N-MFP2 0000862021 XXXXXXXX 2018-01-31 0000862021 S000011990 9 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 Exempt Government N 33 83 3418646355.66 3020297085.76 2874541076.93 3273095351.52 4086821535.40 3366856519.83 3858694174.67 3951924851.79 0.00 0.4390 0.4274 0.4081 0.4519 0.5248 0.4765 0.5479 0.5456 0.0000 3833354.58 7324045484.15 7324430036.85 5209114.30 335800045.83 7041748006.92 7041856275.6150 1.0000 0.0138 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 6225834889.70 6225895132.1700 1.0000 1.0000 1.0000 1.0000 0.0000 985089497.80 630410502.80 798173516.55 1486730293.14 851505735.47 1053619516.20 1104822254.87 832784440.55 0.00 0.00 4629539554.53 5021532652.36 0.0117 N C000172512 0.00 8559514.53 8548930.9400 1.0000 1.0000 1.0000 1.0000 0.0000 34108.10 29123.19 140984.79 155946.97 560817.84 181132.33 523340.34 63355.35 0.00 0.00 1281231.34 970148.37 0.0098 N C000172513 100000.00 637943400.76 637976786.7800 1.0000 1.0000 1.0000 1.0000 0.0000 13419450.23 24817353.10 21496381.33 49859544.34 97933905.48 17733928.86 7131937.22 15478872.13 0.00 0.00 147755370.90 147067980.36 0.0116 Y AB has waived $54,042 for Distributor. C000172514 2500.00 117508828.64 117526630.9760 1.0000 1.0000 1.0000 1.0000 0.0000 650173.92 2416964.27 345791.99 1854510.03 329466.51 916995.49 1195492.43 1925240.94 0.00 0.00 3505363.72 8508810.15 0.0098 Y AB has waived $25,315 for Distributor. C000172515 2500.00 7580236.55 7581423.4360 1.0000 1.0000 1.0000 1.0000 0.0000 45833.59 193924.34 0.00 361895.84 73077.68 134494.75 10798.31 286398.31 0.00 0.00 157941.79 1218354.17 0.0097 Y AB has waived $5,193 for Distributor. C000172516 0.00 8326422.09 8324159.2300 1.0000 1.0000 1.0000 1.0000 0.0000 33759.89 117777.14 1062587.02 157448.61 99860.82 2027.26 104794.09 276915.47 0.00 0.00 1826425.55 570141.48 0.0105 N C000172517 0.00 34464081.75 34472738.7180 1.0000 1.0000 1.0000 1.0000 0.0000 3361201.63 1978244.94 327650.69 2398562.31 932185.25 2028863.89 607399.85 2024164.08 0.00 0.00 6720808.25 10534273.72 0.0108 Y AB has waived $7,868 for Distributor. C000172520 5000000.00 10002.86 10003.0000 1.0000 1.0000 1.0000 1.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0119 N C000193052 2500.00 1520630.04 1520470.3650 1.0000 1.0000 1.0000 1.0000 0.0000 2312.04 24187.65 1371.45 10509.95 1977.83 1034.10 11630.96 2772.99 0.00 0.00 17869.32 38712.50 0.0094 Y AB has waived $1,290 for Distributor. Bank of America NA Bank of America NA 1.340000% B4TYDEB6GKMZO031MB27 0001102113 060990009_1.34_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2027-11-30 6.120000 78125000.00 102000000.00 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-09 N N N 0.0134 100000000.00 100000000.00 0.0142 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.650000% 3130A0B58 US3130A0B582 U.S. Government Agency Debt Y 2018-02-01 2018-11-07 2018-11-07 N N N 0.0138 7014625.03 7014625.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.875000% 3130A8BD4 US3130A8BD45 U.S. Government Agency Debt Y 2018-06-29 2018-06-29 2018-06-29 N N N 0.0159 29508967.34 29508967.34 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.424000% 3130AB4L7 US3130AB4L72 U.S. Government Agency Debt Y 2018-02-03 2018-07-03 2018-07-03 N N N 0.0145 77495453.85 77495453.85 0.0110 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.394000% 3130AB5S1 US3130AB5S17 U.S. Government Agency Debt Y 2018-02-11 2018-05-11 2018-05-11 N N N 0.0140 80003838.40 80003838.40 0.0114 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.404000% 3130ABF68 US3130ABF681 U.S. Government Agency Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0144 61999579.64 61999579.64 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.411000% 3130ABFN1 US3130ABFN18 U.S. Government Agency Debt Y 2018-02-23 2018-03-23 2018-03-23 N N N 0.0144 49998986.50 49998986.50 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.415000% 3130ABHD1 US3130ABHD18 U.S. Government Agency Debt Y 2018-02-24 2018-05-24 2018-05-24 N N N 0.0145 99995288.00 99995288.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.416000% 3130ABVD5 US3130ABVD51 U.S. Government Agency Debt Y 2018-02-25 2018-04-25 2018-04-25 N N N 0.0145 54998548.00 54998548.00 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.416000% 3130ABVE3 US3130ABVE35 U.S. Government Agency Debt Y 2018-02-20 2018-04-20 2018-04-20 N N N 0.0145 59998573.20 59998573.20 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.442000% 3130ABWG7 US3130ABWG73 U.S. Government Agency Debt Y 2018-02-27 2018-08-27 2018-08-27 N N N 0.0145 25000098.50 25000098.50 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.428000% 3130ABYW0 US3130ABYW06 U.S. Government Agency Debt Y 2018-02-01 2018-05-01 2018-05-01 N N N 0.0144 50000002.00 50000002.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.412000% 3130ABZS8 US3130ABZS84 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0144 9999996.60 9999996.60 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.418000% 3130AC2A1 US3130AC2A18 U.S. Government Agency Debt Y 2018-02-09 2018-05-09 2018-05-09 N N N 0.0144 50000498.50 50000498.50 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.366000% 3130ACNW0 US3130ACNW08 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0144 99997819.00 99997819.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.399000% 3130ACRF3 US3130ACRF39 U.S. Government Agency Debt Y 2018-02-03 2018-05-03 2018-05-03 N N N 0.0144 49996787.50 49996787.50 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.405000% 3130ACUR3 US3130ACUR30 U.S. Government Agency Debt Y 2018-02-24 2018-05-24 2018-05-24 N N N 0.0145 99992158.00 99992158.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.437000% 3130ACV84 US3130ACV843 U.S. Government Agency Debt Y 2018-02-27 2018-08-27 2018-08-27 N N N 0.0145 99997547.00 99997547.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.462000% 3130ACX25 US3130ACX252 U.S. Government Agency Debt Y 2018-02-27 2019-01-11 2019-01-11 N N N 0.0147 50001083.50 50001083.50 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.404000% 3130ADDC3 US3130ADDC37 U.S. Government Agency Debt Y 2018-02-11 2018-07-11 2018-07-11 N N N 0.0145 99989029.00 99989029.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.411000% 3130ADFX5 US3130ADFX55 U.S. Government Agency Debt Y 2018-02-26 2018-07-26 2018-07-26 N N N 0.0145 99990288.00 99990288.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.400000% 3130ADGR7 US3130ADGR78 U.S. Government Agency Debt Y 2018-02-24 2018-05-24 2018-05-24 N N N 0.0145 99990593.00 99990593.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.000000% 3130ADLR1 US3130ADLR14 U.S. Government Agency Debt Y 2018-02-05 2018-06-05 2018-06-05 N N N 0.0101 99996638.00 99996638.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.000000% 3130ADLX8 US3130ADLX81 U.S. Government Agency Debt Y 2018-02-02 2018-08-02 2018-08-02 N N N 0.0101 99994933.00 99994933.00 0.0142 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313TK4 US313313TK46 U.S. Government Agency Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0132 4096892.20 4096892.20 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313TS7 US313313TS71 U.S. Government Agency Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0135 4994830.00 4994830.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SP2 US313385SP29 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 5099816.40 5099816.40 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SS6 US313385SS67 313385SS6 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-02-05 2018-02-05 2018-02-05 N N N 0.0132 9998560.00 9998560.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SU1 US313385SU14 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 31793099.40 31793099.40 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385SW7 US313385SW79 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0132 24992775.00 24992775.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TD8 US313385TD89 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0132 1649105.70 1649105.70 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 152230010.52 152230010.52 0.0216 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385TR7 US313385TR75 U.S. Government Agency Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0132 51749495.00 51749495.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UF1 US313385UF19 U.S. Government Agency Debt Y 2018-03-14 2018-03-14 2018-03-14 N N N 0.0135 21966670.00 21966670.00 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UH7 US313385UH74 U.S. Government Agency Debt Y 2018-03-16 2018-03-16 2018-03-16 N N N 0.0135 49920550.00 49920550.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y 2018-03-23 2018-03-23 2018-03-23 N N N 0.0135 301917326.83 301917326.83 0.0429 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385UV6 US313385UV68 U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0135 199593600.00 199593600.00 0.0283 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385VA1 US313385VA13 U.S. Government Agency Debt Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0144 2992899.00 2992899.00 0.0004 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VC7 US313385VC78 313385VC7 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-04-04 2018-04-04 2018-04-04 N N N 0.0144 99755400.00 99755400.00 0.0142 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VK9 US313385VK94 313385VK9 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2018-04-11 2018-04-11 2018-04-11 N N N 0.0144 2592922.80 2592922.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VM5 US313385VM50 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0144 39489080.40 39489080.40 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VU7 US313385VU76 U.S. Government Agency Debt Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0144 4815138.09 4815138.09 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385VZ6 US313385VZ63 U.S. Government Agency Debt Y 2018-04-25 2018-04-25 2018-04-25 N N N 0.0144 1096398.60 1096398.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YA8 US313385YA85 U.S. Government Agency Debt Y 2018-06-13 2018-06-13 2018-06-13 N N N 0.0157 49717650.00 49717650.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YB6 US313385YB68 U.S. Government Agency Debt Y 2018-02-01 2018-06-14 2018-06-14 N N N 0.0155 49715550.00 49715550.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YC4 US313385YC42 U.S. Government Agency Debt Y 2018-06-15 2018-06-15 2018-06-15 N N N 0.0157 49713400.00 49713400.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YQ3 US313385YQ38 U.S. Government Agency Debt Y 2018-06-27 2018-06-27 2018-06-27 N N N 0.0157 99375400.00 99375400.00 0.0141 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EE7A2 US3133EE7A23 U.S. Government Agency Debt Y 2018-01-17 2018-05-17 2018-05-17 N N N 0.0141 41078183.75 41078183.75 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EE7A2 US3133EE7A23 U.S. Government Agency Debt Y 2018-01-17 2018-05-17 2018-05-17 N N N 0.0141 4317436.68 4317436.68 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.596800% 3133EEAN0 US3133EEAN05 U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0146 17500309.93 17500309.93 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 1.457400% 3133EEDP2 US3133EEDP26 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0166 20261365.53 20261365.53 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.617700% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0145 8500040.97 8500040.97 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 1.596100% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y 2018-02-22 2018-03-22 2018-03-22 N N N 0.0143 22480964.19 22480964.19 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.520000% 3133EEQ86 US3133EEQ860 U.S. Government Agency Debt Y 2018-02-01 2018-03-26 2018-03-26 N N N 0.0146 50004239.50 50004239.50 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.110000% 3133EEQM5 US3133EEQM57 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0144 29994720.00 29994720.00 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.624600% 3133EEUZ1 US3133EEUZ15 U.S. Government Agency Debt Y 2018-03-26 2018-03-26 2018-03-26 N N N 0.0155 10302645.35 10302645.35 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.598700% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y 2018-02-11 2018-06-11 2018-06-11 N N N 0.0144 1205794.54 1205794.54 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.591100% 3133EEZ52 US3133EEZ523 U.S. Government Agency Debt Y 2018-02-22 2018-03-22 2018-03-22 N N N 0.0141 390108.57 390108.57 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EEZC7 US3133EEZC74 U.S. Government Agency Debt Y 2018-01-16 2018-04-16 2018-04-16 N N N 0.0140 103926127.45 103926127.45 0.0148 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EEZC7 US3133EEZC74 U.S. Government Agency Debt Y 2018-01-16 2018-04-16 2018-04-16 N N N 0.0140 3106498.38 3106498.38 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681700% 3133EF5Z6 US3133EF5Z64 U.S. Government Agency Debt Y 2018-02-04 2018-05-04 2018-05-04 N N N 0.0143 103572259.56 103572259.56 0.0147 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.591300% 3133EFAQ0 US3133EFAQ01 U.S. Government Agency Debt Y 2018-02-26 2018-02-26 2018-02-26 N N N 0.0146 1500150.98 1500150.98 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EFHX8 US3133EFHX88 U.S. Government Agency Debt Y 2018-01-09 2018-04-09 2018-04-09 N N N 0.0140 28787242.02 28787242.02 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EFHX8 US3133EFHX88 U.S. Government Agency Debt Y 2018-01-09 2018-04-09 2018-04-09 N N N 0.0140 10049273.54 10049273.54 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 3133EFP76 US3133EFP760 U.S. Government Agency Debt Y 2018-02-01 2018-07-18 2018-07-18 N N N 0.0141 98451344.65 98451344.65 0.0140 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681200% 3133EFQJ9 US3133EFQJ93 U.S. Government Agency Debt Y 2018-02-23 2018-11-23 2018-11-23 N N N 0.0144 10020739.70 10020739.70 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.741700% 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y 2018-02-04 2018-04-04 2018-04-04 N N N 0.0140 2001267.96 2001267.96 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.721400% 3133EFWG8 US3133EFWG80 U.S. Government Agency Debt Y 2018-02-26 2018-03-26 2018-03-26 N N N 0.0144 22170159.92 22170159.92 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.720000% 3133EFZM2 US3133EFZM22 U.S. Government Agency Debt Y 2018-02-01 2018-06-12 2018-06-12 N N N 0.0141 11312432.60 11312432.60 0.0016 N N N N Federal Farm Credit Bank Farm Federal Credit Bank 0.800000% 3133EFZR1 US3133EFZR19 U.S. Government Agency Debt Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0123 999866.00 999866.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.455000% 3133EG6G5 US3133EG6G56 U.S. Government Agency Debt Y 2018-02-08 2018-08-08 2018-08-08 N N N 0.0147 2250130.43 2250130.43 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EGCH6 US3133EGCH66 U.S. Government Agency Debt Y 2018-01-25 2018-05-25 2018-05-25 N N N 0.0142 50234556.17 50234556.17 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.000000% 3133EGCH6 US3133EGCH66 U.S. Government Agency Debt Y 2018-01-25 2018-05-25 2018-05-25 N N N 0.0142 12694996.41 12694996.41 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681200% 3133EGGC3 US3133EGGC34 U.S. Government Agency Debt Y 2018-02-20 2018-06-20 2018-06-20 N N N 0.0143 1001040.63 1001040.63 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.700000% 3133EGJS5 US3133EGJS58 U.S. Government Agency Debt Y 2018-07-05 2018-07-05 2018-07-05 N N N 0.0163 22908621.00 22908621.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.650000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2018-02-01 2018-08-10 2018-08-10 N N N 0.0142 20525274.04 20525274.04 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.670000% 3133EGTW5 US3133EGTW50 U.S. Government Agency Debt Y 2018-02-01 2018-09-12 2018-09-12 N N N 0.0142 3505305.41 3505305.41 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.630000% 3133EGVW2 US3133EGVW23 U.S. Government Agency Debt Y 2018-02-01 2018-06-27 2018-06-27 N N N 0.0141 28524643.38 28524643.38 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.603700% 3133EGXT7 US3133EGXT75 U.S. Government Agency Debt Y 2018-02-11 2018-07-11 2018-07-11 N N N 0.0144 2201886.65 2201886.65 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.420000% 3133EH2A0 US3133EH2A05 U.S. Government Agency Debt Y 2018-02-06 2018-12-06 2018-12-06 N N N 0.0146 24997345.00 24997345.00 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.407500% 3133EH4L4 US3133EH4L42 U.S. Government Agency Debt Y 2018-02-19 2018-06-19 2018-06-19 N N N 0.0146 99988433.00 99988433.00 0.0142 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.380000% 3133EH5J8 US3133EH5J86 U.S. Government Agency Debt Y 2018-02-01 2019-01-02 2019-01-02 N N N 0.0141 54984835.40 54984835.40 0.0078 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.403700% 3133EHF81 US3133EHF817 U.S. Government Agency Debt Y 2018-02-11 2018-10-11 2018-10-11 N N N 0.0145 114987722.60 114987722.60 0.0163 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.374200% 3133EHQ30 US3133EHQ301 U.S. Government Agency Debt Y 2018-02-03 2018-05-03 2018-05-03 N N N 0.0141 79995916.80 79995916.80 0.0114 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.396100% 3133EHT94 US3133EHT941 U.S. Government Agency Debt Y 2018-02-17 2018-08-17 2018-08-17 N N N 0.0144 112485063.38 112485063.38 0.0160 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.411300% 3133EHZZ9 US3133EHZZ90 U.S. Government Agency Debt Y 2018-02-25 2018-07-25 2018-07-25 N N N 0.0144 149994405.00 149994405.00 0.0213 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.250000% 3134G66M0 S6XOOCT0IEG5ABCC6L87 US3134G66M02 U.S. Government Agency Debt Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0152 4994645.00 4994645.00 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.441900% 3134GB5F5 S6XOOCT0IEG5ABCC6L87 US3134GB5F52 U.S. Government Agency Debt Y 2018-02-27 2018-11-27 2018-11-27 N N N 0.0149 49987567.50 49987567.50 0.0071 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.391100% 3134GBQT2 S6XOOCT0IEG5ABCC6L87 US3134GBQT27 U.S. Government Agency Debt Y 2018-02-18 2018-05-18 2018-05-18 N N N 0.0146 1249819.15 1249819.15 0.0002 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875000% 3135G0J61 B1V7KEBTPIMZEU4LTD58 US3135G0J618 U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0151 14785052.00 14785052.00 0.0021 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000000% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2018-02-01 2018-03-21 2018-03-21 N N N 0.0149 37321891.07 37321891.07 0.0053 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000000% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2018-02-01 2018-03-21 2018-03-21 N N N 0.0149 9082893.89 9082893.89 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875000% 3135G0TG8 B1V7KEBTPIMZEU4LTD58 US3135G0TG87 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0148 28037663.12 28037663.12 0.0040 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875000% 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0152 2015996.36 2015996.36 0.0003 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADP1 S6XOOCT0IEG5ABCC6L87 US3137EADP18 U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0132 13171123.06 13171123.06 0.0019 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.340000% ZBUT11V806EZRVTWT807 0001168163 46699D001_1.34_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-02-28 1.870000 310078000.00 306000474.30 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 300000465.00 300000465.00 0.0426 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 1.330000% 549300LBOHZ4QSIWU288 0000083246 643996002_1.33_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2020-12-31 1.750000 51747000.00 50999999.97 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 50000000.00 50000000.00 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MF3 N.A. US912796MF37 U.S. Treasury Debt Y 2018-06-21 2018-06-21 2018-06-21 N N N 0.0155 49705415.50 49705415.50 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PN3 N.A. US912796PN34 U.S. Treasury Debt Y 2018-07-05 2018-07-05 2018-07-05 N N N 0.0160 148993584.00 148993584.00 0.0212 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PQ6 N.A. US912796PQ64 U.S. Treasury Debt Y 2018-07-12 2018-07-12 2018-07-12 N N N 0.0162 99292146.00 99292146.00 0.0141 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828J68 N.A. US912828J686 U.S. Treasury Debt Y 2018-03-15 2018-03-15 2018-03-15 N N N 0.0135 264890965.75 264890965.75 0.0376 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828K25 N.A. US912828K254 U.S. Treasury Debt Y 2018-04-15 2018-04-15 2018-04-15 N N N 0.0144 165769879.18 165769879.18 0.0235 N N N N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828Q45 N.A. US912828Q459 U.S. Treasury Debt Y 2018-03-31 2018-03-31 2018-03-31 N N N 0.0140 199831738.00 199831738.00 0.0284 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828Q94 N.A. US912828Q947 U.S. Treasury Debt Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0145 49914877.50 49914877.50 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828UR9 N.A. US912828UR92 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0138 51675701.00 51675701.00 0.0073 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828VK3 N.A. US912828VK31 U.S. Treasury Debt Y 2018-06-30 2018-06-30 2018-06-30 N N N 0.0156 149882812.50 149882812.50 0.0213 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA LLC 1.350000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_1.35_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bond 2043-05-31 2.870000 153549000.00 152999999.37 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 150000000.00 150000000.00 0.0213 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 1.310000% 0000083246 ARP0FYBJ0_1.31_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-12-31 2.125000 27242600.00 26805894.26 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2019-01-31 0.645645 74785000.00 75196198.54 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 100000000.00 100000000.00 0.0142 N Y Y N Bank of America NA Bank of America NA 1.350000% 0001102113 ARP0FYBK7_1.35_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tenn Valley Authority 2021-02-15 3.875000 1948000.00 2071659.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-15 0.00 3000000.00 2678490.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 4174000.00 2697030.10 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2032-12-28 3.340000 2000000.00 1952657.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2032-12-07 3.280000 2000000.00 1935337.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2037-09-14 3.270000 2500000.00 2428683.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2032-06-29 3.170000 2800000.00 2663639.22 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2037-06-01 3.550000 1950000.00 1933518.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2037-04-28 3.330000 2875000.00 2891157.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2033-01-19 3.130000 2000000.00 1947892.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2032-01-26 3.450000 3150000.00 3062692.50 Agency Mortgage-Backed Securities Tenn Valley Authority 2027-02-01 2.875000 2000000.00 2016330.28 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 549300MS654K78GYF580 2035-09-04 3.750000 2150000.00 2185664.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2030-10-24 3.050000 3000000.00 2953390.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-07-16 0.00 2052000.00 2036671.56 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-10-01 0.00 2421000.00 2393061.66 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-08-27 0.00 2000000.00 1981040.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-05-21 0.00 2000000.00 1990960.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-02-02 0.00 2500000.00 2499825.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2032-10-12 3.250000 1725000.00 1659277.50 Agency Mortgage-Backed Securities Federal Home Loan Bank 2037-10-05 3.460000 2000000.00 1975285.56 Agency Mortgage-Backed Securities Federal Home Loan Bank 2020-09-28 1.375000 2940000.00 2884403.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-03-27 3.750000 1888000.00 1949950.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2029-08-17 3.050000 3000000.00 2886359.17 Agency Mortgage-Backed Securities Federal Home Loan Bank 2032-06-04 3.320000 2100000.00 2021469.33 Agency Mortgage-Backed Securities Federal Home Loan Bank 2032-07-19 3.320000 3150000.00 3005397.50 Agency Mortgage-Backed Securities Federal Home Loan Bank 2032-07-12 3.290000 2500000.00 2379287.50 Agency Mortgage-Backed Securities Federal Home Loan Bank 2029-04-10 3.320000 2900000.00 2839431.89 Agency Mortgage-Backed Securities Federal Home Loan Bank 2028-04-03 3.240000 2985000.00 2947209.90 Agency Mortgage-Backed Securities Federal Home Loan Bank 2036-12-29 3.625000 2250000.00 2232475.94 Agency Mortgage-Backed Securities Federal Home Loan Bank 2032-02-02 3.450000 2100000.00 2068097.50 Agency Mortgage-Backed Securities Federal Home Loan Bank 2037-01-23 3.640000 2880000.00 2882038.40 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-06-29 0.875000 2000000.00 1995646.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-03-07 0.875000 2800000.00 2808443.94 Agency Mortgage-Backed Securities Federal Home Loan Bank 2030-02-22 2.640000 2750000.00 2588208.33 Agency Mortgage-Backed Securities Federal Home Loan Bank 2041-02-22 3.650000 2450000.00 2432236.14 Agency Mortgage-Backed Securities Federal Home Loan Bank 2021-02-18 1.375000 1985000.00 1942833.64 Agency Mortgage-Backed Securities Federal Home Loan Bank 2029-09-14 3.500000 2340000.00 2435898.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2018-12-14 1.125000 3050000.00 3035199.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-30 1.500000 2080000.00 2041582.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-24 1.000000 2253000.00 2216516.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-17 1.250000 2539000.00 2452444.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2018-03-28 0.875000 2000000.00 2003950.56 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 100000000.00 100000000.00 0.0142 N Y Y N Credit Suisse Securities LLC Credit Suisse Securities LLC 1.320000% 0001053092 ARP0FYBL5_1.32_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2018-02-28 0.750000 125880000.00 126218596.90 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-08-31 1.625000 32179000.00 32178938.62 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-09-30 1.750000 108346300.00 108403013.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-10-31 1.500000 9955000.00 9891110.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-11-30 1.500000 740000.00 733854.25 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-02-29 1.375000 28865000.00 28578413.14 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0132 300000000.00 300000000.00 0.0426 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co. 1.300000% 0000812291 ARP0FYBM3_1.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-05-01 6.000000 75000.00 10532.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 2405132.00 64875.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-03-01 5.500000 1605000.00 117382.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-06-01 5.000000 3715980.00 184340.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-07-01 4.000000 2140000.00 17227.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-12-01 5.000000 711073.00 91860.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 6.000000 8680512.00 234063.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-06-01 6.000000 3300000.00 186697.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-05-01 6.000000 267990.00 19058.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-09-01 6.000000 727840.00 28880.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-10-01 5.000000 306041.00 14828.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-04-01 5.000000 757579.00 148633.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-02-01 6.000000 602387.00 43094.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-08-01 5.500000 1700000.00 80962.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-03-01 5.000000 285969.00 7689.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-01-01 6.500000 400000.00 46844.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-04-01 5.500000 3402064.00 60080.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-12-01 5.000000 950000.00 18372.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-10-01 5.500000 1061112.00 5570.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-12-01 5.000000 200000.00 9797.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-09-01 4.000000 1170148.00 90649.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.000000 1450000.00 1414355.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 55100000.00 55800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-03-01 4.000000 174000.00 15200.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-06-01 7.500000 5686872.00 94770.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-11-01 4.000000 7744944.00 8023370.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 12400000.00 12700000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-09-01 4.500000 1000000.00 29743.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 6.000000 251829.00 6417.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 182388.00 13739.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-03-01 4.500000 1736318.00 23039.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-07-01 4.500000 6035000.00 73755.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-07-01 4.500000 2749148.00 40399.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 4.500000 185769.00 14789.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 6.000000 3482852.00 38096.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-03-01 3.000000 240000.00 176175.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-12-01 5.000000 261308.00 136813.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-12-01 3.500000 25000.00 15286.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-05-01 4.000000 9632896.00 9715580.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 3.000000 50400000.00 30700000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 100000000.00 57400000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 4.500000 189539.00 21407.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 4.000000 22200000.00 17800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-04-01 3.000000 115419.00 41999.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 66721.00 37589.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 350000.00 59994.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 11900000.00 2499758.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 6.500000 1090278.00 5855.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-08-01 1.250000 5098000.00 5067387.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-06-13 4.875000 3377000.00 3438595.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-05-01 5.000000 1240214.00 7001.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-08-01 5.000000 516000.00 19984.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 5.500000 3674032.00 138765.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 5.500000 581607.00 16866.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 2825388.00 2952167.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 5942336.00 3736313.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 3028000.00 1783394.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 110010.00 34541.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 3.000000 1379872.00 831324.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-09-01 3.000000 170000.00 64805.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-07-01 8.500000 2339160.00 98412.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-04-01 5.000000 1417994.00 48396.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2019-12-01 4.500000 860583.00 20176.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 6.000000 372007.00 5762.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-03-01 4.500000 300000.00 131661.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-06-01 4.500000 295434.00 64691.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-05-01 5.000000 1012000.00 18403.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-12-01 4.000000 1167158.00 10677.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-05-01 3.000000 2000000.00 1416490.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-04-01 4.500000 980302.00 50673.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-04-01 4.500000 1000000.00 47534.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-03-01 4.500000 2500200.00 40661.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 76000000.00 77000000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 81253.00 19459.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-05-01 4.500000 1494788.00 93197.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-01-01 6.000000 1777362.00 9258.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 202918.00 88132.98 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0130 290000000.00 290000000.00 0.0412 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.310000% 0000947263 ARP0FYBN1_1.31_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note N.A. 2020-11-15 2.625000 96300000.00 97800000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-10-15 1.625000 97100000.00 96000000.00 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 190000000.00 190000000.00 0.0270 N Y Y N Bank of Montreal Bank of Montreal 1.300000% 0000927971 ARP0FYBO9_1.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-12-31 2.125000 49600000.00 48800000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2045-08-15 2.875000 2202000.00 2189873.86 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0130 50000000.00 50000000.00 0.0071 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 1.360000% 0000812291 ARP0FYBV3_1.36_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2018-12-31 1.250000 23000.00 22885.47 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-15 2.375000 24300000.00 24100000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-03-15 1.625000 3596000.00 3578936.09 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-01-31 2.125000 10300000.00 10200000.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2018-05-31 0.00 50100000.00 49900000.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2018-05-24 0.00 70600000.00 70200000.00 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 155000000.00 155000000.00 0.0220 N Y Y N AllianceBernstein Fixed Income Shares 2018-02-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller