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Treasury Note 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 10459200.00 9876624.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.250000 0.00 155546000.00 147355569.82 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 250000000.00 250000000.00 0.0113 N Y Y N Bank of America NA Bank of America NA 5.340000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.3400 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 36179MG87 2042-07-20 5.000000 0.00 101881.00 5861.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179SNU7 2046-10-20 3.000000 0.00 4096.00 597.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179VQT0 2050-07-20 3.000000 0.00 19836.00 6028.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179W2V9 2052-03-20 3.000000 0.00 2048.00 1548.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179X2L9 2053-05-20 5.500000 0.00 2048.00 1916.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YAL8 2052-06-20 2.500000 0.00 7360.00 5830.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YDG6 2053-07-20 4.000000 0.00 4736.00 4293.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YKQ6 2053-11-20 4.500000 0.00 4316.00 4117.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YNA8 2039-01-20 3.500000 0.00 6906.00 6370.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179YPL2 2053-12-20 7.500000 0.00 6272.00 6245.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617BUEC9 2047-10-15 4.000000 0.00 14028.00 6465.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617HUZD8 2049-02-20 4.500000 0.00 9856.00 6248.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617JK3Z4 2049-03-20 5.000000 0.00 30524.00 2556.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617MKMT3 2050-07-15 3.000000 0.00 12925.00 6187.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617YQS79 2063-09-20 6.500000 0.00 2968.00 1728.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617YQYD9 2063-07-20 6.500000 0.00 6369.00 6459.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617YYFQ4 2062-05-20 4.500000 0.00 7997.00 7468.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618BJHC9 2053-07-20 6.500000 0.00 5536.00 5462.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618BKR43 2053-07-20 6.500000 0.00 4992.00 5149.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618BQQC3 2053-08-20 6.500000 0.00 5880.00 6069.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618FXAG2 2054-03-20 6.000000 0.00 5445.00 5533.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618G3HG0 2064-01-20 6.500000 0.00 6163.00 6263.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618G4NV8 2063-07-20 6.500000 0.00 8662.00 8767.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618G4Q29 2063-07-20 6.500000 0.00 6154.00 6255.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618G5L96 2054-03-20 6.000000 0.00 7180.00 7333.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618GHSP7 2053-12-20 6.500000 0.00 6232.00 6459.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618GQKR1 2054-03-20 5.500000 0.00 5520.00 5485.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618GQS69 2054-02-20 6.500000 0.00 5402.00 5582.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618GRUA5 2054-03-20 6.000000 0.00 5837.00 5954.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H0Z59 2054-05-20 5.500000 0.00 6262.00 6264.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H37E5 2054-05-20 6.000000 0.00 5552.00 5690.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H4D55 2054-06-20 6.000000 0.00 6160.00 6327.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H8P20 2054-05-20 6.500000 0.00 6280.00 6368.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HALB9 2054-07-20 6.500000 0.00 13520.00 13783.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HBH97 2054-04-20 5.500000 0.00 5920.00 5944.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HDAQ2 2054-05-20 5.500000 0.00 5648.00 5700.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HF3L6 2054-05-20 6.000000 0.00 4641.00 4751.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36200FDN5 2035-10-15 6.000000 0.00 74754.00 1484.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36201GQJ7 2032-11-15 6.000000 0.00 219719.00 4697.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36201PJL0 2032-11-15 6.000000 0.00 2103744.00 6005.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36201UV50 2032-10-15 6.000000 0.00 144894.00 1446.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202C5D1 2028-09-20 6.500000 0.00 88999.00 104.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202EB99 2035-01-20 5.000000 0.00 25167.00 494.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202EWE5 2038-09-20 6.000000 0.00 4416.00 44.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3620ARVM0 2040-12-15 4.000000 0.00 109954.00 5560.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36213FZS5 2042-01-15 3.500000 0.00 39176.00 4486.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36213JPU3 2031-07-15 6.000000 0.00 50200.00 1095.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36230LHY8 2025-11-15 3.500000 0.00 793988.00 6466.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36290RXU2 2033-08-15 4.500000 0.00 25000.00 422.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36290YUX4 2033-10-15 4.500000 0.00 25000.00 458.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36296QV55 2039-06-15 5.000000 0.00 5280.00 110.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36296XUD4 2039-04-15 5.000000 0.00 368140.00 6183.05 Agency Collateralized Mortgage Obligation Tenn Valley Authority 880591DZ2 2056-04-01 5.375000 0.00 3000.00 3269.18 Agency Collateralized Mortgage Obligation Tenn Valley Authority 880591ES7 2065-09-15 4.250000 0.00 7000.00 6201.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36178DU90 2043-01-15 3.500000 0.00 42604.00 5679.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36178VKE0 2043-01-15 2.500000 0.00 2160.00 490.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179HUN9 2042-12-15 3.000000 0.00 48651.00 5702.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 3134GXRG1 2025-05-12 3.050000 0.00 1000.00 990.94 Agency Mortgage-Backed Securities Federal National Mortgage Association Discount Note 313588M85 2024-11-01 0.00 0.00 1000.00 986.82 Agency Mortgage-Backed Securities RFCSP Strip Principal 76116FAB3 2030-01-15 0.00 0.00 5000.00 3950.35 U.S. Treasuries (including strips) U.S. Treasury Bond 912810ST6 2040-11-15 1.375000 0.00 1100.00 715.09 U.S. Treasuries (including strips) U.S. Treasury Bond 912810QS0 2041-08-15 3.750000 0.00 400.00 375.76 U.S. Treasuries (including strips) U.S. Treasury Bond 912810RJ9 2044-11-15 3.000000 0.00 6400.00 5144.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625000 0.00 300.00 289.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.250000 0.00 3200.00 3041.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 3700.00 3478.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHL8 2025-06-30 4.625000 0.00 13500.00 13526.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 93763200.00 95319434.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 6206400.00 6378591.68 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 100000000.00 100000000.00 0.0045 N Y Y N Bank of America NA Bank of America NA 5.340000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.34_0801 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 3138ERTC4 2046-11-01 3.500000 0.00 1600000.00 262967.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LC2H7 2026-01-01 3.210000 0.00 4320000.00 3517578.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LLEC5 2037-12-01 3.260000 0.00 8018240.00 6985985.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138M5RK7 2042-09-01 3.500000 0.00 1000000.00 88171.46 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WECQ0 2045-03-01 4.000000 0.00 2153000.00 442666.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WGGZ1 2046-01-01 4.000000 0.00 850000.00 79559.68 Agency Mortgage-Backed Securities Federal National Mortgage Association 31405TVH2 2035-02-01 5.500000 0.00 450000.00 5392.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A1XK8 2053-10-01 6.000000 0.00 4069848.00 3654682.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ADAA9 2054-05-01 6.500000 0.00 1873864.00 1931487.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140FDSC1 2046-08-01 4.500000 0.00 57318.00 5813.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HRPV9 2044-06-01 4.220000 0.00 5000000.00 4159085.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HS2E0 2031-02-01 3.960000 0.00 3792140.00 3684110.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HSN72 2034-01-01 3.985000 0.00 7900000.00 7582418.68 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JCME1 2054-06-01 4.121000 0.00 22112224.00 21711067.72 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JLYX6 2049-01-01 4.500000 0.00 1000760.00 162166.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JVC26 2049-07-01 3.500000 0.00 4000.00 572.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140K3AY8 2050-01-01 4.000000 0.00 9000.00 1852.54 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LFK37 2052-03-01 2.940000 0.00 2090000.00 1566667.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LW6Y8 2053-04-01 6.000000 0.00 10022048.00 9362989.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M6ES8 2054-05-01 5.500000 0.00 4073872.00 4080438.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MKGB2 2052-05-01 4.000000 0.00 3904672.00 3103188.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NGD23 2053-05-01 5.000000 0.00 38845504.00 35122215.06 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NRB62 2054-04-01 7.000000 0.00 2171992.00 2057656.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QDTW4 2040-06-01 2.000000 0.00 235000.00 98202.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QLNM4 2051-08-01 2.000000 0.00 450000.00 301461.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QN6U1 2052-05-01 3.000000 0.00 5000.00 3827.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNR87 2037-03-01 2.500000 0.00 7295720.00 5502714.18 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QRFW8 2052-10-01 4.500000 0.00 355443.00 319537.91 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XAU67 2051-05-01 2.500000 0.00 64668160.00 41437321.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XDBL9 2048-11-01 4.000000 0.00 125000.00 66874.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 31414FPP0 2038-08-01 5.500000 0.00 8842.00 327.05 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ECA6 2052-03-01 3.000000 0.00 22048600.00 16133905.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418ECU2 2037-04-01 2.000000 0.00 499194.00 352109.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WJ4D2 2037-06-01 6.000000 0.00 5014556.00 7138.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WWGM0 2032-01-01 7.000000 0.00 3151140.00 17685.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31329K7D0 2027-02-01 3.000000 0.00 2445.00 78.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A5DC6 2045-01-01 3.500000 0.00 151000.00 14489.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A5DT9 2045-05-01 3.500000 0.00 2395000.00 283106.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132AD5H7 2049-01-01 5.000000 0.00 245000.00 44870.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132AEVL7 2048-09-15 4.500000 0.00 471000.00 419045.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132CXH62 2037-11-01 2.500000 0.00 107862.00 96210.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DNPZ0 2052-03-01 3.000000 0.00 1100000.00 837262.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DS6N7 2054-05-01 6.000000 0.00 16396700.00 16450970.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DSXZ0 2052-06-01 3.500000 0.00 41600.00 36429.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVMS1 2054-04-01 6.000000 0.00 90589312.00 91788712.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWB69 2051-08-01 2.500000 0.00 270680.00 177745.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132GGHW8 2041-08-01 4.500000 0.00 480080.00 26950.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132Y7GN9 2033-09-01 3.180000 0.00 14000000.00 11934435.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133B42X2 2052-02-01 1.500000 0.00 182307.00 129720.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133B6LZ1 2052-03-01 4.000000 0.00 2368452.00 2173530.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133BMMV4 2052-09-01 6.000000 0.00 1985980.00 1799730.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133BWNT6 2053-03-01 4.500000 0.00 4287288.00 3406926.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C5G96 2053-06-01 5.000000 0.00 31748520.00 29800062.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C7TB3 2053-07-01 6.000000 0.00 1093370.00 904228.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133GAZC3 2035-11-01 2.000000 0.00 2200000.00 1274557.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133GEX45 2036-09-01 2.000000 0.00 284609.00 184005.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WBZH2 2054-05-01 6.000000 0.00 15130640.00 15000134.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WJGG8 2037-05-01 2.500000 0.00 2351808.00 1686906.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WKDK9 2037-10-01 3.000000 0.00 788193.00 664643.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 313637QT0 2033-08-01 3.830000 0.00 2116000.00 1926949.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3142GMNS6 2038-02-01 4.600000 0.00 2184100.00 2128459.37 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 350000000.00 350000000.00 0.0158 N Y 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 Note 254900HROIFWPRGM1V77 6949959 2028-06-30 4.000000 0.00 138332854.93 141078546.87 U.S. Treasuries (including strips) U.S. Treasury Bond 6949963 2040-11-30 4.250000 0.00 49079849.74 50054008.00 U.S. Treasuries (including strips) U.S. Treasury Bond 6949967 2048-08-31 3.000000 0.00 20180432.06 20580982.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6949971 2028-01-31 3.500000 0.00 237424678.21 242137187.50 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 6949975 2025-03-31 1.750000 0.00 24661144.85 25150630.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6949979 2026-06-30 4.120000 0.00 147148021.01 150068679.00 U.S. Treasuries (including strips) U.S. Treasury Bond 6949983 2052-02-29 2.250000 0.00 78119437.36 79669986.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6949987 2032-08-31 2.750000 0.00 153544878.95 156592504.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6949991 2030-11-30 4.370000 0.00 44223380.75 45101145.76 U.S. Treasuries (including strips) U.S. Treasury Bond 6949995 2042-02-28 2.370000 0.00 54251895.07 55328710.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6949999 2028-12-31 3.750000 0.00 145764246.09 148657438.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6950003 2029-04-30 4.620000 0.00 127077322.86 129599608.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6950007 2030-01-31 3.500000 0.00 124054125.48 126516405.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6950011 2028-02-29 1.120000 0.00 202653753.43 206676113.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6950015 2027-04-30 0.500000 0.00 88903375.51 90667969.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6950019 2029-05-31 4.500000 0.00 64833242.59 66120081.29 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1700000000.00 1700000000.00 0.0765 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 5.330000% 22599G006 0001330437 22599G006_5.33_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y Federal National Mortgage Association 3140QFLJ6 2050-10-01 2.500000 0.00 139052816.00 78908374.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QUY75 2054-07-01 5.500000 0.00 76098748.00 77058076.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XDU38 2051-12-01 2.500000 0.00 110705511.00 77030050.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XNWC4 2053-12-01 6.500000 0.00 66534547.00 64153690.01 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EMR8 2053-01-01 4.500000 0.00 9868280.00 8849809.14 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 300000000.00 300000000.00 0.0135 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.490000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-07-25 2025-07-25 N N N 0.0541 100113133.00 100113133.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.460000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-27 2025-01-27 N N N 0.0535 50035500.00 50035500.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.485000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-08-21 2025-08-21 N N N 0.0541 100115037.00 100115037.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.410000% 3130AWX88 2549001DPIFGXC1TOL40 US3130AWX888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-16 2024-08-16 N N N 0.0533 100003525.00 100003525.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.490000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-09-02 2025-09-02 N N N 0.0541 100122399.00 100122399.00 0.0045 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 0.0531 3871138.00 3871138.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B13C9 2549001DPIFGXC1TOL40 US3130B13C98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-27 2024-08-27 N N N 0.0533 399253166.05 399253166.05 0.0180 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B13U9 2549001DPIFGXC1TOL40 US3130B13U96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-23 2024-08-23 N N N 0.0533 100000616.00 100000616.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B14X2 2549001DPIFGXC1TOL40 US3130B14X27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-26 2024-08-26 N N N 0.0533 34500396.41 34500396.41 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.340000% 3130B15B9 2549001DPIFGXC1TOL40 US3130B15B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-09-19 2024-09-19 N N N 0.0533 499519505.48 499519505.48 0.0225 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B1FZ5 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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 0.0525 199009278.00 199009278.00 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384L23 2549001DPIFGXC1TOL40 US313384L236 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-18 2024-10-18 2024-10-18 N N N 0.0512 3777080.16 3777080.16 0.0002 N N N 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 0.0494 584548124.68 584548124.68 0.0263 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 0.0482 194505074.61 194505074.61 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 0.0482 145473228.75 145473228.75 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 0.0482 146164083.00 146164083.00 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 0.0482 194318099.22 194318099.22 0.0087 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 0.0475 59237354.37 59237354.37 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 0.0462 96256722.00 96256722.00 0.0043 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 0.0462 96231083.00 96231083.00 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.510000% 3133EN4J6 254900C5LP6DN9OP9V83 US3133EN4J69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-12-19 2024-12-19 N N N 0.0538 1040633.92 1040633.92 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.250000% 3133EN4N7 254900C5LP6DN9OP9V83 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 0.0521 9710785.01 9710785.01 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.520000% 3133EN5P1 254900C5LP6DN9OP9V83 US3133EN5P11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-09 2025-01-09 N N N 0.0544 50014771.00 50014771.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.500000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-23 2025-01-23 N N N 0.0535 2001770.00 2001770.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.490000% 3133EN7K0 254900C5LP6DN9OP9V83 US3133EN7K06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-30 2025-01-30 N N N 0.0535 2001752.54 2001752.54 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.430000% 3133END98 254900C5LP6DN9OP9V83 US3133END984 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0543 20000000.00 20000000.00 0.0009 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 5.430000% 3133ENE89 254900C5LP6DN9OP9V83 US3133ENE891 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-08 2024-08-08 N N N 0.0539 50750459.29 50750459.29 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENF70 254900C5LP6DN9OP9V83 US3133ENF708 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-12 2024-08-12 N N N 0.0533 49750154.72 49750154.72 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.405000% 3133ENL57 254900C5LP6DN9OP9V83 US3133ENL573 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-09-09 2024-09-09 N N N 0.0534 50001212.00 50001212.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.420000% 3133ENL81 254900C5LP6DN9OP9V83 US3133ENL813 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-09-16 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(FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. 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5.459000% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-08-01 2025-01-31 2025-01-31 N N N 0.0534 289601272.89 289601272.89 0.0130 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.428000% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-08-01 2025-04-30 2025-04-30 N N N 0.0536 261083922.59 261083922.59 0.0118 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.384000% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-08-01 2025-07-31 2025-07-31 N N N 0.0536 249947272.50 249947272.50 0.0113 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.429000% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-08-01 2025-10-31 2025-10-31 N N N 0.0536 400105696.00 400105696.00 0.0180 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.504000% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-08-01 2026-01-31 2026-01-31 N N N 0.0538 185573623.70 185573623.70 0.0084 N Y Y N Toronto-Dominion Bank (The) 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(including strips) U.S. Treasury Bond 912810RJ9 2044-11-15 3.000000 0.00 7505600.00 6080250.34 U.S. Treasuries (including strips) U.S. Treasury Bond 912810SD1 2048-08-15 3.000000 0.00 151200200.00 120331883.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 100.00 95.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 68358600.00 76109302.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 34076500.00 37921460.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5568900.00 5820613.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 3768400.00 3758378.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4847100.00 4776827.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGA3 2025-12-15 4.000000 0.00 1000.00 997.09 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 300000000.00 300000000.00 0.0135 N Y Y N BNP Paribas SA BNP Paribas SA 5.340000% 986PPK002 986PPK002_5.34_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 36179QPH8 2044-09-20 4.000000 0.00 93936.00 7074.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179SGM3 2046-07-20 4.000000 0.00 191570.00 20456.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179TSH9 2048-02-20 4.000000 0.00 1317295.00 150152.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36179TV69 2048-04-20 4.000000 0.00 2372.00 215.97 Agency Collateralized Mortgage Obligation 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Association 3617MTSW1 2050-03-20 5.000000 0.00 1328075.00 169143.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617VSCL4 2049-07-20 5.000000 0.00 284211.00 107748.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3617YCTY0 2052-03-20 4.000000 0.00 8166.00 7076.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618BHPP5 2053-04-20 6.500000 0.00 10138.00 10206.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618H9AB4 2064-05-20 3.500000 0.00 13674.00 12326.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3618HG5H1 2064-05-20 2.500000 0.00 316316.00 257588.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FGD2 2040-05-20 4.500000 0.00 349000.00 13903.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FH41 2038-12-20 7.000000 0.00 4134032.00 143357.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36202FHX7 2040-07-20 4.500000 0.00 286000.00 11880.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3620A9WJ6 2039-11-15 5.000000 0.00 792208.00 46569.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 36225B5K0 2034-03-15 6.500000 0.00 7767680.00 64821.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622A2S78 2040-08-15 6.000000 0.00 5820.00 1313.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622A2YU0 2047-02-20 4.000000 0.00 337921.00 96783.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 3622ACD72 2052-10-20 5.000000 0.00 551264.00 498974.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 3138ERMV9 2046-10-01 3.000000 0.00 2959000.00 836048.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138ETZ90 2041-09-01 5.000000 0.00 71000.00 10270.69 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LD5W9 2026-06-01 2.625000 0.00 1032.00 993.45 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LJ2G4 2037-07-01 3.210000 0.00 23098.00 19715.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138LNCD1 2033-05-01 3.510000 0.00 1297687.00 1206251.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WAEV5 2043-11-01 4.500000 0.00 2910986.00 164235.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138WRHB9 2043-05-01 3.500000 0.00 3067295.00 509761.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 31402C4H2 2034-04-01 5.500000 0.00 52025000.00 409897.39 Agency Mortgage-Backed Securities Federal National Mortgage Association 31402DJF8 2034-08-01 6.000000 0.00 10602.00 82.06 Agency Mortgage-Backed Securities Federal National Mortgage Association 31402TM77 2033-09-01 6.500000 0.00 603827.00 7580.47 Agency Mortgage-Backed Securities Federal National Mortgage Association 31405QDV7 2034-07-01 7.274000 0.00 4700000.00 87458.73 Agency Mortgage-Backed Securities Federal National Mortgage Association 31409YUJ4 2036-06-01 6.000000 0.00 10804.00 29.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A4RA1 2053-12-01 6.500000 0.00 1002.00 943.54 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A7FE9 2054-02-01 5.000000 0.00 821896.00 805601.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140A9TC4 2054-02-01 7.500000 0.00 714292.00 743082.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ABYA7 2054-05-01 6.500000 0.00 1450224.00 1336498.76 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ADLT6 2054-06-01 6.500000 0.00 1061260.00 1113133.82 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140ALCM3 2054-07-01 5.500000 0.00 1000000.00 1002545.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HRC68 2033-10-01 3.690000 0.00 7716.00 7244.88 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HRM83 2028-10-01 3.825000 0.00 39789.00 37987.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HTFX2 2034-05-01 3.590000 0.00 475395.00 437454.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HWKW1 2039-11-01 2.800000 0.00 970427.00 778811.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140HWQB1 2029-11-01 2.475000 0.00 213788.00 192988.51 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J5W39 2047-04-01 3.000000 0.00 300000.00 92138.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J7RJ6 2047-04-01 6.135000 0.00 563820.00 71272.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140J8TE3 2046-09-01 4.000000 0.00 1399000.00 379921.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JCHR8 2054-02-01 4.832000 0.00 1430899.00 1374735.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140JXRK6 2049-10-01 3.000000 0.00 13637872.00 2829784.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140KBR97 2050-06-01 2.500000 0.00 11130356.00 4927478.51 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDHD4 2033-09-01 1.820000 0.00 1046.00 840.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDRL5 2051-09-01 2.490000 0.00 842185.00 604623.18 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 905.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDW70 2041-10-01 2.310000 0.00 180485.00 128735.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LDZM4 2041-10-01 2.265000 0.00 1104.00 781.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1892.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140LTHB3 2051-09-01 2.500000 0.00 2295180.00 1642530.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M54Y8 2054-02-01 6.500000 0.00 265752.00 230330.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M5AJ4 2051-11-01 3.000000 0.00 1112.00 611.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140M7UA7 2051-11-01 4.000000 0.00 552930.00 494829.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MECR5 2052-12-01 6.000000 0.00 1369789.00 996040.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140MKNS7 2052-03-01 2.500000 0.00 1885012.00 1385722.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140N2ZE4 2053-05-01 6.000000 0.00 2819417.00 2849086.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140N4E86 2053-02-01 5.000000 0.00 2462442.00 2376481.69 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NGGP9 2053-05-01 5.500000 0.00 1000.00 918.34 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NRB54 2054-04-01 7.000000 0.00 618181.00 645041.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2Q1 2054-04-01 5.760000 0.00 10924000.00 11488099.51 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2R9 2054-04-01 5.760000 0.00 10899000.00 11461808.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU2T5 2054-04-01 5.760000 0.00 13414000.00 14106679.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NU3Y3 2031-04-01 4.620000 0.00 4194000.00 4233083.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31288Q2F6 2053-06-01 5.052000 0.00 278655.00 270956.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31288QFZ8 2047-08-01 7.087000 0.00 4941000.00 742930.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128K6L81 2031-10-01 7.000000 0.00 432506.00 7372.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128KRV68 2036-10-01 5.500000 0.00 4756.00 189.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128LXJE1 2036-01-01 7.000000 0.00 11691556.00 163226.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M5DY3 2037-07-01 6.000000 0.00 11357139.00 595132.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M7V94 2036-01-01 7.000000 0.00 14760.00 775.92 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QDKB9 2050-05-01 3.000000 0.00 11325000.00 5517164.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QEDV1 2050-07-01 3.000000 0.00 1603250.00 759713.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QFLK3 2050-10-01 2.500000 0.00 2367750.00 1573152.74 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QGEG8 2050-12-01 3.000000 0.00 25058.00 14738.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QN7M8 2052-05-01 3.500000 0.00 158290.00 129841.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNC91 2052-02-01 3.000000 0.00 575000.00 436274.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QNSY9 2052-04-01 3.000000 0.00 2396430.00 1774614.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QPBW6 2052-05-01 5.000000 0.00 169630.00 119523.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QQFF7 2052-09-01 4.000000 0.00 9956.00 8297.58 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QT4T3 2054-02-01 7.000000 0.00 1805150.00 1773988.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QT4U0 2054-02-01 7.000000 0.00 43369.00 43041.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QTDZ9 2053-10-01 4.500000 0.00 16461520.00 15045258.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QTLL1 2053-11-01 7.000000 0.00 8144975.00 7981210.05 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QUCJ3 2054-03-01 6.500000 0.00 418002.00 421741.03 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QUQS8 2054-05-01 7.000000 0.00 37272.00 38259.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X44M5 2049-09-01 5.000000 0.00 4016000.00 868012.72 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X5AT0 2039-01-01 4.000000 0.00 3081416.00 1259594.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140X5CK7 2049-11-01 3.000000 0.00 1207332.00 377555.30 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XCX94 2051-09-01 2.500000 0.00 1002064.00 670008.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XFHD6 2047-07-01 5.000000 0.00 46000.00 30720.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XFZS3 2052-03-01 3.000000 0.00 85818.00 61670.68 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGV55 2052-04-01 3.000000 0.00 66016.00 48689.96 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGYY9 2052-04-01 2.500000 0.00 85990.00 62439.47 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGZN2 2052-01-01 2.500000 0.00 211999.00 154825.99 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XKZL7 2052-04-01 3.500000 0.00 124888.00 101778.40 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XLLW6 2053-05-01 5.500000 0.00 1311040.00 1207563.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XPDD8 2052-05-01 3.000000 0.00 538000.00 447645.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418CPK4 2032-09-01 3.000000 0.00 2989593.00 463456.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418CRB2 2037-11-01 3.500000 0.00 2500000.00 390408.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DCY6 2049-06-01 3.500000 0.00 1029.00 99.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DFM9 2039-09-01 3.000000 0.00 2750000.00 440608.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418DRP9 2040-08-01 2.000000 0.00 546135.00 259621.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EDC1 2052-05-01 2.500000 0.00 2251592.00 1689506.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EDF4 2037-05-01 1.500000 0.00 473237.00 339375.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EGJ3 2052-08-01 4.000000 0.00 316471.00 265619.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EJ50 2052-10-01 4.000000 0.00 1000.00 845.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128M8MW1 2036-08-01 7.000000 0.00 3359.00 175.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128MMRT2 2029-01-01 3.000000 0.00 7735.00 580.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3128QGD58 2036-02-01 7.144000 0.00 3681287.00 47671.42 Agency Mortgage-Backed Securities Federal Home Loan Bank 3130AFGQ4 2033-11-28 4.000000 0.00 20000.00 18917.76 Agency Mortgage-Backed Securities Federal Home Loan Bank 3130AGNF8 2039-07-11 2.800000 0.00 590000.00 466472.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WL6W3 2038-09-01 6.500000 0.00 2793.00 56.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WLTN8 2033-05-01 4.500000 0.00 2474708.00 110880.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WM3J3 2039-06-01 4.500000 0.00 1349743.00 108738.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3131WQ7F8 2040-12-01 4.000000 0.00 56324350.00 3562452.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 31329QH95 2049-03-01 5.500000 0.00 568699.00 42590.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A0QN9 2029-09-01 7.000000 0.00 12721565.00 7269.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132A2LW0 2038-03-01 6.500000 0.00 1377975.00 6679.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132AC2X7 2048-09-01 3.500000 0.00 125485.00 33806.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DMRR8 2047-02-01 3.000000 0.00 19854.00 10156.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DMSE6 2050-12-01 3.000000 0.00 19987000.00 5893227.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DPAG3 2052-07-01 4.500000 0.00 603050.00 521673.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DQSF4 2053-05-01 5.000000 0.00 259830.00 238817.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DQWZ5 2053-06-01 5.000000 0.00 38267.00 34598.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DSK84 2052-07-01 3.000000 0.00 2734832.00 2320764.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DSTQ5 2054-03-01 5.500000 0.00 5875943.00 5788253.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DV7A7 2050-07-01 2.500000 0.00 13621040.00 5288814.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVK79 2050-06-01 3.000000 0.00 13900000.00 6117233.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVMK8 2053-04-01 5.500000 0.00 1225780.00 1120681.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWAX1 2050-12-01 2.500000 0.00 1055430.00 540689.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWBB8 2051-03-01 2.000000 0.00 5852648.00 3558365.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWBZ5 2051-07-01 2.500000 0.00 8000.00 5164.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWCH4 2051-10-01 2.000000 0.00 184116.00 124726.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWCT8 2051-12-01 2.000000 0.00 29002.00 19983.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWD34 2052-06-01 4.000000 0.00 2962560.00 2425670.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWJ79 2053-12-01 7.000000 0.00 2615296.00 2358535.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWKW2 2054-03-01 6.000000 0.00 1408170.00 1359721.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWLV3 2054-06-01 6.500000 0.00 3144632.00 3153311.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWMA8 2054-07-01 5.500000 0.00 20052992.00 20103191.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DWMB6 2054-07-01 6.000000 0.00 1257006.00 1277819.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132V8BT2 2032-11-01 6.030000 0.00 168541.00 169090.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132WWA93 2052-05-01 4.100000 0.00 9476.00 8261.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132XFLZ9 2032-11-01 1.220000 0.00 44866.00 34265.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C5KA8 2053-06-01 5.000000 0.00 539147.00 511725.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133C9S95 2053-08-01 6.500000 0.00 1021195.00 1030748.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133CG6K8 2053-11-01 7.000000 0.00 179906.00 185123.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133CMV27 2054-01-01 7.000000 0.00 1277710.00 1342895.40 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENEE6 2036-11-17 2.480000 0.00 16000.00 12764.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank 3133ENMV9 2042-02-03 2.930000 0.00 87000.00 67911.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KMPK5 2051-09-01 2.500000 0.00 1296725.00 890486.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KN7C1 2052-04-01 3.500000 0.00 3039.00 2355.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KNEE9 2051-12-01 2.500000 0.00 33528.00 25112.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KNNB5 2052-01-01 4.000000 0.00 148838.00 98945.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KQEV4 2052-11-01 5.000000 0.00 4157795.00 3735689.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYR76 2039-07-01 2.500000 0.00 500000.00 58792.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYS26 2040-03-01 2.500000 0.00 491992.00 114887.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYSK6 2039-11-01 3.000000 0.00 499997.00 112797.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133KYWY1 2042-05-01 3.000000 0.00 4565160.00 3461592.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133W9V24 2054-04-01 6.000000 0.00 12810362.00 12995645.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3133WE3W8 2054-06-01 6.500000 0.00 1343762.00 1381999.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DVKZ7 2050-02-01 3.000000 0.00 4108304.00 1696366.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3132DPQC5 2052-11-01 4.500000 0.00 1000.00 843.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EDJ6 2037-05-01 3.000000 0.00 94001.00 66783.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418E2D1 2054-02-01 5.500000 0.00 11465.00 11106.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140XGTU3 2052-01-01 3.500000 0.00 800000.00 590740.94 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QLD60 2051-07-01 2.500000 0.00 399915.00 264135.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 31358DJP0 2037-07-15 0.00 0.00 22000.00 11940.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 31385XSZ1 2033-09-01 6.842000 0.00 10046652.00 81698.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 3138ELBE2 2039-04-01 6.000000 0.00 7055593.00 501397.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140NVJD0 2034-06-01 4.640000 0.00 2569564.00 2583318.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140Q83N3 2048-05-01 4.500000 0.00 647440.00 152260.29 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QADT4 2048-12-01 5.000000 0.00 15824032.00 3190466.51 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QBSS8 2049-09-01 3.000000 0.00 4275150.00 826559.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 3140QCQC3 2050-01-01 3.500000 0.00 614577.00 181279.41 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418EPD6 2053-02-01 5.500000 0.00 3497288.00 3079299.05 Agency Mortgage-Backed Securities Federal National Mortgage Association 31418FBP1 2054-07-01 6.000000 0.00 1871839.00 1902832.91 Agency Mortgage-Backed Securities Federal National Mortgage Association 31419L6V0 2040-12-01 4.000000 0.00 2249.00 83.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3142BAUF7 2053-04-01 4.259000 0.00 1440526.00 1334361.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 3142GRLM0 2054-04-01 6.000000 0.00 1046.00 1036.40 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z52 2025-01-31 1.375000 0.00 100.00 98.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 11569500.00 9967623.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7283100.00 7227951.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 897400.00 906785.59 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 250000000.00 250000000.00 0.0113 N Y Y N AllianceBernstein Fixed Income Shares 2024-08-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller