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P-1 Standard and Poor's Ratings Services A-1+ 2019-11-15 2019-11-15 2019-11-15 N N N 0.0170 37375565.46 37375565.46 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0170 299734.00 299734.00 0.0000 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 0.0171 79921600.00 79921600.00 0.0080 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 0.0171 99878667.00 99878667.00 0.0100 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 0.0171 150003738.17 150003738.17 0.0150 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 0.0170 299540751.00 299540751.00 0.0300 N N Y 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 0.0170 99837639.00 99837639.00 0.0100 N N Y 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 0.0170 99805167.00 99805167.00 0.0100 N N Y 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 0.0170 99772694.00 99772694.00 0.0100 N N Y 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 0.0170 243059274.73 243059274.73 0.0243 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384RG6 2549001DPIFGXC1TOL40 US313384RG63 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 4373763.06 4373763.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384RQ4 2549001DPIFGXC1TOL40 US313384RQ46 U.S. Government Agency Debt Y 2020-01-10 2020-01-10 2020-01-10 N N N 0.0165 174448750.00 174448750.00 0.0175 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 313384VN6 U.S. Government Agency Debt Y DBRS Ltd. 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S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 6795000.00 10000000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 1746000.00 2594907.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 7.250000 3679000.00 5598728.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 197000.00 290567.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 539000.00 795798.60 Agency Mortgage-Backed Securities U.S. Treasury Bond 2032-04-15 3.375000 10700000.00 21200000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2042-02-15 0.750000 9958500.00 11700000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2044-02-15 1.375000 4138800.00 5377045.33 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-02-15 1.000000 13400000.00 15200000.00 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 200000000.00 200000000.00 0.0200 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.730000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2045-05-15 3.000000 68800000.00 80800000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-11-15 2.875000 1000.00 1153.04 U.S. Treasuries (including strips) U.S. Treasury Bond 2048-11-15 3.375000 8672000.00 11000000.00 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 90000000.00 90000000.00 0.0090 N Y Y N Societe Generale Societe Generale 1.750000% O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_1.75_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2027-08-31 2.250000 200009722.20 203999999.90 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 199999999.99 199999999.99 0.0200 N Y Y N Societe Generale Societe Generale 1.770000% O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_1.77_1101 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. 2028-08-15 2.875000 700.00 766.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-15 2.625000 57800000.00 59600000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-02-28 2.500000 4576400.00 4813318.22 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-07-15 0.125000 16500000.00 17500000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-02-15 2.000000 5684000.00 5772640.74 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 16800000.00 14300000.00 Agency Mortgage-Backed Securities U.S. Treasury Bill N.A. 2020-01-02 0.00 300.00 299.17 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-01-30 0.00 500.00 498.01 U.S. Treasuries (including strips) U.S. Treasury Bond 2029-04-15 3.875000 100.00 208.32 U.S. Treasuries (including strips) U.S. Treasury Bond 2029-01-15 2.500000 100.00 144.49 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-05-15 2.875000 100.00 114.26 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 100000000.00 100000000.00 0.0100 N Y Y N AllianceBernstein Fixed Income Shares 2019-11-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller