N-MFP3 0000862021 XXXXXXXX 2024-06-30 AllianceBernstein Fixed Income Shares 0000862021 254900AM6NTI6YO2LI69 AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio 5493006YWHO7MNK2U579 S000011990 7 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 Government N N 44 101 16859730613.29 17675422412.29 0.7214 0.7563 2024-06-03 16201066970.62 17016758706.92 0.7132 0.7492 2024-06-04 16195902690.36 17011596010.69 0.7131 0.7491 2024-06-05 16153663052.88 16769858001.73 0.7189 0.7463 2024-06-06 16183427096.96 17036622480.09 0.7117 0.7493 2024-06-07 16409635163.55 17262831947.91 0.7146 0.7518 2024-06-10 15952492984.68 16805690134.29 0.6996 0.7370 2024-06-11 15662710920.46 17165406111.15 0.6926 0.7590 2024-06-12 16282832461.04 17335530333.84 0.7177 0.7641 2024-06-13 16162599391.59 17215298150.05 0.7082 0.7543 2024-06-14 16243071285.35 17545770947.98 0.7093 0.7662 2024-06-17 16732736174.14 17385936572.03 0.7293 0.7578 2024-06-18 16091569135.26 17044770564.39 0.7123 0.7544 2024-06-20 15969525166.83 16922727038.92 0.7105 0.7529 2024-06-21 16241053740.74 16945362031.08 0.7221 0.7534 2024-06-24 15839777866.58 16544086656.77 0.7170 0.7489 2024-06-25 15755413766.45 16309723054.19 0.7208 0.7461 2024-06-26 14396281740.88 15815024887.55 0.6758 0.7425 2024-06-27 15004060379.05 16421707869.80 0.6847 0.7494 2024-06-28 1473859.16 21854471076.71 21854806590.30 57981596.72 19158992.47 21895103053.71 21897316371.9080 Y 1.0000 0.0538 2024-06-03 0.0538 2024-06-04 0.0538 2024-06-05 0.0538 2024-06-06 0.0538 2024-06-07 0.0538 2024-06-10 0.0538 2024-06-11 0.0538 2024-06-12 0.0537 2024-06-13 0.0537 2024-06-14 0.0537 2024-06-17 0.0537 2024-06-18 0.0537 2024-06-20 0.0537 2024-06-21 0.0537 2024-06-24 0.0537 2024-06-25 0.0537 2024-06-26 0.0538 2024-06-27 0.0538 2024-06-28 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 N N Class AB C000032709 0.00 8113549508.79 8114482328.4600 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 319730025.90 280809586.73 2024-06-03 289630795.30 423780123.79 2024-06-04 281868232.98 248440033.36 2024-06-05 257682600.51 464731811.02 2024-06-06 691983052.74 506512702.03 2024-06-07 338728440.49 333461848.06 2024-06-10 134590366.59 230653116.97 2024-06-11 190949066.34 277020991.40 2024-06-12 360359312.92 272102917.46 2024-06-13 410883980.12 276724913.79 2024-06-14 328104969.20 220424218.85 2024-06-17 449567235.27 592358747.63 2024-06-18 335815898.08 686171719.29 2024-06-20 563811374.03 467342203.94 2024-06-21 497766614.58 377876505.97 2024-06-24 222566715.06 566237689.62 2024-06-25 288564521.03 386229524.94 2024-06-26 127381980.43 431866241.80 2024-06-27 710314873.23 227149624.37 2024-06-28 6800300054.80 7269894521.02 0.0522 2024-06-03 0.0522 2024-06-04 0.0522 2024-06-05 0.0522 2024-06-06 0.0522 2024-06-07 0.0522 2024-06-10 0.0522 2024-06-11 0.0522 2024-06-12 0.0522 2024-06-13 0.0521 2024-06-14 0.0521 2024-06-17 0.0521 2024-06-18 0.0521 2024-06-20 0.0522 2024-06-21 0.0522 2024-06-24 0.0522 2024-06-25 0.0522 2024-06-26 0.0522 2024-06-27 0.0522 2024-06-28 Y 320098.00 Other AB owned 0.00 0.073 Registered investment company 0.00 0.5517 N Advisor C000172512 0.00 623359367.67 623385871.2540 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 2819592.73 1317405.64 2024-06-03 2363514.40 2746487.29 2024-06-04 7124087.07 2246659.34 2024-06-05 4596689.74 1166063.54 2024-06-06 4566932.25 8461650.32 2024-06-07 4183115.10 1131051.74 2024-06-10 5315217.94 1559405.67 2024-06-11 6196438.69 1147229.62 2024-06-12 1038393.11 2233677.91 2024-06-13 6852816.08 943884.52 2024-06-14 1183410.30 1140738.13 2024-06-17 3464849.80 1319147.78 2024-06-18 3123362.67 5946232.11 2024-06-20 3240186.40 2172151.88 2024-06-21 3254469.26 1351569.10 2024-06-24 1442620.01 1653622.67 2024-06-25 2424249.97 3286554.73 2024-06-26 3424952.52 2733046.64 2024-06-27 2930489.80 1780355.71 2024-06-28 69545387.84 44336934.34 0.0519 2024-06-03 0.0519 2024-06-04 0.0519 2024-06-05 0.0519 2024-06-06 0.0519 2024-06-07 0.0519 2024-06-10 0.0519 2024-06-11 0.0519 2024-06-12 0.0519 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0519 2024-06-20 0.0519 2024-06-21 0.0519 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y 23611.00 Broker-dealer 0.00 0.9416 N 1 C000172513 100000.00 6089234610.02 6089997072.4950 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 47065337.13 45156269.82 2024-06-03 19376763.96 35255220.72 2024-06-04 38046915.69 38823906.26 2024-06-05 18349738.69 47184060.43 2024-06-06 38908905.80 24521481.15 2024-06-07 40784791.19 30330298.03 2024-06-10 25484910.14 44649199.69 2024-06-11 17682589.26 102905599.81 2024-06-12 15751107.38 41577088.76 2024-06-13 30441637.46 63326935.34 2024-06-14 51798055.36 32360822.70 2024-06-17 37031525.82 40005041.98 2024-06-18 48357577.47 44832181.03 2024-06-20 20140398.61 21041719.65 2024-06-21 18159773.45 37680474.74 2024-06-24 13700820.07 30833766.62 2024-06-25 30172220.43 46226631.94 2024-06-26 13518549.50 182322721.83 2024-06-27 45565863.44 48443720.96 2024-06-28 570337480.85 957477141.46 0.0517 2024-06-03 0.0517 2024-06-04 0.0517 2024-06-05 0.0517 2024-06-06 0.0517 2024-06-07 0.0516 2024-06-10 0.0515 2024-06-11 0.0514 2024-06-12 0.0513 2024-06-13 0.0510 2024-06-14 0.0510 2024-06-17 0.0510 2024-06-18 0.0510 2024-06-20 0.0510 2024-06-21 0.0510 2024-06-24 0.0510 2024-06-25 0.0511 2024-06-26 0.0511 2024-06-27 0.0511 2024-06-28 Y 277917.00 N A C000172514 2500.00 5432338877.74 5432530521.3550 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 28718836.47 21270962.61 2024-06-03 27038520.18 25390999.91 2024-06-04 27009155.59 23874240.92 2024-06-05 30566114.56 15102183.96 2024-06-06 25552659.58 16710656.52 2024-06-07 31088866.59 18485043.57 2024-06-10 21595421.20 23444606.66 2024-06-11 34642548.58 46033810.51 2024-06-12 23385575.82 27104667.00 2024-06-13 24054881.00 18093011.96 2024-06-14 27873632.55 21728497.62 2024-06-17 21294983.28 30719674.59 2024-06-18 34120012.29 23150874.95 2024-06-20 26806945.93 22499307.56 2024-06-21 22795664.64 10286380.27 2024-06-24 24595739.83 20709194.06 2024-06-25 38283707.85 29275141.76 2024-06-26 23491167.56 19559466.23 2024-06-27 26630664.41 19924632.98 2024-06-28 519545097.91 433363353.64 0.0519 2024-06-03 0.0519 2024-06-04 0.0519 2024-06-05 0.0519 2024-06-06 0.0519 2024-06-07 0.0519 2024-06-10 0.0519 2024-06-11 0.0519 2024-06-12 0.0519 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0519 2024-06-20 0.0519 2024-06-21 0.0519 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y 1241062.00 Broker-dealer 0.00 0.7975 Broker-dealer 0.00 0.0842 Broker-dealer 0.00 0.0644 N C C000172515 2500.00 10879853.27 10882254.4830 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 29874.65 5025.66 2024-06-03 2120.02 35988.07 2024-06-04 5279.08 43276.46 2024-06-05 12424.41 0.00 2024-06-06 156359.05 4.67 2024-06-07 5378.08 0.00 2024-06-10 1531.82 64.68 2024-06-11 1531.32 0.00 2024-06-12 1847.19 18150.26 2024-06-13 2833.33 0.00 2024-06-14 6500.68 0.00 2024-06-17 51580.26 0.00 2024-06-18 61077.73 9000.00 2024-06-20 1553.43 8754.50 2024-06-21 5424.59 51.00 2024-06-24 1544.36 1500.00 2024-06-25 1671.31 0.00 2024-06-26 1547.77 0.00 2024-06-27 1547.73 0.00 2024-06-28 351626.81 121815.30 0.0519 2024-06-03 0.0519 2024-06-04 0.0519 2024-06-05 0.0519 2024-06-06 0.0519 2024-06-07 0.0519 2024-06-10 0.0519 2024-06-11 0.0519 2024-06-12 0.0519 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0518 2024-06-20 0.0519 2024-06-21 0.0518 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y 6627.00 Broker-dealer 0.00 0.308 Broker-dealer 0.00 0.2603 Broker-dealer 0.00 0.0786 N I C000172516 0.00 72113337.33 72117736.5210 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 62689.20 790.13 2024-06-03 51513.98 27177.16 2024-06-04 30143.26 646737.10 2024-06-05 1221710.77 14149.39 2024-06-06 12679.15 84683.04 2024-06-07 45644.72 2114052.16 2024-06-10 20122.71 204718.56 2024-06-11 52849.28 4767.77 2024-06-12 17604.66 1857778.73 2024-06-13 76961.73 62007.20 2024-06-14 100938.26 9922.02 2024-06-17 51171.82 58006.30 2024-06-18 98573.09 1048.07 2024-06-20 82665.29 338725.90 2024-06-21 55843.53 608174.81 2024-06-24 38236.17 283.53 2024-06-25 21121.21 35987.94 2024-06-26 17538.13 14407.84 2024-06-27 24539.13 7836.54 2024-06-28 2082546.09 6091254.19 0.0520 2024-06-03 0.0520 2024-06-04 0.0520 2024-06-05 0.0520 2024-06-06 0.0520 2024-06-07 0.0520 2024-06-10 0.0520 2024-06-11 0.0520 2024-06-12 0.0520 2024-06-13 0.0519 2024-06-14 0.0519 2024-06-17 0.0519 2024-06-18 0.0519 2024-06-20 0.0520 2024-06-21 0.0520 2024-06-24 0.0520 2024-06-25 0.0520 2024-06-26 0.0520 2024-06-27 0.0520 2024-06-28 Y 2826.00 Pension plan 0.00 0.6386 Pension plan 0.0945 0.00 Pension plan 0.00 0.0522 N Institutional Class C000172520 20000000.00 1553627498.89 1553920587.3400 1.0000 2024-06-03 1.0000 2024-06-04 1.0000 2024-06-05 1.0000 2024-06-06 1.0000 2024-06-07 1.0000 2024-06-10 1.0000 2024-06-11 1.0000 2024-06-12 1.0000 2024-06-13 1.0000 2024-06-14 1.0000 2024-06-17 1.0000 2024-06-18 1.0000 2024-06-20 1.0000 2024-06-21 1.0000 2024-06-24 1.0000 2024-06-25 1.0000 2024-06-26 1.0000 2024-06-27 1.0000 2024-06-28 62461097.14 8667245.44 2024-06-03 5797562.40 23069648.88 2024-06-04 1816640.66 46000000.00 2024-06-05 445570.27 25280000.00 2024-06-06 61058138.91 447145.00 2024-06-07 201429422.55 125090.00 2024-06-10 950324.27 45725135.00 2024-06-11 717191.49 11260000.00 2024-06-12 15364972.94 485567.88 2024-06-13 45142116.51 30091647.87 2024-06-14 66547463.35 116244545.00 2024-06-17 1764234.16 8615761.09 2024-06-18 960261.01 10301041.37 2024-06-20 45623986.61 69860000.00 2024-06-21 39086927.58 130480000.00 2024-06-24 13956134.10 56975563.59 2024-06-25 11765813.30 138990025.72 2024-06-26 8290495.22 98404135.00 2024-06-27 118846922.70 76217.90 2024-06-28 702025275.17 821098769.74 0.0522 2024-06-03 0.0522 2024-06-04 0.0522 2024-06-05 0.0522 2024-06-06 0.0522 2024-06-07 0.0522 2024-06-10 0.0522 2024-06-11 0.0521 2024-06-12 0.0521 2024-06-13 0.0521 2024-06-14 0.0521 2024-06-17 0.0521 2024-06-18 0.0521 2024-06-20 0.0521 2024-06-21 0.0521 2024-06-24 0.0521 2024-06-25 0.0521 2024-06-26 0.0521 2024-06-27 0.0522 2024-06-28 Y 66515.00 Registered investment company 0.00 0.9135 N Bank of America NA Bank of America NA 5.330000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.3300 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note N.A. 91282CJF9 2028-10-31 4.875000 0.00 109135500.00 112200013.57 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 110000000.00 110000000.00 0.0050 N Y Y N Bank of America NA Bank of America NA 5.330000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.33_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. 3131WG2R9 2036-04-01 4.500000 0.00 300441.00 7904.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131XVQW8 2046-12-01 3.000000 0.00 761079.00 213521.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131Y9PE7 2034-02-01 3.500000 0.00 61000.00 7020.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31329KW83 2037-09-01 3.000000 0.00 153681.00 24815.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132D6AU4 2036-09-01 2.000000 0.00 12000.00 7566.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132D9DR2 2040-12-01 2.000000 0.00 160000.00 100516.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DNTU7 2051-12-01 3.000000 0.00 100000.00 75312.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DV5Z4 2050-05-01 4.000000 0.00 525000.00 128236.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWJ38 2053-12-01 5.000000 0.00 1425000.00 1352206.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132GLKV5 2041-11-01 3.500000 0.00 3500000.00 155235.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31335BN44 2048-02-01 3.500000 0.00 401769.00 67145.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133AJYN7 2051-04-01 3.000000 0.00 3000.00 1682.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133BD4U6 2052-06-01 5.000000 0.00 2950876.00 2409137.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133BWW25 2053-03-01 4.500000 0.00 745344.00 439492.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C0WN8 2053-04-01 6.500000 0.00 1605656.00 1630462.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31288Q5X4 2049-06-01 4.283000 0.00 13799792.00 13345081.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128MJYT1 2046-09-01 3.000000 0.00 40000.00 6826.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133GDPB0 2036-06-01 2.000000 0.00 1000000.00 667620.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WCJ62 2054-05-01 6.500000 0.00 1305870.00 1346014.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WDAQ5 2054-05-01 5.500000 0.00 2345672.00 2337765.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371M3W5 2036-12-01 5.500000 0.00 574998.00 3113.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138EJXL7 2042-09-01 4.500000 0.00 251746.00 10647.94 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LCQA6 2046-01-01 3.880000 0.00 23983168.00 18597254.45 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138XQWR8 2044-04-01 4.500000 0.00 769755.00 11503.58 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ADNN7 2054-05-01 5.500000 0.00 1001408.00 994182.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140FMWY8 2046-12-01 4.000000 0.00 2251688.00 775065.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HKLB2 2048-05-01 5.000000 0.00 899076.00 95230.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HSU41 2049-02-01 4.080000 0.00 7500000.00 6163799.18 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J95A5 2034-02-01 3.500000 0.00 32000.00 5911.55 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LFK37 2052-03-01 2.940000 0.00 2090000.00 1553854.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MYYH9 2052-08-01 4.500000 0.00 1196276.00 1117773.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NCVM8 2053-03-01 6.000000 0.00 1065000.00 715759.27 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QEP71 2050-08-01 3.500000 0.00 952920.00 534585.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QGN37 2051-01-01 1.500000 0.00 120096.00 72884.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QHR72 2048-04-01 3.000000 0.00 78277504.00 14313687.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QRCL5 2053-01-01 6.000000 0.00 160000.00 152813.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XLEM6 2053-05-01 6.000000 0.00 25000.00 22909.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ANV6 2042-11-01 3.000000 0.00 100000.00 16410.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DCY6 2049-06-01 3.500000 0.00 11000.00 1054.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DTQ5 2050-10-01 2.000000 0.00 5404180.00 2969760.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ED80 2052-06-01 4.000000 0.00 9533712.00 7734998.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EW22 2053-10-01 5.000000 0.00 2878080.00 2707748.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EW48 2053-10-01 6.000000 0.00 11200000.00 10499446.12 Agency Mortgage-Backed Securities Government National Mortgage Association 36179WBP2 2051-03-20 2.000000 0.00 18737900.00 11128740.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617AKL59 2047-05-20 3.500000 0.00 4704752.00 2640599.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617AM7E2 2047-06-20 4.000000 0.00 12873632.00 3148676.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617G13X4 2048-02-20 4.000000 0.00 1113280.00 208776.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HNT80 2054-06-20 6.500000 0.00 1654028.00 1675416.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36292LEX8 2036-06-15 6.000000 0.00 215477.00 3831.29 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 110000000.00 110000000.00 0.0050 N Y Y N Bank of America NA Bank of America NA 5.340000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.34_0705 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note N.A. 91282CDG3 2026-10-31 1.125000 0.00 19709500.00 18223673.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CFG1 2024-08-31 3.250000 0.00 43799300.00 44087404.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CHT1 2033-08-15 3.875000 0.00 33814500.00 33207026.22 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CKQ3 2034-05-15 4.375000 0.00 123489600.00 124984315.43 U.S. Treasuries (including strips) U.S. Treasury Bond 912810QT8 2041-11-15 3.125000 0.00 1178400.00 988289.21 U.S. Treasuries (including strips) U.S. Treasury Bond 912810QV3 2042-02-15 0.750000 0.00 76512700.00 84509292.91 U.S. Treasuries (including strips) Y 2024-07-23 2024-07-23 2024-07-23 N N N 0.0534 300000000.00 300000000.00 0.0137 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.350000% 05252T001 JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bill N.A. 6925309 2025-03-31 1.750000 0.00 24508264.73 24987289.76 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 6925317 2024-12-31 2.250000 0.00 48853409.79 49808272.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 6925331 2025-02-28 1.500000 0.00 59739761.04 60907401.28 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925343 2026-06-30 4.120000 0.00 215317886.22 219526371.17 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925289 2026-08-31 1.500000 0.00 51717452.26 52728293.52 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925297 2028-05-31 1.250000 0.00 21788471.26 22214336.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925301 2028-10-30 4.870000 0.00 52315041.84 53337563.05 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925305 2028-05-31 2.870000 0.00 18619663.99 18983593.80 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925359 2032-08-31 2.750000 0.00 150699740.59 153645235.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925365 2030-11-30 4.370000 0.00 43442538.68 44291643.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925373 2031-08-31 1.250000 0.00 7917894.00 8072652.84 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925383 2030-08-31 0.620000 0.00 118572492.47 120890046.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925389 2029-04-30 4.620000 0.00 125093209.90 127538212.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925393 2030-01-31 3.500000 0.00 124194438.49 126621874.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 6925399 2027-06-30 4.620000 0.00 73727008.42 75168036.39 U.S. Treasuries (including strips) U.S. Treasury Bond 6925403 2042-11-30 4.000000 0.00 45931227.55 46828974.00 U.S. Treasuries (including strips) U.S. Treasury Bond 6925293 2049-11-30 2.370000 0.00 24599264.17 25080067.79 U.S. Treasuries (including strips) U.S. Treasury Bond 6925285 2042-02-28 2.370000 0.00 53392251.04 54435826.98 U.S. Treasuries (including strips) U.S. Treasury Bond 6925349 2043-11-30 3.750000 0.00 9387497.44 9570980.32 U.S. Treasuries (including strips) U.S. Treasury Bond 6925355 2052-02-29 2.250000 0.00 77185333.75 78693956.40 U.S. Treasuries (including strips) U.S. Treasury Bond 6925335 2042-05-31 3.000000 0.00 3920288.22 3996912.07 U.S. Treasuries (including strips) U.S. Treasury Bond 6925339 2041-11-30 2.000000 0.00 82192957.95 83799456.00 U.S. Treasuries (including strips) U.S. Treasury Bond 6925323 2040-11-30 4.250000 0.00 48252367.97 49195482.50 U.S. Treasuries (including strips) U.S. Treasury Bond 6925327 2048-08-31 3.000000 0.00 19925808.90 20315267.70 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 1500625241.90 1500625241.90 0.0685 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 5.320000% 22599G006 0001330437 22599G006_5.32_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association 3140QEJR4 2050-08-01 2.500000 0.00 409617466.00 171670656.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418E4N7 2054-04-01 6.000000 0.00 34052055.00 33478041.93 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418FAX5 2054-06-01 6.000000 0.00 3912838.00 3951301.20 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 205000000.00 205000000.00 0.0094 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.400000% 3130AN6B1 2549001DPIFGXC1TOL40 US3130AN6B10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0540 1105000.00 1105000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.440000% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-26 2024-07-26 N N N 0.0534 100007858.00 100007858.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-07-25 2025-07-25 N N N 0.0544 100100455.00 100100455.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.470000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-27 2025-01-27 N N N 0.0542 50024010.50 50024010.50 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.495000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-08-21 2025-08-21 N N N 0.0546 100078745.00 100078745.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.420000% 3130AWX88 2549001DPIFGXC1TOL40 US3130AWX888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-16 2024-08-16 N N N 0.0534 100012566.00 100012566.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-09-02 2025-09-02 N N N 0.0549 100049451.00 100049451.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.900000% 3130AYY34 2549001DPIFGXC1TOL40 US3130AYY346 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-14 2025-01-14 2025-01-14 N N N 0.0535 3870784.50 3870784.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3130B0WQ8 2549001DPIFGXC1TOL40 US3130B0WQ82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-15 2025-04-15 2025-04-15 N N N 0.0580 199527302.00 199527302.00 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.340000% 3130B13C9 2549001DPIFGXC1TOL40 US3130B13C98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-27 2024-08-27 N N N 0.0534 399263362.90 399263362.90 0.0182 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.340000% 3130B13U9 2549001DPIFGXC1TOL40 US3130B13U96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-23 2024-08-23 N N N 0.0534 100002949.00 100002949.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.345000% 3130B14X2 2549001DPIFGXC1TOL40 US3130B14X27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-26 2024-08-26 N N N 0.0534 34501404.84 34501404.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.350000% 3130B15B9 2549001DPIFGXC1TOL40 US3130B15B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-19 2024-09-19 N N N 0.0534 499544915.04 499544915.04 0.0228 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.345000% 3130B1FZ5 2549001DPIFGXC1TOL40 US3130B1FZ57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-20 2024-09-20 N N N 0.0537 300000786.00 300000786.00 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.345000% 3130B1GQ4 2549001DPIFGXC1TOL40 US3130B1GQ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-23 2024-09-23 N N N 0.0534 699561185.27 699561185.27 0.0320 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312D56 US313312D564 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-08-26 2024-08-26 2024-08-26 N N N 0.0524 64442327.30 64442327.30 0.0029 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313DV7 US313313DV74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-02 2025-04-02 2025-04-02 N N N 0.0488 47877119.96 47877119.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384E54 2549001DPIFGXC1TOL40 US313384E546 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0520 198064444.00 198064444.00 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZP7 2549001DPIFGXC1TOL40 US313384ZP70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-19 2024-07-19 2024-07-19 N N N 0.0525 3205163.45 3205163.45 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AY2 2549001DPIFGXC1TOL40 US313385AY28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0502 96603071.43 96603071.43 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BK1 2549001DPIFGXC1TOL40 US313385BK15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-03 2025-02-03 2025-02-03 N N N 0.0496 193459028.28 193459028.28 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BM7 2549001DPIFGXC1TOL40 US313385BM70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-05 2025-02-05 2025-02-05 N N N 0.0496 144689542.38 144689542.38 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0496 145375333.50 145375333.50 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0496 193266816.02 193266816.02 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CT1 2549001DPIFGXC1TOL40 US313385CT15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-07 2025-03-07 2025-03-07 N N N 0.0492 58899160.00 58899160.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FU5 2549001DPIFGXC1TOL40 US313385FU50 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-19 2025-05-19 2025-05-19 N N N 0.0483 95644097.00 95644097.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-21 2025-05-21 2025-05-21 N N N 0.0483 95617292.00 95617292.00 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.250000% 3133EN4N7 US3133EN4N71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-20 2024-12-20 2024-12-20 N N N 0.0548 9690581.75 9690581.75 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.520000% 3133EN5P1 US3133EN5P11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-09 2025-01-09 N N N 0.0544 50018907.00 50018907.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.510000% 3133EN6L9 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-23 2025-01-23 N N N 0.0542 2001391.30 2001391.30 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.500000% 3133EN7K0 US3133EN7K06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-30 2025-01-30 N N N 0.0542 2001316.40 2001316.40 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.425000% 3133ENB82 US3133ENB822 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-22 2024-07-22 N N N 0.0534 6700365.49 6700365.49 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENB90 US3133ENB905 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-22 2024-07-22 N N N 0.0541 49997943.00 49997943.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.440000% 3133END98 US3133END984 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-01 2024-08-01 N N N 0.0534 20001938.20 20001938.20 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.440000% 3133ENE89 US3133ENE891 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-08 2024-08-08 N N N 0.0539 50753485.51 50753485.51 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENF70 US3133ENF708 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-12 2024-08-12 N N N 0.0538 49749112.46 49749112.46 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.420000% 3133ENH60 US3133ENH605 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-22 2024-07-22 N N N 0.0534 93504825.54 93504825.54 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENL57 US3133ENL573 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-09 2024-09-09 N N N 0.0538 50000695.50 50000695.50 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.430000% 3133ENL81 US3133ENL813 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-16 2024-09-16 N N N 0.0540 130016257.80 130016257.80 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.400000% 3133ENM56 US3133ENM563 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-16 2024-09-16 N N N 0.0538 47000784.43 47000784.43 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.440000% 3133ENR69 US3133ENR695 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-07 2024-10-07 N N N 0.0534 170061249.30 170061249.30 0.0078 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.490000% 3133EPEX9 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-03 2025-01-03 N N N 0.0540 1500942.84 1500942.84 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.480000% 3133EPKN4 US3133EPKN42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-23 2025-05-23 N N N 0.0551 14215558.81 14215558.81 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.480000% 3133EPKP9 US3133EPKP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-04-25 2025-04-25 N N N 0.0544 99760499.95 99760499.95 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.505000% 3133EPLG8 US3133EPLG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-02 2025-06-02 N N N 0.0543 50031919.00 50031919.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.505000% 3133EPNC5 US3133EPNC59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-23 2025-05-23 N N N 0.0543 62538323.75 62538323.75 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.495000% 3133EPPB5 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-02 2025-05-02 N N N 0.0544 160119288.00 160119288.00 0.0073 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.500000% 3133EPQQ1 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-07-21 2025-07-21 N N N 0.0544 30029891.70 30029891.70 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.425000% 3133EPUA1 US3133EPUA11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-23 2024-09-23 N N N 0.0534 4501232.64 4501232.64 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.340000% 3133ERCE9 US3133ERCE90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-23 2024-07-23 N N N 0.0534 24000118.08 24000118.08 0.0011 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 5.440000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-06-18 2026-06-18 N N N 0.0548 199998758.00 199998758.00 0.0091 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.330000% 38399H002 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_5.33_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. 3131WHY76 2036-09-01 6.000000 0.00 727840.00 6757.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WX5S7 2033-05-01 5.500000 0.00 1250000.00 12624.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131X1KF7 2027-11-01 5.500000 0.00 2410230.00 33816.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131XJ2Y7 2042-08-01 3.500000 0.00 4160032.00 752438.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131XNP72 2043-08-01 4.000000 0.00 156226.00 41253.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131XXWT4 2047-09-01 5.000000 0.00 313106.00 24514.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31326KX77 2046-03-01 3.108000 0.00 9547376.00 879338.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31329M4P2 2044-01-01 4.000000 0.00 943447.00 90814.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A1XG4 2037-09-01 5.500000 0.00 43305536.00 343485.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A4VN5 2036-01-01 5.500000 0.00 12500000.00 96871.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132M6L57 2044-05-01 4.000000 0.00 13253080.00 914046.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133A16N7 2050-02-01 4.500000 0.00 2498604.00 759518.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133AY2E9 2051-12-01 3.000000 0.00 845000.00 595379.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133B9MY7 2052-04-01 4.000000 0.00 500000.00 364459.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133BBXK0 2052-05-01 3.500000 0.00 573372.00 436852.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C7TV9 2053-07-01 5.500000 0.00 2503100.00 2185058.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M53A6 2038-04-01 5.500000 0.00 100000000.00 1051421.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KMY58 2051-10-01 2.500000 0.00 13088800.00 8828782.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KNGC1 2051-12-01 2.500000 0.00 1343480.00 956563.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371MF93 2025-09-01 5.000000 0.00 52215680.00 104792.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138EGAD6 2026-02-01 4.000000 0.00 1100000.00 8655.45 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138NYW35 2043-01-01 2.500000 0.00 216659.00 42365.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WGDL5 2045-12-01 4.000000 0.00 98000.00 9078.09 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WHJT0 2046-07-01 3.000000 0.00 2000000.00 244251.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A34L4 2053-10-01 6.000000 0.00 125244.00 122122.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A8JR4 2054-01-01 7.000000 0.00 1423320.00 1473901.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140F5RA3 2046-07-01 3.000000 0.00 61440.00 20186.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JPNH4 2049-06-01 4.000000 0.00 125000.00 30120.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140K4LV0 2050-04-01 4.500000 0.00 1381174.00 733096.01 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MJ6G5 2052-04-01 2.500000 0.00 321020.00 241274.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MQB40 2052-06-01 4.000000 0.00 16000.00 12505.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QKWB0 2036-05-01 2.500000 0.00 59308544.00 37452579.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QLY26 2051-09-01 2.500000 0.00 23548160.00 17324848.69 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QLYW0 2051-09-01 2.500000 0.00 150918.00 102609.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNTJ1 2052-04-01 3.500000 0.00 19423904.00 15024863.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QPZ34 2052-08-01 3.500000 0.00 1000000.00 816065.06 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QRBB8 2053-01-01 5.000000 0.00 15072192.00 13886704.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QRVA8 2053-04-01 4.500000 0.00 26006656.00 23750812.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QSFV8 2053-06-01 5.500000 0.00 129869056.00 121815806.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X47B6 2049-11-01 3.000000 0.00 324000.00 125812.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X96G5 2051-03-01 2.000000 0.00 216000.00 126539.47 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XDGT7 2051-10-01 3.000000 0.00 215000.00 154263.96 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGWC9 2042-04-01 3.000000 0.00 200000.00 143693.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XJ5G4 2052-06-01 3.500000 0.00 866414.00 701899.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XLBB3 2052-03-01 2.500000 0.00 100000.00 73999.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPDS5 2052-07-01 4.000000 0.00 19913240.00 18011147.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417EMM0 2043-01-01 3.000000 0.00 26559.00 5459.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418AWN4 2043-07-01 3.000000 0.00 1000000.00 250631.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418BD37 2034-06-01 3.500000 0.00 754000.00 79979.94 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DCW0 2039-06-01 4.000000 0.00 3175000.00 541613.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ESR2 2053-05-01 4.000000 0.00 178130.00 155853.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EU99 2053-08-01 5.500000 0.00 121174144.00 111985776.45 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418WP20 2040-08-01 5.500000 0.00 1285000.00 25080.06 Agency Mortgage-Backed Securities Government National Mortgage Association 36176RDC3 2041-10-15 4.000000 0.00 961200.00 139366.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179V4U1 2051-01-20 2.000000 0.00 16901856.00 9281238.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179WNG9 2051-09-20 3.500000 0.00 291516.00 196635.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617FQF90 2057-12-15 5.090000 0.00 1732900.00 1654964.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617MB5A3 2050-02-15 4.000000 0.00 195452.00 43098.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617XUQ32 2062-11-15 4.900000 0.00 895482.00 847716.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618B2CB3 2058-04-15 4.920000 0.00 10274599.00 10029124.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H3KV2 2054-04-20 6.000000 0.00 1656046.00 1692893.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202D2V2 2033-12-20 5.500000 0.00 2619368.00 41135.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3620AMDZ2 2040-06-15 4.500000 0.00 1180000.00 79401.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36241LLT1 2040-07-20 5.500000 0.00 700000.00 22036.28 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 400000000.00 400000000.00 0.0183 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.320000% 46699D001 0001168163 46699D001_5.32_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Bill N.A. 6925281 2025-03-31 3.870000 0.00 250110833.33 255102041.10 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 250000000.00 250000000.00 0.0114 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 5.340000% 60686M007 60686M007_1 0000812291 60686M007_5.3400 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. 3132XFLH9 2033-01-01 4.650000 0.00 3300000.00 3262074.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132XFQD3 2033-10-01 4.670000 0.00 60270000.00 60059567.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132XJN63 2033-12-01 4.470000 0.00 30000000.00 29547675.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138EPNQ3 2040-03-01 5.500000 0.00 29670000.00 4146851.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A3PD9 2054-01-01 6.500000 0.00 3571790.00 3669852.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A3QF3 2053-10-01 6.500000 0.00 54482989.00 54014492.94 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ABXX8 2054-05-01 6.000000 0.00 14129424.00 14284125.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ACM91 2054-05-01 6.500000 0.00 2257738.00 2313538.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ADR52 2054-06-01 5.500000 0.00 27983002.00 27812137.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AEWW5 2054-05-01 5.500000 0.00 14156810.00 14084511.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AFL46 2054-06-01 5.000000 0.00 22284.00 21795.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AFPT7 2054-06-01 6.500000 0.00 3153757.00 3247956.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AFTV8 2054-06-01 5.500000 0.00 8176493.00 8136501.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140K0SQ2 2049-12-01 3.000000 0.00 33513021.00 15964126.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDE96 2036-09-01 2.060000 0.00 2600000.00 1966991.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LL4Q1 2033-11-01 5.260000 0.00 6363000.00 6598170.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LL5P2 2033-11-01 5.340000 0.00 7309000.00 7621942.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LLCU3 2028-07-01 4.700000 0.00 14800000.00 14795071.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LLXP1 2033-10-01 5.630000 0.00 2000000.00 2012135.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LMAH2 2030-06-01 6.185000 0.00 5380000.00 5714321.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LMCC1 2028-12-01 5.850000 0.00 2441900.00 2545999.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MB5D0 2052-01-01 3.000000 0.00 5700000.00 3979862.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MKHF2 2052-06-01 4.000000 0.00 12009248.00 9991742.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NGBV1 2053-05-01 4.500000 0.00 5503602.00 5143151.93 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NUAA7 2028-12-01 5.590000 0.00 3249000.00 3340223.80 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NUCD9 2033-12-01 5.250000 0.00 9525000.00 9848578.54 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NUCW7 2029-01-01 5.090000 0.00 50259678.00 50866689.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NUKS7 2029-01-01 5.450000 0.00 1200000.00 1228913.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NULT4 2031-01-01 4.405000 0.00 54850391.00 54090479.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NVCN5 2029-05-01 4.850000 0.00 6626000.00 6669251.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NVD20 2034-05-01 5.610000 0.00 2567000.00 2735894.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NVDD6 2034-05-01 5.390000 0.00 4094000.00 4294702.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NVDN4 2029-05-01 5.540000 0.00 3986000.00 4117964.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q8RL1 2048-03-01 4.500000 0.00 50000000.00 7002462.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q8WZ4 2048-04-01 4.500000 0.00 75000000.00 6334277.99 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QDD35 2050-04-01 3.500000 0.00 79673569.00 16702525.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QEE32 2050-07-01 4.500000 0.00 28588589.00 9837295.05 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QEWR9 2050-09-01 3.000000 0.00 67044123.00 28480578.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QFF61 2050-10-01 3.000000 0.00 9200000.00 4259157.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNEN8 2052-02-01 2.000000 0.00 3500000.00 2396720.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XHHP5 2037-05-01 1.500000 0.00 4899655.00 3450459.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XM4V5 2053-11-01 7.000000 0.00 16694996.00 15193644.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XMD29 2053-01-01 4.500000 0.00 42125000.00 37679680.39 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNW59 2053-12-01 7.000000 0.00 19164349.00 18852872.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNX66 2052-08-01 3.500000 0.00 55315689.00 47891702.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNXP4 2042-12-01 4.000000 0.00 6881439.00 6305257.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNYA6 2052-06-01 3.500000 0.00 32522363.00 28491064.37 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNYQ1 2054-01-01 6.000000 0.00 51620404.00 51246108.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPB99 2053-12-01 4.000000 0.00 20559614.00 18573032.83 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPCA5 2052-07-01 4.000000 0.00 52615233.00 47530097.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XQED5 2054-06-01 6.500000 0.00 34791567.00 35645769.55 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 800000000.00 800000000.00 0.0365 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.340000% 60686M007 60686M007_ 0000812291 60686M007_5.34_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note N.A. 91282CGS4 2030-03-31 3.625000 0.00 104705100.00 102000032.30 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 100000000.00 100000000.00 0.0046 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 5.400000% 60686M007 60686M007_1 0000812291 60686M007_5.40_0702 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. 3132DTH78 2054-05-01 5.500000 0.00 257074.00 256883.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KPQX9 2052-07-01 4.500000 0.00 16516654.00 14012910.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WBC53 2054-05-01 5.500000 0.00 40837534.00 40377503.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WF6J1 2054-06-01 6.000000 0.00 284757.00 289019.24 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 912828ZV5 2027-06-30 0.500000 0.00 12310000.00 10971527.88 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CBC4 2025-12-31 0.375000 0.00 3320000.00 3110642.11 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CCS8 2031-08-15 1.250000 0.00 999900.00 817023.94 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CCY5 2028-09-30 1.250000 0.00 1000.00 882.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CDG3 2026-10-31 1.125000 0.00 1000.00 924.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CEC1 2027-02-28 1.875000 0.00 999000.00 938187.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CFV8 2032-11-15 4.125000 0.00 504000.00 499000.86 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CGZ8 2030-04-30 3.500000 0.00 900.00 866.29 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CHT1 2033-08-15 3.875000 0.00 15460300.00 15133857.46 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CJQ5 2030-12-31 3.750000 0.00 5999000.00 5913436.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CKU4 2031-05-31 4.625000 0.00 5867100.00 5989049.15 U.S. Treasuries (including strips) Federal National Mortgage Association 31371FDN9 2025-11-01 8.000000 0.00 5335.00 0.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371JDS0 2030-02-01 7.500000 0.00 36352.00 22.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371JMD3 2030-07-01 8.000000 0.00 135607.00 66.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371KBQ3 2031-07-01 8.000000 0.00 16601.00 75.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371N3A1 2048-08-01 6.500000 0.00 1485.00 3.09 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371QET1 2035-11-01 5.500000 0.00 6315.00 73.41 Agency Mortgage-Backed Securities Federal National Mortgage Association 31371QTW8 2037-03-01 6.000000 0.00 2872.00 35.07 Agency Mortgage-Backed Securities Federal National Mortgage Association 31384HW82 2029-11-01 5.750000 0.00 3340.00 70.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 31384VLU4 2029-12-01 8.000000 0.00 83005.00 69.92 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ABPB5 2054-05-01 5.500000 0.00 26221669.00 26035214.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AFGD2 2054-06-01 6.500000 0.00 4748092.00 4893825.19 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140AGNL4 2054-06-01 6.500000 0.00 16384811.00 16784551.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140GUJA6 2047-06-01 4.000000 0.00 4769357.00 1570344.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140GYJE0 2048-02-01 4.000000 0.00 9800000.00 3368484.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J9F30 2048-10-01 4.500000 0.00 87700000.00 23088872.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140KA2X3 2041-06-01 2.000000 0.00 26869494.00 18502687.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140L5BW5 2051-03-01 2.500000 0.00 1464.00 961.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M5TN5 2053-09-01 5.500000 0.00 6831856.00 6550659.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q94K6 2048-11-01 4.000000 0.00 74999856.00 18082273.41 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q9R47 2048-09-01 4.000000 0.00 25339035.00 5555872.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QP3N5 2052-08-01 5.000000 0.00 5932000.00 4977153.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QRRK1 2053-03-01 4.500000 0.00 2426312.00 2101796.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X6KS9 2046-01-01 4.000000 0.00 822860368.00 216127683.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X7EA3 2050-07-01 3.000000 0.00 54779349.00 29663459.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X9J63 2049-09-01 5.000000 0.00 8938394.00 4415055.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XADM1 2050-07-01 3.500000 0.00 46227754.00 14296381.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XML79 2053-09-01 6.500000 0.00 41347760.00 38160218.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNFY5 2052-06-01 3.000000 0.00 6221236.00 5137866.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPC49 2049-02-01 4.500000 0.00 9841844.00 9311505.55 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPYY9 2054-05-01 6.500000 0.00 64752803.00 65775349.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XQD38 2054-06-01 6.000000 0.00 58418933.00 59066623.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XQDL8 2054-06-01 5.500000 0.00 52873208.00 52790884.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XQDM6 2054-06-01 5.500000 0.00 13867760.00 13811914.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XQEA1 2054-06-01 6.500000 0.00 20462050.00 21123874.55 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418E2A7 2039-02-01 6.000000 0.00 48228112.00 43402394.63 Agency Mortgage-Backed Securities Government National Mortgage Association 36179WBY3 2051-03-20 2.500000 0.00 24952.00 13433.36 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 912810EW4 2026-02-15 6.000000 0.00 292600.00 305223.03 U.S. Treasuries (including strips) U.S. Treasury Bond 912810RX8 2047-05-15 3.000000 0.00 1000.00 773.66 U.S. Treasuries (including strips) U.S. Treasury Bond 912810TJ7 2052-08-15 3.000000 0.00 16405000.00 12622514.83 U.S. Treasuries (including strips) U.S. Treasury Bond 912810TZ1 2044-02-15 4.500000 0.00 7500000.00 7524127.01 U.S. Treasuries (including strips) Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0540 800000000.00 800000000.00 0.0365 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 5.400000% 60686M007 60686M007_1 0000812291 60686M007_5.40_0703 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. 3132D6GT1 2039-06-01 6.000000 0.00 427457.00 428589.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DTH78 2054-05-01 5.500000 0.00 5282.00 5278.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWH30 2053-08-01 6.000000 0.00 82643884.00 76619151.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWLT8 2054-06-01 5.500000 0.00 101890729.00 100670713.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WF5H6 2054-06-01 6.500000 0.00 79087.00 81579.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WF6J1 2054-06-01 6.000000 0.00 1774.00 1800.55 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 91282CHM6 2026-07-15 4.500000 0.00 4824700.00 4902943.86 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CKK6 2026-04-30 4.875000 0.00 102900.00 103880.32 U.S. Treasuries (including strips) Federal National Mortgage Association 3140Q9R47 2048-09-01 4.000000 0.00 49750986.00 10908471.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X6PK1 2050-03-01 3.500000 0.00 22105408.00 4755437.92 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNYA6 2052-06-01 3.500000 0.00 66597182.00 58342150.58 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418FAV9 2054-06-01 5.000000 0.00 566343.00 551966.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418FAW7 2054-06-01 5.500000 0.00 76098.00 75627.11 Agency Mortgage-Backed Securities Government National Mortgage Association 3618HEJB4 2054-06-20 6.500000 0.00 3808.00 3952.41 Agency Collateralized Mortgage Obligation Y 2024-07-03 2024-07-03 2024-07-03 N N N 0.0540 250000000.00 250000000.00 0.0114 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.350000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_5.35_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note N.A. 6925273 2026-05-31 2.120000 0.00 500222916.67 510000000.53 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 500000000.00 500000000.00 0.0228 N Y Y N Standard Chartered Bank Standard Chartered Bank 5.320000% 853993004 O2RNE8IBXP4R0TD8PU41 0000861350 853993004_5.32_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note N.A. 6925277 2028-11-30 4.370000 0.00 350155166.67 357000001.30 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 350000000.00 350000000.00 0.0160 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 5.320000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_5.32_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y U.S. Treasury Note N.A. 91282CBC4 2025-12-31 0.375000 0.00 450789600.00 422289067.66 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CJS1 2025-12-31 4.250000 0.00 41339500.00 41811070.01 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 455000000.00 455000000.00 0.0208 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 5.330000% 86599Z009 549300MS3WYYVQ4HXM15 0001184915 86599Z009_5.33_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note N.A. 9128286X3 2026-05-31 2.125000 0.00 85113900.00 81198037.83 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 912828ZS2 2027-05-31 0.500000 0.00 85000000.00 75784003.66 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CCS8 2031-08-15 1.250000 0.00 33536800.00 27403108.71 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CGL9 2026-02-15 4.000000 0.00 91609700.00 91740910.26 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CHK0 2028-06-30 4.000000 0.00 75521300.00 75909873.69 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CHY0 2026-09-15 4.625000 0.00 78674600.00 79627768.86 U.S. Treasuries (including strips) U.S. Treasury Bond 912810RH3 2044-08-15 3.125000 0.00 96365900.00 78562889.82 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 500000000.00 500000000.00 0.0228 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KB2 254900HROIFWPRGM1V77 US912797KB24 U.S. Treasury Debt Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0533 495743555.94 495743555.94 0.0226 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KJ5 N.A. US912797KJ59 U.S. Treasury Debt Y 2025-03-20 2025-03-20 2025-03-20 N N N 0.0516 192805462.00 192805462.00 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KW6 N.A. US912797KW60 U.S. Treasury Debt Y 2024-08-06 2024-08-06 2024-08-06 N N N 0.0532 99477950.00 99477950.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KX4 N.A. US912797KX44 U.S. Treasury Debt Y 2024-08-13 2024-08-13 2024-08-13 N N N 0.0534 248435950.00 248435950.00 0.0113 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KY2 N.A. US912797KY27 U.S. Treasury Debt Y 2024-08-20 2024-08-20 2024-08-20 N N N 0.0536 495363767.04 495363767.04 0.0226 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KZ9 N.A. US912797KZ91 U.S. Treasury Debt Y 2024-08-27 2024-08-27 2024-08-27 N N N 0.0536 495850085.00 495850085.00 0.0226 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LA3 N.A. US912797LA32 U.S. Treasury Debt Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0536 296630735.02 296630735.02 0.0135 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LG0 N.A. US912797LG02 U.S. Treasury Debt Y 2024-09-10 2024-09-10 2024-09-10 N N N 0.0535 110103584.33 110103584.33 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LH8 N.A. US912797LH84 U.S. Treasury Debt Y 2024-09-17 2024-09-17 2024-09-17 N N N 0.0535 493359014.58 493359014.58 0.0225 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LJ4 N.A. US912797LJ41 U.S. Treasury Debt Y 2024-09-24 2024-09-24 2024-09-24 N N N 0.0535 497304170.68 497304170.68 0.0227 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LK1 N.A. US912797LK14 U.S. Treasury Debt Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0535 493103130.10 493103130.10 0.0225 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.500000% 9128283V0 N.A. US9128283V09 U.S. Treasury Debt Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0534 98391602.00 98391602.00 0.0045 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 9128283Z1 N.A. US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0526 196753906.00 196753906.00 0.0090 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828ZC7 N.A. US912828ZC78 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0525 194662110.00 194662110.00 0.0089 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.375000% 912828ZL7 N.A. US912828ZL77 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0519 192257812.00 192257812.00 0.0088 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 91282CED9 N.A. US91282CED92 U.S. Treasury Debt Y 2025-03-15 2025-03-15 2025-03-15 N N N 0.0527 97589844.00 97589844.00 0.0045 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEQ0 N.A. US91282CEQ06 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0519 195885416.00 195885416.00 0.0089 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.342200% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y 2024-07-02 2024-07-31 2024-07-31 N N N 0.0535 199959842.00 199959842.00 0.0091 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.445200% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2024-07-02 2024-10-31 2024-10-31 N N N 0.0528 600211236.00 600211236.00 0.0274 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.505200% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-07-02 2025-01-31 2025-01-31 N N N 0.0531 289766829.26 289766829.26 0.0132 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.474200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-07-02 2025-04-30 2025-04-30 N N N 0.0538 261189288.78 261189288.78 0.0119 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.430200% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-07-02 2025-07-31 2025-07-31 N N N 0.0539 250065412.50 250065412.50 0.0114 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.475200% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-07-02 2025-10-31 2025-10-31 N N N 0.0540 400311128.00 400311128.00 0.0183 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 5.550200% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-07-02 2026-01-31 2026-01-31 N N N 0.0544 185634446.76 185634446.76 0.0085 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 5.340000% 959BLB000 0000947263 959BLB000_5.34_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. 3137EAEP0 2025-02-12 1.500000 0.00 449000.00 441069.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3137EAEU9 2025-07-21 0.375000 0.00 184000.00 175218.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3134A4KX1 2032-07-15 6.250000 0.00 561000.00 646738.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3134GXX41 2025-09-22 4.000000 0.00 50000.00 49863.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3134H1G31 2029-04-17 6.050000 0.00 800000.00 809376.76 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AH3Z4 2029-09-24 2.200000 0.00 5560000.00 4995862.63 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AH6Y4 2029-09-27 2.060000 0.00 21505000.00 19149648.15 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AMZZ8 2027-06-30 1.220000 0.00 25000000.00 22758480.56 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AQRH8 2027-02-25 2.000000 0.00 14600000.00 13724077.87 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AYXF8 2027-02-22 4.750000 0.00 15335000.00 15516489.72 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130B1EB9 2034-05-23 5.920000 0.00 16250000.00 16307940.28 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130B1H75 2039-06-03 6.200000 0.00 19925000.00 19954001.94 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EC6B5 2025-12-05 2.350000 0.00 2360000.00 2278134.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ECAZ7 2025-12-24 2.470000 0.00 4371000.00 4215586.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EJCQ0 2038-02-16 3.440000 0.00 270000.00 236418.57 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EL3J1 2030-08-12 1.150000 0.00 19870000.00 16266306.15 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EM5F5 2037-09-15 1.940000 0.00 30000000.00 21909316.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EMR38 2033-07-13 1.600000 0.00 691000.00 543913.97 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EMYD8 2025-11-03 0.850000 0.00 300000.00 284128.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EN4C1 2032-12-15 4.125000 0.00 23243000.00 22528965.36 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EN7L8 2035-02-01 4.125000 0.00 13375000.00 13027260.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENDC1 2026-11-03 1.330000 0.00 1649000.00 1526696.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENL99 2027-09-15 3.375000 0.00 10910000.00 10636249.01 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENNG1 2027-02-08 1.860000 0.00 30000000.00 28123090.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENQK9 2029-03-07 2.750000 0.00 19500000.00 18229558.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENRK8 2027-03-15 2.500000 0.00 12660000.00 12055646.77 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENRX0 2037-03-16 2.770000 0.00 49695000.00 40603316.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENSY7 2034-03-28 2.850000 0.00 16000.00 13861.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EP6X8 2029-04-02 5.370000 0.00 33737000.00 34085446.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPA88 2025-11-06 5.490000 0.00 3000.00 3021.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPJR7 2025-05-15 5.500000 0.00 1620000.00 1631716.20 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPLZ6 2025-06-09 5.540000 0.00 2380000.00 2387387.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPM93 2032-12-13 5.730000 0.00 5311000.00 5306010.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPS89 2036-01-02 5.940000 0.00 14853000.00 15192985.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EPSR7 2033-08-11 5.950000 0.00 51909000.00 53218355.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ERDM0 2031-05-02 4.750000 0.00 10000.00 10214.43 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ERGF2 2027-04-30 4.750000 0.00 9425000.00 9494617.24 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ERHD6 2026-06-12 4.875000 0.00 5695000.00 5717339.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ERHE4 2026-06-17 5.230000 0.00 2984000.00 2987724.20 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ERJC6 2034-06-26 4.500000 0.00 11855000.00 11758275.06 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 440000000.00 440000000.00 0.0201 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.300000% 98599G006 98599G006_5.30_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note N.A. 91282CCB5 2031-05-15 1.625000 0.00 553742600.00 467606794.97 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CCT6 2024-08-15 0.375000 0.00 83068800.00 82636052.63 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CEQ0 2025-05-15 2.750000 0.00 1120024700.00 1100485917.81 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 1650000000.00 1650000000.00 0.0754 N Y Y N BNP Paribas SA BNP Paribas SA 5.320000% 986PPK002 986PPK002_5.32_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note N.A. 9128282L3 2027-07-15 0.375000 0.00 1526700.00 1858826.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CBF7 2031-01-15 0.125000 0.00 700.00 745.22 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CGU9 2025-03-31 3.875000 0.00 121399800.00 121357166.12 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CKK6 2026-04-30 4.875000 0.00 400.00 403.81 U.S. Treasuries (including strips) U.S. Treasury Bond 912810SD1 2048-08-15 3.000000 0.00 235999000.00 182918566.54 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 300000000.00 300000000.00 0.0137 N Y Y N BNP Paribas SA BNP Paribas SA 5.330000% 986PPK002 986PPK002_5.33_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. 3131WL6W3 2038-09-01 6.500000 0.00 2793.00 56.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WLTN8 2033-05-01 4.500000 0.00 2474708.00 111746.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WM3J3 2039-06-01 4.500000 0.00 1349743.00 108585.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31329QH95 2049-03-01 5.500000 0.00 568699.00 42288.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A0QN9 2029-09-01 7.000000 0.00 12721580.00 7382.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A2LW0 2038-03-01 6.500000 0.00 1377978.00 6679.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A5H81 2048-02-01 3.500000 0.00 1032000.00 136154.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132ADVK1 2046-12-01 4.000000 0.00 1739000.00 361851.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DPQC5 2052-11-01 4.500000 0.00 1000.00 837.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DQWZ5 2053-06-01 5.000000 0.00 38267.00 34543.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DSTQ5 2054-03-01 5.500000 0.00 5875938.00 5748099.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVK79 2050-06-01 3.000000 0.00 53296.00 23347.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVMK8 2053-04-01 5.500000 0.00 1225780.00 1121689.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWBB8 2051-03-01 2.000000 0.00 5852648.00 3534784.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWCT8 2051-12-01 2.000000 0.00 29002.00 19831.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWD34 2052-06-01 4.000000 0.00 2962560.00 2412090.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWD67 2052-07-01 3.000000 0.00 2161649.00 1695818.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWHU0 2053-07-01 6.000000 0.00 6232384.00 5765744.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWLV3 2054-06-01 6.500000 0.00 2601756.00 2639386.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132WWA93 2052-05-01 4.100000 0.00 9351.00 8093.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132XFLZ9 2032-11-01 1.220000 0.00 44866.00 33669.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133CG6K8 2053-11-01 7.000000 0.00 179906.00 184516.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31288Q2F6 2053-06-01 5.052000 0.00 278655.00 269587.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128K6L81 2031-10-01 7.000000 0.00 440779.00 7603.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128KRV68 2036-10-01 5.500000 0.00 4772.00 192.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128LXJE1 2036-01-01 7.000000 0.00 11691556.00 169131.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M5DY3 2037-07-01 6.000000 0.00 11357139.00 600301.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M7V94 2036-01-01 7.000000 0.00 14760.00 787.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M8MW1 2036-08-01 7.000000 0.00 3359.00 177.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128MMRT2 2029-01-01 3.000000 0.00 7735.00 593.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128QGD58 2036-02-01 7.160000 0.00 3693879.00 48374.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KMPK5 2051-09-01 2.500000 0.00 831725.00 569665.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KN7C1 2052-04-01 3.500000 0.00 3039.00 2354.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KNNB5 2052-01-01 4.000000 0.00 148838.00 98750.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KQEV4 2052-11-01 5.000000 0.00 4157795.00 3719290.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYR76 2039-07-01 2.500000 0.00 500000.00 58396.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYWY1 2042-05-01 3.000000 0.00 2409228.00 1818899.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133W9V24 2054-04-01 6.000000 0.00 12810362.00 12939773.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WE3W8 2054-06-01 6.500000 0.00 1343736.00 1376590.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3142BAUF7 2053-04-01 4.259000 0.00 1440526.00 1324783.28 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AECR9 2033-05-25 4.080000 0.00 1040000.00 983739.12 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AEFL9 2043-06-12 3.740000 0.00 5475000.00 4601733.24 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AFAU1 2038-11-02 4.250000 0.00 75000.00 68569.51 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AFGQ4 2033-11-28 4.000000 0.00 1820000.00 1689486.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EJV22 2033-11-21 4.070000 0.00 631000.00 592393.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EKHS8 2039-04-22 3.650000 0.00 20000.00 17094.05 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133EM2B7 2041-08-09 2.450000 0.00 51000.00 36036.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENEE6 2036-11-17 2.480000 0.00 245000.00 191084.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENFS4 2036-12-01 2.780000 0.00 129000.00 103748.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENGJ3 2041-12-09 2.900000 0.00 233000.00 174937.93 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENLH1 2042-01-24 2.820000 0.00 3410000.00 2560631.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENMV9 2042-02-03 2.930000 0.00 1869000.00 1419822.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENSR2 2042-03-24 3.700000 0.00 1735000.00 1450829.75 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 9128285W6 2029-01-15 0.875000 0.00 280100.00 330762.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 91282CEJ6 2027-04-15 0.125000 0.00 39220200.00 40954633.21 U.S. Treasuries (including strips) Federal National Mortgage Association 31385XSZ1 2033-09-01 6.333000 0.00 10046652.00 82351.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138ELBE2 2039-04-01 6.000000 0.00 7055593.00 507132.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138ERMV9 2046-10-01 3.000000 0.00 2959000.00 836628.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LD5W9 2026-06-01 2.625000 0.00 1032.00 986.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LJ2G4 2037-07-01 3.210000 0.00 23091.00 19421.09 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LNCD1 2033-05-01 3.510000 0.00 658857.00 603750.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WAEV5 2043-11-01 4.500000 0.00 2910986.00 162949.63 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WRHB9 2043-05-01 3.500000 0.00 3067295.00 504128.09 Agency Mortgage-Backed Securities Federal National Mortgage Association 31402C4H2 2034-04-01 5.500000 0.00 52025000.00 413184.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 31402DJF8 2034-08-01 6.000000 0.00 10603.00 82.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 31405QDV7 2034-07-01 7.302000 0.00 4700000.00 87884.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 31409YUJ4 2036-06-01 6.000000 0.00 10802.00 29.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A4RA1 2053-12-01 6.500000 0.00 1002.00 940.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A7FE9 2054-02-01 5.000000 0.00 821896.00 798345.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A9TC4 2054-02-01 7.500000 0.00 714292.00 742142.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HTFX2 2034-05-01 3.590000 0.00 815261.00 740193.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HWKW1 2039-11-01 2.800000 0.00 970426.00 768658.91 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HWQB1 2029-11-01 2.475000 0.00 213788.00 190623.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J6GR2 2048-09-01 4.000000 0.00 855069.00 83496.74 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JCHR8 2054-02-01 4.834000 0.00 1430899.00 1372532.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDHD4 2033-09-01 1.820000 0.00 1046.00 826.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDRL5 2051-09-01 2.490000 0.00 842185.00 599845.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 892.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDZM4 2041-10-01 2.265000 0.00 1104.00 772.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1870.40 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M54Y8 2054-02-01 6.500000 0.00 265752.00 229437.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M5AJ4 2051-11-01 3.000000 0.00 1112.00 653.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M7UA7 2051-11-01 4.000000 0.00 552930.00 489794.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MECR5 2052-12-01 6.000000 0.00 1369789.00 990603.63 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140N2ZE4 2053-05-01 6.000000 0.00 2819417.00 2836614.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140N4E86 2053-02-01 5.000000 0.00 2462442.00 2355792.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140N7HY9 2052-11-01 5.500000 0.00 186640.00 182419.10 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NGGP9 2053-05-01 5.500000 0.00 1000.00 919.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2Q1 2054-04-01 5.760000 0.00 10924000.00 11718818.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2R9 2054-04-01 5.760000 0.00 10899000.00 11427740.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2T5 2054-04-01 5.760000 0.00 13414000.00 14389988.07 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU3Y3 2031-04-01 4.620000 0.00 4194000.00 4177408.54 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q83N3 2048-05-01 4.500000 0.00 647440.00 152183.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QBSS8 2049-09-01 3.000000 0.00 4275151.00 819328.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QEDV1 2050-07-01 3.000000 0.00 1603250.00 754989.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QKC48 2051-04-01 2.000000 0.00 20702201.00 13450847.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNC91 2052-02-01 3.000000 0.00 575000.00 435026.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNQ54 2052-03-01 3.500000 0.00 718130.00 541914.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QPB97 2051-10-01 2.500000 0.00 46584.00 35618.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QQFF7 2052-09-01 4.000000 0.00 9956.00 8258.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QTDZ9 2053-10-01 4.500000 0.00 16461520.00 14922512.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QTLL1 2053-11-01 7.000000 0.00 8085920.00 7948432.73 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QUCJ3 2054-03-01 6.500000 0.00 418002.00 421690.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QUQS8 2054-05-01 7.000000 0.00 37272.00 38186.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X44M5 2049-09-01 5.000000 0.00 4016000.00 864459.68 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X8SZ1 2050-07-01 4.000000 0.00 986440.00 250164.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XCX94 2051-09-01 2.500000 0.00 1002064.00 664797.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XFZS3 2052-03-01 3.000000 0.00 85818.00 61592.69 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGV55 2052-04-01 3.000000 0.00 56853.00 42104.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 31410GL35 2037-10-01 6.500000 0.00 2661432.00 17338.72 Agency Mortgage-Backed Securities Federal National Mortgage Association 31410GW90 2037-12-01 6.500000 0.00 2375.00 19.24 Agency Mortgage-Backed Securities Federal National Mortgage Association 31413FXM9 2037-08-01 6.500000 0.00 1401.00 11.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 31415YP52 2039-05-01 4.000000 0.00 1194.00 25.45 Agency Mortgage-Backed Securities Federal National Mortgage Association 31416KNP9 2039-03-01 4.500000 0.00 2835.00 15.29 Agency Mortgage-Backed Securities Federal National Mortgage Association 31416KP77 2039-05-01 4.500000 0.00 3441404.00 77891.09 Agency Mortgage-Backed Securities Federal National Mortgage Association 31416M3D4 2039-03-01 4.500000 0.00 2678.00 25.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417JJR2 2036-06-01 6.500000 0.00 253101.00 8311.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417MJD6 2039-09-01 4.000000 0.00 1747758.00 116773.91 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417MLF8 2039-10-01 4.500000 0.00 2972520.00 122335.04 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417SBA7 2039-11-01 4.000000 0.00 2562408.00 192377.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 31417Y6Q5 2031-10-01 4.000000 0.00 1754.00 103.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418AAW8 2031-12-01 4.000000 0.00 513669.00 36119.07 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ACP1 2032-02-01 4.000000 0.00 306510.00 22758.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418CRB2 2037-11-01 3.500000 0.00 2500000.00 389136.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DCY6 2049-06-01 3.500000 0.00 1029.00 98.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DFM9 2039-09-01 3.000000 0.00 2750000.00 438343.88 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DRP9 2040-08-01 2.000000 0.00 493622.00 235655.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EJ50 2052-10-01 4.000000 0.00 1000.00 840.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EPD6 2053-02-01 5.500000 0.00 3497288.00 3077518.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 31419L6V0 2040-12-01 4.000000 0.00 2249.00 82.85 Agency Mortgage-Backed Securities Government National Mortgage Association 36176DMC4 2040-12-15 4.250000 0.00 137322.00 95395.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36177J3B3 2042-07-15 3.500000 0.00 1006520.00 158157.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179QPH8 2044-09-20 4.000000 0.00 93936.00 7084.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179SGM3 2046-07-20 4.000000 0.00 191570.00 20476.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179TSH9 2048-02-20 4.000000 0.00 1317295.00 149468.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179TV69 2048-04-20 4.000000 0.00 2372.00 215.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179UKX9 2049-01-20 4.000000 0.00 7598489.00 684820.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179UML3 2049-02-20 4.000000 0.00 7875862.00 700870.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179WG36 2051-06-20 2.500000 0.00 5725.00 3507.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179WR42 2051-11-20 3.500000 0.00 3145008.00 2301497.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179XNG7 2052-12-20 5.500000 0.00 3521488.00 3100411.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YAS3 2053-04-20 5.500000 0.00 13509811.00 12874979.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617JYLD3 2050-02-20 4.500000 0.00 2138359.00 429749.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617LCDL9 2049-09-20 5.500000 0.00 40672.00 28193.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617MTSW1 2050-03-20 5.000000 0.00 1328075.00 168021.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617VSCL4 2049-07-20 5.000000 0.00 284211.00 107057.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617YCTY0 2052-03-20 4.000000 0.00 8166.00 7008.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618BHPP5 2053-04-20 6.500000 0.00 10138.00 10350.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FGD2 2040-05-20 4.500000 0.00 349000.00 13924.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FH41 2038-12-20 7.000000 0.00 4134032.00 145891.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FHX7 2040-07-20 4.500000 0.00 286000.00 11867.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3620A9WJ6 2039-11-15 5.000000 0.00 792208.00 46991.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36225B5K0 2034-03-15 6.500000 0.00 7767680.00 68393.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622A2S78 2040-08-15 6.000000 0.00 5820.00 1318.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622A2YU0 2047-02-20 4.000000 0.00 337920.00 95954.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622AA2M5 2051-03-20 2.500000 0.00 5174868.00 3109227.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622ACD72 2052-10-20 5.000000 0.00 551264.00 498228.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622ACLF5 2051-03-20 2.000000 0.00 600000.00 443180.61 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 912810RK6 2045-02-15 2.500000 0.00 472400.00 343298.42 U.S. Treasuries (including strips) U.S. Treasury Bond 912810TR9 2053-05-15 3.625000 0.00 29631900.00 25548246.05 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CFD8 2024-07-31 5.342203 0.00 100.00 100.87 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 250000000.00 250000000.00 0.0114 N Y Y N AllianceBernstein Fixed Income Shares 2024-07-08 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller