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S6XOOCT0IEG5ABCC6L87 3133KQWQ5 2053-03-01 5.500000 0.00 177883.00 161336.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31377U7L1 2030-08-01 3.610000 0.00 28319648.00 27805619.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138X06F0 2043-08-01 3.500000 0.00 230000.00 40101.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AJC89 2054-08-01 5.500000 0.00 1172608.00 1191756.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HBVH8 2049-10-01 3.000000 0.00 546000.00 207994.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRG49 2030-12-01 3.800000 0.00 29365856.00 28840087.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HTS59 2034-05-01 3.340000 0.00 12812352.00 12007619.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NV2Q9 2029-09-01 4.360000 0.00 39911999.00 40725135.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7LR8 2034-11-01 2.500000 0.00 50000.00 13311.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X8FC6 2035-08-01 2.500000 0.00 1757580.00 699104.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMYB6 2053-09-01 5.000000 0.00 55000.00 52036.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECZ1 2042-04-01 2.500000 0.00 334000.00 251204.88 Agency Mortgage-Backed Securities Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 350000000.00 350000000.00 0.0152 N Y Y N Bank of America NA Bank of America NA 5.310000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_5.31_1023 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 912810QC5 2039-08-15 4.500000 0.00 61191000.00 65455706.74 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 21818500.00 15756218.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 18129900.00 12441340.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 126681000.00 117188095.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 92537300.00 95158644.35 U.S. Treasuries (including strips) Y 2024-10-23 2024-10-23 2024-10-23 N N N 0.0531 300000000.00 300000000.00 0.0130 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 4.880000% 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 6998414 2028-12-31 3.750000 0.00 31943054.96 32577499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998418 2031-08-31 2.750000 0.00 156687903.71 159800000.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6998422 2042-02-28 2.370000 0.00 56200172.36 57316406.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998426 2027-07-31 2.750000 0.00 152421773.75 155449137.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998430 2028-02-29 1.120000 0.00 206651851.22 210756318.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998434 2030-11-30 4.370000 0.00 45592372.27 46497916.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6998438 2048-08-31 3.000000 0.00 20856993.57 21271250.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998442 2025-12-31 4.250000 0.00 14447538.76 14734492.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6998446 2040-11-30 4.250000 0.00 51446923.95 52468750.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998450 2027-04-30 0.500000 0.00 86459162.21 88176392.25 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6998454 2042-08-31 3.370000 0.00 41753277.07 42582570.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998458 2030-01-31 3.500000 0.00 127849276.32 130388586.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998462 2028-01-31 3.500000 0.00 243462336.03 248297925.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998466 2026-08-31 3.750000 0.00 29583005.48 30170575.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 6998470 2052-02-29 2.250000 0.00 30348782.51 30951562.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998474 2029-04-30 4.620000 0.00 130591099.48 133184867.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998478 2030-09-30 4.620000 0.00 93128431.19 94978125.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998482 2027-06-30 0.500000 0.00 65148535.93 66442500.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998486 2026-03-31 0.750000 0.00 152106553.59 155127657.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998490 2026-06-30 4.620000 0.00 262086686.71 267292188.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 6998494 2029-05-31 4.500000 0.00 1505380.04 1535279.53 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 2000000000.00 2000000000.00 0.0866 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.870000% 22599G006 N/A 0001330437 22599G006_4.87_1001 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 3132DVLS2 2051-03-01 2.000000 0.00 160789182.00 102000000.54 Agency Mortgage-Backed Securities Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 100000000.00 100000000.00 0.0043 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 5.000000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-07-25 2025-07-25 N N N 0.0490 100104201.00 100104201.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.970000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-01-27 2025-01-27 N N N 0.0486 50021872.00 50021872.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.995000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-08-21 2025-08-21 N N N 0.0491 100100076.00 100100076.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.000000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-09-02 2025-09-02 N N N 0.0491 100108116.00 100108116.00 0.0043 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 0.0447 3883267.77 3883267.77 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.840000% 3130B2EH4 2549001DPIFGXC1TOL40 US3130B2EH42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2024-11-15 2024-11-15 N N N 0.0487 498887752.01 498887752.01 0.0216 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 0.0404 48723989.33 48723989.33 0.0021 N N N 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 0.0465 3811118.50 3811118.50 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 0.0437 590647693.76 590647693.76 0.0256 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 0.0425 196532437.50 196532437.50 0.0085 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 0.0425 146994666.84 146994666.84 0.0064 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 0.0425 147697917.00 147697917.00 0.0064 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 0.0425 196367572.70 196367572.70 0.0085 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 0.0413 59894307.29 59894307.29 0.0026 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 0.0395 97465417.00 97465417.00 0.0042 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 0.0395 97443472.00 97443472.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.020000% 3133EN4J6 254900C5LP6DN9OP9V83 US3133EN4J69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2024-12-19 2024-12-19 N N N 0.0489 1040348.81 1040348.81 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 0.0478 9736208.82 9736208.82 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.020000% 3133EN5P1 254900C5LP6DN9OP9V83 US3133EN5P11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-01-09 2025-01-09 N N N 0.0485 50022531.50 50022531.50 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.010000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-01-23 2025-01-23 N N N 0.0486 2001100.52 2001100.52 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.000000% 3133EN7K0 254900C5LP6DN9OP9V83 US3133EN7K06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-01-30 2025-01-30 N N N 0.0486 2001097.84 2001097.84 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.940000% 3133ENR69 254900C5LP6DN9OP9V83 US3133ENR695 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2024-10-07 2024-10-07 N N N 0.0484 170002907.00 170002907.00 0.0074 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.990000% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-01-03 2025-01-03 N N N 0.0485 1500655.52 1500655.52 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.980000% 3133EPKN4 254900C5LP6DN9OP9V83 US3133EPKN42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-05-23 2025-05-23 N N N 0.0501 14216701.81 14216701.81 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.980000% 3133EPKP9 254900C5LP6DN9OP9V83 US3133EPKP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-04-25 2025-04-25 N N N 0.0488 99772129.96 99772129.96 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.005000% 3133EPLG8 254900C5LP6DN9OP9V83 US3133EPLG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-06-02 2025-06-02 N N N 0.0487 50043086.00 50043086.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.005000% 3133EPNC5 254900C5LP6DN9OP9V83 US3133EPNC59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-05-23 2025-05-23 N N N 0.0487 62551471.25 62551471.25 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.995000% 3133EPPB5 254900C5LP6DN9OP9V83 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-05-02 2025-05-02 N N N 0.0491 160105964.80 160105964.80 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.000000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2025-07-21 2025-07-21 N N N 0.0489 30033370.20 30033370.20 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.940000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2026-02-09 2026-02-09 N N N 0.0497 49999475.00 49999475.00 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.980000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2026-09-23 2026-09-23 N N N 0.0501 119749614.41 119749614.41 0.0052 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.940000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2026-06-18 2026-06-18 N N N 0.0500 199898870.00 199898870.00 0.0087 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.960000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-01 2026-07-29 2026-07-29 N N N 0.0500 36990739.64 36990739.64 0.0016 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.900000% 38399H002 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_4.90_1001 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 N/A 36178UP56 2042-09-15 3.000000 0.00 682965.00 95596.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617YUSM7 2057-06-15 2.800000 0.00 4853328.00 4084190.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ABDQ2 2051-08-20 2.500000 0.00 11764768.00 7835942.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31302US38 2047-11-01 6.000000 0.00 8059870.00 570868.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQDY0 2040-06-01 5.500000 0.00 1296620.00 84082.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KPJ7 2032-03-01 3.500000 0.00 2825000.00 217040.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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HSBC Securities USA, Inc. 4.970000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.97_1001 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 6998498 2026-05-31 2.120000 0.00 500069027.78 509999998.47 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0497 500000000.00 500000000.00 0.0216 N Y Y N Standard Chartered Bank Standard Chartered Bank 4.890000% 853993004 RILFO74KP1CM8P6PCT96 0000861350 853993004_4.89_1001 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 6998502 2028-03-31 1.250000 0.00 250033958.33 254999999.51 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 250000000.00 250000000.00 0.0108 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. 4.880000% 86599Z009 N/A 0001184915 86599Z009_4.88_1001 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 91282CKG5 2029-03-31 4.125000 0.00 84200.00 86189.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 721200.00 740324.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 659300.00 665377.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 251800200.00 253542693.64 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 250000000.00 250000000.00 0.0108 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 0.0443 195959962.00 195959962.00 0.0085 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 0.0005 499750000.00 499750000.00 0.0216 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 0.0459 197513888.00 197513888.00 0.0086 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 0.0458 493380305.00 493380305.00 0.0214 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 0.0449 474344813.42 474344813.42 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MT1 254900HROIFWPRGM1V77 US912797MT14 U.S. Treasury Debt Y 2025-03-13 2025-03-13 2025-03-13 N N N 0.0445 489527056.33 489527056.33 0.0212 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MW4 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254900HROIFWPRGM1V77 US912828ZL77 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0432 195510938.00 195510938.00 0.0085 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 0.0414 97162500.00 97162500.00 0.0042 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 0.0432 98848633.00 98848633.00 0.0043 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 0.0427 198142578.00 198142578.00 0.0086 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.732700% 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y 2024-10-01 2024-10-31 2024-10-31 N N N 0.0481 641843133.72 641843133.72 0.0278 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.792700% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-10-01 2025-01-31 2025-01-31 N N N 0.0481 564365434.49 564365434.49 0.0244 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.761700% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-10-01 2025-04-30 2025-04-30 N N N 0.0484 445259242.97 445259242.97 0.0193 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.717700% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-10-01 2025-07-31 2025-07-31 N N N 0.0479 399695408.00 399695408.00 0.0173 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.762700% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-10-01 2025-10-31 2025-10-31 N N N 0.0481 399727996.00 399727996.00 0.0173 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.837700% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-10-01 2026-01-31 2026-01-31 N N N 0.0483 185356120.68 185356120.68 0.0080 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.774700% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2024-10-01 2026-07-31 2026-07-31 N N N 0.0486 199665934.00 199665934.00 0.0086 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.890000% 959BLB000 N/A 0000947263 959BLB000_4.89_1001 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 N/A 3135G05Y5 2027-10-08 0.750000 0.00 335000.00 309733.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0K36 2026-04-24 2.125000 0.00 365000.00 359713.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0Q22 2026-09-24 1.875000 0.00 135000.00 130617.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G0W66 2024-10-15 1.625000 0.00 1010000.00 1015917.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137EAEX3 2025-09-23 0.375000 0.00 445000.00 429922.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31398AFD9 2037-07-15 5.625000 0.00 101000.00 117687.70 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130A6C70 2025-09-12 2.625000 0.00 15000.00 14827.54 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130A6VR5 2025-12-29 2.700000 0.00 65000.00 64568.14 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AFFX0 2028-11-16 3.250000 0.00 445000.00 446059.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AH3Z4 2029-09-24 2.200000 0.00 12500000.00 11681545.83 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AJHU6 2025-04-14 0.500000 0.00 140000.00 137485.12 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AK5E2 2025-09-04 0.375000 0.00 305000.00 295209.75 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AN4Y3 2024-10-15 0.625000 0.00 40000.00 40047.78 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ANGZ7 2025-05-23 0.550000 0.00 200000.00 195679.06 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130APEH4 2026-06-30 1.020000 0.00 25000.00 23849.75 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AQEQ2 2026-12-18 5.030000 0.00 50000000.00 50149350.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATHX8 2029-09-14 4.125000 0.00 7900000.00 8118571.93 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATXF9 2024-11-22 5.020000 0.00 100000.00 100615.68 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWSR2 2025-01-03 4.950000 0.00 100000.00 101371.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWSX9 2025-02-03 4.955000 0.00 100000.00 100910.65 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXU63 2026-11-17 4.625000 0.00 940000.00 975945.42 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXXZ6 2034-12-20 6.030000 0.00 9310000.00 9477580.00 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B22G9 2030-08-05 5.300000 0.00 8295000.00 8407125.36 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B26B6 2029-08-08 5.150000 0.00 14755000.00 14961258.51 Agency Mortgage-Backed Securities Federal Farm Credit Discount Note N/A 313313CQ9 2025-03-04 0.00 0.00 10000000.00 9814860.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EC3P7 2027-11-23 2.530000 0.00 18000.00 17627.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EJ2E8 2024-12-06 3.100000 0.00 1000000.00 1006713.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EJCQ0 2038-02-16 3.440000 0.00 36000.00 32921.84 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EMDG4 2030-10-15 1.260000 0.00 27500000.00 23718667.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EN3M0 2024-12-05 4.625000 0.00 325000.00 329629.40 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EN4N7 2024-12-20 4.250000 0.00 10000.00 10104.66 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EN6L9 2025-01-23 5.000000 0.00 25000.00 25274.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENKS8 2025-01-06 1.125000 0.00 1363000.00 1353769.76 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPCX1 2028-03-10 4.375000 0.00 35000.00 36023.84 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPJR7 2025-05-15 4.990000 0.00 1620000.00 1631454.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPLZ6 2025-06-09 5.030000 0.00 2380000.00 2387809.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPSC0 2025-02-04 4.955000 0.00 157000.00 158405.96 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPX42 2026-01-23 4.985000 0.00 186991000.00 189045329.86 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERGW5 2025-06-12 4.662706 0.00 280000.00 280470.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERHE4 2026-06-17 5.230000 0.00 4000.00 4091.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERKL4 2027-07-09 5.060000 0.00 23000000.00 23287870.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERLN9 2028-01-18 5.050000 0.00 39555000.00 40155959.12 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERNG2 2028-11-06 5.340000 0.00 13989000.00 14124413.52 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERSP7 2029-09-10 3.500000 0.00 29000.00 28958.86 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ERTP6 2029-09-17 5.170000 0.00 25000000.00 25056062.50 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XEXR5 2036-03-14 5.125000 0.00 50000.00 54405.84 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XGAY0 2036-07-15 5.500000 0.00 245000.00 282247.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 388000.00 446329.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. Strip N/A 3134A4AB0 2031-03-15 0.00 0.00 1200000.00 932736.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GYT77 2028-06-05 5.250000 0.00 10000.00 10169.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31358DDS0 2030-11-15 0.00 0.00 800000.00 630640.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135G05X7 2025-08-25 0.375000 0.00 167000.00 161720.56 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 1101400.00 1020042.89 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 435000000.00 435000000.00 0.0188 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.800000% 98599G006 N/A 98599G006_4.80_1001 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 912810QL5 2040-11-15 4.250000 0.00 3124898300.00 3278098001.61 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QW1 2042-05-15 3.000000 0.00 1112821000.00 972468677.02 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0480 4250000000.00 4250000000.00 0.1840 N Y Y N BNP Paribas SA BNP Paribas SA 4.870000% 986PPK002 N/A 986PPK002_4.87_1001 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 912810TN8 2053-02-15 3.625000 0.00 186120000.00 170168073.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500.00 609.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625000 0.00 11951800.00 11636544.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 49772000.00 53609378.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 700.00 712.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 62913600.00 65740674.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1016800.00 1057121.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 400.00 429.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 3763400.00 3827951.96 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 300000000.00 300000000.00 0.0130 N Y Y N BNP Paribas SA BNP Paribas SA 4.880000% 986PPK002 N/A 986PPK002_4.88_1001 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 N/A 36178DPC9 2042-11-15 3.000000 0.00 3341.00 788.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 4215024.00 1215179.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W7J1 2052-05-20 2.500000 0.00 74487.00 55029.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XLG9 2052-11-20 4.500000 0.00 372897.00 331923.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617LNSR6 2050-02-20 3.000000 0.00 1282.00 649.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MKM71 2050-08-15 3.000000 0.00 5047002.00 2466959.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XJMP2 2052-04-20 4.000000 0.00 870200.00 816678.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKUX3 2051-12-20 4.000000 0.00 4011940.00 3492916.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HG5R9 2064-03-20 2.500000 0.00 2000.00 1681.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ACJW1 2053-04-15 6.000000 0.00 9330.00 9399.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133CT5U9 2054-09-01 6.500000 0.00 2144817.00 2238784.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EMR95 2036-07-14 2.310000 0.00 3274000.00 2673940.19 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENED8 2036-11-17 2.580000 0.00 297000.00 250084.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENGJ3 2041-12-09 2.900000 0.00 1563000.00 1264908.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENLH1 2042-01-24 2.820000 0.00 1885000.00 1498363.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENMV9 2042-02-03 2.930000 0.00 2873000.00 2308651.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENSR2 2042-03-24 3.700000 0.00 1676000.00 1472941.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKRQ4 2050-11-01 2.500000 0.00 827000.00 423977.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 11296.00 9435.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYSF7 2039-11-01 3.500000 0.00 499000.00 81568.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WG4K7 2046-05-01 2.500000 0.00 1265000.00 237824.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.664000 0.00 2986390.00 28023.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407NYT4 2035-09-01 5.603000 0.00 3500000.00 18503.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3YL1 2053-11-01 7.000000 0.00 2000.00 2124.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWX0 2054-06-01 7.000000 0.00 13000.00 13756.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APBT0 2054-08-01 7.000000 0.00 4000.00 4208.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APT20 2054-09-01 7.000000 0.00 1696702.00 1785839.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRC68 2033-10-01 3.690000 0.00 1889226.00 1831267.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRM83 2028-10-01 3.825000 0.00 40524.00 39438.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HTFX2 2034-05-01 3.590000 0.00 631377.00 600730.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1404890.00 1263400.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 277281.00 228415.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 70183.00 64815.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HXG53 2030-01-01 6.141000 0.00 4789960.00 4660877.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDRL5 2051-09-01 2.490000 0.00 850746.00 642549.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 948.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUN7 2041-11-01 2.160000 0.00 1000.00 724.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDW70 2041-10-01 2.310000 0.00 180485.00 132620.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYP8 2041-10-01 2.265000 0.00 1491580.00 1089258.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDZM4 2041-10-01 2.265000 0.00 191964.00 140092.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1949.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 39919.00 35544.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGJW3 2037-05-01 3.870000 0.00 472936.00 455010.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MF4U4 2052-07-01 4.000000 0.00 349000.00 287909.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MGNF4 2052-02-01 2.500000 0.00 99000.00 68938.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2Q1 2054-04-01 5.760000 0.00 10924000.00 11977830.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2R9 2054-04-01 5.760000 0.00 2135512.00 2305736.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2T5 2054-04-01 5.760000 0.00 4657970.00 5107321.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUWX3 2041-04-01 5.130000 0.00 124517.00 130961.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QADZ0 2048-12-01 5.000000 0.00 24488703.00 6205810.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 13607138.00 2693632.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLMX1 2051-08-01 2.000000 0.00 4000.00 2745.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4T3 2054-02-01 7.000000 0.00 4000.00 3872.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUV60 2054-06-01 7.000000 0.00 2125360.00 2230216.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6JS1 2044-12-01 4.000000 0.00 3698561.00 1394445.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XC3V8 2051-02-01 3.500000 0.00 8981481.00 4425612.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XG7C7 2052-05-01 4.000000 0.00 3000.00 2434.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJWC3 2052-07-01 4.000000 0.00 134000.00 117039.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM5T9 2053-06-01 4.000000 0.00 284884.00 258738.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMJT4 2053-02-01 4.000000 0.00 10000.00 9080.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410G5V1 2038-04-01 5.000000 0.00 1235.00 12.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31412CFF2 2037-01-01 6.998000 0.00 76728.00 770.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414C6J2 2038-04-01 6.990000 0.00 3466000.00 35777.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3G5 2051-08-01 2.000000 0.00 4000.00 2718.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E5Q9 2054-05-01 6.000000 0.00 2051965.00 2008442.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED64 2052-06-01 3.000000 0.00 7666462.00 6157427.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED80 2052-06-01 4.000000 0.00 198074.00 164519.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EJ50 2052-10-01 4.000000 0.00 5002.00 4319.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCE5 2054-09-01 4.500000 0.00 1358090.00 1335161.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419A5V5 2041-01-01 6.113000 0.00 21000000.00 245270.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425SAA8 2033-12-01 4.581136 0.00 25684.00 26351.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRD64 2054-03-01 6.500000 0.00 1029.00 1059.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSFV5 2054-07-01 6.500000 0.00 3278188.00 3376276.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSN20 2054-08-01 6.000000 0.00 24619434.00 25456704.62 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 14566900.00 10479464.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RX8 2047-05-15 3.000000 0.00 11093300.00 9206407.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 2545100.00 2021324.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 971000.00 887777.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 6957800.00 8707091.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 13874400.00 15831465.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 97.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 3179000.00 3253549.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 7766000.00 7921828.67 U.S. Treasuries (including strips) Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 250000000.00 250000000.00 0.0108 N Y Y N AllianceBernstein Fixed Income Shares 2024-10-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller