N-MFP2 0000862021 XXXXXXXX 2020-11-30 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 41 100 7778536947.51 7758452298.88 8920425183.85 8116001405.46 7933078268.78 8558455113.88 9080026363.42 8366285433.44 0.00 0.5044 0.5023 0.5478 0.5248 0.5145 0.5541 0.5576 0.5410 0.0000 5282907.78 15402593914.47 15399911300.47 3820754.41 16885781.49 15392129181.17 15392172728.6180 1.0000 0.0014 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 8150464681.87 8150471958.6700 1.0000 1.0000 1.0000 1.0000 0.0000 1981892336.05 1397665979.67 1159716723.19 900782689.09 1269639713.26 1208565542.75 760809795.64 1087212959.67 0.00 0.00 5422151323.98 4983793512.29 0.0004 Y AB has waived $696,881 for Adviser. C000172512 0.00 106564377.47 106554302.0610 1.0000 1.0000 1.0000 1.0000 0.0000 3641876.81 2506264.11 3217533.28 7254555.37 3506165.76 4015475.90 1984392.04 2788173.30 0.00 0.00 12363394.63 16862553.80 0.0001 Y AB has waived $9,056 for Adviser and $2,510 for Transfer Agent. C000172513 100000.00 3474641919.58 3474665371.4800 1.0000 1.0000 1.0000 1.0000 0.0000 170387684.96 42648974.45 41424514.19 68410733.81 30737620.22 80729156.58 53409371.03 51295542.94 0.00 0.00 305784284.49 253590278.41 0.0004 Y AB has waived $277,954 for Distributor and $291,282 for Adviser. C000172514 2500.00 1129647987.77 1129664969.3130 1.0000 1.0000 1.0000 1.0000 0.0000 8526017.63 14998558.37 7948868.46 24827669.41 4833645.05 19523490.34 2405343.99 10942602.53 0.00 0.00 24586382.38 70903936.88 0.0001 Y AB has waived $228,282 for Distributor, $95,648 for Adviser and $26,499 for Transfer Agent. C000172515 2500.00 9177937.24 9179102.9140 1.0000 1.0000 1.0000 1.0000 0.0000 3096.47 23233.96 68769.76 58019.46 5926.66 329433.74 11831.80 136114.24 0.00 0.00 89632.24 551425.96 0.0001 Y AB has waived $5,629 for Distributor, $786 for Adviser and $254 for Transfer Agent. C000172516 0.00 26806223.96 26803899.5260 1.0000 1.0000 1.0000 1.0000 0.0000 195634.93 889273.25 1013408.78 526919.27 589390.22 498946.29 30352.91 681683.09 0.00 0.00 1830232.61 2596850.61 0.0002 Y AB has waived $2,257 for Adviser and $51 for Transfer Agent. C000172517 0.00 66736445.02 66744901.8940 1.0000 1.0000 1.0000 1.0000 0.0000 3702624.47 1125846.75 1159519.94 2931110.33 226308.81 1545905.73 68969.48 432126.43 0.00 0.00 5181863.49 6036503.99 0.0001 Y AB has waived $13,544 for Distributor, $5,673 for Adviser and $1,421 for Transfer Agent. C000172520 20000000.00 2428059544.01 2428058158.5100 1.0000 1.0000 1.0000 1.0000 0.0000 355022144.26 323084916.24 372763093.04 454260135.00 1068939750.36 726455468.51 221816100.73 220388495.31 0.00 0.00 2154421515.16 1772487015.06 0.0004 Y AB has waived $186,211 for Adviser. C000212221 1000000.00 10021.39 10021.3900 1.0000 1.0000 1.0000 1.0000 0.0000 0.12 0.52 0.09 0.00 0.10 0.00 0.08 0.00 0.00 0.00 0.43 0.52 0.0006 Y AB has waived $1 for Distributor and $1 for Adviser. C000212222 100000.00 10021.47 10021.4700 1.0000 1.0000 1.0000 1.0000 0.0000 0.12 0.52 0.09 0.00 0.10 0.00 0.08 0.00 0.00 0.00 0.43 0.52 0.0006 Y AB has waived $1 for Distributor and $1 for Adviser. C000212223 5000000.00 10021.39 10021.3900 1.0000 1.0000 1.0000 1.0000 0.0000 0.12 0.52 0.09 0.00 0.10 0.00 0.08 0.00 0.00 0.00 0.43 0.52 0.0006 Y AB has waived $0.40 for Distributor and $1 for Adviser. Bank of America NA Bank of America NA 0.080000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_0.08_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note N.A. 2026-03-31 2.250000 21020600.00 23138648.36 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-15 2.375000 63266900.00 68661388.33 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 90000000.00 90000000.00 0.0058 N Y Y N Bank of America NA Bank of America NA 0.090000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_0.09_1201 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 2049-02-20 4.000000 147872790.00 60548611.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-11-20 2.000000 39646403.00 41451389.19 Agency Collateralized Mortgage Obligation Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 100000000.00 100000000.00 0.0065 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.090000% 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. 2024-08-31 1.870000 392439292.00 400287079.90 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-30 2.250000 67350103.00 68696933.72 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-01-31 2.370000 81758080.00 83393033.58 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-05-31 2.870000 7964883.00 7964863.49 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-11-30 3.120000 286070917.00 291791607.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-06-30 1.870000 117143069.00 119485632.20 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-03-31 0.500000 27291294.00 27837050.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-31 1.370000 19984498.00 20384137.20 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 999999637.74 999999637.74 0.0650 N Y Y N BNP Paribas BNP Paribas 0.090000% R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_0.09_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2042-08-31 2.750000 350012886.00 357012251.30 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 350012011.37 350012011.37 0.0227 N Y Y N Bank of Montreal Bank of Montreal 0.110000% NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_0.11_1207 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 2048-01-01 4.000000 200252642.00 107091818.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-07-01 3.000000 89162754.00 52620539.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-08-01 4.500000 170583750.00 95287642.56 Agency Mortgage-Backed Securities Y 2020-12-07 2020-12-07 2020-12-07 N N N 0.0011 250000000.00 250000000.00 0.0162 N N Y N Canadian Imperial Bank Canadian Imperial Bank 0.100000% 549300H8L46OOZOFHU82 0000800030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-08-31 1.625000 1460300.00 1503613.88 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-10-31 2.000000 104000.00 107833.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-01-15 0.500000 37000.00 43703.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-12-31 2.625000 3200.00 3595.63 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-15 2.250000 19778700.00 20407690.48 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-30 2.250000 700.00 749.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-15 2.000000 10900.00 11805.39 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-05-31 1.375000 3336500.00 3357633.39 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-31 1.750000 293100.00 310813.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-31 1.500000 1000.00 1048.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.500000 200.00 202.76 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-30 0.125000 28700.00 28700.30 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-05-31 0.125000 100.00 99.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-31 0.250000 500.00 498.31 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-15 0.250000 398100.00 399274.21 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-07-31 0.125000 100.00 100.01 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-08-15 0.125000 23800.00 23773.38 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-31 0.250000 70076200.00 69795296.26 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-09-30 0.250000 500.00 497.63 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-08-15 2.250000 20224800.00 23495031.23 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2022-04-30 0.199018 2908500.00 2911777.69 U.S. Treasuries (including strips) Y 2021-01-27 2021-01-27 2020-12-01 N N N 0.0010 120000000.00 120000000.00 0.0078 N N N N Canadian Imperial Bank Canadian Imperial Bank 0.100000% 549300H8L46OOZOFHU82 0000800030 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2043-02-15 3.125000 700.00 935.67 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-05-15 2.500000 400.00 484.16 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2022-04-30 0.199018 100.00 100.11 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-01-15 0.500000 200.00 236.24 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.500000 100589600.00 101975834.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-30 0.125000 4000.00 4000.04 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-05-31 0.125000 3600.00 3599.41 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-31 0.250000 11300.00 11261.89 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-15 0.250000 200.00 200.59 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-08-15 0.125000 9400.00 9389.49 U.S. Treasuries (including strips) Y 2021-01-14 2021-01-14 2020-12-01 N N N 0.0010 100000000.00 100000000.00 0.0065 N N N N Canadian Imperial Bank Canadian Imperial Bank 0.100000% 549300H8L46OOZOFHU82 0000800030 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 2065-04-20 4.596000 429817.00 448616.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-06-15 4.000000 341488.00 175948.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 3497000.00 2363291.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 950366.00 947864.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 34676830.00 37010194.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 1932003.00 725102.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-07-01 2.900000 1633.00 44.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-11-01 3.000000 50207.00 17868.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-10-01 2.786000 2955.00 132.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-01-01 3.000000 1000.00 424.10 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 2028-01-15 0.500000 16936100.00 20004727.40 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-08-15 2.875000 291800.00 342321.49 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-08-31 2.750000 1843500.00 1985796.05 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-11-15 3.125000 467900.00 556227.30 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 2.500000 574800.00 595469.81 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-02-15 2.625000 829300.00 961383.83 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-15 2.250000 2188200.00 2257787.84 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-06-15 1.750000 4727000.00 4881354.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-08-15 2.000000 2813400.00 3047090.06 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-11-15 1.625000 950300.00 978164.07 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-31 1.750000 917100.00 972526.43 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-31 1.250000 6828800.00 7101899.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-31 0.250000 2588500.00 2579768.99 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 2022-04-30 0.199018 14030500.00 14046311.46 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 100000000.00 100000000.00 0.0065 N N N N Canadian Imperial Bank Canadian Imperial Bank 0.100000% 549300H8L46OOZOFHU82 0000800030 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 2048-08-20 4.500000 1000.00 394.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-05-20 4.500000 15095.00 5618.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 4.500000 137762.00 54762.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-12-20 4.000000 39041.00 35876.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-12-20 3.835000 1330.00 1151.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 25742000.00 22886554.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 5954.00 5029.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 45930368.00 31753298.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 3023.00 3121.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-11-01 3.000000 32238.00 11473.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 51392256.00 28028254.38 Agency Mortgage-Backed Securities U.S. Treasury Note N.A. 2024-07-31 1.750000 10500.00 11134.58 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-15 0.250000 69400.00 69604.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-06-30 0.125000 19135700.00 19139330.06 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-08-15 2.250000 600.00 697.02 U.S. Treasuries (including strips) Y 2020-12-09 2020-12-09 2020-12-01 N N N 0.0010 100000000.00 100000000.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.098000% 3130AFLT2 2549001DPIFGXC1TOL40 US3130AFLT28 U.S. Government Agency Debt Y 2020-12-18 2020-12-18 2020-12-18 N N N 0.0009 63139939.39 63139939.39 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.099000% 3130AFNC7 2549001DPIFGXC1TOL40 US3130AFNC74 U.S. Government Agency Debt Y 2021-01-04 2021-01-04 2021-01-04 N N N 0.0009 3514996.63 3514996.63 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.195000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-12-01 2021-03-12 2021-03-12 N N N 0.0010 56014553.84 56014553.84 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.155000% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0011 24005240.64 24005240.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.155000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-12-01 2021-07-08 2021-07-08 N N N 0.0012 20004634.40 20004634.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-12-01 2021-01-22 2021-01-22 N N N 0.0009 18900972.03 18900972.03 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.155000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-12-01 2021-07-23 2021-07-23 N N N 0.0012 17004101.08 17004101.08 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 U.S. Government Agency Debt Y 2020-12-01 2021-01-28 2021-01-28 N N N 0.0010 19001035.69 19001035.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-12-01 2021-02-09 2021-02-09 N N N 0.0010 40001730.40 40001730.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.135000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-12-01 2021-05-14 2021-05-14 N N N 0.0011 49005180.28 49005180.28 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.145000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 45754917.67 45754917.67 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.165000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y 2020-12-01 2021-09-10 2021-09-10 N N N 0.0010 25012987.75 25012987.75 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-12-01 2020-12-23 2020-12-23 N N N 0.0009 95205438.78 95205438.78 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.250000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-12-01 2021-04-09 2021-04-09 N N N 0.0011 12006123.36 12006123.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-12-01 2021-02-22 2021-02-22 N N N 0.0011 112016895.20 112016895.20 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.215000% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 U.S. Government Agency Debt Y 2020-12-01 2021-06-04 2021-06-04 N N N 0.0011 50026046.00 50026046.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 U.S. Government Agency Debt Y 2020-12-19 2021-03-19 2021-03-19 N N N 0.0018 27679248.21 27679248.21 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 U.S. Government Agency Debt Y 2020-12-19 2021-03-19 2021-03-19 N N N 0.0017 6000020.52 6000020.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.060000% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2021-01-08 2021-01-08 2021-01-08 N N N 0.0007 99998569.00 99998569.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.091000% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 U.S. Government Agency Debt Y 2020-12-16 2021-02-16 2021-02-16 N N N 0.0013 99995096.00 99995096.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.096000% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 U.S. Government Agency Debt Y 2020-12-22 2021-02-22 2021-02-22 N N N 0.0013 248987266.14 248987266.14 0.0162 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.111000% 3130AHXP3 2549001DPIFGXC1TOL40 US3130AHXP34 U.S. Government Agency Debt Y 2020-12-22 2021-03-22 2021-03-22 N N N 0.0013 99996201.00 99996201.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 U.S. Government Agency Debt Y 2020-12-24 2021-03-24 2021-03-24 N N N 0.0018 19996593.20 19996593.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.115000% 3130AJ2T5 2549001DPIFGXC1TOL40 US3130AJ2T53 U.S. Government Agency Debt Y 2021-02-04 2021-08-04 2021-08-04 N N N 0.0014 30496628.23 30496628.23 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.133000% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 U.S. Government Agency Debt Y 2020-12-26 2021-03-26 2021-03-26 N N N 0.0008 15002923.65 15002923.65 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.133000% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 U.S. Government Agency Debt Y 2020-12-26 2021-03-26 2021-03-26 N N N 0.0018 19997911.20 19997911.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 U.S. Government Agency Debt Y 2020-12-11 2021-02-11 2021-02-11 N N N 0.0017 7249329.01 7249329.01 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.195000% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 U.S. Government Agency Debt Y 2020-12-01 2022-02-10 2022-02-10 N N N 0.0014 39528361.40 39528361.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 U.S. Government Agency Debt Y 2020-12-12 2021-02-12 2021-02-12 N N N 0.0017 6999330.31 6999330.31 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.380000% 3130AJGE3 2549001DPIFGXC1TOL40 US3130AJGE36 U.S. Government Agency Debt Y 2020-12-01 2021-09-29 2021-09-29 N N N 0.0012 50107393.00 50107393.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.320000% 3130AJGX1 2549001DPIFGXC1TOL40 US3130AJGX17 U.S. Government Agency Debt Y 2020-12-01 2021-04-07 2021-04-07 N N N 0.0011 100074862.00 100074862.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.310000% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 U.S. Government Agency Debt Y 2020-12-01 2021-04-13 2021-04-13 N N N 0.0011 100074436.00 100074436.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.141000% 3130AJJ42 2549001DPIFGXC1TOL40 US3130AJJ421 U.S. Government Agency Debt Y 2020-12-15 2021-10-15 2021-10-15 N N N 0.0021 33482329.42 33482329.42 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.240000% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 U.S. Government Agency Debt Y 2020-12-01 2021-05-07 2021-05-07 N N N 0.0011 100056190.00 100056190.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.146000% 3130AJLZ0 2549001DPIFGXC1TOL40 US3130AJLZ00 U.S. Government Agency Debt Y 2020-12-16 2021-08-16 2021-08-16 N N N 0.0014 100012118.00 100012118.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3130AJSE0 2549001DPIFGXC1TOL40 US3130AJSE08 U.S. Government Agency Debt Y 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 25004801.25 25004801.25 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3130AJV71 2549001DPIFGXC1TOL40 US3130AJV715 U.S. Government Agency Debt Y 2021-04-27 2021-04-27 2021-04-27 N N N 0.0009 45010851.75 45010851.75 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.139000% 3130AJVR7 2549001DPIFGXC1TOL40 US3130AJVR73 U.S. Government Agency Debt Y 2020-12-02 2021-06-02 2021-06-02 N N N 0.0016 99989949.00 99989949.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.125000% 3130AJW54 2549001DPIFGXC1TOL40 US3130AJW549 U.S. Government Agency Debt Y 2020-12-01 2021-03-29 2021-03-29 N N N 0.0011 100006438.00 100006438.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.090000% 3130AJXC8 2549001DPIFGXC1TOL40 US3130AJXC86 U.S. Government Agency Debt Y 2020-12-01 2020-12-04 2020-12-04 N N N 0.0009 145000113.10 145000113.10 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.099000% 3130AJYB9 2549001DPIFGXC1TOL40 US3130AJYB94 U.S. Government Agency Debt Y 2021-02-20 2021-05-20 2021-05-20 N N N 0.0012 99990559.00 99990559.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AJZW2 2549001DPIFGXC1TOL40 US3130AJZW23 U.S. Government Agency Debt Y 2020-12-01 2021-05-26 2021-05-26 N N N 0.0011 200016718.00 200016718.00 0.0130 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130AJZX0 2549001DPIFGXC1TOL40 US3130AJZX06 U.S. Government Agency Debt Y 2020-12-01 2022-05-26 2022-05-26 N N N 0.0014 100037653.00 100037653.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AK2D7 2549001DPIFGXC1TOL40 US3130AK2D75 U.S. Government Agency Debt Y 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 49002307.41 49002307.41 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130AK4E3 2549001DPIFGXC1TOL40 US3130AK4E31 U.S. Government Agency Debt Y 2021-06-04 2021-06-04 2021-06-04 N N N 0.0014 99987414.00 99987414.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3130AK5P7 2549001DPIFGXC1TOL40 US3130AK5P78 U.S. Government Agency Debt Y 2020-12-01 2021-06-14 2021-06-14 N N N 0.0011 149012344.65 149012344.65 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.155000% 3130AKAW6 2549001DPIFGXC1TOL40 US3130AKAW60 U.S. Government Agency Debt Y 2020-12-01 2022-03-25 2022-03-25 N N N 0.0014 50010323.50 50010323.50 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.140000% 3130AKB54 2549001DPIFGXC1TOL40 US3130AKB541 U.S. Government Agency Debt Y 2020-12-01 2021-12-28 2021-12-28 N N N 0.0013 100008742.00 100008742.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313DU9 US313313DU91 U.S. Government Agency Debt Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0009 24992437.50 24992437.50 0.0016 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313MK1 US313313MK19 313313MK1 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+ 2021-10-01 2021-10-01 2021-10-01 N N N 0.0011 5494891.11 5494891.11 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt Y 2020-12-18 2020-12-18 2020-12-18 N N N 0.0006 99997167.00 99997167.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AX4 2549001DPIFGXC1TOL40 US313385AX45 U.S. Government Agency Debt Y 2021-01-22 2021-01-22 2021-01-22 N N N 0.0008 5287388.92 5287388.92 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 U.S. Government Agency Debt Y 2021-03-19 2021-03-19 2021-03-19 N N N 0.0009 149959500.00 149959500.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FC5 2549001DPIFGXC1TOL40 US313385FC52 U.S. Government Agency Debt Y 2021-05-03 2021-05-03 2021-05-03 N N N 0.0009 15993880.00 15993880.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GB6 2549001DPIFGXC1TOL40 US313385GB60 U.S. Government Agency Debt Y 2021-05-26 2021-05-26 2021-05-26 N N N 0.0009 33985040.00 33985040.00 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.335500% 3133EGX75 US3133EGX754 U.S. Government Agency Debt Y 2020-12-21 2020-12-21 2020-12-21 N N N 0.0014 9731106.79 9731106.79 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.401100% 3133EGXV2 US3133EGXV22 U.S. Government Agency Debt Y 2020-12-06 2021-10-06 2021-10-06 N N N 0.0014 35082284.30 35082284.30 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.416600% 3133EGZF5 US3133EGZF53 U.S. Government Agency Debt Y 2020-12-01 2021-11-01 2021-11-01 N N N 0.0015 40101200.80 40101200.80 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.186800% 3133EJ6M6 US3133EJ6M60 U.S. Government Agency Debt Y 2020-12-28 2021-01-28 2021-01-28 N N N 0.0014 9500831.73 9500831.73 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.115600% 3133EJFU8 US3133EJFU89 U.S. Government Agency Debt Y 2020-12-09 2021-09-09 2021-09-09 N N N 0.0015 24999421.25 24999421.25 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.280000% 3133EK3J3 US3133EK3J33 U.S. Government Agency Debt Y 2020-12-01 2021-04-22 2021-04-22 N N N 0.0015 25013252.75 25013252.75 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.194100% 3133EKCA2 US3133EKCA26 U.S. Government Agency Debt Y 2020-12-01 2021-03-01 2021-03-01 N N N 0.0016 25002398.75 25002398.75 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.205000% 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y 2020-12-01 2021-03-08 2021-03-08 N N N 0.0014 15002457.90 15002457.90 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-12-01 2021-03-18 2021-03-18 N N N 0.0010 7001996.68 7001996.68 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.185000% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y 2020-12-01 2021-01-15 2021-01-15 N N N 0.0009 10001139.90 10001139.90 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.160000% 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y 2020-12-01 2021-06-10 2021-06-10 N N N 0.0011 10002428.20 10002428.20 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.260100% 3133EKR81 US3133EKR816 U.S. Government Agency Debt Y 2020-12-24 2021-09-24 2021-09-24 N N N 0.0011 1001245.00 1001245.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.260100% 3133EKR99 US3133EKR998 U.S. Government Agency Debt Y 2020-12-25 2021-03-25 2021-03-25 N N N 0.0014 49018261.81 49018261.81 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.315000% 3133EKSJ6 US3133EKSJ60 U.S. Government Agency Debt Y 2020-12-01 2021-05-26 2021-05-26 N N N 0.0015 50040711.00 50040711.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.175000% 3133EKSP2 US3133EKSP21 U.S. Government Agency Debt Y 2020-12-01 2021-06-28 2021-06-28 N N N 0.0014 50011117.00 50011117.00 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.220000% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-12-01 2021-09-24 2021-09-24 N N N 0.0012 15011932.50 15011932.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.155000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2020-12-01 2021-07-09 2021-07-09 N N N 0.0012 10002335.80 10002335.80 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.385000% 3133EKV37 US3133EKV370 U.S. Government Agency Debt Y 2020-12-01 2021-08-02 2021-08-02 N N N 0.0016 35055059.20 35055059.20 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.180000% 3133EKVX1 US3133EKVX18 U.S. Government Agency Debt Y 2020-12-01 2021-07-19 2021-07-19 N N N 0.0014 24906420.22 24906420.22 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y 2020-12-01 2021-08-13 2021-08-13 N N N 0.0014 75030290.25 75030290.25 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.225000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2020-12-01 2022-07-28 2022-07-28 N N N 0.0015 10012512.00 10012512.00 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.160000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2020-12-01 2022-03-10 2022-03-10 N N N 0.0014 13503796.34 13503796.34 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.125000% 3133EL7C2 US3133EL7C26 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0011 219070831.90 219070831.90 0.0142 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.210000% 3133ELMT8 US3133ELMT89 U.S. Government Agency Debt Y 2020-12-01 2022-02-11 2022-02-11 N N N 0.0014 7006299.37 7006299.37 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.179000% 3133ELNU4 US3133ELNU44 U.S. Government Agency Debt Y 2020-12-01 2022-02-24 2022-02-24 N N N 0.0017 100008358.00 100008358.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.140900% 3133ELTB0 US3133ELTB09 U.S. Government Agency Debt Y 2020-12-16 2020-12-16 2020-12-16 N N N 0.0014 97000599.46 97000599.46 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.320000% 3133ELVU5 US3133ELVU51 U.S. Government Agency Debt Y 2020-12-01 2021-07-07 2021-07-07 N N N 0.0012 50061558.50 50061558.50 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.260000% 3133ELW59 US3133ELW590 U.S. Government Agency Debt Y 2020-12-01 2022-07-20 2022-07-20 N N N 0.0017 50075350.00 50075350.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.430000% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2020-12-01 2022-04-07 2022-04-07 N N N 0.0014 50197519.00 50197519.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.190000% 3133ELZV9 US3133ELZV98 U.S. Government Agency Debt Y 2020-12-01 2021-05-18 2021-05-18 N N N 0.0011 100036294.00 100036294.00 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.180000% 3133EMAW2 US3133EMAW20 U.S. Government Agency Debt Y 2020-12-01 2022-09-23 2022-09-23 N N N 0.0020 24990962.25 24990962.25 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 3133EMCG5 US3133EMCG51 U.S. Government Agency Debt Y 2021-10-08 2021-10-08 2021-10-08 N N N 0.0014 184517398.60 184517398.60 0.0120 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.110000% 3133EMHX3 US3133EMHX30 U.S. Government Agency Debt Y 2020-12-01 2022-12-01 2022-12-01 N N N 0.0016 13994586.90 13994586.90 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.230000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2020-12-01 2022-03-04 2022-03-04 N N N 0.0014 50058421.50 50058421.50 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.270000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2020-12-02 2022-06-02 2022-06-02 N N N 0.0015 25046847.50 25046847.50 0.0016 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.330000% 3135G02N2 B1V7KEBTPIMZEU4LTD58 US3135G02N23 U.S. Government Agency Debt Y 2020-12-01 2021-03-24 2021-03-24 N N N 0.0010 21645354.27 21645354.27 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.470000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2020-12-01 2022-04-15 2022-04-15 N N N 0.0014 50228004.00 50228004.00 0.0033 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.400000% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 U.S. Government Agency Debt Y 2020-12-01 2022-04-27 2022-04-27 N N N 0.0014 100365995.00 100365995.00 0.0065 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.260000% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 U.S. Government Agency Debt Y 2020-12-01 2022-05-13 2022-05-13 N N N 0.0014 50085134.00 50085134.00 0.0033 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.270000% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2020-12-01 2022-05-19 2022-05-19 N N N 0.0014 25046557.50 25046557.50 0.0016 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.230000% 3135G0Z63 B1V7KEBTPIMZEU4LTD58 US3135G0Z630 U.S. Government Agency Debt Y 2020-12-01 2021-12-09 2021-12-09 N N N 0.0012 50054369.50 50054369.50 0.0033 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.080000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_0.08_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2021-03-25 0.00 2700.00 2699.16 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-05-15 2.875000 1000.00 1163.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-02-15 2.750000 32505600.00 35404414.43 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-31 1.500000 400.00 408.39 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-05-31 1.375000 300.00 301.91 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-11-15 1.750000 100.00 108.65 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-08-15 0.125000 5000.00 4993.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-09-15 0.125000 2000.00 1996.77 U.S. Treasuries (including strips) U.S. Treasury Bond 2023-02-15 7.125000 48014600.00 56381658.38 U.S. Treasuries (including strips) U.S. Treasury Bond 2040-02-15 4.625000 1300.00 2071.12 U.S. Treasuries (including strips) U.S. Treasury Bond 2050-05-15 1.250000 200.00 184.36 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 90000000.00 90000000.00 0.0058 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.100000% ZBUT11V806EZRVTWT807 0001168163 46699D001_0.10_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2040-05-31 1.120000 900002500.00 918000005.00 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 900000000.00 900000000.00 0.0585 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.090000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_0.09_1201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Note N.A. 2023-11-15 2.750000 71069700.00 76500029.37 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 75000000.00 75000000.00 0.0049 N Y Y N Standard Chartered Bank Standard Chartered Bank 0.100000% O2RNE8IBXP4R0TD8PU41 0000861350 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2028-05-31 2.870000 50127139.00 51129540.00 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2021-01-04 N N N 0.0010 50127000.00 50127000.00 0.0033 N Y Y N Standard Chartered Bank Standard Chartered Bank 0.090000% O2RNE8IBXP4R0TD8PU41 0000861350 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-08-31 1.370000 149830615.00 152826844.80 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2021-01-04 N N N 0.0009 149830240.00 149830240.00 0.0097 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 0.080000% 549300H47WTHXPU08X20 0000093748 85748R009_0.08_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2021-04-15 0.125000 419000000.00 427380019.20 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 419000000.00 419000000.00 0.0272 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962F5 N.A. US9127962F58 U.S. Treasury Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0010 199940624.00 199940624.00 0.0130 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962Q1 N.A. US9127962Q14 U.S. Treasury Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0009 199928014.00 199928014.00 0.0130 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963J6 N.A. US9127963J61 U.S. Treasury Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0005 99998687.00 99998687.00 0.0065 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963T4 N.A. US9127963T44 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0008 499957605.00 499957605.00 0.0325 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963U1 N.A. US9127963U17 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0008 499952640.00 499952640.00 0.0325 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963V9 N.A. US9127963V99 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0008 128735408.76 128735408.76 0.0084 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964D8 N.A. US9127964D82 U.S. Treasury Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0008 299945688.00 299945688.00 0.0195 N Y Y N U.S. Treasury Cash Management Bill U.S. Treasury Cash Management Bill 9127965B1 254900HROIFWPRGM1V77 US9127965B18 U.S. Treasury Debt Y 2020-12-08 2020-12-08 2020-12-08 N N N 0.0005 462195507.42 462195507.42 0.0300 N Y Y N U.S. Treasury Cash Management Bill U.S. Treasury Cash Management Bill 9127965D7 254900HROIFWPRGM1V77 US9127965D73 U.S. Treasury Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 359984512.80 359984512.80 0.0234 N Y Y N U.S. Treasury Cash Management Bill U.S. Treasury Cash Management Bill 912796B81 254900HROIFWPRGM1V77 US912796B815 U.S. Treasury Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0006 367792795.09 367792795.09 0.0239 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TY5 N.A. US912796TY52 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0008 499965625.00 499965625.00 0.0325 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.200000% 9128285Y2 N.A. US9128285Y20 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0008 50010394.50 50010394.50 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.305000% 9128287G9 N.A. US9128287G95 U.S. Treasury Debt Y 2020-12-01 2021-07-31 2021-07-31 N N N 0.0011 75099732.75 75099732.75 0.0049 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.875000% 912828G53 N.A. US912828G534 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0011 101753906.00 101753906.00 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 912828U65 N.A. US912828U659 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0010 101640625.00 101640625.00 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828YT1 N.A. US912828YT13 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0012 152062500.00 152062500.00 0.0099 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 0.090000% 931AKZ003_0.09_1201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2026-06-30 1.870000 159743399.00 162937860.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-07-31 2.870000 110417276.00 112625340.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-07-31 1.870000 79840200.00 81436799.97 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 350000000.00 350000000.00 0.0227 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.090000% 0000947263 959BLB000_0.09_1201 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 2035-03-30 2.220000 285000.00 287460.69 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2037-03-30 2.350000 250000.00 27886.57 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2045-04-28 2.600000 8000000.00 8072736.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-09-20 4.800000 945000.00 1032328.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-01-04 2.070000 35000.00 35358.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-03-21 2.600000 250000.00 259105.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-04-23 2.625000 2000000.00 2025393.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-01-05 2.625000 2000000.00 2026085.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-09-20 2.850000 500000.00 513746.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-05-17 2.250000 350000.00 353727.32 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-06-24 1.900000 8500000.00 8657040.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2023-05-22 0.250000 125000.00 125048.69 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-06-22 0.260000 60000.00 60136.87 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2035-03-05 2.125000 25210000.00 26344131.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2021-06-16 0.500000 9000000.00 9037780.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2022-10-13 0.190000 670000.00 669578.61 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2027-11-30 0.875000 23500000.00 23461930.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2040-11-30 2.080000 28200000.00 28150086.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-03-15 6.750000 497000.00 773539.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 3486000.00 5486920.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-11-12 0.600000 86692000.00 86600886.71 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 200000000.00 200000000.00 0.0130 N Y Y N BNP Paribas SA BNP Paribas SA 0.090000% 963FTR002_0.09_0222 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2021-03-25 0.00 800.00 799.74 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-31 2.125000 239700.00 257763.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-09-30 2.125000 6125000.00 6580498.65 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-31 2.250000 600000.00 647243.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-01-31 2.500000 20100000.00 22101518.67 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-02-28 2.750000 24600000.00 27310230.79 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-03-31 2.625000 16130000.00 17804972.08 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-30 2.625000 32609900.00 35022925.73 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-30 2.875000 446500.00 501781.61 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-12-31 2.625000 6524000.00 7080906.40 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-01-31 2.500000 307000.00 331780.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-15 0.500000 1940000.00 2123693.43 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-30 2.250000 14020000.00 15011461.33 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2029-05-15 2.375000 59953000.00 68034071.83 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-06-30 1.750000 20370400.00 21613418.41 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-08-15 2.375000 3000.00 3255.52 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-11-15 2.250000 6351000.00 6850368.46 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-15 2.250000 1219300.00 1332846.48 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 0.125000 1161300.00 1354908.83 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-07-15 0.375000 13032800.00 15306085.84 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-02-29 2.125000 539000.00 575164.12 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-05-15 2.500000 5000000.00 5395629.56 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-30 1.875000 4970000.00 5099497.66 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-05-15 2.125000 7143000.00 7717700.96 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-07-15 0.375000 1893900.00 2253571.53 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-05-31 2.000000 16000000.00 16988128.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-06-30 2.750000 1006000.00 1127915.55 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2028-07-15 0.750000 2233600.00 2662755.32 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-31 1.500000 440000.00 461551.68 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-11-30 1.500000 2535000.00 2657488.66 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-12-31 1.750000 600000.00 639877.09 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-02-28 1.125000 19356500.00 20080724.20 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-03-31 0.500000 21900.00 22092.19 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-07-15 0.125000 235000.00 264208.16 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-30 0.625000 90176000.00 90191059.39 U.S. Treasuries (including strips) U.S. Treasury Bond 2025-02-15 7.625000 116500.00 154802.70 U.S. Treasuries (including strips) U.S. Treasury Bond 2047-05-15 3.000000 34220000.00 45373772.67 U.S. Treasuries (including strips) U.S. Treasury Bond 2048-11-15 3.375000 41504400.00 59073813.53 U.S. Treasuries (including strips) Y 2021-02-22 2021-02-22 2021-02-22 N N N 0.0009 500000000.00 500000000.00 0.0325 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.100000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2021-01-07 0.00 17799600.00 17798176.03 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-11-15 2.250000 204421600.00 223458222.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-10-15 0.125000 269264000.00 268800318.50 U.S. Treasuries (including strips) Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0010 500000000.00 500000000.00 0.0325 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.080000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Strip 2025-02-15 0.00 300.00 296.18 U.S. Treasuries (including strips) U.S. Treasury Strip 2039-11-15 0.00 200.00 156.73 U.S. Treasuries (including strips) U.S. Treasury Bond 2022-08-15 7.250000 34416000.00 39314366.06 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-12-24 0.00 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2021-03-18 0.00 100.00 99.97 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-12-08 0.00 12435300.00 12435163.21 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2020-12-29 0.00 100.00 99.99 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2021-05-27 0.00 1000.00 999.54 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2021-01-05 0.00 300.00 299.98 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2021-04-06 0.00 8000.00 7997.44 U.S. Treasuries (including strips) U.S. Treasury Bill N.A. 2021-04-27 0.00 200.00 199.92 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-06-15 2.625000 800.00 820.51 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-30 2.625000 1600.00 1718.39 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-12-31 2.500000 200.00 202.47 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-07-31 1.750000 1200.00 1220.03 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-04-30 1.375000 39772000.00 40028589.17 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-07-15 0.625000 6400.00 7489.75 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.500000 400.00 405.51 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 90000000.00 90000000.00 0.0058 N N N N BNP Paribas SA BNP Paribas SA 0.110000% R0MUWSFPU8MPRO8K5P83 0001197610 986PPK002_0.11_0217 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2021-03-25 0.00 200.00 199.94 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-07-31 1.875000 1594300.00 1649847.06 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-10-31 2.250000 1000.00 1078.74 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-02-15 2.250000 300.00 303.30 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-02-28 2.750000 100.00 111.02 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-30 2.625000 300.00 322.20 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-15 0.500000 59772900.00 65432636.52 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-05-15 2.125000 100.00 102.97 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-01-15 0.625000 99658000.00 120209378.60 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-01-31 1.750000 14562700.00 15147285.08 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-02-28 1.500000 14443800.00 14929439.82 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-01-15 0.125000 10929500.00 12751636.97 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-12-31 2.000000 14060000.00 14460825.54 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-01-15 0.125000 500300.00 581177.59 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-15 0.125000 14763600.00 16055641.19 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2030-07-15 0.125000 3652000.00 4105907.25 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-30 0.625000 244654500.00 244695357.30 U.S. Treasuries (including strips) U.S. Treasury Bond 2021-02-15 7.875000 100.00 103.89 U.S. Treasuries (including strips) U.S. Treasury Bond 2021-05-15 8.125000 500.00 519.97 U.S. Treasuries (including strips) Y 2021-02-17 2021-02-17 2020-12-01 N N N 0.0011 500000000.00 500000000.00 0.0325 N N N N AllianceBernstein Fixed Income Shares 2020-12-07 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller