N-MFP2 0000862021 XXXXXXXX 2019-12-31 0000862021 S000011990 11 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 29 112 4831564876.20 4769858852.24 4028068569.20 3910453464.34 5835220712.97 5732702382.92 4931144554.09 5269727106.73 0.00 0.4389 0.4300 0.3713 0.3714 0.5301 0.5168 0.4546 0.5005 0.0000 3842432.90 10446125934.96 10446437938.30 20624384.84 7039369.30 10463865386.74 10463908412.7370 1.0000 0.0165 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 6807005048.86 6807010153.7600 1.0000 1.0000 1.0000 1.0000 0.0000 1304646307.85 1446633815.57 806328863.21 1021484983.47 1548457651.25 1392490936.45 632600585.54 921927103.30 0.00 0.00 4602412894.21 5062128625.12 0.0153 Y AB has waived $573,752 for Adviser. C000172512 0.00 22603460.95 22592777.9990 1.0000 1.0000 1.0000 1.0000 0.0000 176524.90 363835.39 1040370.61 601791.15 735789.44 487508.17 1373328.24 65778.59 0.00 0.00 3354189.66 1629439.99 0.0148 Y AB has waived $1,746 for Adviser. C000172513 100000.00 1233057861.58 1233084891.2300 1.0000 1.0000 1.0000 1.0000 0.0000 6933626.46 30642938.62 68013193.75 22723858.76 37087413.31 33425152.84 19512906.53 25771689.21 0.00 0.00 167958974.46 140166455.14 0.0152 Y AB has waived $99,385 for Distributor and $99,385 for Adviser. C000172514 2500.00 997715573.94 997731807.9850 1.0000 1.0000 1.0000 1.0000 0.0000 28321687.91 14297070.10 29066623.28 17253620.51 37623944.60 25691780.13 23076988.63 13872474.08 0.00 0.00 128957097.70 76275898.60 0.0148 Y AB has waived $198,416 for Distributor and $79,365 for Adviser. C000172515 2500.00 6514039.13 6515145.9190 1.0000 1.0000 1.0000 1.0000 0.0000 4307.42 72294.53 24613.64 62060.82 64987.09 51155.16 6964.24 916.70 0.00 0.00 284277.43 213626.53 0.0148 Y AB has waived $3,914 for Distributor and $522 for Adviser. C000172516 0.00 19676241.25 19673904.1180 1.0000 1.0000 1.0000 1.0000 0.0000 727345.97 823741.32 433169.71 601685.75 668880.25 103693.22 3146841.53 35797.50 0.00 0.00 6324062.25 1567905.59 0.0151 Y AB has waived $1,278 for Adviser. C000172517 0.00 47845164.82 47853465.0360 1.0000 1.0000 1.0000 1.0000 0.0000 712595.61 566415.98 258232.53 87575.88 471110.94 69231.77 306697.17 343414.55 0.00 0.00 1855353.17 1209694.68 0.0148 Y AB has waived $9,753 for Distributor and $3,901 for Adviser. C000172520 20000000.00 1329417898.43 1329416168.8800 1.0000 1.0000 1.0000 1.0000 0.0000 242061430.14 240347373.03 356403556.41 211672225.56 235602984.03 644617891.27 222065669.38 168618453.26 0.00 0.00 1070363119.53 1388158943.12 0.0153 Y AB has waived $132,317 for Adviser. C000212221 1000000.00 10032.59 10032.6000 1.0000 1.0000 1.0000 1.0000 0.0000 2.88 12.83 2.80 0.00 2.80 0.00 2.75 0.00 0.00 0.00 12.82 12.83 0.0145 Y AB has waived $1 for Adviser. C000212222 100000.00 10032.20 10032.2100 1.0000 1.0000 1.0000 1.0000 0.0000 2.80 12.43 2.71 0.00 2.70 0.00 2.66 0.00 0.00 0.00 12.41 12.43 0.0140 Y AB has waived $1 for Adviser. C000212223 5000000.00 10032.99 10033.0000 1.0000 1.0000 1.0000 1.0000 0.0000 3.02 13.31 2.90 0.00 2.89 0.00 2.86 0.00 0.00 0.00 13.31 13.31 0.0149 Y AB has waived $1 for Adviser. Bank of America NA Bank of America NA 1.560000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_1.56_0102 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 2028-11-15 5.250000 87500000.00 112000000.00 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-08 N N N 0.0156 110000000.00 110000000.00 0.0105 N Y Y N Bank of America NA Bank of America NA 1.620000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_1.62_0106 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-05-31 2.875000 159000000.00 169000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-15 0.125000 136000000.00 137000000.00 U.S. Treasuries (including strips) Y 2020-01-06 2020-01-06 2020-01-08 N N N 0.0162 300000000.00 300000000.00 0.0287 N N Y N Bank of America NA Bank of America NA 1.840000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_1.84_0108 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-06-30 2.750000 206000000.00 217000000.00 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2021-10-31 1.861136 190000000.00 191000000.00 U.S. Treasuries (including strips) Y 2020-01-08 2020-01-08 2020-01-08 N N N 0.0184 400000000.00 400000000.00 0.0382 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 1.560000% 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. 2025-03-31 2.620000 203208169.00 207254368.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-06-30 1.750000 417482331.00 425795074.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-10-30 3.000000 242367501.00 247193427.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-08-31 2.000000 130658247.00 133259862.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-31 1.250000 6369954.00 6496790.00 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 999999535.39 999999535.39 0.0956 N Y Y N BNP Paribas BNP Paribas 1.570000% R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_1.57_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-05-31 1.870000 200017801.00 204081994.00 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 200000356.24 200000356.24 0.0191 N Y Y N Bank of Montreal Bank of Montreal 1.630000% NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_1.63_0127 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2020-02-27 0.00 239300.00 238712.52 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-03-12 0.00 6584000.00 6563734.45 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-10-08 0.00 1000.00 988.10 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-11-05 0.00 37400.00 36911.41 U.S. Treasuries (including strips) U.S. Treasury Bond 2025-01-15 2.375000 100.00 153.53 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-05-15 2.500000 600.00 619.85 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-02-15 3.000000 251500.00 289126.92 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-07-15 1.500000 200.00 201.25 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-31 1.875000 243000.00 246646.30 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-09-30 1.875000 57400.00 58099.54 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-09-30 2.125000 1891000.00 1939013.49 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-03-15 2.375000 200.00 203.15 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-03-31 2.500000 16900000.00 17500000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-05-31 2.750000 300.00 311.80 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-06-15 2.625000 25600000.00 26000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-31 2.750000 80600000.00 85700000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-09-30 3.000000 900.00 968.55 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-11-15 3.125000 747900.00 826750.48 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 2.500000 4200200.00 4323479.98 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2021-04-30 1.700136 800.00 801.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-05-31 2.125000 30400000.00 30700000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-01-15 0.625000 1274600.00 1438496.87 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-08-31 2.000000 100.00 101.31 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-01-15 0.250000 100.00 109.64 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-03-31 1.750000 100.00 100.78 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-08-31 1.875000 100.00 101.34 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-01-15 1.125000 16100000.00 19200000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-11-15 2.000000 20200000.00 20400000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-30 1.750000 24300000.00 24500000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-06-30 2.000000 12500000.00 12700000.00 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2020-07-31 1.604136 5343700.00 5356372.86 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-31 1.375000 100.00 97.80 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-31 1.250000 19300000.00 19000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-12-15 1.625000 29000000.00 29000000.00 U.S. Treasuries (including strips) Y 2020-01-27 2020-01-27 2020-02-14 N N N 0.0163 300000000.00 300000000.00 0.0287 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.955000% 3130A9FR7 2549001DPIFGXC1TOL40 US3130A9FR77 U.S. Government Agency Debt Y 2020-01-28 2020-09-28 2020-09-28 N N N 0.0172 25035256.50 25035256.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.740000% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 U.S. Government Agency Debt Y 2020-01-28 2020-01-28 2020-01-28 N N N 0.0178 24998464.25 24998464.25 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.746000% 3130ADZP0 2549001DPIFGXC1TOL40 US3130ADZP02 U.S. Government Agency Debt Y 2020-01-13 2020-04-13 2020-04-13 N N N 0.0162 10301260.41 10301260.41 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.686000% 3130AE2R0 2549001DPIFGXC1TOL40 US3130AE2R07 U.S. Government Agency Debt Y 2020-01-30 2020-04-30 2020-04-30 N N N 0.0163 10240783.46 10240783.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.737000% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2020-03-25 2020-06-25 2020-06-25 N N N 0.0171 9999494.90 9999494.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.833000% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2020-01-06 2020-07-06 2020-07-06 N N N 0.0171 14999006.10 14999006.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.729000% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 U.S. Government Agency Debt Y 2020-02-08 2020-05-08 2020-05-08 N N N 0.0167 60107473.32 60107473.32 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.650000% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 U.S. Government Agency Debt Y 2020-01-02 2020-06-10 2020-06-10 N N N 0.0165 50000268.50 50000268.50 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.764000% 3130AFLT2 2549001DPIFGXC1TOL40 US3130AFLT28 U.S. Government Agency Debt Y 2020-03-18 2020-12-18 2020-12-18 N N N 0.0178 63136418.70 63136418.70 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.921000% 3130AFNC7 2549001DPIFGXC1TOL40 US3130AFNC74 U.S. Government Agency Debt Y 2020-01-04 2021-01-04 2021-01-04 N N N 0.0178 3514644.32 3514644.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.590000% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y 2020-01-02 2020-01-17 2020-01-17 N N N 0.0157 10000078.10 10000078.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2020-01-02 2020-07-24 2020-07-24 N N N 0.0163 14998675.05 14998675.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.575000% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 U.S. Government Agency Debt Y 2020-01-02 2020-02-21 2020-02-21 N N N 0.0158 34999606.95 34999606.95 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-01-02 2021-03-12 2021-03-12 N N N 0.0170 55971854.96 55971854.96 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.605000% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2020-01-02 2020-03-27 2020-03-27 N N N 0.0160 49000051.94 49000051.94 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.755000% 3130AG7H2 2549001DPIFGXC1TOL40 US3130AG7H25 U.S. Government Agency Debt Y 2020-01-21 2020-01-21 2020-01-21 N N N 0.0178 799978.54 799978.54 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.645000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2020-01-02 2020-10-01 2020-10-01 N N N 0.0169 9996986.30 9996986.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.750000% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 U.S. Government Agency Debt Y 2020-01-20 2020-05-20 2020-05-20 N N N 0.0171 3100384.03 3100384.03 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.560000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2020-01-02 2020-02-21 2020-02-21 N N N 0.0162 49746049.35 49746049.35 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.580000% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y 2020-01-02 2020-08-25 2020-08-25 N N N 0.0160 25997032.88 25997032.88 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2020-01-02 2021-06-11 2021-06-11 N N N 0.0170 23968834.08 23968834.08 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.545000% 3130AGMU6 2549001DPIFGXC1TOL40 US3130AGMU64 U.S. Government Agency Debt Y 2020-01-02 2020-01-17 2020-01-17 N N N 0.0161 114496918.81 114496918.81 0.0109 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.575000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2020-01-02 2020-06-19 2020-06-19 N N N 0.0165 49982281.50 49982281.50 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.585000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2020-01-02 2020-09-28 2020-09-28 N N N 0.0161 13996860.64 13996860.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-01-02 2021-07-08 2021-07-08 N N N 0.0169 19977273.00 19977273.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.570000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-01-02 2020-07-17 2020-07-17 N N N 0.0158 19998622.40 19998622.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.590000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-01-02 2021-01-22 2021-01-22 N N N 0.0165 18887910.62 18887910.62 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-01-02 2021-07-23 2021-07-23 N N N 0.0170 16977437.77 16977437.77 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.590000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2020-01-02 2021-01-28 2021-01-28 N N N 0.0163 18991777.56 18991777.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.570000% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-01-02 2020-11-06 2020-11-06 N N N 0.0169 46952544.10 46952544.10 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.580000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-01-02 2021-02-09 2021-02-09 N N N 0.0169 39949893.60 39949893.60 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.595000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-01-02 2021-05-14 2021-05-14 N N N 0.0169 24967385.75 24967385.75 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.570000% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2020-01-02 2020-08-21 2020-08-21 N N N 0.0159 34994347.15 34994347.15 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.605000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-01-02 2021-02-26 2021-02-26 N N N 0.0169 45702335.36 45702335.36 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.570000% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 U.S. Government Agency Debt Y 2020-01-02 2020-03-06 2020-03-06 N N N 0.0162 71993403.36 71993403.36 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2020-01-02 2021-09-10 2021-09-10 N N N 0.0165 24987827.00 24987827.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.585000% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 U.S. Government Agency Debt Y 2020-01-02 2020-01-17 2020-01-17 N N N 0.0161 91999231.80 91999231.80 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.640000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-01-02 2020-12-23 2020-12-23 N N N 0.0165 66493308.11 66493308.11 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.605000% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 U.S. Government Agency Debt Y 2020-01-02 2020-03-26 2020-03-26 N N N 0.0163 47997740.16 47997740.16 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.842000% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 U.S. Government Agency Debt Y 2020-01-27 2020-03-27 2020-03-27 N N N 0.0172 100021499.00 100021499.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.710000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-01-02 2021-04-09 2021-04-09 N N N 0.0170 12001379.76 12001379.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.640000% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 U.S. Government Agency Debt Y 2020-01-02 2020-07-17 2020-07-17 N N N 0.0166 49494555.99 49494555.99 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.794000% 3130AHHG1 2549001DPIFGXC1TOL40 US3130AHHG19 U.S. Government Agency Debt Y 2020-02-05 2020-11-05 2020-11-05 N N N 0.0175 100038486.00 100038486.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.789000% 3130AHHH9 2549001DPIFGXC1TOL40 US3130AHHH91 U.S. Government Agency Debt Y 2020-02-03 2020-11-03 2020-11-03 N N N 0.0175 200069498.00 200069498.00 0.0191 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.570000% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 U.S. Government Agency Debt Y 2020-03-06 2020-03-06 2020-03-06 N N N 0.0169 99978806.00 99978806.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.640000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-01-02 2021-02-22 2021-02-22 N N N 0.0166 111973728.16 111973728.16 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.675000% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 U.S. Government Agency Debt Y 2020-01-02 2021-06-04 2021-06-04 N N N 0.0169 49985551.50 49985551.50 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.755000% 3130AHNV1 2549001DPIFGXC1TOL40 US3130AHNV12 U.S. Government Agency Debt Y 2020-01-28 2020-05-28 2020-05-28 N N N 0.0172 99997838.00 99997838.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.590000% 3130AHRH8 2549001DPIFGXC1TOL40 US3130AHRH81 U.S. Government Agency Debt Y 2020-06-19 2020-06-19 2020-06-19 N N N 0.0161 99992243.00 99992243.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 U.S. Government Agency Debt Y 2020-04-20 2020-04-20 2020-04-20 N N N 0.0168 99978527.00 99978527.00 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.614000% 313384RG6 2549001DPIFGXC1TOL40 US313384RG63 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0001 4386000.00 4386000.00 0.0004 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 U.S. Government Agency Debt Y 2020-01-03 2020-01-03 2020-01-03 N N N 0.0153 102995680.18 102995680.18 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384RL5 2549001DPIFGXC1TOL40 US313384RL58 313384RL5 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+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0153 499916.11 499916.11 0.0000 N N Y 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 0.0153 174941277.00 174941277.00 0.0167 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384SC4 2549001DPIFGXC1TOL40 US313384SC41 313384SC4 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+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0153 154869.97 154869.97 0.0000 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384SD2 2549001DPIFGXC1TOL40 US313384SD24 U.S. Government Agency Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0153 4995595.85 4995595.85 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384SL4 2549001DPIFGXC1TOL40 US313384SL40 U.S. Government Agency Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0153 199765112.00 199765112.00 0.0191 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 U.S. Government Agency Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0154 599113.33 599113.33 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0154 98820259.56 98820259.56 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 313384TG4 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+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0154 99797333.00 99797333.00 0.0095 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 U.S. Government Agency Debt Y 2020-02-21 2020-02-21 2020-02-21 N N N 0.0154 49894444.50 49894444.50 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0154 324245278.50 324245278.50 0.0310 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 U.S. Government Agency Debt Y 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 17308863.31 17308863.31 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 313384UJ6 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+ 2020-03-16 2020-03-16 2020-03-16 N N N 0.0159 99679333.00 99679333.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 313384UL1 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+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0159 112627853.71 112627853.71 0.0108 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0159 249155000.00 249155000.00 0.0238 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 49317675.17 49317675.17 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 U.S. Government Agency Debt Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0160 4557043.13 4557043.13 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384VJ5 2549001DPIFGXC1TOL40 US313384VJ56 313384VJ5 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+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0160 58349550.05 58349550.05 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 313384VN6 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+ 2020-04-13 2020-04-13 2020-04-13 N N N 0.0160 120461752.07 120461752.07 0.0115 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.975100% 3133EGX75 US3133EGX754 U.S. Government Agency Debt Y 2020-01-21 2020-12-21 2020-12-21 N N N 0.0176 9747592.81 9747592.81 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.600000% 3133EH2L6 US3133EH2L69 U.S. Government Agency Debt Y 2020-01-02 2020-11-12 2020-11-12 N N N 0.0170 36672225.44 36672225.44 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.770000% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y 2020-01-02 2020-11-12 2020-11-12 N N N 0.0169 3302274.89 3302274.89 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.732000% 3133EJB57 US3133EJB572 U.S. Government Agency Debt Y 2020-01-25 2020-03-25 2020-03-25 N N N 0.0170 23900068.12 23900068.12 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.790000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2020-01-02 2020-07-09 2020-07-09 N N N 0.0167 50031365.00 50031365.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.737000% 3133EJEF2 US3133EJEF22 U.S. Government Agency Debt Y 2020-01-27 2020-02-27 2020-02-27 N N N 0.0180 399942.46 399942.46 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.755100% 3133EJH85 US3133EJH850 U.S. Government Agency Debt Y 2020-01-22 2020-04-22 2020-04-22 N N N 0.0168 49007796.88 49007796.88 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.670000% 3133EJLJ6 US3133EJLJ60 U.S. Government Agency Debt Y 2020-01-02 2020-02-18 2020-02-18 N N N 0.0161 9800894.05 9800894.05 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.684000% 3133EJLW7 US3133EJLW71 U.S. Government Agency Debt Y 2020-01-23 2020-04-23 2020-04-23 N N N 0.0166 49999082.00 49999082.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.668500% 3133EJMG1 US3133EJMG13 U.S. Government Agency Debt Y 2020-01-01 2020-05-01 2020-05-01 N N N 0.0169 25002778.00 25002778.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.690000% 3133EJQD4 US3133EJQD46 U.S. Government Agency Debt Y 2020-01-02 2020-03-23 2020-03-23 N N N 0.0165 5500610.67 5500610.67 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.637600% 3133EJTY5 US3133EJTY55 U.S. Government Agency Debt Y 2020-01-11 2020-05-11 2020-05-11 N N N 0.0170 7204445.08 7204445.08 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.800000% 3133EJUY3 US3133EJUY37 U.S. Government Agency Debt Y 2020-01-02 2020-07-20 2020-07-20 N N N 0.0169 1000613.56 1000613.56 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.780000% 3133EJVA4 US3133EJVA42 U.S. Government Agency Debt Y 2020-01-02 2020-01-24 2020-01-24 N N N 0.0176 75000798.75 75000798.75 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.770000% 3133EJXA2 US3133EJXA24 U.S. Government Agency Debt Y 2020-01-02 2020-02-20 2020-02-20 N N N 0.0176 22500072.23 22500072.23 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.820000% 3133EJXX2 US3133EJXX27 U.S. Government Agency Debt Y 2020-01-02 2020-08-27 2020-08-27 N N N 0.0167 28278268.37 28278268.37 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.830000% 3133EJZB8 US3133EJZB88 U.S. Government Agency Debt Y 2020-01-02 2020-09-11 2020-09-11 N N N 0.0175 33018018.66 33018018.66 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 3133EK3J3 US3133EK3J33 U.S. Government Agency Debt Y 2020-01-02 2021-04-22 2021-04-22 N N N 0.0172 25013296.25 25013296.25 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.753500% 3133EKCA2 US3133EKCA26 U.S. Government Agency Debt Y 2020-01-01 2021-03-01 2021-03-01 N N N 0.0178 25006611.50 25006611.50 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.710100% 3133EKCP9 US3133EKCP94 U.S. Government Agency Debt Y 2020-01-07 2020-10-07 2020-10-07 N N N 0.0174 25003630.75 25003630.75 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.675000% 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y 2020-01-02 2021-03-08 2021-03-08 N N N 0.0170 14996482.65 14996482.65 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.740000% 3133EKCZ7 US3133EKCZ76 U.S. Government Agency Debt Y 2020-01-02 2020-03-13 2020-03-13 N N N 0.0177 49996888.00 49996888.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-01-02 2021-03-18 2021-03-18 N N N 0.0162 7003755.36 7003755.36 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.645000% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y 2020-01-02 2021-01-15 2021-01-15 N N N 0.0161 10003756.30 10003756.30 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 3133EKQ58 US3133EKQ586 U.S. Government Agency Debt Y 2020-01-02 2021-03-18 2021-03-18 N N N 0.0175 25001424.25 25001424.25 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.620000% 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y 2020-01-02 2021-06-10 2021-06-10 N N N 0.0171 9987457.50 9987457.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.570000% 3133EKQX7 US3133EKQX72 U.S. Government Agency Debt Y 2020-01-02 2020-06-17 2020-06-17 N N N 0.0164 49986022.00 49986022.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.580000% 3133EKRU2 US3133EKRU25 U.S. Government Agency Debt Y 2020-01-02 2020-07-28 2020-07-28 N N N 0.0166 29988541.50 29988541.50 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.755800% 3133EKSJ6 US3133EKSJ60 U.S. Government Agency Debt Y 2020-01-07 2021-05-26 2021-05-26 N N N 0.0184 49961959.00 49961959.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.675000% 3133EKSP2 US3133EKSP21 U.S. Government Agency Debt Y 2020-01-02 2021-06-28 2021-06-28 N N N 0.0177 49928946.00 49928946.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.680000% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-01-02 2021-09-24 2021-09-24 N N N 0.0170 14994805.95 14994805.95 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.615000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2020-01-02 2021-07-09 2021-07-09 N N N 0.0169 9988601.50 9988601.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.825800% 3133EKV37 US3133EKV370 U.S. Government Agency Debt Y 2020-01-07 2021-08-02 2021-08-02 N N N 0.0187 34988845.50 34988845.50 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.680000% 3133EKVX1 US3133EKVX18 U.S. Government Agency Debt Y 2020-01-02 2021-07-19 2021-07-19 N N N 0.0178 24863124.35 24863124.35 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.670000% 3133EKXH4 US3133EKXH40 U.S. Government Agency Debt Y 2020-01-02 2021-06-29 2021-06-29 N N N 0.0177 24962467.00 24962467.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y 2020-01-02 2021-08-13 2021-08-13 N N N 0.0178 74900283.75 74900283.75 0.0072 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588RV9 B1V7KEBTPIMZEU4LTD58 US313588RV92 U.S. Government Agency Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0153 72560412.67 72560412.67 0.0069 N N Y N Federal National Mortgage Association Federal National Mortgage Association 1.500000% 3135G0D75 B1V7KEBTPIMZEU4LTD58 US3135G0D751 U.S. Government Agency Debt Y 2020-06-22 2020-06-22 2020-06-22 N N N 0.0165 309782.10 309782.10 0.0000 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.640000% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2020-01-02 2020-04-30 2020-04-30 N N N 0.0161 20001959.00 20001959.00 0.0019 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.786600% 3136G4NC3 B1V7KEBTPIMZEU4LTD58 US3136G4NC32 U.S. Government Agency Debt Y 2020-03-25 2020-03-25 2020-03-25 N N N 0.0179 32496652.50 32496652.50 0.0031 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.700000% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 U.S. Government Agency Debt Y 2020-01-02 2020-01-30 2020-01-30 N N N 0.0164 126524413.75 126524413.75 0.0121 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.600000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.60_0106 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2038-05-15 4.500000 187000000.00 255000000.00 U.S. Treasuries (including strips) Y 2020-01-06 2020-01-06 2020-01-06 N N N 0.0160 250000000.00 250000000.00 0.0239 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.540000% 0001168163 46699D001_1.54_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2047-02-28 3.000000 600051333.00 611999995.00 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-03 N N N 0.0154 600000000.05 600000000.05 0.0573 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.560000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_1.56_0102 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 2049-05-01 4.000000 45300000.00 46200000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 205000000.00 209000000.00 Agency Mortgage-Backed Securities Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 250000000.00 250000000.00 0.0239 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 1.530000% 549300H47WTHXPU08X20 0000093748 85748R009_1.53_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-11-15 1.250000 217845000.00 223735093.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.826000 96075000.00 95680035.68 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.500000 75000000.00 75337200.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 2.875000 144700000.00 144829940.60 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0153 529000000.00 529000000.00 0.0506 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 0.0165 100026452.00 100026452.00 0.0096 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 9128285B2 N.A. US9128285B27 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0165 100804688.00 100804688.00 0.0096 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.750000% 9128285Q9 N.A. US9128285Q95 U.S. Treasury Debt Y 2020-11-30 2020-11-30 2020-11-30 N N N 0.0165 100988281.00 100988281.00 0.0097 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.640900% 9128285Y2 N.A. US9128285Y20 U.S. Treasury Debt Y 2020-01-07 2021-01-31 2021-01-31 N N N 0.0168 74971089.75 74971089.75 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.664900% 9128286Q8 N.A. US9128286Q86 U.S. Treasury Debt Y 2020-01-07 2021-04-30 2021-04-30 N N N 0.0171 74958849.00 74958849.00 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.745900% 9128287G9 N.A. US9128287G95 U.S. Treasury Debt Y 2020-01-07 2021-07-31 2021-07-31 N N N 0.0172 75032096.25 75032096.25 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828K58 N.A. US912828K585 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0166 99906045.00 99906045.00 0.0095 N Y Y N U.S. Treasury Note U.S. Treasury Notes 2.000000% 912828VZ0 N.A. US912828VZ00 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0165 100257812.00 100257812.00 0.0096 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.560000% 0000947263 959BLB000_1.56_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-09-13 2.875000 3875000.00 4107310.66 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-12-13 2.750000 550000.00 577015.24 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-02-18 1.375000 600000.00 601147.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-07-14 1.125000 75000.00 74767.01 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-11-29 1.875000 160000.00 161072.25 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-09-28 1.375000 100000.00 100132.39 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2027-09-10 2.625000 335000.00 351622.98 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-01-30 1.657000 1000000.00 1002823.72 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-02-11 2.125000 500000.00 504367.43 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-03-30 2.375000 125000.00 125984.69 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2028-06-09 3.250000 610000.00 667361.86 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-10-01 2.625000 830000.00 841179.75 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-10-12 3.000000 6195000.00 6384232.47 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2028-11-16 3.250000 830000.00 911277.93 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-03-27 1.585000 800000.00 800140.89 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2031-05-08 3.490000 7370000.00 4040627.07 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2039-05-06 3.820000 4415000.00 3172234.26 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-02-21 1.540000 2500000.00 2504077.78 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-07-07 1.875000 755000.00 764913.46 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-06-19 1.555000 1400000.00 1400221.67 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-07-17 1.550000 2000000.00 2006318.33 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-04-22 1.545000 1200000.00 1203341.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-01-24 1.530000 1675000.00 1679773.75 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-01-28 1.570000 2200000.00 2205194.44 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-05-14 1.575000 525000.00 525391.78 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2024-08-15 1.500000 475000.00 473782.26 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-05-22 1.540000 2000000.00 2002676.67 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-12-23 1.620000 900000.00 900234.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-07-29 1.620000 1150000.00 1153099.25 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-10-07 1.640000 860000.00 863037.71 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-11-19 1.625000 1205000.00 1206282.39 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2021-06-04 1.655000 15000000.00 15000000.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2034-12-26 2.970000 2000000.00 1998370.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-06-12 0.00 47000.00 46658.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-07-29 0.00 8000000.00 7925280.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-03-13 1.875000 335000.00 337034.43 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-06-12 1.750000 980000.00 981236.76 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-01-16 0.00 9800000.00 9793238.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2020-03-11 0.00 100000.00 99690.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2024-07-09 3.000000 3000.00 3205.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2041-06-14 3.130000 1000000.00 1052561.11 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2024-12-02 1.920000 50000.00 49483.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2020-02-21 1.835130 150000.00 150106.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-07-13 1.820500 335000.00 334474.13 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-08-01 1.778500 250000.00 249108.02 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-12-13 1.711136 800000.00 798668.45 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2023-02-21 1.855130 1970000.00 1963253.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-10-12 1.770000 1500000.00 1506125.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-07-16 1.739750 180000.00 179840.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-06-14 1.759750 855000.00 855359.95 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2025-05-27 2.340000 7367000.00 7382470.70 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2025-09-24 2.490000 9553000.00 9616431.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-07-09 1.595000 1000000.00 1002537.36 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-10-22 1.885130 8000000.00 8006650.26 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2030-12-02 2.080000 2105000.00 2077003.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2031-12-18 2.160000 10000000.00 9964500.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2039-12-27 2.890000 13000000.00 13000000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2034-12-26 2.990000 3000000.00 2989446.67 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2036-03-14 5.125000 940000.00 1250830.06 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2036-03-14 5.625000 10100000.00 14100000.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2036-07-15 5.500000 700000.00 1005541.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-15 6.750000 602000.00 855573.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-15 0.00 250000.00 198296.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 6.750000 2340000.00 3440917.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 376000.00 553049.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 385000.00 570672.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 252000.00 361978.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-21 1.625000 1225000.00 1233762.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 1859000.00 1858560.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-28 1.875000 1345000.00 1347735.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-26 1.375000 671000.00 671960.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-24 2.125000 913000.00 931012.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-05-06 1.250000 706000.00 703624.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-08-17 1.250000 558000.00 557058.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-09-24 1.875000 8484000.00 8513694.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-07 1.375000 529000.00 528300.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-05 2.000000 1776000.00 1806551.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-02-28 1.500000 590000.00 592881.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-05 1.875000 721000.00 728618.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-07-30 1.500000 265000.00 266428.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-05 2.000000 632000.00 641671.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-19 2.375000 1885000.00 1947754.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-04-13 2.500000 5115000.00 5195009.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-06-22 2.750000 806000.00 819545.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-12 2.875000 788000.00 828077.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-11 2.625000 1990000.00 2054561.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-03-06 1.750000 375000.00 377145.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-05 2.500000 957000.00 994821.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-12 2.250000 1922000.00 1954237.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-02 1.750000 9241000.00 9328430.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-09-06 1.375000 77000.00 76790.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-15 1.625000 325000.00 324327.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 1007000.00 1055661.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 488000.00 500755.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-05-01 1.375000 355000.00 355469.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-08-12 1.125000 924000.00 920229.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-01-17 1.500000 629000.00 633210.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-09-29 1.625000 324000.00 325159.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-11-17 1.875000 995000.00 999098.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-02-16 2.375000 5889000.00 5986087.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-06-19 2.750000 998000.00 1037205.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 138000.00 204151.44 Agency Mortgage-Backed Securities Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 215000000.00 215000000.00 0.0205 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.530000% 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. 2026-10-31 1.625000 113000000.00 112000000.00 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 110000000.00 110000000.00 0.0105 N Y Y N Societe Generale Societe Generale 1.550000% O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_1.55_0102 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 2047-02-01 4.000000 2441204.00 1926803.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 3.500000 49664.00 47493.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 3.500000 2402758.00 1898466.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-09-01 2.500000 44550.00 43900.63 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-12-27 1.625000 76200000.00 76200000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 3.000000 387352.00 381640.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 7.500000 1493288.00 32772.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 16200000.00 6641592.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 3.000000 13200000.00 3869014.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-10-01 3.500000 1614592.00 777896.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2057-02-01 4.500000 1029.00 766.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3385603.00 2653786.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1000.00 942.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 761143.00 624647.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 1488.00 1516.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 3259480.00 2536177.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 426679.00 383479.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1959123.00 1952502.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 2357366.00 1994639.98 Agency Mortgage-Backed Securities U.S. Treasury Bond 2026-02-15 6.000000 300.00 380.39 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-02-15 1.000000 800.00 918.35 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-15 1.500000 200.00 197.39 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-04-30 2.375000 800.00 805.12 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-05-15 1.625000 800.00 794.10 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-02-28 1.875000 300.00 303.65 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-04-15 1.500000 4700.00 4712.22 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-12-15 1.625000 300.00 300.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-31 1.625000 1000.00 1001.02 U.S. Treasuries (including strips) Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 100000000.00 100000000.00 0.0096 N Y Y N AllianceBernstein Fixed Income Shares 2020-01-08 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller