N-MFP2 0000862021 XXXXXXXX 2019-09-30 0000862021 S000011990 12 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 18 115 4342307467.94 3913059874.33 5222294530.24 4357320938.22 4875385111.68 5691306933.74 6203519691.57 5267082542.72 0.00 0.4770 0.4255 0.5117 0.4541 0.5356 0.6188 0.6079 0.5489 0.0000 3400713.38 9332495617.30 9332592900.30 19263211.51 36919639.73 9318337185.46 9318368380.6210 1.0000 0.0200 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 6753604973.52 6753600520.6200 1.0000 1.0000 1.0000 1.0000 0.0000 785989044.61 1076031632.56 853390210.98 897172639.29 1342862595.73 793677477.24 905591879.12 1060905908.15 0.00 0.00 3999959874.73 4154725906.28 0.0189 Y AB has waived $521,959 for Adviser. C000172512 0.00 22088772.47 22078064.3600 1.0000 1.0000 1.0000 1.0000 0.0000 164895.26 156937.27 163981.78 122589.80 382262.36 665156.97 866628.35 240395.12 0.00 0.00 1582917.50 1189993.68 0.0184 Y AB has waived $1664 for Adviser. C000172513 100000.00 980882519.66 980908570.1200 1.0000 1.0000 1.0000 1.0000 0.0000 16123898.29 12681247.71 54303714.67 14689831.39 43855297.32 11312133.17 72567353.08 41270562.49 0.00 0.00 191472538.26 113136619.47 0.0188 Y AB has waived $73,463 for Distributor and $73,463 for Adviser. C000172514 2500.00 670609415.04 670625091.2670 1.0000 1.0000 1.0000 1.0000 0.0000 37576772.48 4976708.34 39598779.61 7587325.07 56815264.94 8313196.90 46797723.02 25131067.62 0.00 0.00 187876127.22 49595583.49 0.0184 Y AB has waived $115,675 for Distributor and $46,270 for Adviser. C000172515 2500.00 6423803.90 6424903.2690 1.0000 1.0000 1.0000 1.0000 0.0000 201456.50 80648.74 4075.87 12482.63 19556.86 391059.39 71584.11 18167.17 0.00 0.00 298069.21 697647.66 0.0184 Y AB has waived $3,888 for Distributor and $518 for Adviser. C000172516 0.00 10404858.00 10402502.3400 1.0000 1.0000 1.0000 1.0000 0.0000 57283.71 667039.23 207927.32 57182.77 28606.34 3112.45 75443.37 13948.98 0.00 0.00 375267.41 741283.43 0.0187 Y AB has waived $788 for Adviser. C000172517 0.00 45796844.22 45805090.7320 1.0000 1.0000 1.0000 1.0000 0.0000 561529.55 195169.58 375522.27 662129.74 1260779.15 309292.80 93215.04 311524.44 0.00 0.00 2330433.96 1478144.62 0.0184 Y AB has waived $8,692 for Distributor and $3477 for Adviser. C000172520 20000000.00 827540278.90 827538089.4000 1.0000 1.0000 1.0000 1.0000 0.0000 306862927.70 48330984.93 117461305.52 49835055.83 142237378.46 165109687.21 51502741.95 194407199.59 0.00 0.00 619625846.88 458135927.56 0.0188 Y AB has waived $68,257 for Adviser. C000193052 2500.00 955612.14 955440.9030 1.0000 1.0000 1.0000 1.0000 0.0000 875.60 6349.08 908.02 268.65 45992.67 103.33 552.77 85.05 0.00 0.00 48797.51 6806.11 0.0180 Y AB has waived $714 for Distributor and $71 for Adviser. C000212221 1000000.00 10035.87 10035.8700 1.0000 1.0000 1.0000 1.0000 0.0000 3.86 18.38 3.86 0.00 4.45 0.00 3.46 0.00 0.00 0.00 17.05 18.38 0.0180 Y AB has waived $1 for Adviser. C000212222 100000.00 10035.50 10035.5000 1.0000 1.0000 1.0000 1.0000 0.0000 3.77 17.95 3.77 0.00 4.35 0.00 3.36 0.00 0.00 0.00 16.64 17.95 0.0176 Y AB has waived $1 for Adviser. C000212223 5000000.00 10036.24 10036.2400 1.0000 1.0000 1.0000 1.0000 0.0000 3.95 18.88 3.96 0.00 4.54 0.00 3.55 0.00 0.00 0.00 17.47 18.88 0.0186 Y AB has waived $1 for Adviser. Bank of America NA Bank of America NA 1.980000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_1.98_1023 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-01-31 2.625000 3140000.00 3350000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-01-15 0.375000 109000000.00 117000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-15 0.125000 172000000.00 186000000.00 U.S. Treasuries (including strips) Y 2019-10-23 2019-10-23 2019-10-23 N N N 0.0198 300000000.00 300000000.00 0.0322 N N N N Bank of America NA Bank of America NA 2.300000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_2.30_1001 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. 2021-02-28 2.000000 59800000.00 60100000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-10-31 1.625000 31400000.00 31700000.00 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-23 N N N 0.0230 90000000.00 90000000.00 0.0097 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.250000% JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-08-31 1.370000 49908000.00 49566853.37 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-03-31 2.620000 196800000.00 207285750.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-06-30 1.750000 423700000.00 427605531.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-11-30 2.000000 49488000.00 50216788.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-07-30 2.620000 30000000.00 30325067.70 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0228 749999991.87 749999991.87 0.0805 N Y Y N BNP Paribas Bnp Paribas 2.370000% R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_2.37_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-04-30 2.370000 289500000.00 305994262.50 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 299994375.00 299994375.00 0.0322 N Y Y N Bank of America NA Bank of America NA 2.400000% B4TYDEB6GKMZO031MB27 0001102113 060990009_2.40_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2046-11-30 2.870000 175825000.00 204082588.30 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0240 200000937.50 200000937.50 0.0215 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.194000% 3130A9FR7 2549001DPIFGXC1TOL40 US3130A9FR77 U.S. Government Agency Debt Y 2019-10-28 2020-09-28 2020-09-28 N N N 0.0204 25030333.25 25030333.25 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.500000% 3130ACM92 2549001DPIFGXC1TOL40 US3130ACM925 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0183 3299377.19 3299377.19 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.024000% 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0197 8814509.00 8814509.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.979000% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 U.S. Government Agency Debt Y 2019-10-28 2020-01-28 2020-01-28 N N N 0.0204 24993063.50 24993063.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.081000% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 U.S. Government Agency Debt Y 2019-10-11 2019-10-11 2019-10-11 N N N 0.0170 87902978.05 87902978.05 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.986000% 3130AFAD9 2549001DPIFGXC1TOL40 US3130AFAD94 U.S. Government Agency Debt Y 2019-10-22 2019-10-22 2019-10-22 N N N 0.0201 34998776.05 34998776.05 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.885000% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 U.S. Government Agency Debt Y 2019-10-01 2019-11-15 2019-11-15 N N N 0.0184 90007815.60 90007815.60 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.902000% 3130AFHX8 2549001DPIFGXC1TOL40 US3130AFHX85 U.S. Government Agency Debt Y 2019-12-03 2019-12-03 2019-12-03 N N N 0.0191 24997698.50 24997698.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.902000% 3130AFHY6 2549001DPIFGXC1TOL40 US3130AFHY68 U.S. Government Agency Debt Y 2019-12-03 2019-12-03 2019-12-03 N N N 0.0195 99982417.00 99982417.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.930000% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 U.S. Government Agency Debt Y 2019-10-01 2020-06-10 2020-06-10 N N N 0.0191 50015515.00 50015515.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.870000% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y 2019-10-01 2020-01-17 2020-01-17 N N N 0.0189 10000405.30 10000405.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.895000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-10-01 2020-07-24 2020-07-24 N N N 0.0192 15000478.05 15000478.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.855000% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 U.S. Government Agency Debt Y 2019-10-01 2020-02-21 2020-02-21 N N N 0.0190 34998355.35 34998355.35 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.012000% 3130AFZM2 2549001DPIFGXC1TOL40 US3130AFZM29 U.S. Government Agency Debt Y 2019-10-08 2019-12-06 2019-12-06 N N N 0.0202 99994584.00 99994584.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 U.S. Government Agency Debt Y 2019-10-01 2019-12-06 2019-12-06 N N N 0.0185 135006936.30 135006936.30 0.0145 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.935000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2019-10-01 2021-03-12 2021-03-12 N N N 0.0188 56066801.28 56066801.28 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.885000% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2019-10-01 2020-03-27 2020-03-27 N N N 0.0191 49002355.92 49002355.92 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.016000% 3130AG7H2 2549001DPIFGXC1TOL40 US3130AG7H25 U.S. Government Agency Debt Y 2019-10-21 2020-01-21 2020-01-21 N N N 0.0204 799878.11 799878.11 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.925000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2019-10-01 2020-10-01 2020-10-01 N N N 0.0193 10002579.10 10002579.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AGAF2 2549001DPIFGXC1TOL40 US3130AGAF26 U.S. Government Agency Debt Y 2019-10-01 2019-10-09 2019-10-09 N N N 0.0188 2574992.28 2574992.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.840000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2019-10-01 2020-02-21 2020-02-21 N N N 0.0190 49744717.55 49744717.55 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.860000% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y 2019-10-01 2020-08-25 2020-08-25 N N N 0.0192 25991708.34 25991708.34 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.820000% 3130AGLX1 2549001DPIFGXC1TOL40 US3130AGLX13 U.S. Government Agency Debt Y 2019-10-01 2019-12-11 2019-12-11 N N N 0.0185 99999668.00 99999668.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.895000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2019-10-01 2021-06-11 2021-06-11 N N N 0.0189 24015106.56 24015106.56 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.825000% 3130AGMU6 2549001DPIFGXC1TOL40 US3130AGMU64 U.S. Government Agency Debt Y 2019-10-01 2020-01-17 2020-01-17 N N N 0.0189 114489267.92 114489267.92 0.0123 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.830000% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y 2019-10-01 2019-12-20 2019-12-20 N N N 0.0185 50000916.50 50000916.50 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.855000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2019-10-01 2020-06-19 2020-06-19 N N N 0.0192 49988687.50 49988687.50 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.865000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2019-10-01 2020-09-28 2020-09-28 N N N 0.0193 13995256.94 13995256.94 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.895000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2019-10-01 2021-07-08 2021-07-08 N N N 0.0188 20015748.80 20015748.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2019-10-01 2020-07-17 2020-07-17 N N N 0.0192 19993607.40 19993607.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.870000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2019-10-01 2021-01-22 2021-01-22 N N N 0.0194 18889958.43 18889958.43 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.895000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2019-10-01 2021-07-23 2021-07-23 N N N 0.0190 17009031.08 17009031.08 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.870000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2019-10-01 2021-01-28 2021-01-28 N N N 0.0189 19003663.96 19003663.96 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2019-10-01 2020-11-06 2020-11-06 N N N 0.0193 46971776.03 46971776.03 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.860000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2019-10-01 2021-02-09 2021-02-09 N N N 0.0195 39967265.60 39967265.60 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.875000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2019-10-01 2021-05-14 2021-05-14 N N N 0.0189 25007524.50 25007524.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2019-10-01 2020-08-21 2020-08-21 N N N 0.0192 34985989.15 34985989.15 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.835000% 3130AGYH2 2549001DPIFGXC1TOL40 US3130AGYH26 U.S. Government Agency Debt Y 2019-10-01 2019-11-27 2019-11-27 N N N 0.0189 83495825.00 83495825.00 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.885000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2019-10-01 2021-02-26 2021-02-26 N N N 0.0190 45739935.00 45739935.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.850000% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 U.S. Government Agency Debt Y 2019-10-01 2020-03-06 2020-03-06 N N N 0.0190 71993681.28 71993681.28 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.905000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2019-10-01 2021-09-10 2021-09-10 N N N 0.0193 25000500.50 25000500.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.865000% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 U.S. Government Agency Debt Y 2019-10-01 2020-01-17 2020-01-17 N N N 0.0189 92002470.20 92002470.20 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.920000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2019-10-01 2020-12-23 2020-12-23 N N N 0.0187 66537240.00 66537240.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.885000% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 U.S. Government Agency Debt Y 2019-10-01 2020-03-26 2020-03-26 N N N 0.0191 48002288.16 48002288.16 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.096000% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 U.S. Government Agency Debt Y 2019-10-27 2020-03-27 2020-03-27 N N N 0.0209 99990314.00 99990314.00 0.0107 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312NP1 US313312NP14 U.S. Government Agency Debt Y 2019-10-29 2019-10-29 2019-10-29 N N N 0.0191 35947360.08 35947360.08 0.0039 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312NW6 549300MS654K78GYF580 US313312NW64 313312NW6 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+ 2019-11-05 2019-11-05 2019-11-05 N N N 0.0191 99817222.00 99817222.00 0.0107 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312PD6 US313312PD65 U.S. Government Agency Debt Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0191 54879366.85 54879366.85 0.0059 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312PK0 US313312PK09 U.S. Government Agency Debt Y 2019-11-18 2019-11-18 2019-11-18 N N N 0.0191 39899733.20 39899733.20 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 313384ML0 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+ 2019-10-02 2019-10-02 2019-10-02 N N N 0.0191 303984.13 303984.13 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 313384NC9 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+ 2019-10-18 2019-10-18 2019-10-18 N N N 0.0191 22854692.03 22854692.03 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 313384NH8 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+ 2019-10-23 2019-10-23 2019-10-23 N N N 0.0191 82904642.13 82904642.13 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y 2019-10-30 2019-10-30 2019-10-30 N N N 0.0191 59909133.60 59909133.60 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0191 2695629.00 2695629.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 313384NX3 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+ 2019-11-06 2019-11-06 2019-11-06 N N N 0.0191 19246747.96 19246747.96 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0191 374255835.00 374255835.00 0.0402 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384PG8 N.A. US313384PG81 313384PG8 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+ 2019-11-15 2019-11-15 2019-11-15 N N N 0.0191 37312110.00 37312110.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0191 79782755.20 79782755.20 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0191 99702333.00 99702333.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384PW3 2549001DPIFGXC1TOL40 US313384PW32 U.S. Government Agency Debt Y 2019-11-29 2019-11-29 2019-11-29 N N N 0.0191 149737217.28 149737217.28 0.0161 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384QB8 2549001DPIFGXC1TOL40 US313384QB85 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0190 299002668.00 299002668.00 0.0321 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384QD4 2549001DPIFGXC1TOL40 US313384QD42 U.S. Government Agency Debt Y 2019-12-06 2019-12-06 2019-12-06 N N N 0.0190 99657167.00 99657167.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 U.S. Government Agency Debt Y 2019-12-13 2019-12-13 2019-12-13 N N N 0.0190 99620806.00 99620806.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 U.S. Government Agency Debt Y 2019-12-20 2019-12-20 2019-12-20 N N N 0.0190 99584444.00 99584444.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384QZ5 2549001DPIFGXC1TOL40 US313384QZ53 U.S. Government Agency Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0190 17602015.08 17602015.08 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.197500% 3133EGF67 US3133EGF678 U.S. Government Agency Debt Y 2019-10-14 2019-11-14 2019-11-14 N N N 0.0190 6102148.91 6102148.91 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.235900% 3133EGX75 US3133EGX754 U.S. Government Agency Debt Y 2019-10-21 2020-12-21 2020-12-21 N N N 0.0213 9738439.61 9738439.61 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.215500% 3133EGZQ1 US3133EGZQ19 U.S. Government Agency Debt Y 2019-10-25 2019-10-25 2019-10-25 N N N 0.0196 600022.25 600022.25 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.216500% 3133EGZS7 US3133EGZS74 U.S. Government Agency Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0187 4150864.20 4150864.20 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.880000% 3133EH2L6 US3133EH2L69 U.S. Government Agency Debt Y 2019-10-01 2020-11-12 2020-11-12 N N N 0.0191 36692821.48 36692821.48 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.020000% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y 2019-10-01 2020-11-12 2020-11-12 N N N 0.0192 3303663.43 3303663.43 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.040000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2019-10-01 2020-07-09 2020-07-09 N N N 0.0190 50053376.50 50053376.50 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.123400% 3133EJF87 US3133EJF870 U.S. Government Agency Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0192 74999253.00 74999253.00 0.0080 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.950000% 3133EJLJ6 US3133EJLJ60 U.S. Government Agency Debt Y 2019-10-01 2020-02-18 2020-02-18 N N N 0.0193 9801077.51 9801077.51 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.970000% 3133EJQD4 US3133EJQD46 U.S. Government Agency Debt Y 2019-10-01 2020-03-23 2020-03-23 N N N 0.0193 5501314.39 5501314.39 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.070000% 3133EJQR3 US3133EJQR32 U.S. Government Agency Debt Y 2019-10-01 2019-10-29 2019-10-29 N N N 0.0187 14002047.64 14002047.64 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.090000% 3133EJRK7 US3133EJRK79 U.S. Government Agency Debt Y 2019-10-01 2019-12-11 2019-12-11 N N N 0.0188 500205.44 500205.44 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.030000% 3133EJVA4 US3133EJVA42 U.S. Government Agency Debt Y 2019-10-01 2020-01-24 2020-01-24 N N N 0.0201 75005313.00 75005313.00 0.0080 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.020000% 3133EJXA2 US3133EJXA24 U.S. Government Agency Debt Y 2019-10-01 2020-02-20 2020-02-20 N N N 0.0201 22500452.25 22500452.25 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.070000% 3133EJXX2 US3133EJXX27 U.S. Government Agency Debt Y 2019-10-01 2020-08-27 2020-08-27 N N N 0.0192 28289036.14 28289036.14 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.145300% 3133EKCA2 US3133EKCA26 U.S. Government Agency Debt Y 2019-10-01 2021-03-01 2021-03-01 N N N 0.0214 24971301.75 24971301.75 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.042100% 3133EKCP9 US3133EKCP94 U.S. Government Agency Debt Y 2019-10-07 2020-10-07 2020-10-07 N N N 0.0212 24974485.50 24974485.50 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.955000% 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y 2019-10-01 2021-03-08 2021-03-08 N N N 0.0193 15007611.75 15007611.75 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.990000% 3133EKCZ7 US3133EKCZ76 U.S. Government Agency Debt Y 2019-10-01 2020-03-13 2020-03-13 N N N 0.0202 49993159.00 49993159.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.940000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2019-10-01 2021-03-18 2021-03-18 N N N 0.0190 7007586.67 7007586.67 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.925000% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y 2019-10-01 2021-01-15 2021-01-15 N N N 0.0189 10008524.70 10008524.70 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.000000% 3133EKQ58 US3133EKQ586 U.S. Government Agency Debt Y 2019-10-01 2021-03-18 2021-03-18 N N N 0.0202 24992715.00 24992715.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.900000% 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y 2019-10-01 2021-06-10 2021-06-10 N N N 0.0190 10004222.70 10004222.70 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.850000% 3133EKQX7 US3133EKQX72 U.S. Government Agency Debt Y 2019-10-01 2020-06-17 2020-06-17 N N N 0.0190 49987231.50 49987231.50 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.860000% 3133EKRU2 US3133EKRU25 U.S. Government Agency Debt Y 2019-10-01 2020-07-28 2020-07-28 N N N 0.0189 29995613.70 29995613.70 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.144200% 3133EKSJ6 US3133EKSJ60 U.S. Government Agency Debt Y 2019-10-01 2021-05-26 2021-05-26 N N N 0.0204 50008131.00 50008131.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.925000% 3133EKSP2 US3133EKSP21 U.S. Government Agency Debt Y 2019-10-01 2021-06-28 2021-06-28 N N N 0.0197 49961835.00 49961835.00 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.960000% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2019-10-01 2021-09-24 2021-09-24 N N N 0.0198 15002922.90 15002922.90 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.895000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2019-10-01 2021-07-09 2021-07-09 N N N 0.0191 10003009.40 10003009.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.214200% 3133EKV37 US3133EKV370 U.S. Government Agency Debt Y 2019-10-02 2021-08-02 2021-08-02 N N N 0.0214 34987381.10 34987381.10 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.930000% 3133EKVX1 US3133EKVX18 U.S. Government Agency Debt Y 2019-10-01 2021-07-19 2021-07-19 N N N 0.0197 24881966.42 24881966.42 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.920000% 3133EKXH4 US3133EKXH40 U.S. Government Agency Debt Y 2019-10-01 2021-06-29 2021-06-29 N N N 0.0203 24952053.00 24952053.00 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.950000% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y 2019-10-01 2021-08-13 2021-08-13 N N N 0.0207 74831982.00 74831982.00 0.0080 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000000% 3135G0R39 B1V7KEBTPIMZEU4LTD58 US3135G0R397 U.S. Government Agency Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0194 14990966.85 14990966.85 0.0016 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.890000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-10-01 2019-10-30 2019-10-30 N N N 0.0182 10000743.80 10000743.80 0.0011 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.920000% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2019-10-01 2020-04-30 2020-04-30 N N N 0.0186 20010405.40 20010405.40 0.0021 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.946300% 3136G4NC3 B1V7KEBTPIMZEU4LTD58 US3136G4NC32 U.S. Government Agency Debt Y 2019-12-25 2020-03-25 2020-03-25 N N N 0.0197 32492987.80 32492987.80 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.980000% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 U.S. Government Agency Debt Y 2019-10-01 2020-01-30 2020-01-30 N N N 0.0185 126585637.56 126585637.56 0.0136 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.280000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_2.28_1001 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 2049-05-01 3.500000 19000.00 19500.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 9602000.00 9105403.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 63000000.00 60193773.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 1234348.00 1356080.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 699954.00 5140.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 5.660000 39714752.00 191621.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 11000000.00 8750000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 7500.00 5550.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 3.990000 10000000.00 10000000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 3.120000 125000.00 134000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 1200000.00 550000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 2600000.00 876000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 4.807000 4085472.00 282821.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 773251.00 324839.47 Agency Mortgage-Backed Securities Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0228 90000000.00 90000000.00 0.0097 N Y Y N JP Morgan Securities LLC J P Morgan Term Repo 2.300000% 0001168163 46699D001_2.30_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2044-11-30 3.000000 345763000.00 407999997.70 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 399999999.99 399999999.99 0.0429 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.300000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_2.30_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 250822386.00 255000000.10 Agency Mortgage-Backed Securities Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 250000000.00 250000000.00 0.0268 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 2.350000% 549300H47WTHXPU08X20 0000093748 85748R009_2.35_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2042-11-15 2.750000 1125000.00 1273784.63 U.S. Treasuries (including strips) U.S. Treasury Bond 2043-05-15 2.875000 3045000.00 3523217.25 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-15 2.250000 7740000.00 8163292.86 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-03-15 2.375000 138155000.00 139539727.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-05-15 2.875000 7205000.00 7985020.51 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-02-28 2.500000 109975000.00 111335720.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-05-15 2.375000 3805000.00 4075040.85 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-03-21 2.250000 23095000.00 23267311.80 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-02-28 1.125000 233025000.00 231204841.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-31 2.000000 45345000.00 45936616.22 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 565000000.00 565000000.00 0.0606 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WA3 N.A. US912796WA30 U.S. Treasury Debt Y 2019-10-22 2019-10-22 2019-10-22 N N N 0.0182 199790730.00 199790730.00 0.0214 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.962200% 9128283B4 N.A. US9128283B45 U.S. Treasury Debt Y 2019-10-01 2019-10-31 2019-10-31 N N N 0.0200 141494975.34 141494975.34 0.0152 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.000000% 9128283S7 N.A. US9128283S79 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0191 100027344.00 100027344.00 0.0107 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.914200% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-10-01 2020-01-31 2020-01-31 N N N 0.0204 99955775.00 99955775.00 0.0107 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.029200% 9128285Y2 N.A. US9128285Y20 U.S. Treasury Debt Y 2019-10-01 2021-01-31 2021-01-31 N N N 0.0213 74899848.00 74899848.00 0.0080 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.053200% 9128286Q8 N.A. US9128286Q86 U.S. Treasury Debt Y 2019-10-01 2021-04-30 2021-04-30 N N N 0.0215 74883158.25 74883158.25 0.0080 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.134200% 9128287G9 N.A. US9128287G95 U.S. Treasury Debt Y 2019-10-01 2021-07-31 2021-07-31 N N N 0.0218 74934395.25 74934395.25 0.0080 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828F62 N.A. US912828F627 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0209 199902000.00 199902000.00 0.0215 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828G95 N.A. US912828G955 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N N N 0.0197 133884843.08 133884843.08 0.0144 N Y Y N U.S. Treasury Note US Treasury 1.125000% 912828UF5 N.A. US912828UF54 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N N N 0.0194 99796875.00 99796875.00 0.0107 N Y Y N Toronto-Dominion Bank (The) Toronto Dominion Tri Party 2.350000% 0000947263 959BLB000_2.35_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 549300MS654K78GYF580 2020-08-11 0.00 70000.00 68899.39 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-05-25 2.288380 850000.00 853236.66 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2041-06-14 3.130000 1000000.00 1118486.11 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-11-23 2.305880 1023000.00 1026947.11 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-02-21 2.095880 325000.00 325212.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-03-16 2.067500 360000.00 360318.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-05-26 2.045880 200000.00 199941.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-07-13 2.115880 335000.00 334426.87 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-08-01 2.170250 250000.00 250000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2035-09-05 3.030000 10500000.00 11502688.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-08-04 2.024217 25000000.00 25100000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2023-02-21 2.115880 2420000.00 2410000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-10-12 2.120000 1500000.00 1509781.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2040-06-11 3.510000 725000.00 846051.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-11-02 2.130250 3255000.00 3250400.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-11-08 2.054217 1000000.00 1000524.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-07-16 2.027500 1790000.00 1787938.76 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2034-09-11 2.700000 19350000.00 19159615.35 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2024-09-11 2.080000 3265000.00 3262393.80 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-09-24 2.146500 15000000.00 14984666.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-07-08 2.122130 200000.00 200141.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2030-01-10 3.050000 2250000.00 2265544.75 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2030-07-10 3.120000 1250000.00 1260000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 18000000.00 26800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 8409000.00 8831560.66 Agency Mortgage-Backed Securities U.S. Treasury Bond 2026-01-15 2.000000 18142700.00 26151216.71 U.S. Treasuries (including strips) U.S. Treasury Bond 2048-02-15 1.000000 3696800.00 4317172.52 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-02-15 1.000000 21178500.00 24417114.02 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 180000000.00 180000000.00 0.0193 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.350000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-03-31 2.500000 89000000.00 91800000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-02-28 2.500000 1600.00 1620.00 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0238 90000000.00 90000000.00 0.0097 N Y Y N AllianceBernstein Fixed Income Shares 2019-10-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller