000 1000000.00 997724.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2025-05-27 5.210000 500000.00 500384.44 Agency Mortgage-Backed Securities U.S. Treasury Bond 2041-02-15 2.125000 150259400.00 221874734.07 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0531 220000000.00 220000000.00 0.0111 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.300000% 98599G006_5.30_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2030-08-15 0.625000 3510528600.00 2788714850.02 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2031-08-15 1.250000 4105780000.00 3362190577.23 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 6150000000.00 6150000000.00 0.3100 N Y Y N BNP Paribas SA BNP Paribas SA 5.300000% 986PPK002_5.30_0801 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 2028-11-01 6.500000 1000.00 1.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-12-01 2.210000 7955.00 875.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-12-01 5.500000 1590.00 12.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-01 4.000000 4539425.00 189646.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-01-01 5.500000 5390.00 55.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-11-01 5.500000 100000.00 751.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-04-01 5.500000 260055.00 2262.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 5.000000 12000.00 1345.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 1000.00 824.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-11-01 5.000000 1024.00 985.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 1093.00 901.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-07-01 5.000000 1000.00 980.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-04-01 2.500000 1120.00 347.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-10-01 2.500000 1000.00 294.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 1000.00 390.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-04-01 5.000000 171936.00 96816.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-12-01 2.500000 1000.00 546.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 1000.00 608.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 1000.00 734.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-07-01 2.500000 500000.00 63103.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 2.500000 500000.00 128143.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-11-01 2.500000 2000000.00 329165.94 Agency Mortgage-Backed Securities U.S. Treasury Bill N.A. 2023-08-31 0.00 29971900.00 29840323.36 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2024-01-18 0.00 367000.00 357873.08 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2023-08-22 0.00 11400.00 11365.04 U.S. Treasuries (including strips) Federal Farm Credit Bank 549300MS654K78GYF580 2041-08-09 2.450000 9000.00 6228.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2042-01-24 2.820000 3077000.00 2212668.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2042-02-03 2.930000 25000.00 18889.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-05-01 6.500000 99999.00 80.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 6.500000 10000.00 32.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-05-01 6.500000 175000.00 517.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-06-01 6.500000 250000.00 585.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 25000.00 1252.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 5.500000 13000.00 1833.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-04-01 6.500000 1200000.00 1132.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-07-01 6.500000 500000.00 1992.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 6.500000 180000.00 1926.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-04-01 6.500000 1294429.00 4252.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 2000.00 303.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 1000.00 338.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 5000.00 950.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 4.000000 1000.00 239.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 3.800000 4574432.00 4365356.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-06-01 3.600000 2164738.00 2032626.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 1000.00 221.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-05-01 6.500000 211000.00 4058.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 6.500000 160000.00 4293.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 6.500000 165000.00 3645.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-01 6.500000 145000.00 2905.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 6.500000 73850.00 1090.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-05-01 6.500000 117667.00 1392.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-02-01 3.960000 75347.00 3986.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 6.000000 2100.00 645.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 485000.00 191853.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-12-01 4.839000 5663.00 5256.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-01 4.091000 1024.00 825.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 2.500000 1000.00 566.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 1000.00 654.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-10-01 2.265000 279297.00 185698.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-12-01 2.410000 1838473.00 1232803.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-03-01 2.610000 1366.00 1066.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 1452772.00 1006226.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 1000.00 798.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 1000.00 762.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 1496836.00 1439302.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 1000.00 229.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 1000.00 774.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1081351.00 964562.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-06-01 6.000000 1024.00 1034.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-01 4.000000 4560000.00 1390401.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 15000.00 2078.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 5.000000 2000.00 680.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 3.500000 15571.00 4416.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 1000.00 645.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 1025.00 676.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 1000.00 591.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 1000.00 648.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1000.00 560.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 1000.00 592.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 3783479.00 3027458.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 6.000000 1024.00 23.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 6.500000 269000.00 820.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 107000.00 1210.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-10-01 6.500000 2123.00 21.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-01 5.500000 23001.00 461.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 109822.00 1002.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-11-01 5.000000 1000.00 5.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 4900000.00 297341.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-01 6.500000 124738.00 1287.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 477192.00 2410.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 7043.00 59.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 6.500000 300000.00 3699.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 6.500000 16000.00 637.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 6.500000 125245.00 685.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-12-01 4.042000 1036811.00 3721.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 6572.00 253.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 18000.00 1909.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 6000.00 4276.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 5.000000 5000.00 575.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 1024.00 109.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-01 2.500000 1000.00 258.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 4000.00 1090.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2.000000 6000.00 4183.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 3.000000 1275036.00 1017367.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-01 5.000000 1024.00 26.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 3000.00 83.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 34766.00 716.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 37845.00 614.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-08-20 3.000000 15332401.00 5631476.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-20 5.500000 15558356.00 14557640.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-03-20 4.500000 1000.00 341.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-10-20 4.500000 2122517.00 997012.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 6.000000 1134004.00 1150702.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-04-20 6.000000 234661.00 238567.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-04-15 6.000000 25000.00 459.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-02-15 5.500000 25000.00 235.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-02-20 5.500000 25000.00 460.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-04-20 5.500000 25000.00 481.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-08-20 5.500000 25000.00 408.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2031-11-20 6.000000 25000.00 122.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-01-20 5.000000 25000.00 406.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-03-20 5.000000 25024.00 307.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-08-20 5.500000 25015.00 445.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-11-20 5.500000 25000.00 499.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-03-20 5.000000 25000.00 601.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-11-20 5.500000 1000.00 21.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-05-20 5.500000 1000.00 16.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-20 4.500000 1000.00 48.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-06-20 4.500000 410630.00 18868.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-07-15 5.000000 1000.00 43.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-09-15 4.000000 1000.00 109.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2029-10-15 7.000000 6842168.00 1164631.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 3.500000 1000.00 549.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-12-20 4.500000 1000.00 952.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 4.000000 1024.00 958.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-06-15 4.500000 1000.00 24.92 Agency Collateralized Mortgage Obligation U.S. Treasury Note N.A. 2028-01-15 0.500000 37841600.00 43786746.07 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-01-15 0.625000 63488200.00 81512885.26 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-01-15 0.375000 40693000.00 48152226.34 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-07-15 0.750000 90000.00 103777.49 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-31 1.375000 6000000.00 5500534.27 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-02-28 1.125000 100.00 94.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-04-15 0.125000 300.00 336.35 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-04-15 0.125000 1939800.00 2112607.67 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2031-08-15 1.250000 100.00 82.02 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-04-15 0.125000 200.00 199.96 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 250000000.00 250000000.00 0.0126 N Y Y N AllianceBernstein Fixed Income Shares 2023-08-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller