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254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 500.00 455.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 2100.00 1790.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 8361600.00 7687772.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 700.00 662.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 81338600.00 84096294.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 1100.00 1111.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 297.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 700.00 682.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 300.00 304.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 8200.00 8603.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 300.00 309.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 600.00 620.49 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 90000000.00 90000000.00 0.0040 N Y Y N Bank of America NA Bank of America NA 5.330000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.33_0903 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. S6XOOCT0IEG5ABCC6L87 3133GD7E4 2036-08-01 1.500000 0.00 60000.00 37420.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNJF1 2052-01-01 2.500000 0.00 1200000.00 818709.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYVF3 2041-06-01 2.000000 0.00 100000.00 65020.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEF88 2054-06-01 7.000000 0.00 1567720.00 1035691.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31367MKM4 2029-04-01 5.625000 0.00 999424.00 204.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371HLT3 2029-04-01 6.000000 0.00 808431.00 1366.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371LJF7 2033-11-01 7.000000 0.00 33975.00 236.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31377U7L1 2030-08-01 3.610000 0.00 28319648.00 27603842.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31388XG65 2032-06-01 6.500000 0.00 299008.00 251.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJWD8 2037-07-01 3.290000 0.00 2561000.00 2235215.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGHD9 2046-01-01 4.000000 0.00 1556986.00 184418.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJFS2 2046-11-01 3.000000 0.00 4326368.00 808082.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138XUAM4 2029-07-01 3.500000 0.00 500000.00 113500.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YNDQ7 2045-04-01 3.000000 0.00 791222.00 88177.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31405DXT9 2034-07-01 5.500000 0.00 87343.00 405.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABVB8 2054-05-01 5.000000 0.00 1369508.00 1367523.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFSR8 2054-06-01 7.500000 0.00 533214.00 562453.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSYQ8 2034-03-01 3.750000 0.00 6000000.00 5753465.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVDZ4 2034-09-01 3.000000 0.00 4988384.00 4476923.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JXRN0 2049-10-01 3.000000 0.00 11625000.00 2323834.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MJBH7 2052-03-01 3.000000 0.00 8852768.00 6090689.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3131X5W32 2025-08-01 4.000000 0.00 25000.00 136.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X6L73 2026-03-01 4.000000 0.00 124996.00 1177.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPXE3 2044-03-01 4.500000 0.00 5000.00 359.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUS32 2046-07-01 3.000000 0.00 100000.00 28642.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVQ73 2046-12-01 3.000000 0.00 428880.00 121548.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KCY8 2025-06-01 5.500000 0.00 446742.00 681.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KD43 2026-02-01 5.500000 0.00 1514108.00 3370.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KEU4 2026-07-01 5.500000 0.00 1426338.00 3052.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KHL1 2027-12-01 5.500000 0.00 2123700.00 13402.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0M60 2027-12-01 8.500000 0.00 2498560.00 1131.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A7D81 2026-07-01 4.000000 0.00 750000.00 1953.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AA2Y9 2045-05-01 4.000000 0.00 9500000.00 2356415.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADPD4 2048-11-01 4.000000 0.00 3000.00 244.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6GX2 2039-07-01 5.000000 0.00 419158.00 410280.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMYZ2 2051-10-01 2.500000 0.00 55000.00 38647.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5.000000 0.00 1885000.00 1636394.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPKU1 2052-12-01 3.500000 0.00 71000.00 59521.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVKT1 2049-09-01 4.000000 0.00 2250000.00 708770.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMS1 2054-04-01 6.000000 0.00 80189824.00 81276803.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBZ5 2051-07-01 2.500000 0.00 3678000.00 2423155.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132JPU59 2043-10-01 5.000000 0.00 1327158.00 162667.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QRYX2 2045-08-01 3.500000 0.00 150000.00 16773.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A7UM9 2050-07-01 3.000000 0.00 26765.00 16584.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B1GV7 2052-01-01 3.000000 0.00 80980.00 67159.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BMN27 2052-09-01 5.000000 0.00 5308.00 4795.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJRD5 2053-11-01 6.500000 0.00 3401450.00 3347244.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CNCD2 2054-01-01 7.500000 0.00 2555020.00 2491345.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N22K6 2053-06-01 3.000000 0.00 10474256.00 8730684.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKLS8 2053-05-01 6.500000 0.00 228754.00 235269.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q9N33 2048-08-01 4.500000 0.00 10907.00 1198.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QGVX2 2051-01-01 2.000000 0.00 9716400.00 6174351.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKC0 2052-06-01 3.000000 0.00 12207120.00 9771398.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPR74 2052-07-01 3.000000 0.00 3000.00 2425.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGVW6 2052-04-01 3.000000 0.00 4000000.00 3078456.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHNB9 2052-06-01 4.000000 0.00 70000.00 57688.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJ4S9 2052-03-01 2.000000 0.00 1867334.00 1389747.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMW85 2035-09-01 3.500000 0.00 1100000.00 831518.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31415PKY3 2038-07-01 5.500000 0.00 118000.00 836.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416YB49 2026-04-01 4.000000 0.00 50939328.00 517808.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417YQ91 2040-08-01 4.500000 0.00 6000000.00 41846.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D5C2 2036-10-01 2.000000 0.00 1169234.00 761286.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DNC2 2035-04-01 3.500000 0.00 64000.00 11700.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DY48 2036-05-01 2.500000 0.00 729666.00 406796.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E5Q9 2054-05-01 6.000000 0.00 114957440.00 113163809.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQLR1 2053-11-01 7.000000 0.00 51306816.00 50090462.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MU6C6 2050-04-20 4.500000 0.00 622810.00 61371.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618B56S6 2053-07-20 6.500000 0.00 1286658.00 995903.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618GQCV1 2054-06-20 6.500000 0.00 4045632.00 4186966.98 Agency Collateralized Mortgage Obligation Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 350000000.00 350000000.00 0.0157 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 5.320000% 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 6975216 2027-04-30 0.500000 0.00 90147598.53 91896230.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975220 2028-02-29 1.120000 0.00 205831675.82 209824280.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975224 2030-01-31 3.500000 0.00 126375808.91 128827173.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975228 2029-04-30 4.620000 0.00 129224442.03 131731063.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975232 2028-12-31 3.750000 0.00 148198363.57 151073029.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6975236 2042-02-28 2.370000 0.00 55265688.48 56337700.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975240 2030-11-30 4.370000 0.00 45075521.27 45949870.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975244 2032-08-31 2.750000 0.00 154861640.34 157865556.40 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6975248 2052-02-29 2.250000 0.00 30092705.69 30676426.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975252 2026-06-30 4.120000 0.00 148745264.41 151630539.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 6975256 2025-05-31 2.750000 0.00 24877692.66 25360255.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975260 2028-01-31 3.500000 0.00 241022661.95 245697880.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6975266 2048-08-31 3.000000 0.00 20562925.71 20961793.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6975270 2040-11-30 4.250000 0.00 50742959.22 51727242.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975274 2028-06-30 4.000000 0.00 140541636.38 143267781.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6975278 2042-08-31 3.370000 0.00 49776345.87 50741878.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6975282 2029-05-31 4.500000 0.00 39661958.04 40431297.91 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1700000000.00 1700000000.00 0.0764 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 5.300000% 22599G006 N/A 0001330437 22599G006_5.30_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912828M56 2025-11-15 2.250000 0.00 155613900.00 153000072.00 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0530 150000000.00 150000000.00 0.0067 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 2024-09-03 2025-07-25 2025-07-25 N N N 0.0539 100118874.00 100118874.00 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 2024-09-03 2025-01-27 2025-01-27 N N N 0.0535 50028099.00 50028099.00 0.0022 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 2024-09-03 2025-08-21 2025-08-21 N N N 0.0541 100105911.00 100105911.00 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 2024-09-03 2025-09-02 2025-09-02 N N N 0.0540 100124024.00 100124024.00 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 0.0501 3876939.07 3876939.07 0.0002 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 2024-09-03 2024-09-19 2024-09-19 N N N 0.0533 499503156.84 499503156.84 0.0225 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B1FZ5 2549001DPIFGXC1TOL40 US3130B1FZ57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-03 2024-09-20 2024-09-20 N N N 0.0536 299996829.00 299996829.00 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B1GQ4 2549001DPIFGXC1TOL40 US3130B1GQ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-03 2024-09-23 2024-09-23 N N N 0.0533 699504015.13 699504015.13 0.0314 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B2EH4 2549001DPIFGXC1TOL40 US3130B2EH42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-03 2024-11-15 2024-11-15 N N N 0.0536 498893429.49 498893429.49 0.0224 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313DV7 254900C5LP6DN9OP9V83 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 0.0441 48439709.38 48439709.38 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 0.0511 199886444.00 199886444.00 0.0090 N Y 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 0.0506 3793690.82 3793690.82 0.0002 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 0.0471 587558099.68 587558099.68 0.0264 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 0.0456 195532609.34 195532609.34 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 0.0456 146244105.00 146244105.00 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 0.0456 146941000.50 146941000.50 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 0.0456 195355720.67 195355720.67 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 0.0446 59570724.25 59570724.25 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 0.0437 96823250.00 96823250.00 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 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S6XOOCT0IEG5ABCC6L87 31329NNQ7 2047-04-01 4.000000 0.00 99994368.00 14524995.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3JP6 2038-10-01 5.500000 0.00 3064444.00 48441.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3W63 2041-10-01 4.000000 0.00 1500272.00 70559.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4S74 2034-10-01 5.000000 0.00 2000000.00 25790.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AA3S1 2045-09-01 4.500000 0.00 1478670.00 277311.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW6K5 2038-04-01 3.500000 0.00 82146.00 66543.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CXAW2 2038-07-01 3.500000 0.00 889670.00 763657.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6FH8 2038-09-01 3.500000 0.00 915406.00 809174.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-08-01 5.000000 0.00 37750720.00 38189676.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMRZ0 2047-07-01 4.000000 0.00 1458786.00 634035.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCV3 2051-12-01 3.000000 0.00 2122892.00 1477756.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BH4T0 2052-08-01 3.000000 0.00 8266704.00 6603428.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BXVT5 2053-03-01 6.000000 0.00 5954200.00 5182523.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C6TR0 2053-07-01 5.500000 0.00 573082.00 508026.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSSF9 2054-08-01 5.000000 0.00 2334592.00 2354489.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8Z40 2048-05-01 4.000000 0.00 3988248.00 1476028.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDMM3 2050-05-01 4.500000 0.00 12573744.00 4390820.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QP4P9 2052-08-01 6.000000 0.00 3626092.00 2896949.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQSY2 2052-10-01 5.500000 0.00 23821280.00 20904669.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUZZ2 2054-07-01 6.000000 0.00 76376576.00 78261578.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X5QG1 2038-06-01 4.500000 0.00 9377504.00 3447214.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLZY7 2052-12-01 4.000000 0.00 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(FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. 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HSBC Securities USA, Inc. 5.320000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_5.32_0903 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 6974902 2026-03-31 4.500000 0.00 500295555.56 510000002.29 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 500000000.00 500000000.00 0.0225 N Y Y N Standard Chartered Bank Standard Chartered Bank 5.310000% 853993004 RILFO74KP1CM8P6PCT96 0000861350 853993004_5.31_0903 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 6974918 2031-02-28 1.120000 0.00 250147500.00 255000000.01 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 250000000.00 250000000.00 0.0112 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 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Sumitomo Mitsui Banking Corp. 5.310000% 86599Z009 N/A 0001184915 86599Z009_5.31_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375000 0.00 268012800.00 255150491.31 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 250000000.00 250000000.00 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 U.S. Treasury Debt Y 2025-03-20 2025-03-20 2025-03-20 N N N 0.0450 195227374.00 195227374.00 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LA3 254900HROIFWPRGM1V77 US912797LA32 U.S. Treasury Debt Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 299420000.00 299420000.00 0.0135 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LG0 254900HROIFWPRGM1V77 US912797LG02 U.S. Treasury Debt Y 2024-09-10 2024-09-10 2024-09-10 N N N 0.0530 111137070.13 111137070.13 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LH8 254900HROIFWPRGM1V77 US912797LH84 U.S. Treasury Debt Y 2024-09-17 2024-09-17 2024-09-17 N N N 0.0531 497985088.89 497985088.89 0.0224 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 U.S. Treasury Debt Y 2024-09-24 2024-09-24 2024-09-24 N N N 0.0527 501977123.97 501977123.97 0.0226 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LK1 254900HROIFWPRGM1V77 US912797LK14 U.S. Treasury Debt Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0527 497738506.25 497738506.25 0.0224 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LX3 254900HROIFWPRGM1V77 US912797LX35 U.S. Treasury Debt Y 2025-01-09 2025-01-09 2025-01-09 N N N 0.0490 196619912.00 196619912.00 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LY1 254900HROIFWPRGM1V77 US912797LY18 U.S. Treasury Debt Y 2025-01-16 2025-01-16 2025-01-16 N N N 0.0490 491092345.00 491092345.00 0.0221 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LZ8 254900HROIFWPRGM1V77 US912797LZ82 U.S. Treasury Debt Y 2025-01-30 2025-01-30 2025-01-30 N N N 0.0489 471973167.43 471973167.43 0.0212 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.500000% 9128283V0 254900HROIFWPRGM1V77 US9128283V09 U.S. Treasury Debt Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0491 99032227.00 99032227.00 0.0045 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0480 297046875.00 297046875.00 0.0134 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0480 196464844.00 196464844.00 0.0088 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.375000% 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0467 194503124.00 194503124.00 0.0087 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.250000% 912828ZW3 254900HROIFWPRGM1V77 US912828ZW33 U.S. Treasury Debt Y 2025-06-30 2025-06-30 2025-06-30 N N N 0.0449 96608594.00 96608594.00 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 91282CED9 254900HROIFWPRGM1V77 US91282CED92 U.S. Treasury Debt Y 2025-03-15 2025-03-15 2025-03-15 N N N 0.0467 98478516.00 98478516.00 0.0044 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0463 197433594.00 197433594.00 0.0089 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.184200% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2024-09-04 2024-10-31 2024-10-31 N N N 0.0523 641875426.32 641875426.32 0.0288 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.244200% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-09-04 2025-01-31 2025-01-31 N N N 0.0521 564497674.26 564497674.26 0.0254 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.213200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-09-04 2025-04-30 2025-04-30 N N N 0.0522 445460252.80 445460252.80 0.0200 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.169200% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-09-04 2025-07-31 2025-07-31 N N N 0.0526 399644416.00 399644416.00 0.0180 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.214200% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-09-04 2025-10-31 2025-10-31 N N N 0.0525 399782008.00 399782008.00 0.0180 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.289200% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-09-04 2026-01-31 2026-01-31 N N N 0.0528 185384464.36 185384464.36 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.226200% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2024-09-04 2026-07-31 2026-07-31 N N N 0.0529 199740892.00 199740892.00 0.0090 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 5.330000% 959BLB000 N/A 0000947263 959BLB000_5.33_0903 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 Bond N/A 912810QP6 2041-02-15 2.125000 0.00 206234800.00 305856723.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RW0 2047-02-15 0.875000 0.00 83706700.00 86380428.02 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TY4 2054-02-15 2.125000 0.00 14966000.00 15762910.19 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 400000000.00 400000000.00 0.0180 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.300000% 98599G006 N/A 98599G006_5.30_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond N/A 912810QB7 2039-05-15 4.250000 0.00 38403600.00 39892597.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QL5 2040-11-15 4.250000 0.00 178560400.00 184550268.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 413172700.00 375220872.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEQ0 2025-05-15 2.750000 0.00 693200.00 689666.01 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0530 600000000.00 600000000.00 0.0270 N Y Y N BNP Paribas SA BNP Paribas SA 5.310000% 986PPK002 N/A 986PPK002_5.31_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFWPRGM1V77 912797KL0 2024-09-19 0.00 0.00 100.00 99.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SD1 2048-08-15 3.000000 0.00 4365800.00 3508923.67 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 100.00 76.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 14717100.00 17980092.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 30822000.00 29897203.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.250000 0.00 400.00 385.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 62277900.00 56463757.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 39858700.00 44178572.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 90.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100.00 97.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 300.00 297.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 17018400.00 16973030.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFP1 2025-10-15 4.250000 0.00 22904500.00 23256049.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 63206900.00 65270872.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1983500.00 2073408.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 100.00 103.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 3933900.00 3966991.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 32525200.00 33943645.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 8223600.00 8666842.83 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0531 300000000.00 300000000.00 0.0135 N Y Y N BNP Paribas SA BNP Paribas SA 5.320000% 986PPK002 N/A 986PPK002_5.32_0903 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank N/A 3133ENMV9 2042-02-03 2.930000 0.00 2873000.00 2273515.51 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENSR2 2042-03-24 3.700000 0.00 1676000.00 1480334.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 11296.00 9414.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPUH9 2052-08-01 4.500000 0.00 415962.00 352110.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W6HZ3 2054-02-01 7.000000 0.00 91651.00 42143.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAQ27 2054-04-01 5.500000 0.00 35012.00 35068.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAY28 2054-04-01 7.000000 0.00 1099680.00 1162521.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WF6X0 2054-06-01 5.500000 0.00 156429.00 158307.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WF6Y8 2054-07-01 6.000000 0.00 1834652.00 1909476.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347AMV3 2046-03-01 6.716000 0.00 237909.00 20045.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31358DJP0 2037-07-15 0.00 0.00 2042000.00 1156192.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 313637WE6 2030-09-01 3.730000 0.00 1008.00 982.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138E06L8 2041-12-01 6.000000 0.00 5200000.00 85714.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EGYD0 2041-07-01 7.434000 0.00 4300000.00 87669.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EQW57 2045-11-01 7.306000 0.00 3600000.00 146394.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ETNT9 2030-12-01 3.000000 0.00 315000.00 46348.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJ5B2 2037-09-01 3.460000 0.00 1000.00 921.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WDZP9 2045-01-01 4.000000 0.00 400002.00 99311.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WF6S0 2045-12-01 3.500000 0.00 4000.00 1029.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJJ25 2046-11-01 4.000000 0.00 864000.00 105459.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.570000 0.00 2986390.00 28112.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407NYT4 2035-09-01 5.603000 0.00 3500000.00 18263.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3YL1 2053-11-01 7.000000 0.00 2000.00 2119.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A6UX2 2054-02-01 5.500000 0.00 973835.00 980786.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AEUF4 2054-07-01 6.500000 0.00 1395438.00 1444325.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFPX8 2054-06-01 6.500000 0.00 1618983.00 1675124.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWX0 2054-06-01 7.000000 0.00 13000.00 13746.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANHW2 2054-09-01 6.500000 0.00 1314030.00 1367139.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANZX0 2054-09-01 6.500000 0.00 1119442.00 1190600.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APBT0 2054-08-01 7.000000 0.00 4000.00 4202.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APT20 2054-09-01 7.000000 0.00 1696702.00 1781735.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GUKN6 2032-10-01 3.000000 0.00 750000.00 165176.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HEAL6 2048-07-01 4.000000 0.00 999001.00 253173.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRC68 2033-10-01 3.690000 0.00 1889226.00 1810077.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRM83 2028-10-01 3.825000 0.00 39789.00 38467.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HTFX2 2034-05-01 3.590000 0.00 631377.00 593625.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1404890.00 1247590.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 277280.00 228343.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HXG53 2030-01-01 6.146000 0.00 4789960.00 4669046.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J6GR2 2048-09-01 4.000000 0.00 274309.00 27287.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KASU1 2050-04-01 4.500000 0.00 228000.00 58893.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDRL5 2051-09-01 2.490000 0.00 850746.00 629291.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 932.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUN7 2041-11-01 2.160000 0.00 1000.00 713.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDW70 2041-10-01 2.310000 0.00 180485.00 131976.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYP8 2041-10-01 2.265000 0.00 1491580.00 1089318.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDZM4 2041-10-01 2.265000 0.00 191964.00 140101.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1940.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGJW3 2037-05-01 3.870000 0.00 472936.00 449113.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MF4U4 2052-07-01 4.000000 0.00 349000.00 285753.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288Q6J4 2054-06-01 4.928000 0.00 4089597.00 4046332.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QFY1 2049-05-01 4.851000 0.00 49902277.00 8075404.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QUK4 2052-08-01 4.298000 0.00 2000.00 1679.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128HD5B1 2030-09-01 6.615000 0.00 6759.00 0.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 22658.00 911.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LLQM1 2042-04-01 7.015000 0.00 3049.00 25.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LUSK3 2037-07-01 7.605000 0.00 3000000.00 24032.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NGEF8 2036-06-01 7.307000 0.00 4000000.00 26020.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHS95 2037-01-01 6.497000 0.00 3257642.00 67389.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5BZ6 2040-03-01 6.221000 0.00 3000000.00 26963.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128UG3Y1 2041-08-01 7.424000 0.00 4000000.00 70098.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128UGHT7 2041-02-01 6.000000 0.00 4000000.00 45582.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300L6N0 2043-02-01 6.010000 0.00 4000000.00 5327.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300LUB9 2041-05-01 7.255000 0.00 4000000.00 13036.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MKE2 2043-03-01 6.500000 0.00 1300.00 19.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MR21 2044-10-01 6.809000 0.00 2089323.00 128555.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MS53 2044-11-01 6.167000 0.00 3666265.00 185416.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MUH4 2043-07-01 6.498000 0.00 32920.00 350.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MZS5 2045-07-01 6.070000 0.00 3338424.00 104472.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AEFL9 2043-06-12 3.740000 0.00 17430000.00 15513856.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X65A4 2026-09-01 3.000000 0.00 4865391.00 69055.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132D6EP1 2038-07-01 4.500000 0.00 42474.00 34885.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM5N1 2052-01-01 2.500000 0.00 933722.00 717741.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNXP3 2052-08-01 3.500000 0.00 2719404.00 2123407.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DP3U0 2052-11-01 4.000000 0.00 3000.00 2657.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPJE9 2052-10-01 4.500000 0.00 105000.00 94425.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DS6J6 2054-04-01 7.000000 0.00 118603.00 114893.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6R1 2050-06-01 2.000000 0.00 1000.00 472.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMN2 2053-09-01 5.500000 0.00 504808.00 475783.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 1811535.00 1465810.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 333160.00 278824.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 4000.00 3528.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 30020.00 26478.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 314955.00 289641.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1495280.00 1392504.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.500000 0.00 49920.00 48876.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMB6 2054-08-01 6.000000 0.00 5002.00 5093.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMH3 2054-08-01 4.500000 0.00 4000.00 3918.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMJ9 2054-08-01 5.000000 0.00 21910920.00 21880546.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0Y63 2053-11-01 6.500000 0.00 21545640.00 21582946.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8BT2 2032-11-01 6.045000 0.00 246962.00 247402.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.100000 0.00 10305.00 9239.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WXAY6 2040-01-01 3.300000 0.00 26331.00 22101.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XCR64 2048-03-01 3.500000 0.00 188088.00 57073.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BH4T0 2052-08-01 3.000000 0.00 5040.00 4025.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHER3 2052-08-01 4.500000 0.00 2042154.00 1894782.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWZ22 2053-03-01 5.500000 0.00 1107501.00 1112702.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CDVB7 2053-09-01 7.000000 0.00 332682.00 347230.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CGTW7 2053-11-01 7.000000 0.00 1408274.00 1334746.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRK36 2054-08-01 6.000000 0.00 672418.00 691842.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRTA1 2054-08-01 6.000000 0.00 47952.00 49403.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRUX9 2054-07-01 5.000000 0.00 914985.00 920702.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5E5 2054-09-01 6.500000 0.00 1595594.00 1663491.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5U9 2054-09-01 6.500000 0.00 2144817.00 2233434.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTCJ6 2054-09-01 5.500000 0.00 1147448.00 1164729.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTDR7 2054-08-01 6.500000 0.00 1864430.00 1933214.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTGR4 2054-09-01 6.500000 0.00 1872550.00 1945354.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTN62 2054-09-01 6.500000 0.00 1981831.00 2063456.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTUJ6 2054-09-01 5.000000 0.00 1475081.00 1481438.27 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ELR22 2040-07-02 2.020000 0.00 263000.00 187822.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EMR95 2036-07-14 2.310000 0.00 3274000.00 2625943.35 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENGJ3 2041-12-09 2.900000 0.00 1563000.00 1245651.61 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENLH1 2042-01-24 2.820000 0.00 1885000.00 1475485.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NHNS3 2053-12-01 3.500000 0.00 517340.00 472524.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2Q1 2054-04-01 5.760000 0.00 10924000.00 11863562.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2R9 2054-04-01 5.760000 0.00 2135512.00 2286802.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2T5 2054-04-01 5.760000 0.00 4657970.00 5058597.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUWX3 2041-04-01 5.130000 0.00 124517.00 127647.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLMX1 2051-08-01 2.000000 0.00 4000.00 2731.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKX4 2052-06-01 4.000000 0.00 425200.00 357988.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPSA6 2052-07-01 3.500000 0.00 5120.00 4197.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4T3 2054-02-01 7.000000 0.00 4000.00 3887.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUV60 2054-06-01 7.000000 0.00 2125360.00 2229865.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X4XG6 2034-09-01 3.500000 0.00 111001.00 28705.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X63A7 2035-02-01 3.500000 0.00 345000.00 95064.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X9LZ6 2051-02-01 2.500000 0.00 99001.00 48130.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XC3V8 2051-02-01 3.500000 0.00 14475100.00 7120782.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XD5F9 2036-11-01 2.000000 0.00 624450.00 411459.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XDY67 2051-12-01 2.500000 0.00 500000.00 357342.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XG7C7 2052-05-01 4.000000 0.00 3000.00 2412.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJWC3 2052-07-01 4.000000 0.00 134000.00 116030.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM5T9 2053-06-01 4.000000 0.00 284884.00 257608.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMJT4 2053-02-01 4.000000 0.00 10000.00 9016.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMP75 2050-04-01 4.500000 0.00 3024.00 2724.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQMP9 2054-07-01 6.000000 0.00 1462631.00 1520406.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XTBU4 2050-10-25 3.500000 0.00 1924420.00 1687629.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YYBY4 2054-02-01 5.500000 0.00 530597.00 530740.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410G5V1 2038-04-01 5.000000 0.00 1000.00 10.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414C6J2 2038-04-01 6.990000 0.00 3466000.00 35825.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CAM6 2046-08-01 3.000000 0.00 15647906.00 1624261.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3G5 2051-08-01 2.000000 0.00 4000.00 2707.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4R8 2054-04-01 5.500000 0.00 625664.00 612777.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E5Q9 2054-05-01 6.000000 0.00 2051965.00 2019949.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED80 2052-06-01 4.000000 0.00 197998.00 163731.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJ50 2052-10-01 4.000000 0.00 5000.00 4296.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ET42 2053-07-01 4.500000 0.00 712922.00 655956.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EYD6 2053-11-01 4.000000 0.00 1742510.00 1612487.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FAW7 2054-07-01 5.500000 0.00 2023069.00 2015306.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCE5 2054-08-01 4.500000 0.00 1358090.00 1330292.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCF2 2054-08-01 5.000000 0.00 4838720.00 4832012.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419A5V5 2041-01-01 6.113000 0.00 21000000.00 247512.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BNZU1 2054-08-01 6.220000 0.00 4000.00 4068.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRD64 2054-03-01 6.500000 0.00 1029.00 1059.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617LNSR6 2050-02-20 3.000000 0.00 1282.00 646.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MKM71 2050-08-15 3.000000 0.00 5047002.00 2439942.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XJMP2 2052-04-20 4.000000 0.00 870100.00 809210.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKUX3 2051-12-20 4.000000 0.00 4011940.00 3456751.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HG5R9 2064-03-20 2.500000 0.00 2000.00 1670.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618J5ZD9 2064-07-20 4.500000 0.00 1754.00 1698.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ACJW1 2053-04-15 6.000000 0.00 9330.00 9387.13 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 8596700.00 10636278.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 96.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 36716000.00 35614357.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.250000 0.00 100.00 96.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 100.00 94.75 U.S. Treasuries (including strips) Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 250000000.00 250000000.00 0.0112 N Y Y N AllianceBernstein Fixed Income Shares 2024-09-09 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller