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Goldman Sachs & Co. 1.380000% 0000812291 ARP0G7QN3_1.38_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2048-01-20 3.500000 137003366.00 137700000.14 Agency Collateralized Mortgage Obligation Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 135000000.00 135000000.00 0.0227 N Y Y N Bank of America NA Bank of America NA 1.380000% 0001102113 ARP0G7QO1_1.38_0301 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 254900HROIFWPRGM1V77 2018-07-31 0.750000 101520900.00 101111781.99 U.S. Treasuries (including strips) Resolution Funding Strip 2022-07-15 0.00 71000.00 63052.26 Agency Mortgage-Backed Securities Resolution Funding Strip 2024-01-15 0.00 982000.00 825204.06 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 100000000.00 100000000.00 0.0168 N Y Y N Credit Suisse Securities LLC Credit Suisse Securities LLC 1.320000% 0001053092 ARP0G7QQ6_1.32_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S Treasury Note 254900HROIFWPRGM1V77 2019-03-31 1.250000 12295000.00 12244903.12 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2019-04-30 1.250000 7124400.00 7081323.77 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2019-07-31 1.375000 83530000.00 82675786.43 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0132 100000000.00 100000000.00 0.0168 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 1.350000% 0000083246 ARP0G7QR4_1.35_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2048-02-15 3.000000 12160000.00 11763186.99 U.S. Treasuries (including strips) U.S. Treasury Bond 2028-02-15 2.750000 39741400.00 39238971.61 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0135 50000000.00 50000000.00 0.0084 N Y Y N Bank of Montreal Bank of Montreal 1.320000% 0000927971 ARP0G7QS2_1.32_0301 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 254900HROIFWPRGM1V77 2018-07-15 1.375000 1837000.00 2134086.68 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2021-05-31 1.375000 4995600.00 4838137.32 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2022-05-15 1.750000 10904400.00 10591726.87 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2023-02-28 2.625000 6002500.00 5990074.82 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2025-01-15 0.250000 6477200.00 6552501.20 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2024-01-15 0.625000 12416800.00 13150817.89 U.S. Treasuries (including strips) U.S Treasury Bill N.A. 2018-03-01 0.00 300.00 299.98 U.S. Treasuries (including strips) Federal Home Loan Bank 2021-03-12 5.000000 175000.00 191900.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-12-01 3.000000 13650.00 1755.36 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-11-15 3.750000 6771800.00 7541683.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 3.999999 1985.00 196.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-17 1.580000 7000.00 6819.91 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0132 50000000.00 50000000.00 0.0084 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.340000% 0000947263 ARP0G7S68_1.34_0301 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 254900HROIFWPRGM1V77 2024-10-31 2.250000 65425600.00 63613216.90 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2023-02-28 1.500000 94597200.00 89386786.22 U.S. Treasuries (including strips) Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0134 150000000.00 150000000.00 0.0252 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 1.350000% 0000812291 ARP0G7TG5_1.35_0301 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 2048-01-01 4.000000 1007682.00 1026629.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-11-01 4.000000 1279607.00 1293937.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 3499373.00 3559559.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.999999 209665.00 211538.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 1021210.00 1034414.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 3.500000 8030912.00 8093433.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-12-20 4.000000 1016932.00 1034683.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 4.000000 1260029.00 1281109.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-12-15 4.000000 5431115.00 5526224.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 4.000000 1016700.00 1026790.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 4.000000 1140277.00 1159133.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-11-20 4.000000 1452848.00 1479999.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 4.000000 2074881.00 2103562.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 4.000000 1513069.00 1526001.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-12-20 4.000000 1078561.00 1094859.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-09-20 4.000000 12340595.00 12475197.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-07-20 4.000000 1310154.00 1331801.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-08-20 4.000000 8928966.00 9018893.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-07-20 4.500000 2138232.00 2164379.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-10-20 5.500000 921853.00 938136.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-10-20 4.000000 43927823.00 44265872.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 704517.00 717102.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.500000 521269.00 525692.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 5.000000 2932894.00 2979202.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 14332660.00 14571760.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 4019040.00 4051198.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 5781376.00 5870759.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 12467920.00 12660589.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 1466407.00 1493146.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 1003623.00 1015946.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 1208634.00 1223766.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1127570.00 1144676.03 Agency Mortgage-Backed Securities Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0135 145000000.00 145000000.00 0.0243 N Y Y N AllianceBernstein Fixed Income Shares 2018-03-07 \\s\\Vercelia Petty Rodrigo Gallegos Assistant Controller