N-MFP3 0000862021 XXXXXXXX 2024-10-31 AllianceBernstein Fixed Income Shares 0000862021 254900AM6NTI6YO2LI69 AB Fixed-Income Shares, Inc. - AB Government Money Market Portfolio 5493006YWHO7MNK2U579 S000011990 7 N N 033-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. AllianceBernstein Investor Services, Inc. 0000733598 084-01187 N N N Government N N 29 91 18533284439.33 19757098375.07 0.7909 0.8431 2024-10-01 19321573333.13 19495387191.39 0.8339 0.8414 2024-10-02 17877464883.02 19101278789.25 0.7764 0.8295 2024-10-03 18284818971.68 19338631945.02 0.7858 0.8311 2024-10-04 18537968758.93 19591783214.62 0.7849 0.8296 2024-10-07 19177644842.87 19181459823.81 0.8263 0.8265 2024-10-08 18181855409.28 19235670901.68 0.7816 0.8269 2024-10-09 18442465179.64 18996281198.36 0.8010 0.8251 2024-10-10 18306099397.78 19359915914.17 0.7825 0.8276 2024-10-11 19706196670.18 19710015174.00 0.8300 0.8302 2024-10-15 18615296696.79 19969115699.35 0.7823 0.8392 2024-10-16 18330192176.72 19680192176.72 0.7796 0.8371 2024-10-17 18706012222.81 20056012222.81 0.7793 0.8356 2024-10-18 18681022302.38 20031022302.38 0.7792 0.8355 2024-10-21 19944182053.11 19944182053.11 0.8323 0.8323 2024-10-22 18435176746.79 19486964665.92 0.7746 0.8187 2024-10-23 18176676040.39 19228464186.74 0.7720 0.8167 2024-10-24 18360085464.02 19411873887.33 0.7625 0.8062 2024-10-25 18008495290.75 19310284383.81 0.7574 0.8122 2024-10-28 18984069629.65 19235858957.65 0.7835 0.7939 2024-10-29 17110584464.14 18412374004.22 0.7208 0.7757 2024-10-30 17140090781.88 18440090781.88 0.7163 0.7707 2024-10-31 959029.81 23901480524.81 23893169865.88 23703850.86 686781688.42 23231051058.13 23233277518.3470 Y 1.0000 0.0494 2024-10-01 0.0495 2024-10-02 0.0495 2024-10-03 0.0496 2024-10-04 0.0495 2024-10-07 0.0495 2024-10-08 0.0495 2024-10-09 0.0495 2024-10-10 0.0494 2024-10-11 0.0494 2024-10-15 0.0494 2024-10-16 0.0494 2024-10-17 0.0494 2024-10-18 0.0494 2024-10-21 0.0494 2024-10-22 0.0494 2024-10-23 0.0494 2024-10-24 0.0493 2024-10-25 0.0493 2024-10-28 0.0493 2024-10-29 0.0493 2024-10-30 0.0493 2024-10-31 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 N N Class AB C000032709 0.00 7890117969.53 7891055233.9600 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 420660114.07 372599813.67 2024-10-01 211339390.58 449745543.56 2024-10-02 253051893.52 424713274.73 2024-10-03 579905139.75 327751537.09 2024-10-04 232930894.74 257650658.12 2024-10-07 72197810.14 411944127.04 2024-10-08 211556726.11 232225933.54 2024-10-09 119951658.20 302512822.07 2024-10-10 576193508.26 282702072.67 2024-10-11 384126144.67 177486429.27 2024-10-15 394764483.51 449752469.68 2024-10-16 227458950.05 506218067.86 2024-10-17 626693508.28 248160115.46 2024-10-18 218070126.14 156597246.20 2024-10-21 400528368.46 422483877.75 2024-10-22 214506512.78 319574762.63 2024-10-23 219959920.23 396879726.80 2024-10-24 319900329.65 196989153.42 2024-10-25 354001469.59 513290158.60 2024-10-28 204048332.23 260953537.07 2024-10-29 157318280.66 422992787.80 2024-10-30 466884759.91 572589603.60 2024-10-31 6866048321.53 7705813718.63 0.0474 2024-10-01 0.0474 2024-10-02 0.0474 2024-10-03 0.0475 2024-10-04 0.0475 2024-10-07 0.0474 2024-10-08 0.0474 2024-10-09 0.0474 2024-10-10 0.0473 2024-10-11 0.0473 2024-10-15 0.0473 2024-10-16 0.0473 2024-10-17 0.0473 2024-10-18 0.0473 2024-10-21 0.0473 2024-10-22 0.0473 2024-10-23 0.0473 2024-10-24 0.0472 2024-10-25 0.0472 2024-10-28 0.0472 2024-10-29 0.0472 2024-10-30 0.0472 2024-10-31 N 0.00 Other AB Owned 0.00 0.0525 Registered investment company 0.00 0.5668 N Advisor C000172512 0.00 736303940.62 736330859.7940 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 3914803.51 2144237.95 2024-10-01 3000495.25 8375415.95 2024-10-02 6224500.37 2703079.59 2024-10-03 3426160.95 2660171.55 2024-10-04 3471661.22 2404664.57 2024-10-07 1735568.19 4188515.63 2024-10-08 2695680.89 1913842.44 2024-10-09 5112337.10 1756762.30 2024-10-10 1972792.38 1588010.84 2024-10-11 5901700.97 3786857.91 2024-10-15 3009708.96 4083027.96 2024-10-16 2880842.89 3558670.35 2024-10-17 2464657.31 1703203.38 2024-10-18 2105029.32 2975440.61 2024-10-21 4727424.69 2857066.61 2024-10-22 4659819.15 8129456.06 2024-10-23 3981244.57 2463920.06 2024-10-24 3336488.03 3448614.57 2024-10-25 3461596.27 4184225.49 2024-10-28 3064667.63 2667373.86 2024-10-29 2237578.15 3247484.04 2024-10-30 8420956.11 11730403.56 2024-10-31 81805713.91 82570445.28 0.0471 2024-10-01 0.0471 2024-10-02 0.0471 2024-10-03 0.0472 2024-10-04 0.0472 2024-10-07 0.0471 2024-10-08 0.0471 2024-10-09 0.0471 2024-10-10 0.0471 2024-10-11 0.0470 2024-10-15 0.0470 2024-10-16 0.0470 2024-10-17 0.0470 2024-10-18 0.0470 2024-10-21 0.0470 2024-10-22 0.0470 2024-10-23 0.0470 2024-10-24 0.0469 2024-10-25 0.0469 2024-10-28 0.0469 2024-10-29 0.0469 2024-10-30 0.0469 2024-10-31 N 0.00 Broker-dealer 0.00 0.9491 N 1 C000172513 100000.00 5793020554.45 5793786620.4050 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 53116411.69 25853461.58 2024-10-01 32976185.48 64294785.26 2024-10-02 51346498.23 15668852.10 2024-10-03 15065662.01 41698036.34 2024-10-04 19205433.71 12184070.45 2024-10-07 24229786.51 29037673.86 2024-10-08 12549687.40 22039175.43 2024-10-09 218862358.07 47875093.67 2024-10-10 106913953.97 26531486.51 2024-10-11 109616653.72 54661831.92 2024-10-15 21110768.73 19432487.31 2024-10-16 99426209.79 21844418.10 2024-10-17 18380470.30 29109322.50 2024-10-18 18283958.23 29330771.55 2024-10-21 9841107.24 74815861.56 2024-10-22 27644761.94 42199839.49 2024-10-23 20428068.77 33816558.55 2024-10-24 23108940.68 57019790.41 2024-10-25 22209736.69 15619856.88 2024-10-28 37975612.38 44103070.85 2024-10-29 15672076.68 49968227.46 2024-10-30 88315073.72 25251952.53 2024-10-31 1046279415.94 782356624.31 0.0463 2024-10-01 0.0463 2024-10-02 0.0464 2024-10-03 0.0464 2024-10-04 0.0464 2024-10-07 0.0464 2024-10-08 0.0464 2024-10-09 0.0464 2024-10-10 0.0463 2024-10-11 0.0463 2024-10-15 0.0463 2024-10-16 0.0463 2024-10-17 0.0463 2024-10-18 0.0463 2024-10-21 0.0463 2024-10-22 0.0462 2024-10-23 0.0462 2024-10-24 0.0462 2024-10-25 0.0462 2024-10-28 0.0462 2024-10-29 0.0461 2024-10-30 0.0462 2024-10-31 N 0.00 Broker-dealer 0.00 0.0538 N A C000172514 2500.00 6382005133.26 6382200240.2600 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 31689082.57 19483401.41 2024-10-01 47461463.70 33840523.19 2024-10-02 21291484.28 18410629.14 2024-10-03 29424016.26 17829974.26 2024-10-04 32892330.77 15592978.06 2024-10-07 30331994.89 20624157.74 2024-10-08 29667043.27 17816939.29 2024-10-09 23668431.33 20401211.28 2024-10-10 29932842.22 16536883.68 2024-10-11 50211068.58 34603159.66 2024-10-15 28374699.92 19038338.60 2024-10-16 27884397.44 19733883.83 2024-10-17 40878230.07 20713922.30 2024-10-18 27974564.93 19200885.30 2024-10-21 24031833.72 27293866.06 2024-10-22 23896615.07 22890545.79 2024-10-23 29153325.86 20808852.61 2024-10-24 35241077.21 18571410.95 2024-10-25 31897026.86 17119893.46 2024-10-28 27396581.69 29943501.10 2024-10-29 24650873.89 18607286.51 2024-10-30 30528935.95 13563353.40 2024-10-31 678477920.48 462625597.62 0.0471 2024-10-01 0.0471 2024-10-02 0.0471 2024-10-03 0.0472 2024-10-04 0.0472 2024-10-07 0.0471 2024-10-08 0.0471 2024-10-09 0.0471 2024-10-10 0.0471 2024-10-11 0.0470 2024-10-15 0.0470 2024-10-16 0.0470 2024-10-17 0.0470 2024-10-18 0.0470 2024-10-21 0.0470 2024-10-22 0.0470 2024-10-23 0.0470 2024-10-24 0.0469 2024-10-25 0.0469 2024-10-28 0.0469 2024-10-29 0.0469 2024-10-30 0.0469 2024-10-31 Y 1334242.00 Broker-dealer 0.00 0.0642 Broker-dealer 0.00 0.1049 Broker-dealer 0.00 0.7861 N C C000172515 2500.00 15202156.12 15204564.5000 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 1828.35 180274.41 2024-10-01 1950.87 370691.17 2024-10-02 74013.55 239.83 2024-10-03 2040.59 89711.18 2024-10-04 20479.15 4.70 2024-10-07 4458.94 101000.00 2024-10-08 1879.05 0.00 2024-10-09 2163.38 0.00 2024-10-10 1874.48 0.00 2024-10-11 9352.93 11753.07 2024-10-15 1924.22 0.00 2024-10-16 2018.60 7000.00 2024-10-17 40576.12 54.69 2024-10-18 5795.14 81936.39 2024-10-21 2230.91 0.00 2024-10-22 1865.34 1500.00 2024-10-23 1866.72 11250.90 2024-10-24 1863.93 51104.97 2024-10-25 7699.13 0.00 2024-10-28 1854.86 16.25 2024-10-29 1855.09 3.50 2024-10-30 739999.19 0.00 2024-10-31 929590.54 906541.06 0.0471 2024-10-01 0.0471 2024-10-02 0.0471 2024-10-03 0.0472 2024-10-04 0.0472 2024-10-07 0.0471 2024-10-08 0.0471 2024-10-09 0.0471 2024-10-10 0.0470 2024-10-11 0.0470 2024-10-15 0.0470 2024-10-16 0.0470 2024-10-17 0.0470 2024-10-18 0.0470 2024-10-21 0.0470 2024-10-22 0.0470 2024-10-23 0.0469 2024-10-24 0.0469 2024-10-25 0.0469 2024-10-28 0.0469 2024-10-29 0.0469 2024-10-30 0.0469 2024-10-31 Y 9289.00 Broker-dealer 0.00 0.2224 Broker-dealer 0.00 0.2381 Broker-dealer 0.00 0.2333 Broker-dealer 0.00 0.0866 N I C000172516 0.00 82855768.07 82860216.8980 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 175419.73 803.12 2024-10-01 2518356.16 34544.38 2024-10-02 335564.27 347.28 2024-10-03 311124.93 663.72 2024-10-04 103167.20 66493.93 2024-10-07 19037.49 14007.66 2024-10-08 90093.95 254397.04 2024-10-09 22830.80 91200.58 2024-10-10 13417.11 445009.19 2024-10-11 88186.28 205949.85 2024-10-15 18967.51 168887.28 2024-10-16 59821.11 2835574.64 2024-10-17 36444.69 170943.18 2024-10-18 5643918.18 8673.54 2024-10-21 827095.24 282063.19 2024-10-22 69410.86 53071.69 2024-10-23 18374.96 5272236.75 2024-10-24 155987.97 783935.52 2024-10-25 319247.32 1254.75 2024-10-28 51907.24 447371.97 2024-10-29 49873.70 860907.60 2024-10-30 110104.16 13804.03 2024-10-31 11038350.86 12012140.89 0.0472 2024-10-01 0.0472 2024-10-02 0.0472 2024-10-03 0.0473 2024-10-04 0.0473 2024-10-07 0.0472 2024-10-08 0.0472 2024-10-09 0.0472 2024-10-10 0.0471 2024-10-11 0.0471 2024-10-15 0.0471 2024-10-16 0.0471 2024-10-17 0.0471 2024-10-18 0.0471 2024-10-21 0.0471 2024-10-22 0.0471 2024-10-23 0.0471 2024-10-24 0.0470 2024-10-25 0.0470 2024-10-28 0.0470 2024-10-29 0.0470 2024-10-30 0.0470 2024-10-31 N 0.00 Pension plan 0.0749 0.00 Pension plan 0.00 0.0515 Pension plan 0.00 0.6543 N Institutional Class C000172520 20000000.00 2331545536.08 2331839782.5300 1.0000 2024-10-01 1.0000 2024-10-02 1.0000 2024-10-03 1.0000 2024-10-04 1.0000 2024-10-07 1.0000 2024-10-08 1.0000 2024-10-09 1.0000 2024-10-10 1.0000 2024-10-11 1.0000 2024-10-15 1.0000 2024-10-16 1.0000 2024-10-17 1.0000 2024-10-18 1.0000 2024-10-21 1.0000 2024-10-22 1.0000 2024-10-23 1.0000 2024-10-24 1.0000 2024-10-25 1.0000 2024-10-28 1.0000 2024-10-29 1.0000 2024-10-30 1.0000 2024-10-31 251127716.99 27558291.16 2024-10-01 8795484.30 10063148.04 2024-10-02 941469.05 15060953.65 2024-10-03 599630.03 0.00 2024-10-04 13768098.94 20000.00 2024-10-07 25651939.11 492135.00 2024-10-08 72924980.05 1032290.00 2024-10-09 10926852.70 0.00 2024-10-10 1319178.94 25768314.50 2024-10-11 80626770.79 3930205.22 2024-10-15 11352887.75 7030000.00 2024-10-16 22143259.56 19212857.59 2024-10-17 11107254.64 20022465.54 2024-10-18 3915907.53 18442546.34 2024-10-21 13994174.03 12255328.48 2024-10-22 971589.06 30000.00 2024-10-23 11484840.03 11643684.49 2024-10-24 80571153.10 3975025.00 2024-10-25 68263324.38 29539707.94 2024-10-28 6809282.58 15319960.57 2024-10-29 738422.18 105031.00 2024-10-30 26512984.32 6410045.00 2024-10-31 724547200.06 227911989.52 0.0473 2024-10-01 0.0474 2024-10-02 0.0474 2024-10-03 0.0474 2024-10-04 0.0474 2024-10-07 0.0474 2024-10-08 0.0474 2024-10-09 0.0474 2024-10-10 0.0473 2024-10-11 0.0473 2024-10-15 0.0473 2024-10-16 0.0473 2024-10-17 0.0473 2024-10-18 0.0473 2024-10-21 0.0473 2024-10-22 0.0473 2024-10-23 0.0472 2024-10-24 0.0472 2024-10-25 0.0472 2024-10-28 0.0472 2024-10-29 0.0472 2024-10-30 0.0472 2024-10-31 N 0.00 Registered investment company 0.00 0.9507 N Bank of America NA Bank of America NA 4.860000% 03199J004 B4TYDEB6GKMZO031MB27 0001102113 03199J004_4.86_1101 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 31339S6F7 2049-10-01 2.500000 0.00 30000.00 14273.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBMS2 2054-04-01 5.500000 0.00 4245904.00 4003557.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSF71 2053-06-01 6.000000 0.00 7416220.00 6702586.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DWX6 2036-02-01 2.000000 0.00 14370928.00 7497392.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EYF1 2033-11-01 5.500000 0.00 25315.00 18144.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138XJQH3 2044-04-01 4.000000 0.00 100000.00 15282.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGGW8 2054-07-01 6.500000 0.00 2870564.00 2959022.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HBH35 2048-06-01 4.500000 0.00 74000.00 23064.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEM5 2044-10-01 5.000000 0.00 8760608.00 8653673.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRQC7 2054-04-01 6.000000 0.00 600000.00 587551.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W2S6 2052-04-20 1.500000 0.00 92782.00 64009.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36180AB85 2054-10-20 4.500000 0.00 124167680.00 119308502.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HJ4B9 2059-09-15 5.570000 0.00 4600000.00 4777327.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HM6Y0 2059-10-15 5.090000 0.00 2580859.00 2598676.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202D6E6 2034-06-20 5.500000 0.00 73983.00 1285.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36209PQ42 2028-08-15 7.000000 0.00 306859.00 1153.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association N/A 3140QPKX4 2052-06-01 4.000000 0.00 75000.00 61180.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBPG9 2051-05-01 2.000000 0.00 133245184.00 83188138.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNVB7 2049-08-01 4.000000 0.00 16608032.00 14503507.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418BKY1 2034-12-01 3.500000 0.00 200000.00 21667.90 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 250000000.00 250000000.00 0.0108 N Y Y N Bank of America NA Bank of America NA 4.740000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_4.74_1125 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 912810RN0 2045-08-15 2.875000 0.00 298439200.00 230663844.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 6935400.00 5942481.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TP3 2053-02-15 1.500000 0.00 12097600.00 11063837.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 856700.00 752053.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 55519700.00 57577815.28 U.S. Treasuries (including strips) Y 2024-11-25 2024-11-25 2024-11-25 N N N 0.0474 300000000.00 300000000.00 0.0129 N N Y N Bank of America NA Bank of America NA 4.850000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_4.85_1101 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 912810RF7 2044-02-15 1.375000 0.00 4709100.00 5597489.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 20405800.00 19228038.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 226236800.00 230174488.38 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 250000000.00 250000000.00 0.0108 N Y Y N Bank of America NA Bank of America NA 4.860000% 03199T002 B4TYDEB6GKMZO031MB27 0001102113 03199T002_4.86_1101 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 3618JFMP4 2054-09-20 5.500000 0.00 1000.00 1008.83 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 11975500.00 11332565.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 92525400.00 90666477.83 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 100000000.00 100000000.00 0.0043 N Y 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 7025021 2028-12-31 3.750000 0.00 31272461.09 31893586.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025025 2029-10-31 4.000000 0.00 160573234.23 163762500.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025029 2026-04-30 2.370000 0.00 463108494.52 472306638.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025033 2027-07-31 2.750000 0.00 152336823.77 155362499.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025037 2028-02-29 1.120000 0.00 203112123.61 207146285.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7025041 2048-08-31 3.000000 0.00 19702505.24 20093831.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025045 2025-12-31 4.250000 0.00 15903903.22 16219782.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7025049 2040-11-30 4.250000 0.00 48864719.22 49835258.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025053 2027-04-30 0.500000 0.00 85181199.02 86873047.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025057 2030-01-31 3.500000 0.00 124570345.92 127044531.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025061 2028-01-31 3.500000 0.00 6864904.94 7001253.95 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7025065 2052-02-29 2.250000 0.00 63552278.45 64814538.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025069 2029-04-30 4.620000 0.00 124902039.16 127382812.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025073 2026-02-28 4.620000 0.00 92312710.35 94146202.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025077 2027-06-30 0.500000 0.00 64295798.87 65572826.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025081 2026-03-31 0.750000 0.00 151426198.17 154433788.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 7025085 2052-08-31 3.000000 0.00 30041902.14 30638586.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025089 2026-11-30 2.000000 0.00 39853497.46 40645057.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025093 2031-07-31 4.120000 0.00 77848786.70 79395000.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 7025097 2029-07-31 4.000000 0.00 44547185.02 45431970.09 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 2000000000.00 2000000000.00 0.0861 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.850000% 22599G006 N/A 0001330437 22599G006_4.85_1101 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 912828V98 2027-02-15 2.250000 0.00 51619500.00 49724077.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 50804800.00 52275993.26 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 100000000.00 100000000.00 0.0043 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.850000% 22599G006 N/A 0001330437 22599G006_4.85_1104 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 91282CGH8 2028-01-31 3.500000 0.00 22571000.00 22323102.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828M56 2025-11-15 2.250000 0.00 11694600.00 11566835.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 232800400.00 221110095.11 U.S. Treasuries (including strips) Y 2024-11-04 2024-11-04 2024-11-04 N N N 0.0485 250000000.00 250000000.00 0.0108 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.900000% 3130AMRM6 2549001DPIFGXC1TOL40 US3130AMRM61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-05-19 2025-05-19 N N N 0.0487 69522576.38 69522576.38 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.970000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-07-25 2025-07-25 N N N 0.0487 100094028.00 100094028.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.940000% 3130AWQ94 2549001DPIFGXC1TOL40 US3130AWQ940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-01-27 2025-01-27 N N N 0.0483 50016567.50 50016567.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.965000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-08-21 2025-08-21 N N N 0.0488 100090935.00 100090935.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.970000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-09-02 2025-09-02 N N N 0.0488 100097404.00 100097404.00 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 3882391.01 3882391.01 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.810000% 3130B2EH4 2549001DPIFGXC1TOL40 US3130B2EH42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2024-11-15 2024-11-15 N N N 0.0484 498893863.53 498893863.53 0.0215 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.850000% 3130B3H55 2549001DPIFGXC1TOL40 US3130B3H558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-06-02 2025-06-02 N N N 0.0487 149500000.00 149500000.00 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.815000% 3130B3H71 2549001DPIFGXC1TOL40 US3130B3H715 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-02-21 2025-02-21 N N N 0.0484 249000072.21 249000072.21 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.815000% 3130B3JB0 2549001DPIFGXC1TOL40 US3130B3JB00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-03-11 2025-03-11 N N N 0.0484 448998756.27 448998756.27 0.0193 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.840000% 3130B3JW4 2549001DPIFGXC1TOL40 US3130B3JW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-06 2025-06-06 2025-06-06 N N N 0.0472 399552566.21 399552566.21 0.0172 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.810000% 3130B3KJ1 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-02-03 2025-02-03 N N N 0.0481 98500000.00 98500000.00 0.0042 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 0.0429 48843990.31 48843990.31 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M89 2549001DPIFGXC1TOL40 US313384M895 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0450 1789776.50 1789776.50 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313385AS5 2549001DPIFGXC1TOL40 US313385AS59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-17 2025-01-17 2025-01-17 N N N 0.0441 4023231.58 4023231.58 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AY2 2549001DPIFGXC1TOL40 US313385AY28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0441 592843280.34 592843280.34 0.0255 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 0.0437 197202009.38 197202009.38 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 0.0437 147494633.44 147494633.44 0.0063 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 0.0437 148199437.50 148199437.50 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 0.0437 197032683.75 197032683.75 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 0.0431 60073588.12 60073588.12 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DQ6 2549001DPIFGXC1TOL40 US313385DQ66 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-28 2025-03-28 2025-03-28 N N N 0.0431 97984591.58 97984591.58 0.0042 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 0.0421 97661111.00 97661111.00 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 0.0421 97637722.00 97637722.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.990000% 3133EN4J6 254900C5LP6DN9OP9V83 US3133EN4J69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2024-12-19 2024-12-19 N N N 0.0485 1040213.64 1040213.64 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 0.0466 9743606.44 9743606.44 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 2024-11-01 2025-01-09 2025-01-09 N N N 0.0485 50014664.50 50014664.50 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.980000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-01-23 2025-01-23 N N N 0.0483 2000812.98 2000812.98 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.970000% 3133EN7K0 254900C5LP6DN9OP9V83 US3133EN7K06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-01-30 2025-01-30 N N N 0.0483 2000841.86 2000841.86 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.960000% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-01-03 2025-01-03 N N N 0.0482 1500420.65 1500420.65 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 2024-11-01 2025-05-23 2025-05-23 N N N 0.0501 14217198.38 14217198.38 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.950000% 3133EPKP9 254900C5LP6DN9OP9V83 US3133EPKP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-04-25 2025-04-25 N N N 0.0485 99762052.28 99762052.28 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 2024-11-01 2025-06-02 2025-06-02 N N N 0.0487 50037472.00 50037472.00 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 2024-11-01 2025-05-23 2025-05-23 N N N 0.0487 62545161.88 62545161.88 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.965000% 3133EPPB5 254900C5LP6DN9OP9V83 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-05-02 2025-05-02 N N N 0.0486 160111132.80 160111132.80 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.970000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2025-07-21 2025-07-21 N N N 0.0486 30029922.30 30029922.30 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.950000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-10-23 2026-10-23 N N N 0.0498 39749563.94 39749563.94 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.960000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-04 2026-11-04 2026-11-04 N N N 0.0496 30000000.00 30000000.00 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.910000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-02-09 2026-02-09 N N N 0.0492 50010991.00 50010991.00 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.950000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-09-23 2026-09-23 N N N 0.0497 119766979.35 119766979.35 0.0052 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.950000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-10-16 2026-10-16 N N N 0.0497 94016206.54 94016206.54 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.950000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-10-29 2026-10-29 N N N 0.0498 79749745.60 79749745.60 0.0034 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.910000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-06-18 2026-06-18 N N N 0.0497 199912132.00 199912132.00 0.0086 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.930000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-07-29 2026-07-29 N N N 0.0497 36995003.89 36995003.89 0.0016 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.950000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2026-10-23 2026-10-23 N N N 0.0498 71999211.60 71999211.60 0.0031 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.860000% 38399H002 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_4.86_1101 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 3131WGG86 2035-11-01 5.000000 0.00 855300.00 20068.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WMRS7 2039-03-01 4.500000 0.00 5000000.00 52989.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVKZ7 2046-11-01 3.000000 0.00 1417540.00 516292.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MUV0 2043-04-01 3.000000 0.00 2690784.00 523901.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEWJ1 2044-10-15 4.000000 0.00 29177376.00 26298046.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWNS9 2035-07-01 2.000000 0.00 1010000.00 431200.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQFF8 2049-07-01 4.000000 0.00 1200000.00 989053.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DS6Z0 2054-04-01 5.000000 0.00 14320288.00 13809855.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5.000000 0.00 10492736.00 9465228.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFV80 2052-07-01 5.000000 0.00 14728656.00 12216478.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHTN6 2052-08-01 5.000000 0.00 2887808.00 1355504.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BNW58 2052-10-01 4.500000 0.00 571089.00 497097.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CFXU8 2053-10-01 2.000000 0.00 8126208.00 6051474.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CJUM1 2053-12-01 6.000000 0.00 3723256.00 3657905.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CQKU8 2054-07-01 6.500000 0.00 2826272.00 2771018.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTP78 2054-09-01 6.000000 0.00 3564864.00 3583634.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWVB5 2054-10-01 6.000000 0.00 2516016.00 2576848.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CXBJ8 2054-09-01 6.500000 0.00 2150824.00 2226246.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CYCU0 2054-10-01 5.500000 0.00 2428788.00 2438440.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNY64 2052-03-01 2.000000 0.00 4360992.00 2980572.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRUS1 2053-07-01 3.500000 0.00 1278162.00 1129494.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133SKA84 2049-10-01 4.000000 0.00 6978784.00 2232140.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133SSSQ8 2044-05-01 4.500000 0.00 1759084.00 1694634.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEPV6 2054-06-01 7.000000 0.00 649589.00 593755.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371NU52 2028-04-01 5.500000 0.00 3309536.00 22372.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N0DH5 2052-08-01 4.000000 0.00 133504.00 113765.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140N2F30 2052-09-01 4.500000 0.00 10104300.00 8327994.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NGH37 2053-04-01 4.500000 0.00 2558392.00 2332950.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSH79 2053-06-01 7.000000 0.00 2460016.00 2306389.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVBB9 2054-08-01 6.500000 0.00 31741824.00 32903293.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVBU7 2044-08-01 6.000000 0.00 2250772.00 2312570.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QVBW3 2044-07-01 6.500000 0.00 2243348.00 2339303.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6UB5 2048-05-01 3.500000 0.00 914000.00 180278.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WSTV0 2043-05-01 3.500000 0.00 298629.00 38710.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YKWB5 2045-05-01 3.000000 0.00 8829344.00 2195344.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A2WP6 2054-01-01 6.000000 0.00 1104546.00 1116678.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A6UH7 2054-01-01 6.500000 0.00 2704116.00 2814263.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A9R36 2054-07-01 6.500000 0.00 1007062.00 1033460.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGCL6 2054-08-01 6.000000 0.00 2367380.00 2413590.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AHKU5 2054-07-01 7.000000 0.00 1210426.00 1021131.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AHW24 2054-07-01 5.500000 0.00 1040732.00 1033194.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AJDM7 2054-07-01 6.000000 0.00 2649420.00 2529451.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMD57 2054-08-01 4.500000 0.00 1424040.00 1364673.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APHM9 2039-09-01 5.000000 0.00 1709578.00 1709749.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APV76 2054-09-01 6.000000 0.00 1212164.00 1228644.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APZW7 2054-09-01 6.000000 0.00 12747392.00 12444963.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AQDF6 2054-08-01 5.500000 0.00 1253888.00 1246761.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ARLV0 2054-10-01 5.500000 0.00 1487688.00 1499354.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140E0VP7 2045-08-01 3.500000 0.00 1000000.00 118117.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXRG9 2042-11-01 2.500000 0.00 6238960.00 2694047.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXW81 2057-05-01 3.000000 0.00 20294208.00 16017612.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J54S5 2047-07-01 4.500000 0.00 125000.00 26193.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KA2M7 2051-06-01 1.500000 0.00 4235208.00 2557722.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAQ7 2053-04-20 4.500000 0.00 37000.00 33712.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617U2BL3 2050-11-20 2.000000 0.00 1158000.00 618890.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618J9PH3 2066-07-15 5.350000 0.00 1480716.00 1441699.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JENZ4 2054-10-20 5.000000 0.00 2023904.00 1990624.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3620AFYV3 2039-12-15 5.000000 0.00 280526.00 9749.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ABCQ3 2051-07-20 3.000000 0.00 35830920.00 24100545.57 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 26969600.00 27481352.56 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140QGRD1 2051-01-01 2.000000 0.00 56681408.00 33615597.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNN73 2052-03-01 3.000000 0.00 38347520.00 27773327.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPY84 2052-08-01 4.000000 0.00 50000000.00 40201350.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQRF4 2037-10-01 4.000000 0.00 3201524.00 2254021.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJT60 2037-09-01 3.000000 0.00 35664.00 27883.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJV26 2052-12-01 5.500000 0.00 40000.00 33780.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNMC5 2047-07-01 3.500000 0.00 52388640.00 44270127.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418AXD5 2043-09-01 4.000000 0.00 1000000.00 34930.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CLH5 2047-06-01 4.000000 0.00 518369.00 57939.74 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 400000000.00 400000000.00 0.0172 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.870000% 46699D001 N/A 0001168163 46699D001_4.87_1101 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 7025139 2034-05-31 4.370000 0.00 2000270555.56 2039999994.74 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 2000000000.00 2000000000.00 0.0861 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.900000% 46699D001 N/A 0001168163 46699D001_4.90_1101 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 7025147 2029-07-31 4.000000 0.00 250034027.78 255000000.32 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0490 250000000.00 250000000.00 0.0108 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.860000% 60686M007 0000812291 60686M007_4.8600 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3VQ0 2041-09-01 4.500000 0.00 2284312.00 78560.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFLH9 2033-01-01 4.650000 0.00 3300000.00 3270943.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XJN63 2033-12-01 4.470000 0.00 27598230.00 27218257.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNNK5 2052-01-01 2.000000 0.00 2029998.00 1393216.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USH53 2050-03-01 4.000000 0.00 4604.00 3793.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERKX7 2031-10-01 3.500000 0.00 724991.00 101067.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LTJT6 2042-05-01 3.500000 0.00 8500000.00 1433019.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6JW4 2054-06-01 6.000000 0.00 12469160.00 12328789.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MB5D0 2052-01-01 3.000000 0.00 5700000.00 3662204.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MKHF2 2052-06-01 4.000000 0.00 12009248.00 9992036.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NGBV1 2053-05-01 4.500000 0.00 5503602.00 5141116.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUAA7 2028-12-01 5.590000 0.00 3249000.00 3354499.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NUCD9 2033-12-01 5.250000 0.00 9525000.00 9877548.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QS3V1 2053-09-01 5.500000 0.00 6697777.00 5474301.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTHV4 2053-11-01 6.000000 0.00 25120067.00 24573797.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 9000.00 3629.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D7K2 2036-12-01 2.000000 0.00 8000.00 5170.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECQ1 2052-04-01 2.500000 0.00 29000.00 20965.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECW8 2037-04-01 3.000000 0.00 7000.00 4628.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED64 2052-06-01 3.000000 0.00 14000.00 10748.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EDJ6 2037-05-01 3.000000 0.00 124000.00 84927.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EPA2 2053-02-01 4.000000 0.00 6000.00 5068.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EXG0 2038-10-01 6.000000 0.00 1282108.00 965975.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FCP0 2039-09-01 6.000000 0.00 480757.00 460537.78 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FDB0 2054-10-01 5.500000 0.00 3569566.00 3543349.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJHJ0 2046-11-01 4.500000 0.00 4907293.00 727865.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJY28 2047-02-01 4.500000 0.00 60100769.00 12090030.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YTL36 2045-07-01 3.500000 0.00 495010.00 102767.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3PD9 2054-01-01 6.500000 0.00 1861093.00 1763059.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSD8 2054-10-01 5.500000 0.00 5333629.00 5373152.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSG1 2054-10-01 5.000000 0.00 4335912.00 4264038.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABXX8 2054-05-01 6.000000 0.00 14129424.00 13450644.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABZA6 2054-10-01 5.500000 0.00 6860146.00 6910981.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AF4Q6 2054-07-01 6.000000 0.00 10558976.00 10450909.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFGC4 2054-06-01 6.500000 0.00 7209921.00 7187274.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFL46 2054-06-01 5.000000 0.00 22210.00 21725.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFPT7 2054-06-01 6.500000 0.00 3153757.00 3262610.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFTV8 2054-06-01 5.500000 0.00 8176493.00 8111162.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AH3M2 2054-07-01 6.000000 0.00 28802.00 28374.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AHLD2 2054-07-01 6.000000 0.00 294223.00 291807.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AK4M4 2054-10-01 6.000000 0.00 5626418.00 5770690.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AKH40 2054-08-01 6.500000 0.00 1255530.00 1300146.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AKJA4 2054-08-01 5.000000 0.00 2171403.00 2128203.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMAD3 2054-08-01 5.500000 0.00 5568490.00 5564295.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMSS1 2054-10-01 5.000000 0.00 6289335.00 6148954.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ARNB2 2054-10-01 5.500000 0.00 9833147.00 9918108.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ASVU9 2054-11-01 5.500000 0.00 2378821.00 2382894.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FXX80 2062-12-01 3.500000 0.00 23339728.00 18788228.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J2RN8 2030-12-01 1.450000 0.00 13500000.00 11168635.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9H95 2046-02-01 4.500000 0.00 225000.00 53932.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9Q46 2048-01-01 3.500000 0.00 46669415.00 12188924.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K0SQ2 2049-12-01 3.000000 0.00 5213021.00 2400493.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LHAD2 2032-08-01 4.110000 0.00 15627000.00 14908501.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LL4Q1 2033-11-01 5.260000 0.00 6363000.00 6603370.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LLXP1 2033-10-01 5.630000 0.00 2000000.00 1979006.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LMAH2 2030-06-01 6.185000 0.00 5380000.00 5767663.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LMCC1 2028-12-01 5.850000 0.00 2441900.00 2553687.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEW3 2054-10-01 6.500000 0.00 6369598.00 6477828.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419GB60 2040-10-01 4.000000 0.00 44271031.00 3469988.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 19117.00 5262.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VXN5 2050-11-20 2.000000 0.00 5500000.00 2946258.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W7A0 2052-04-20 3.000000 0.00 1138401.00 887556.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WXH6 2052-02-20 2.000000 0.00 31669.00 21481.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNC6 2052-11-20 3.500000 0.00 15000.00 12233.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YFM1 2053-08-20 6.000000 0.00 1509546.00 1284676.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPL2 2053-12-20 7.500000 0.00 3000000.00 2075507.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36180AAG8 2054-09-20 6.000000 0.00 18256000.00 18460857.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H6UG7 2059-08-15 5.500000 0.00 5000000.00 5220150.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JFQG0 2054-10-20 6.000000 0.00 1417568.00 1457262.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JGB74 2054-10-20 6.000000 0.00 1926839.00 1966697.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36241K4C9 2039-04-15 5.000000 0.00 45051401.00 1537475.26 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 100.00 67.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 300.00 226.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 6887800.00 6985064.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 19182600.00 19747825.38 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NVDD6 2034-05-01 5.390000 0.00 4094000.00 4289483.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVDN4 2029-05-01 5.540000 0.00 2986000.00 3095435.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NVLA3 2034-06-01 5.180000 0.00 10729000.00 11074169.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8RL1 2048-03-01 4.500000 0.00 50000000.00 6737315.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8WZ4 2048-04-01 4.500000 0.00 74994614.00 6247261.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q8Y41 2033-05-01 3.500000 0.00 1000000.00 130689.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QA3M0 2049-05-01 4.000000 0.00 49000.00 5121.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBPA0 2049-08-01 3.000000 0.00 21997.00 5653.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 13999.00 3607.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEE32 2050-07-01 4.500000 0.00 28588589.00 9674045.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEWR9 2050-09-01 3.000000 0.00 64184123.00 27075260.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFF61 2050-10-01 3.000000 0.00 9200000.00 4258885.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN3V2 2052-05-01 4.000000 0.00 15001152.00 11882464.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QN6M9 2052-05-01 3.000000 0.00 63007971.00 46989249.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPRZ2 2052-07-01 5.000000 0.00 1400000.00 1150891.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XA2H4 2049-07-01 4.000000 0.00 24000.00 8917.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBYN4 2051-06-01 2.500000 0.00 400000.00 256892.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFPM7 2037-02-01 2.000000 0.00 10000.00 6562.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGZN2 2052-01-01 2.500000 0.00 160000.00 113913.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHMR5 2052-06-01 4.500000 0.00 5426000.00 4343405.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJT94 2052-04-01 3.000000 0.00 7000.00 5384.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKEA4 2050-01-01 3.500000 0.00 9524166.00 7393598.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLPD4 2053-05-01 2.500000 0.00 25000.00 19353.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLWR5 2053-07-01 5.000000 0.00 900000.00 790755.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XM4V5 2053-11-01 7.000000 0.00 15464996.00 12756284.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XML79 2053-09-01 6.500000 0.00 71321.00 62128.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNLN2 2053-07-01 2.500000 0.00 38000.00 30072.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNW59 2053-12-01 7.000000 0.00 19164349.00 18482553.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNY24 2054-02-01 6.000000 0.00 72327062.00 67871291.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNYA6 2052-06-01 3.500000 0.00 18252333.00 15501067.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPB99 2053-12-01 4.000000 0.00 20559614.00 18067501.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPD89 2038-11-01 3.000000 0.00 789876.00 674366.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPKG3 2052-01-01 4.000000 0.00 26694661.00 23462148.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPYY9 2054-05-01 6.500000 0.00 17564221.00 17244809.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRA62 2054-09-01 5.500000 0.00 17164137.00 16937339.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRSJ5 2052-06-01 3.000000 0.00 3294551.00 2882850.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRSM8 2054-04-01 4.000000 0.00 41182815.00 38726479.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRSN6 2050-04-01 4.000000 0.00 50159415.00 47277973.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRSX4 2054-10-01 5.500000 0.00 28184820.00 28215438.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KDC5 2038-05-01 5.000000 0.00 17394857.00 127526.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CMY7 2032-07-01 3.500000 0.00 654994.00 80661.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CS54 2048-01-01 4.000000 0.00 65000.00 8895.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CXP4 2048-06-01 4.500000 0.00 1875000.00 191763.05 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 800000000.00 800000000.00 0.0344 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.860000% 60686M007 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_4.86_1101 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 3132A3KW9 2040-10-01 4.000000 0.00 4900000.00 182824.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNWJ8 2052-04-01 3.500000 0.00 100000.00 76816.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DP3S5 2052-12-01 3.500000 0.00 18000.00 14762.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUQ67 2054-10-01 5.500000 0.00 37588901.00 38032086.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DURQ2 2054-11-01 6.000000 0.00 56950685.00 58492909.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 7731940.00 6230586.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 754999.00 644584.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AGNG0 2051-03-01 2.000000 0.00 100000.00 59825.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CMEZ3 2054-01-01 7.500000 0.00 1011199.00 1071773.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CQGU3 2054-07-01 6.500000 0.00 3406589.00 3517323.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUC61 2054-08-01 4.500000 0.00 1411790.00 1353915.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUXG6 2054-09-01 6.500000 0.00 1718976.00 1772584.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPGM4 2052-05-01 4.500000 0.00 18253901.00 14904388.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEQM5 2054-06-01 6.000000 0.00 1118737.00 1145618.84 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 125000000.00 125000000.00 0.0054 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.860000% 60686M007 0000812291 60686M007_4.86_1105 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVNH4 2046-12-01 3.500000 0.00 20609819.00 4865939.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWRM7 2047-05-01 4.000000 0.00 48729415.00 12001369.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PDB6 2048-06-01 4.000000 0.00 70762000.00 12825543.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A35J5 2041-07-01 4.500000 0.00 57361437.00 4879211.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3VQ0 2041-09-01 4.500000 0.00 2266125.00 77935.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACPN4 2047-11-01 4.000000 0.00 18615841.00 5209291.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSLK6 2054-01-01 6.000000 0.00 29372277.00 28156026.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 27366333.00 27485983.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTKM1 2054-04-01 6.500000 0.00 21068035.00 21180757.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTKQ2 2054-05-01 7.000000 0.00 33461863.00 33027651.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTRU6 2054-07-01 5.500000 0.00 24997660.00 24959618.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTRX0 2054-07-01 6.500000 0.00 20935096.00 20902716.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTRZ5 2054-07-01 6.500000 0.00 27178796.00 27195899.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTV64 2054-08-01 7.000000 0.00 26292667.00 27103952.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTVZ0 2054-08-01 6.500000 0.00 13792198.00 14284370.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 170000.00 117697.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 65001.00 55494.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 5491669.00 4909880.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHR7 2053-07-01 4.500000 0.00 17000.00 15169.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 1810392.00 1659997.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 47678184.00 43917797.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWLA9 2054-04-01 6.000000 0.00 26443928.00 24584887.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 331901.00 324491.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0PP1 2053-10-01 6.500000 0.00 415879.00 394931.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132QNQJ1 2045-03-01 3.500000 0.00 111764.00 4602.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B7VG0 2052-04-01 3.500000 0.00 33360.00 27041.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSW56 2054-08-01 6.500000 0.00 12572330.00 12541869.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CW5R9 2054-10-01 6.000000 0.00 1925049.00 1989355.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWXM9 2054-10-01 5.000000 0.00 1112535.00 1090578.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CXDB3 2054-10-01 5.500000 0.00 1331996.00 1327072.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CXFJ4 2054-09-01 5.500000 0.00 1163794.00 1164519.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CXM64 2054-10-01 6.000000 0.00 1828409.00 1875293.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNNK5 2052-01-01 2.000000 0.00 2770002.00 1901091.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPQX9 2052-07-01 4.500000 0.00 16414808.00 13355540.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133N3ZR8 2054-10-01 6.500000 0.00 1911961.00 1943559.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USH53 2050-03-01 4.000000 0.00 33227237.00 27374506.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WFH91 2054-06-01 7.000000 0.00 16165803.00 16925514.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WFYW1 2054-07-01 5.000000 0.00 723376.00 682500.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGWG6 2054-07-01 6.000000 0.00 14531850.00 13530726.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31374CND4 2038-06-01 5.000000 0.00 1292178.00 23789.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AFB90 2041-05-01 5.000000 0.00 100000.00 7086.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AFC65 2041-05-01 5.000000 0.00 299000.00 20675.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AFV31 2041-05-01 5.000000 0.00 99000.00 9699.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EGQ64 2040-11-01 5.000000 0.00 299000.00 18874.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERJ43 2046-06-01 4.000000 0.00 526709.00 85630.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERKX7 2031-10-01 3.500000 0.00 1399627.00 195115.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERNP1 2046-10-01 3.000000 0.00 799000.00 209356.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138W5GH5 2043-06-01 3.000000 0.00 200000.00 28782.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138W9BG4 2043-07-01 3.000000 0.00 500000.00 80572.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138W9BN9 2043-07-01 3.000000 0.00 8934767.00 1406941.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WEKH1 2045-04-01 3.500000 0.00 20272.00 3728.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WFVN3 2045-10-01 4.000000 0.00 1682410.00 179453.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WG7A6 2046-05-01 4.000000 0.00 798371.00 108274.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGBW3 2045-12-01 4.000000 0.00 16104697.00 2111587.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WHWE8 2046-09-01 3.000000 0.00 300000.00 68968.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJY28 2047-02-01 4.500000 0.00 7952483.00 1599742.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138X6PV1 2043-10-01 3.000000 0.00 299000.00 59568.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138XR5K1 2044-10-01 4.000000 0.00 58470.00 7322.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138Y8SB7 2045-02-01 4.000000 0.00 3963553.00 740368.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138Y9YQ5 2045-01-01 4.000000 0.00 1116072.00 105282.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YBWB5 2045-04-01 4.000000 0.00 433894.00 134559.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YE3J4 2045-02-01 4.000000 0.00 730558.00 155861.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YEHA8 2045-03-01 4.000000 0.00 3127780.00 358037.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YGLA8 2045-01-01 4.000000 0.00 2113652.00 398625.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YJA48 2045-04-01 4.000000 0.00 1239660.00 216707.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YM7J2 2045-06-01 4.000000 0.00 2855102.00 471749.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YRTS7 2045-11-01 4.000000 0.00 7987068.00 585820.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YUWK3 2045-06-01 4.000000 0.00 4730099.00 1099463.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YV2X6 2045-07-01 4.000000 0.00 2166379.00 328897.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YXHC2 2045-08-01 4.000000 0.00 1979842.00 1263885.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138YYYJ6 2045-09-01 4.000000 0.00 1620403.00 128949.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABR98 2054-10-01 5.500000 0.00 3014514.00 3029213.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABS22 2054-10-01 6.000000 0.00 2910705.00 2969946.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSC0 2054-10-01 5.500000 0.00 3321494.00 3362758.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSE6 2054-10-01 5.500000 0.00 2917720.00 2938360.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSP1 2054-10-01 5.000000 0.00 2312475.00 2286833.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSR7 2054-10-01 6.000000 0.00 2364000.00 2438674.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABSS5 2054-10-01 6.000000 0.00 1674752.00 1710981.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AF4Q6 2054-07-01 6.000000 0.00 16546497.00 16377150.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFGD2 2054-06-01 6.500000 0.00 4748092.00 4903335.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AH3M2 2054-07-01 6.000000 0.00 10243682.00 10091754.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AHEC2 2054-07-01 6.000000 0.00 11600251.00 11496969.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YFM1 2053-08-20 6.000000 0.00 871024.00 741271.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617LYUD0 2049-12-20 2.500000 0.00 2185000.00 368873.08 Agency Collateralized Mortgage Obligation U.S. Treasury Bill 254900HROIFWPRGM1V77 912797MG9 2025-08-07 0.00 0.00 100.00 96.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 31100.00 25780.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 29000.00 29409.52 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NVXB8 2034-08-01 5.190000 0.00 4138436.00 4133399.52 Agency Mortgage-Backed Securities Y 2024-11-05 2024-11-05 2024-11-05 N N N 0.0486 500000000.00 500000000.00 0.0215 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.860000% 60686M007 0000812291 60686M007_4.86_1106 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128C6R35 2025-11-01 5.000000 0.00 1864.00 1.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRAS4 2040-12-01 4.000000 0.00 1589.00 81.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WVWY8 2031-07-01 7.000000 0.00 6171.00 19.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WXJS2 2032-06-01 6.500000 0.00 491158.00 85.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2FW7 2038-03-01 5.000000 0.00 1337.00 8.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUQ91 2054-10-01 5.500000 0.00 1019.00 1021.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DURT6 2054-10-01 6.000000 0.00 16830520.00 17133620.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRUW1 2054-08-01 6.500000 0.00 2286486.00 2378412.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQX83 2052-11-01 6.500000 0.00 3000000.00 2957315.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6J85 2045-04-01 4.000000 0.00 2733.00 770.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FBT3 2039-08-01 5.500000 0.00 3573748.00 3335672.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEC7 2054-10-01 5.000000 0.00 55000.00 53772.22 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 19999900.00 19299265.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 22758100.00 22109352.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 8907800.00 8815756.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 63457700.00 63335120.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 979900.00 977391.15 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140GYJE0 2048-02-01 4.000000 0.00 9799876.00 3217037.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VVX5 2050-10-20 2.000000 0.00 13000.00 6545.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36200A4H9 2037-07-15 5.000000 0.00 1252.00 30.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3620A9MD0 2039-08-15 5.000000 0.00 1945.00 26.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36291YP68 2038-11-15 5.000000 0.00 1136.00 39.10 Agency Collateralized Mortgage Obligation U.S. Treasury Bill 254900HROIFWPRGM1V77 912797LZ8 2025-01-30 0.00 0.00 370600.00 366488.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 12097200.00 11746358.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 4974200.00 4779035.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284Z0 2025-08-31 2.750000 0.00 11508700.00 11407262.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 2000600.00 1798767.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 5000300.00 5100830.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875000 0.00 266708400.00 269202390.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 18913400.00 19338119.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 67711100.00 70526934.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 2072000.00 2080299.40 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140XPYY9 2054-05-01 6.500000 0.00 21922116.00 21523454.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KDC5 2038-05-01 5.000000 0.00 6912.00 50.67 Agency Mortgage-Backed Securities Y 2024-11-06 2024-11-06 2024-11-06 N N N 0.0486 550000000.00 550000000.00 0.0237 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.900000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.90_1101 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 7025105 2026-12-31 1.250000 0.00 500068055.56 509999998.41 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0490 500000000.00 500000000.00 0.0215 N Y Y N Standard Chartered Bank Standard Chartered Bank 4.850000% 853993004 RILFO74KP1CM8P6PCT96 0000861350 853993004_4.85_1101 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 7025101 2029-04-30 4.620000 0.00 250033680.56 255000000.94 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 250000000.00 250000000.00 0.0108 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 4.860000% 86599Z009 N/A 0001184915 86599Z009_4.86_1101 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 91282CFZ9 2027-11-30 3.875000 0.00 288800.00 291227.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGL9 2026-02-15 4.000000 0.00 118000.00 118616.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 362100.00 354410.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHD6 2025-05-31 4.250000 0.00 858400.00 872579.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 686700.00 622032.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 963200.00 797436.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1311700.00 1173787.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 240600.00 242512.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 990100.00 1026334.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 124100.00 126682.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 335100.00 333885.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.250000 0.00 682100.00 691264.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJV4 2026-01-31 4.250000 0.00 1676300.00 1693527.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 84200.00 84332.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 298000.00 305856.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 343000.00 349072.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 721200.00 723370.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 659300.00 644682.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 248770600.00 244582901.45 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 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 0.0450 196627802.00 196627802.00 0.0085 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 0.0457 198287938.00 198287938.00 0.0085 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 495277655.00 495277655.00 0.0213 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 0.0455 476055256.50 476055256.50 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 0.0451 491240627.11 491240627.11 0.0211 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MW4 254900HROIFWPRGM1V77 US912797MW43 U.S. Treasury Debt Y 2025-01-07 2025-01-07 2025-01-07 N N N 0.0456 297507042.00 297507042.00 0.0128 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797MY0 254900HROIFWPRGM1V77 US912797MY09 U.S. Treasury Debt Y 2025-01-21 2025-01-21 2025-01-21 N N N 0.0456 494004321.38 494004321.38 0.0213 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797NB9 254900HROIFWPRGM1V77 US912797NB96 U.S. Treasury Debt Y 2025-04-10 2025-04-10 2025-04-10 N N N 0.0447 245191320.00 245191320.00 0.0106 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 0.0460 99479688.00 99479688.00 0.0043 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 0.0454 298239843.00 298239843.00 0.0128 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 0.0455 197773438.00 197773438.00 0.0085 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 0.0445 196032812.00 196032812.00 0.0084 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 0.0441 97312500.00 97312500.00 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 0.0450 98993750.00 98993750.00 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 0.0447 198191406.00 198191406.00 0.0085 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.762000% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-11-01 2025-01-31 2025-01-31 N N N 0.0464 564638167.02 564638167.02 0.0243 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.731000% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-11-01 2025-04-30 2025-04-30 N N N 0.0473 445495027.19 445495027.19 0.0192 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.687000% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-11-01 2025-07-31 2025-07-31 N N N 0.0474 399795692.00 399795692.00 0.0172 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.732000% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-11-01 2025-10-31 2025-10-31 N N N 0.0475 399832684.00 399832684.00 0.0172 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.807000% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-11-01 2026-01-31 2026-01-31 N N N 0.0475 185457848.37 185457848.37 0.0080 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.744000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2024-11-01 2026-07-31 2026-07-31 N N N 0.0475 199907158.00 199907158.00 0.0086 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 4.880000% 959BLB000 N/A 0000947263 959BLB000_4.88_1101 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 Bank N/A 3130A6C70 2025-09-12 2.625000 0.00 15000.00 14830.84 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AEB25 2028-06-09 3.250000 0.00 2695000.00 2658812.74 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AFFX0 2028-11-16 3.250000 0.00 285000.00 280449.64 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AJHU6 2025-04-14 0.500000 0.00 1495000.00 1468413.09 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AJKW8 2025-06-13 0.500000 0.00 600000.00 586805.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AK5E2 2025-09-04 0.375000 0.00 510000.00 493510.04 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ANGZ7 2025-05-23 0.550000 0.00 200000.00 196160.38 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130APEH4 2026-06-30 1.020000 0.00 25000.00 23696.50 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130ATXF9 2024-11-22 5.010000 0.00 100000.00 101027.11 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWSR2 2025-01-03 4.940000 0.00 100000.00 100403.31 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AWSX9 2025-02-03 4.945000 0.00 100000.00 101328.71 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXU63 2026-11-17 4.625000 0.00 940000.00 968752.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AXXZ6 2034-12-20 6.030000 0.00 5080000.00 5192006.38 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130B22G9 2030-08-05 5.300000 0.00 6525000.00 6603170.22 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EP2K0 2026-02-12 4.960000 0.00 245000000.00 247906720.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133EPX42 2026-01-23 4.975000 0.00 140776000.00 140985365.20 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XEXR5 2036-03-14 5.125000 0.00 50000.00 52489.05 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3133XGAY0 2036-07-15 5.500000 0.00 245000.00 270173.37 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0488 400000000.00 400000000.00 0.0172 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.800000% 98599G006 N/A 98599G006_4.80_1101 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 91282CEP2 2032-05-15 2.875000 0.00 689084700.00 638666525.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 10663700.00 10010195.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 279986200.00 250983867.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 1041000800.00 871162498.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 8351600.00 7198491.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 385876100.00 322258458.50 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0480 2100000000.00 2100000000.00 0.0904 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.850000% 98599G006 98599G006_4.85_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875000 0.00 542736700.00 547740108.23 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 537000000.00 537000000.00 0.0231 N Y Y N BNP Paribas SA BNP Paribas SA 4.850000% 986PPK002 N/A 986PPK002_4.85_1101 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 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 988.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 47394000.00 47640200.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 74113200.00 76164133.73 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QU5 2042-02-15 3.125000 0.00 1000000.00 834914.72 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 72.23 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RY6 2047-08-15 2.750000 0.00 11225600.00 8289388.01 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 3546400.00 2677177.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 12000000.00 10239783.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 741900.00 647953.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 200.00 248.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 100.00 93.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625000 0.00 2014600.00 2622489.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375000 0.00 27382400.00 26291091.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375000 0.00 100.00 96.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375000 0.00 800.00 763.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.500000 0.00 200.00 190.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 100.00 94.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 109001400.00 109182371.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 18523000.00 17653484.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 3763400.00 3795483.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 200.00 205.79 U.S. Treasuries (including strips) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 300000000.00 300000000.00 0.0129 N Y Y N BNP Paribas SA BNP Paribas SA 4.860000% 986PPK002 N/A 986PPK002_4.86_1101 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 31288RA81 2050-02-01 5.970000 0.00 153464.00 150825.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RBF4 2054-08-01 4.904000 0.00 19298183.00 18925756.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LUSK3 2037-07-01 7.605000 0.00 2942365.00 23387.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NGEF8 2036-06-01 7.307000 0.00 4000000.00 25592.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHS95 2037-01-01 6.497000 0.00 3257642.00 66914.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5BZ6 2040-03-01 6.221000 0.00 3000000.00 26839.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WKNM8 2037-11-01 6.500000 0.00 3657352.00 36065.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PYM9 2049-01-01 4.500000 0.00 74052353.00 19791248.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD2X5 2049-02-01 4.500000 0.00 4165.00 889.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNDQ3 2052-04-01 2.500000 0.00 1000.00 708.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTAT7 2054-04-01 6.000000 0.00 1024.00 1006.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6R1 2050-06-01 2.000000 0.00 1001.00 452.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 9000.00 6673.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 3999.00 3414.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5.000000 0.00 37030784.00 32862871.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMZ3 2054-10-01 6.000000 0.00 25600640.00 25943586.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0Q88 2052-09-01 3.500000 0.00 1001.00 849.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8BT2 2032-11-01 5.857000 0.00 246870.00 247477.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.100000 0.00 10364.00 8998.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WXAY6 2040-01-01 3.300000 0.00 31935.00 25834.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 128323.00 98178.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3CW6 2050-03-01 3.000000 0.00 276000.00 128670.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BH4T0 2052-08-01 3.000000 0.00 5040.00 3857.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CGTX5 2053-11-01 7.000000 0.00 2222832.00 2163910.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CQXA8 2054-08-01 6.000000 0.00 1008.00 987.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRK36 2054-08-01 6.000000 0.00 672418.00 651026.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSGD7 2054-08-01 6.000000 0.00 1000.00 788.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5E5 2054-09-01 6.500000 0.00 1595595.00 1648947.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CT5U9 2054-09-01 6.500000 0.00 2144817.00 2212023.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTK73 2054-08-01 6.000000 0.00 304636.00 302900.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENED8 2036-11-17 2.580000 0.00 71000.00 57455.21 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENEE6 2036-11-17 2.480000 0.00 3511000.00 2813388.10 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENGJ3 2041-12-09 2.900000 0.00 2019000.00 1558689.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENLH1 2042-01-24 2.820000 0.00 4172000.00 3161121.62 Agency Mortgage-Backed Securities Federal Farm Credit Bank N/A 3133ENSR2 2042-03-24 3.700000 0.00 1749000.00 1472711.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2.000000 0.00 1000.00 584.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKRQ4 2050-11-01 2.500000 0.00 827000.00 403860.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFQ6 2052-05-01 3.000000 0.00 16000.00 12059.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPHS0 2052-06-01 5.000000 0.00 15998.00 14359.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 11296.00 9097.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W9ZG9 2054-03-01 6.000000 0.00 1203321.00 1213622.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. Strip N/A 3134A4KY9 2032-07-15 0.00 0.00 857000.00 605792.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31359MEB5 2038-08-06 6.210000 0.00 1800000.00 2121736.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 313637WE6 2030-09-01 3.730000 0.00 1007.00 960.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138E06L8 2041-12-01 6.274000 0.00 5200000.00 85053.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EGYD0 2041-07-01 7.429000 0.00 4300000.00 81198.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EPY81 2043-11-01 5.940000 0.00 1000.00 137.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EQW57 2045-11-01 7.358000 0.00 3600000.00 144792.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ETX35 2044-10-01 6.537000 0.00 1270.00 81.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJ5B2 2037-09-01 3.460000 0.00 1000.00 886.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LNL90 2033-06-01 3.720000 0.00 2182.00 2033.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MGNF4 2052-02-01 2.500000 0.00 99000.00 64561.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MWUV6 2053-01-01 6.500000 0.00 1000.00 879.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NDSQ1 2053-04-01 5.500000 0.00 1000.00 861.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLM8 2054-05-01 5.000000 0.00 1002.00 968.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2Q1 2054-04-01 5.760000 0.00 10924000.00 11384942.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NU2T5 2054-04-01 5.760000 0.00 4657970.00 4842396.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTDZ9 2053-10-01 4.500000 0.00 1004.00 905.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUV60 2054-06-01 7.000000 0.00 2125360.00 2203086.80 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6JS1 2044-12-01 4.000000 0.00 3698561.00 1332292.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D3G5 2051-08-01 2.000000 0.00 4000.00 2593.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED64 2052-06-01 3.000000 0.00 2304260.00 1769064.09 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 285800.00 264288.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 1741200.00 1765787.97 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3138WF6S0 2045-12-01 3.500000 0.00 4000.00 982.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WG4K7 2046-05-01 2.500000 0.00 1265000.00 227646.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.817000 0.00 2986380.00 27857.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407NYT4 2035-09-01 6.853000 0.00 3500000.00 18341.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A3YL1 2053-11-01 7.000000 0.00 2000.00 2119.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ABAQ8 2054-04-01 6.000000 0.00 1000.00 1007.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWX0 2054-06-01 7.000000 0.00 13000.00 13773.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGAF1 2054-06-01 7.000000 0.00 565659.00 592595.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APBT0 2054-08-01 7.000000 0.00 4000.00 4200.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APT20 2054-09-01 7.000000 0.00 1696702.00 1767703.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRC68 2033-10-01 3.690000 0.00 1889226.00 1764669.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRM83 2028-10-01 3.825000 0.00 40524.00 38370.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HTFX2 2034-05-01 3.590000 0.00 631377.00 576839.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1784560.00 1539947.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 279859.00 219699.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 94766.00 84593.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J7RJ6 2047-04-01 6.421000 0.00 2222.00 256.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDRL5 2051-09-01 2.490000 0.00 850746.00 608757.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUJ6 2038-10-01 2.150000 0.00 1254.00 899.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDUN7 2041-11-01 2.160000 0.00 1000.00 681.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDW70 2041-10-01 2.310000 0.00 180485.00 125540.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYN3 2036-10-01 2.090000 0.00 4164.00 3230.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDYP8 2041-10-01 2.265000 0.00 1491580.00 1031050.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDZM4 2041-10-01 2.265000 0.00 191964.00 132596.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LEN60 2041-12-01 2.410000 0.00 2622.00 1845.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 41311.00 35490.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGJW3 2037-05-01 3.870000 0.00 472936.00 430311.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEE3 2054-10-01 6.000000 0.00 11510195.00 11669438.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31419A5V5 2041-01-01 6.161000 0.00 21000000.00 243901.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425SAA8 2033-12-01 4.581000 0.00 659761.00 651229.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSFV5 2054-07-01 6.500000 0.00 3280238.00 3309113.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178DPC9 2042-11-15 3.000000 0.00 3344.00 751.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 4215031.00 1160281.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 1373705.00 1293258.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617LNSR6 2050-02-20 3.000000 0.00 1282.00 615.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MKM71 2050-08-15 3.000000 0.00 5047002.00 2336201.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XJMP2 2052-04-20 4.000000 0.00 870200.00 787690.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKUX3 2051-12-20 4.000000 0.00 4011940.00 3355080.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HG5R9 2064-03-20 2.500000 0.00 2030.00 1637.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618HX5R2 2064-07-20 3.500000 0.00 487058.00 431471.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ACJW1 2053-04-15 6.000000 0.00 9330.00 9304.17 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 9645200.00 5381121.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 19964300.00 17243583.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625000 0.00 200.00 193.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 400.00 357.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 200.00 188.42 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3140NUWX3 2041-04-01 5.130000 0.00 124517.00 124878.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NV4R5 2029-10-01 4.250000 0.00 4461408.00 4410055.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 14927220.00 14904605.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q9XH1 2048-10-01 4.500000 0.00 104299040.00 24979410.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QADZ0 2048-12-01 5.000000 0.00 24488703.00 6023105.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 13607138.00 2567888.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLMX1 2051-08-01 2.000000 0.00 4000.00 2620.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNLY6 2052-03-01 2.500000 0.00 2884.00 2087.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 1000.00 902.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XC3V8 2051-02-01 3.500000 0.00 8981481.00 4224347.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCC30 2038-08-01 3.000000 0.00 15999.00 7949.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFZS3 2052-03-01 3.000000 0.00 1000.00 700.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XLPP7 2053-05-01 5.000000 0.00 14981.00 13199.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410G5V1 2038-04-01 5.000000 0.00 1375.00 13.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31412CFF2 2037-01-01 6.998000 0.00 76728.00 766.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414C6J2 2038-04-01 6.990000 0.00 3466000.00 35546.48 Agency Mortgage-Backed Securities Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 250000000.00 250000000.00 0.0108 N Y Y N AllianceBernstein Fixed Income Shares 2024-11-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller