N-MFP2 0000862021 XXXXXXXX 2020-01-31 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 22 95 4489122173.59 4926757386.10 5803789003.75 6305460239.67 5886523662.99 5915044514.82 6011802763.16 7074761326.33 7960217532.38 7489470678.30 0.4292 0.4728 0.5266 0.5510 0.5092 0.5655 0.5769 0.6420 0.6955 0.6479 102413540.48 11437706923.98 11437546452.78 20159756.96 146300463.28 11413819286.94 11413862312.9360 1.0000 0.0161 1.0000 1.0000 1.0000 1.0000 1.0000 C000032709 0.00 7482066385.60 7482071490.5000 1.0000 1.0000 1.0000 1.0000 1.0000 857992008.93 672378827.95 685462173.34 757771377.15 1106784083.37 718431414.77 970457743.59 927190930.26 1271653253.34 1110727675.67 4581969776.21 3906908439.47 0.0150 Y AB has waived $646,544 for Adviser. C000172512 0.00 20971608.35 20960925.3990 1.0000 1.0000 1.0000 1.0000 1.0000 158131.15 609074.09 817561.20 673360.19 474466.18 1081080.27 615776.18 343216.57 642136.59 1715543.00 2679894.83 4311747.43 0.0145 Y AB has waived $1,974 for Adviser. C000172513 100000.00 1284494975.32 1284522004.9700 1.0000 1.0000 1.0000 1.0000 1.0000 46519329.16 47474944.90 81420870.25 39439661.53 63017185.24 36090519.74 44759601.62 24500645.24 42018155.73 69983238.15 241323307.59 189886193.85 0.0149 Y AB has waived $115,348 for Distributor and $115,356 for Adviser. C000172514 2500.00 1069204383.10 1069220617.1310 1.0000 1.0000 1.0000 1.0000 1.0000 23405971.57 11185853.74 48945399.98 25167780.76 36379059.56 20958121.02 32754720.69 14180114.02 35113394.42 27910968.02 165730692.94 94241883.78 0.0145 Y AB has waived $232,496 for Distributor and $92,943 for Adviser. C000172515 2500.00 6620818.38 6621925.1770 1.0000 1.0000 1.0000 1.0000 1.0000 441891.80 40365.06 34860.95 68906.29 14483.30 46084.73 3060.02 28729.78 4112.26 51337.50 315003.29 208224.04 0.0145 Y AB has waived $4,519 for Distributor and $603 for Adviser. C000172516 0.00 14115413.27 14113076.1380 1.0000 1.0000 1.0000 1.0000 1.0000 2004064.07 1250485.73 100651.09 3554805.93 230375.59 611694.33 880168.80 829828.52 54797.81 1239233.84 1922232.57 7483060.55 0.0148 Y AB has waived $1,422 for Adviser. C000172517 0.00 45546511.04 45554811.2610 1.0000 1.0000 1.0000 1.0000 1.0000 354500.92 1239005.16 270031.79 247548.04 196436.43 1082145.53 415584.09 1127501.34 479811.42 355157.94 1609647.73 3908301.51 0.0145 Y AB has waived $10,425 for Distributor and $4,170 for Adviser. C000172520 20000000.00 1490769093.56 1490767364.0100 1.0000 1.0000 1.0000 1.0000 1.0000 19068180.32 286194124.24 100835261.44 127952534.02 222538452.83 52892624.67 238983616.29 196719000.00 236930381.09 101919934.34 804126412.40 642775217.27 0.0150 Y AB has waived $116,445 for Adviser. C000212221 1000000.00 10032.77 10032.7800 1.0000 1.0000 1.0000 1.0000 1.0000 2.77 12.01 2.80 0.00 2.76 0.00 2.73 0.00 2.72 0.00 12.19 12.01 0.0142 Y AB has waived $1 for Adviser. C000212222 100000.00 10032.36 10032.3700 1.0000 1.0000 1.0000 1.0000 1.0000 2.67 11.60 2.71 0.00 2.66 0.00 2.63 0.00 2.63 0.00 11.76 11.60 0.0137 Y AB has waived $1 for Adviser. C000212223 5000000.00 10033.19 10033.2000 1.0000 1.0000 1.0000 1.0000 1.0000 2.86 12.42 2.90 0.00 2.85 0.00 2.82 0.00 2.83 0.00 12.62 12.42 0.0147 Y AB has waived $1 for Adviser. Bank of America NA Bank of America NA 1.580000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_1.58_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-01-31 2.500000 34400000.00 34700000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-31 2.000000 35600000.00 36000000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2023-08-15 6.250000 15400000.00 18400000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2032-04-15 3.375000 1287100.00 2647316.73 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 90000000.00 90000000.00 0.0079 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 1.610000% 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 206420757.00 21052092552.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-03-31 2.370000 323039726.00 32945631680.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-07-31 2.750000 144745291.00 14762038992.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-10-31 1.370000 312565667.00 31877420990.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-12-31 1.810000 113375294.00 11562728590.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0164 1099999151.01 1099999151.01 0.0964 N Y Y N BNP Paribas BNP Paribas 1.590000% R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_1.59_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-08-31 2.000000 700104792.00 71429800000.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 700012040.00 700012040.00 0.0613 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.810000% 3130A9FR7 2549001DPIFGXC1TOL40 US3130A9FR77 U.S. Government Agency Debt Y 2020-02-28 2020-09-28 2020-09-28 N N N 0.0162 25031178.50 25031178.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.608000% 3130ADZP0 2549001DPIFGXC1TOL40 US3130ADZP02 U.S. Government Agency Debt Y 2020-04-13 2020-04-13 2020-04-13 N N N 0.0147 10300855.42 10300855.42 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.520000% 3130AE2R0 2549001DPIFGXC1TOL40 US3130AE2R07 U.S. Government Agency Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0148 10240588.29 10240588.29 0.0009 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 0.0155 9999574.80 9999574.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.690000% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2020-04-06 2020-07-06 2020-07-06 N N N 0.0155 14999152.20 14999152.20 0.0013 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 0.0148 60110389.13 60110389.13 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.690000% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 U.S. Government Agency Debt Y 2020-02-03 2020-06-10 2020-06-10 N N N 0.0169 50000127.50 50000127.50 0.0044 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 0.0162 63139275.78 63139275.78 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.765000% 3130AFNC7 2549001DPIFGXC1TOL40 US3130AFNC74 U.S. Government Agency Debt Y 2020-04-04 2021-01-04 2021-01-04 N N N 0.0159 3515730.98 3515730.98 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2020-02-03 2020-07-24 2020-07-24 N N N 0.0162 15002504.55 15002504.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 U.S. Government Agency Debt Y 2020-02-03 2020-02-21 2020-02-21 N N N 0.0160 35000246.05 35000246.05 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.695000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-02-03 2021-03-12 2021-03-12 N N N 0.0170 55993650.72 55993650.72 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.645000% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2020-02-03 2020-03-27 2020-03-27 N N N 0.0160 53003715.30 53003715.30 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.685000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2020-02-03 2020-10-01 2020-10-01 N N N 0.0160 10005930.00 10005930.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.643000% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 U.S. Government Agency Debt Y 2020-02-20 2020-05-20 2020-05-20 N N N 0.0161 3100298.03 3100298.03 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.600000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2020-02-03 2020-02-21 2020-02-21 N N N 0.0166 49748488.60 49748488.60 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.620000% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y 2020-02-03 2020-08-25 2020-08-25 N N N 0.0160 26002988.18 26002988.18 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2020-02-03 2021-06-11 2021-06-11 N N N 0.0174 23970645.60 23970645.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.615000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2020-02-03 2020-06-19 2020-06-19 N N N 0.0169 49985499.00 49985499.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2020-02-03 2020-09-28 2020-09-28 N N N 0.0166 14896506.25 14896506.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-02-03 2021-07-08 2021-07-08 N N N 0.0173 19978524.60 19978524.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-02-03 2020-07-17 2020-07-17 N N N 0.0160 20000600.00 20000600.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.630000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-02-03 2021-01-22 2021-01-22 N N N 0.0166 18895350.22 18895350.22 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.655000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-02-03 2021-07-23 2021-07-23 N N N 0.0174 16978742.86 16978742.86 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.630000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2020-02-03 2021-01-28 2021-01-28 N N N 0.0164 18997669.46 18997669.46 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-11-06 2020-11-06 2020-11-06 N N N 0.0165 46987422.80 46987422.80 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-11-06 2020-11-06 2020-11-06 N N N 0.0165 41988760.80 41988760.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.620000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-02-03 2021-02-09 2021-02-09 N N N 0.0166 39983646.00 39983646.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.635000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-02-03 2021-05-14 2021-05-14 N N N 0.0173 24969522.50 24969522.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2020-02-03 2020-08-21 2020-08-21 N N N 0.0160 35001863.75 35001863.75 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.645000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-02-03 2021-02-26 2021-02-26 N N N 0.0173 45705869.55 45705869.55 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 U.S. Government Agency Debt Y 2020-02-03 2020-03-06 2020-03-06 N N N 0.0166 71996580.00 71996580.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.665000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2020-02-03 2021-09-10 2021-09-10 N N N 0.0177 24959509.50 24959509.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.680000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-02-03 2020-12-23 2020-12-23 N N N 0.0163 66526411.81 66526411.81 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.645000% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 U.S. Government Agency Debt Y 2020-02-03 2020-03-26 2020-03-26 N N N 0.0167 47998398.72 47998398.72 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.711000% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 U.S. Government Agency Debt Y 2020-02-27 2020-03-27 2020-03-27 N N N 0.0162 100013663.00 100013663.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.750000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-02-03 2021-04-09 2021-04-09 N N N 0.0174 12001242.00 12001242.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.680000% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 U.S. Government Agency Debt Y 2020-02-03 2020-07-17 2020-07-17 N N N 0.0170 49495398.98 49495398.98 0.0043 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 0.0157 100048246.00 100048246.00 0.0088 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 0.0157 200090060.00 200090060.00 0.0175 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 0.0160 99996379.00 99996379.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.680000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-02-03 2021-02-22 2021-02-22 N N N 0.0170 111976085.76 111976085.76 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.715000% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 U.S. Government Agency Debt Y 2020-02-03 2021-06-04 2021-06-04 N N N 0.0174 49986396.00 49986396.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.610000% 3130AHNV1 2549001DPIFGXC1TOL40 US3130AHNV12 U.S. Government Agency Debt Y 2020-02-28 2020-05-28 2020-05-28 N N N 0.0162 99998282.00 99998282.00 0.0088 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 0.0152 100023406.00 100023406.00 0.0088 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 0.0160 100001714.00 100001714.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.708000% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2020-04-09 2021-01-08 2021-01-08 N N N 0.0159 99987258.00 99987258.00 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.618000% 3130AJ2M0 2549001DPIFGXC1TOL40 US3130AJ2M01 U.S. Government Agency Debt Y 2020-02-03 2020-11-03 2020-11-03 N N N 0.0163 99985012.00 99985012.00 0.0088 N N N 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 0.0157 599922.50 599922.50 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 0.0157 98953112.61 98953112.61 0.0087 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 0.0157 99931111.00 99931111.00 0.0088 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 0.0157 49961250.00 49961250.00 0.0044 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 0.0157 324678159.00 324678159.00 0.0284 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 0.0158 17332931.57 17332931.57 0.0015 N N Y 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 0.0158 99818000.00 99818000.00 0.0087 N N Y 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 0.0158 112784546.29 112784546.29 0.0099 N N Y 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 0.0158 249501667.50 249501667.50 0.0219 N N Y 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 49386314.84 49386314.84 0.0043 N N Y 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 4563427.81 4563427.81 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 58431329.86 58431329.86 0.0051 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 120630613.62 120630613.62 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 U.S. Government Agency Debt Y 2020-05-22 2020-05-22 2020-05-22 N N N 0.0160 42795594.77 42795594.77 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.844400% 3133EGX75 US3133EGX754 U.S. Government Agency Debt Y 2020-02-21 2020-12-21 2020-12-21 N N N 0.0163 9748559.29 9748559.29 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.650000% 3133EH2L6 US3133EH2L69 U.S. Government Agency Debt Y 2020-02-03 2020-11-12 2020-11-12 N N N 0.0176 36675115.93 36675115.93 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.770000% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y 2020-02-03 2020-11-12 2020-11-12 N N N 0.0169 3302046.86 3302046.86 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.699500% 3133EJ6M6 US3133EJ6M60 U.S. Government Agency Debt Y 2020-02-28 2021-01-28 2021-01-28 N N N 0.0164 9505443.60 9505443.60 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.600900% 3133EJB57 US3133EJB572 U.S. Government Agency Debt Y 2020-02-25 2020-03-25 2020-03-25 N N N 0.0160 23900042.54 23900042.54 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.790000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2020-02-03 2020-07-09 2020-07-09 N N N 0.0166 50028870.50 50028870.50 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.605900% 3133EJEF2 US3133EJEF22 U.S. Government Agency Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0170 399974.76 399974.76 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.623400% 3133EJH85 US3133EJH850 U.S. Government Agency Debt Y 2020-02-22 2020-04-22 2020-04-22 N N N 0.0158 49005669.30 49005669.30 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.720000% 3133EJLJ6 US3133EJLJ60 U.S. Government Agency Debt Y 2020-02-03 2020-02-18 2020-02-18 N N N 0.0167 9800274.20 9800274.20 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.556300% 3133EJLW7 US3133EJLW71 U.S. Government Agency Debt Y 2020-04-23 2020-04-23 2020-04-23 N N N 0.0151 49999320.00 49999320.00 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.740900% 3133EJMG1 US3133EJMG13 U.S. Government Agency Debt Y 2020-02-01 2020-05-01 2020-05-01 N N N 0.0159 25002034.25 25002034.25 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.740000% 3133EJQD4 US3133EJQD46 U.S. Government Agency Debt Y 2020-02-03 2020-03-23 2020-03-23 N N N 0.0171 5500349.53 5500349.53 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.603600% 3133EJTY5 US3133EJTY55 U.S. Government Agency Debt Y 2020-02-11 2020-05-11 2020-05-11 N N N 0.0161 8524362.33 8524362.33 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.800000% 3133EJUY3 US3133EJUY37 U.S. Government Agency Debt Y 2020-02-03 2020-07-20 2020-07-20 N N N 0.0169 1000515.51 1000515.51 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.770000% 3133EJXA2 US3133EJXA24 U.S. Government Agency Debt Y 2020-02-03 2020-02-20 2020-02-20 N N N 0.0176 22499995.73 22499995.73 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.820000% 3133EJXX2 US3133EJXX27 U.S. Government Agency Debt Y 2020-02-03 2020-08-27 2020-08-27 N N N 0.0167 28274458.57 28274458.57 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.830000% 3133EJZB8 US3133EJZB88 U.S. Government Agency Debt Y 2020-02-03 2020-09-11 2020-09-11 N N N 0.0175 33015688.53 33015688.53 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.800000% 3133EK3J3 US3133EK3J33 U.S. Government Agency Debt Y 2020-02-03 2021-04-22 2021-04-22 N N N 0.0178 25012431.25 25012431.25 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.825900% 3133EKCA2 US3133EKCA26 U.S. Government Agency Debt Y 2020-02-01 2021-03-01 2021-03-01 N N N 0.0166 25013384.25 25013384.25 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.714300% 3133EKCP9 US3133EKCP94 U.S. Government Agency Debt Y 2020-02-07 2020-10-07 2020-10-07 N N N 0.0164 25003225.00 25003225.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.725000% 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y 2020-02-03 2021-03-08 2021-03-08 N N N 0.0176 14996736.15 14996736.15 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.740000% 3133EKCZ7 US3133EKCZ76 U.S. Government Agency Debt Y 2020-02-03 2020-03-13 2020-03-13 N N N 0.0177 49998140.00 49998140.00 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-02-03 2021-03-18 2021-03-18 N N N 0.0170 7000183.89 7000183.89 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.685000% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y 2020-02-03 2021-01-15 2021-01-15 N N N 0.0168 10000421.80 10000421.80 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 3133EKQ58 US3133EKQ586 U.S. Government Agency Debt Y 2020-02-03 2021-03-18 2021-03-18 N N N 0.0175 25001291.75 25001291.75 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y 2020-02-03 2021-06-10 2021-06-10 N N N 0.0172 9991816.50 9991816.50 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.620000% 3133EKQX7 US3133EKQX72 U.S. Government Agency Debt Y 2020-02-03 2020-06-17 2020-06-17 N N N 0.0170 49988664.50 49988664.50 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.630000% 3133EKRU2 US3133EKRU25 U.S. Government Agency Debt Y 2020-02-03 2020-07-28 2020-07-28 N N N 0.0172 29990287.20 29990287.20 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.765900% 3133EKSJ6 US3133EKSJ60 U.S. Government Agency Debt Y 2020-02-04 2021-05-26 2021-05-26 N N N 0.0183 49964363.50 49964363.50 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.675000% 3133EKSP2 US3133EKSP21 U.S. Government Agency Debt Y 2020-02-03 2021-06-28 2021-06-28 N N N 0.0177 49933023.50 49933023.50 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.720000% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-02-03 2021-09-24 2021-09-24 N N N 0.0175 14992734.45 14992734.45 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.655000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2020-02-03 2021-07-09 2021-07-09 N N N 0.0172 9990661.70 9990661.70 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.835900% 3133EKV37 US3133EKV370 U.S. Government Agency Debt Y 2020-02-02 2021-08-02 2021-08-02 N N N 0.0187 34989543.75 34989543.75 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.680000% 3133EKVX1 US3133EKVX18 U.S. Government Agency Debt Y 2020-02-03 2021-07-19 2021-07-19 N N N 0.0178 24865154.19 24865154.19 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.670000% 3133EKXH4 US3133EKXH40 U.S. Government Agency Debt Y 2020-02-03 2021-06-29 2021-06-29 N N N 0.0174 24977138.50 24977138.50 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y 2020-02-03 2021-08-13 2021-08-13 N N N 0.0178 74905800.00 74905800.00 0.0066 N N N 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 0.0159 309885.10 309885.10 0.0000 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.680000% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2020-02-03 2020-04-30 2020-04-30 N N N 0.0160 20004013.40 20004013.40 0.0018 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 0.0164 32497838.10 32497838.10 0.0028 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.560000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.56_0204 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-05-01 5.500000 100000000.00 15431441.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-07-01 6.000000 4800000.00 141017.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-01-01 4.000000 1003500.00 175064.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 3562000.00 1199387.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-02-01 3.500000 37000.00 5545.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 3.000000 1624464.00 1524569.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 19737600.00 10232545.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-02-01 5.500000 22033056.00 2161355.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-12-01 6.000000 1878534.00 11035.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-05-01 6.000000 267990.00 16345.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-07-01 5.000000 500000.00 107072.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-12-01 5.000000 37523136.00 6702024.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-02-01 4.500000 40800000.00 9954105.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-09-01 7.500000 8135616.00 14109.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-08-01 6.000000 17522660.00 129688.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-06-01 4.500000 97939.00 5428.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-01-01 3.500000 742500.00 168788.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-10-01 4.000000 787895.00 166450.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-09-01 2.000000 25000.00 9943.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 4.500000 1249850.00 1085705.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 160000.00 160057.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.000000 1049744.00 617695.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-10-01 7.500000 5642030.00 13309.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-06-01 5.000000 1252902.00 26107.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-04-01 4.500000 1100000.00 173226.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 3.500000 2220572.00 2216468.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-08-01 5.000000 16275000.00 334185.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-03-01 5.500000 3300000.00 101916.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 1121230.00 21021.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-12-01 6.000000 823718.00 14239.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 6.000000 746103.00 19048.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 8212192.00 6688935.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 3.500000 4900000.00 3956115.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-06-01 5.500000 6545366.00 28597.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-11-01 5.500000 1221758.00 43688.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-08-01 6.000000 776481.00 34844.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 300000.00 252751.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 5301928.00 4189055.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-01 3.000000 56627712.00 52307663.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-10-01 4.500000 1377516.00 334658.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-07-01 4.000000 52377100.00 37322870.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 7451936.00 6579610.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-09-01 3.500000 42000000.00 36164823.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-01 4.500000 4907350.00 5210230.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 4.500000 2096848.00 2321980.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 4.500000 1028420.00 626699.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 3.500000 1149000.00 765159.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 1049300.00 1099287.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 19228256.00 20170410.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-11-01 3.500000 3969916.00 4138546.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-01 6.500000 9350000.00 12242.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-04-01 6.500000 525477.00 5276.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 1745780.00 50612.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 4.000000 33989248.00 15979438.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 3.500000 17905.00 7830.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2.500000 23548.00 7584.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 7.500000 576093.00 14888.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 5.500000 3895000.00 305145.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 5.000000 1001956.00 28089.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 237020.00 191826.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-10-01 2.380000 13400000.00 13573887.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 6.000000 860000.00 54274.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-02-01 5.500000 3000000.00 137614.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-08-01 3.000000 281743.00 262644.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 4.000000 960000.00 53324.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-04-20 4.500000 1517736.00 96103.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-02-15 3.500000 535286.00 100510.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-05-15 3.500000 725000.00 82920.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-07-15 3.500000 1000000.00 185947.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-15 3.000000 875000.00 368464.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-09-15 3.250000 2668230.00 1328316.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-08-20 3.500000 3340000.00 1378772.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-12-15 2.500000 95000.00 41597.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-04-20 3.500000 33574336.00 8540324.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 2.500000 63358.00 26381.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 4.000000 1407430.00 362858.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-10-20 2.500000 6272920.00 4396074.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-02-20 4.000000 2978132.00 676037.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-04-20 2.500000 69000.00 35683.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2029-01-20 4.500000 139549.00 19942.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-08-20 4.000000 5774456.00 1431276.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-10-20 3.500000 816859.00 363906.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-01-20 3.500000 53909120.00 25475880.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-20 3.500000 76633088.00 42656230.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-07-20 3.500000 305000.00 136447.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-20 5.000000 10425296.00 3796264.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 4.500000 1395516.00 544880.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-01-20 4.000000 207122.00 109225.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 4.500000 590150.00 278125.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-04-20 4.000000 88047872.00 57733598.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 5.000000 8494560.00 4903416.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 3.500000 2372480.00 2185477.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-15 3.500000 40819.00 33773.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 4.000000 2287832.00 2476903.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 4.500000 1652774.00 1791251.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-02-20 3.000000 35666752.00 17083431.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-10-20 4.500000 1112246.00 313894.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-05-20 4.500000 1307742.00 589916.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 4.000000 1200366.00 905369.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-07-15 5.000000 1276000.00 40334.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-04-20 4.000000 397069.00 49502.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2024-10-20 5.500000 362169.00 16710.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-09-20 5.000000 1471854.00 196589.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-06-15 4.500000 33279.00 8181.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2026-11-15 8.500000 661192.00 14848.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-01-15 5.500000 5545000.00 434921.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-04-15 5.500000 10960000.00 929763.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-20 3.000000 48752320.00 36823405.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-08-20 4.500000 207723.00 5025.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-04-15 3.500000 518813.00 349062.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-10-15 5.000000 8000000.00 409931.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-03-20 5.500000 3898092.00 298155.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-12-15 6.000000 13427360.00 1312568.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-11-15 5.000000 171007.00 27349.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-11-15 5.000000 3370556.00 1456799.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-09-15 5.000000 110400000.00 21280108.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-01-15 4.000000 80000.00 38021.89 Agency Collateralized Mortgage Obligation Y 2020-02-04 2020-02-04 2020-02-03 N N N 0.0156 500000000.00 500000000.00 0.0438 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.570000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.57_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-12-31 1.750000 20905900.00 21318381.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-01-31 1.375000 70489600.00 70481141.25 U.S. Treasuries (including strips) U.S. Treasury Bond 2045-05-15 3.000000 400.00 478.17 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 90000000.00 90000000.00 0.0079 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.600000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_1.60_0316 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 2049-02-01 4.500000 91100000.00 71100000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 3.000000 151000000.00 152000000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 75300000.00 78800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 3.000000 89854848.00 93440475.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 47859328.00 49489257.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-12-01 3.000000 64133400.00 65662230.68 Agency Mortgage-Backed Securities Y 2020-03-16 2020-03-16 2020-02-03 N N N 0.0160 500000000.00 500000000.00 0.0438 N N N N JP Morgan Securities LLC J P Morgan Term Repo 1.590000% 0001168163 46699D001_1.59_0203 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 1000132500.00 101999999759.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 1000000000.00 1000000000.00 0.0876 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.590000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_1.59_0203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2049-04-20 4.000000 285996817.00 229500000.60 Agency Collateralized Mortgage Obligation Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 225000000.00 225000000.00 0.0197 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 1.580000% 549300H47WTHXPU08X20 0000093748 85748R009_1.58_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-06-30 1.625000 156786093.80 159921815.60 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-07-30 0.00 336249850.00 342974847.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-07-15 1.250000 92964056.24 94825647.42 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 586000000.00 586000000.00 0.0513 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 0.0158 100761719.00 100761719.00 0.0088 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 0.0155 100972656.00 100972656.00 0.0088 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.650900% 9128285Y2 N.A. US9128285Y20 U.S. Treasury Debt Y 2020-02-04 2021-01-31 2021-01-31 N N N 0.0162 75024319.50 75024319.50 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.674900% 9128286Q8 N.A. US9128286Q86 U.S. Treasury Debt Y 2020-02-04 2021-04-30 2021-04-30 N N N 0.0164 75031620.75 75031620.75 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.755900% 9128287G9 N.A. US9128287G95 U.S. Treasury Debt Y 2020-02-04 2021-07-31 2021-07-31 N N N 0.0166 75111698.25 75111698.25 0.0066 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 0.0163 99937500.00 99937500.00 0.0088 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 0.0158 100273438.00 100273438.00 0.0088 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.590000% 7TK5RJIZDFROZCA6XF66 0000812291 931AKZ003_1.59_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2044-08-31 3.120000 300039750.00 30599999787.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 300000000.00 300000000.00 0.0263 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.580000% 0000947263 959BLB000_1.58_0203 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 2020-04-15 0.00 179000000.00 179000000.00 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 175000000.00 175000000.00 0.0153 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.570000% 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. 2023-02-28 2.625000 87500000.00 91800000.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 90000000.00 90000000.00 0.0079 N Y Y N Societe Generale Societe Generale 1.590000% O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_1.59_0203 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 2022-08-25 1.801000 12600000.00 12700000.00 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 2020-04-30 2.375000 2776600.00 2798042.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-30 2.875000 3819200.00 4146620.85 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-01-31 2.500000 28000000.00 28300000.00 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-08-01 4.000000 14600000.00 13600000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-12-01 4.000000 6684127.00 1479200.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 10000000.00 10300000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 8400000.00 5064499.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 40107.00 27362.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 5.000000 1714.00 45.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 5193477.00 3637749.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 2131.00 2177.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 179355.00 183484.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 2116548.00 2199532.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 1000.00 906.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 5022306.00 4835309.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 22400000.00 21500000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 9064308.00 9683393.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 1000.00 211.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 17300000.00 13900000.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2064-03-20 4.682000 2000000.00 1408166.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-05-20 4.500000 32200000.00 7513940.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-07-20 4.000000 64500000.00 15700000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-10-20 4.500000 15900000.00 3545601.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-12-20 4.000000 192083.00 53285.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-12-20 4.500000 136000000.00 30200000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.500000 5007360.00 5088874.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 4.500000 41722.00 44101.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2054-12-15 3.280000 2000000.00 2160049.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-10-20 5.000000 1289423.00 1369395.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-10-20 4.601000 2053591.00 2623446.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2036-01-20 5.000000 1986.00 96.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-04-20 6.000000 4428.00 102.55 Agency Collateralized Mortgage Obligation Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 200000000.00 200000000.00 0.0175 N Y Y N Societe Generale Societe Generale 1.600000% O2RNE8IBXP4R0TD8PU41 0000865845 988FSF000_1.60_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2025-10-31 3.000000 321531865.00 32805000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-11-30 2.750000 279534246.00 28520100000.00 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 600985980.00 600985980.00 0.0527 N Y Y N AllianceBernstein Fixed Income Shares 2020-02-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller