N-MFP2 0001027263 XXXXXXXX 2022-07-31 0001027263 549300F4FH6S9VRD8V13 S000009193 3 N N 333-17217 Equitable Investment Management Group, LLC 801-07000 BNY Mellon Investment Adviser, Inc. 801-08147 PricewaterhouseCoopers, LLP New York NY Equitable Investment Management, LLC None N N Y Exempt Government Government/Agency N 25 33 1277790639.21 1272470508.11 1340734713.29 1308332902.99 1202997381.01 1377701928.09 1372401202.55 1460616063.29 1428242408.55 1422935083.47 0.7944 0.7937 0.7702 0.7658 0.7434 0.8565 0.8560 0.8390 0.8360 0.8793 1627052.25 1615777748.25 1616143574.90 638741.29 1394783.65 1617014584.79 1616472575.23 1.0000 0.0184 1.0002 1.0001 1.0001 1.0001 1.0002 C000024982 1.00 342367326.47 342113447.29 1.0006 1.0006 1.0005 1.0005 1.0006 3357935.09 2998381.54 4401272.24 3753113.49 8825417.15 3268793.18 6795889.15 9714137.00 5074145.62 3284350.53 26710691.85 20820394.50 0.0115 N C000024983 1.00 1274647258.32 1274359127.94 1.0001 1.0000 1.0000 1.0000 1.0000 194349760.17 167464864.05 445170110.09 451560407.77 276970712.61 144484284.50 362655114.20 492282916.01 172201984.67 165044566.59 1267351970.31 1405684728.99 0.0115 N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 2.24 L3I9ZG2KFGXZ61BMYR72 0001684125 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank-Agency Debentures and Agency Strips 2031-06-30 1.940000 25000000.00 21976369.44 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2032-03-08 3.000000 25000000.00 24024975.00 Agency Debentures and Agency Strips Federal Farm Credit Bank-Agency Debentures and Agency Strips 2032-05-17 4.300000 25000000.00 24994975.00 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-05-15 4.000000 698875.00 40952.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-15 3.000000 260803.00 166550.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-15 4.000000 375000.00 59788.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-20 2.500000 17205519.00 13074010.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-09-08 0.000000 1000000.00 997596.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-06 0.000000 2131400.00 2122239.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-01 0.000000 100.00 99.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-29 0.000000 100.00 98.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-26 0.000000 2083000.00 2053806.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-23 0.000000 2000000.00 1964452.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-22 0.000000 100.00 99.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-20 0.000000 2803000.00 2745958.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-08 0.000000 300.00 297.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-23 0.000000 2249400.00 2246091.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-06 0.000000 3524700.00 3516670.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875000 2009200.00 2034072.64 U.S. Treasuries (including strips) Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1 2022-08-01 2022-08-01 2022-08-01 N N N 0.0224 100000000.00 100000000.00 0.0618 N Y Y N BofA Securities Inc. BofA Securities Inc. 2.3 549300HN4UKV1E2R3U73 0001675365 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-Agency Collateralized Mortgage Obligation 2050-11-20 2.500000 194673515.00 19157388.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500000 89061184.00 11442874.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000000 119489000.00 12395034.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000000 130351500.00 13999229.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 1.694460 343166366.00 9989244.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500000 37189396.00 4104542.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-20 4.000000 12362000.00 11806149.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 2.739060 500000000.00 14063882.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 1.744460 338072196.00 11041654.79 Agency Collateralized Mortgage Obligation Y Fitch - AXA F1+ Moody's - AXA NR Standard & Poor's - AXA A-1 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 100000000.00 100000000.00 0.0618 N Y Y N BofA Securities Inc. BofA Securities Inc. 2.3 549300HN4UKV1E2R3U73 0000814020 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-Agency Mortgage-Backed Securities 2023-08-15 2.140000 130000.00 14567.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 2.500000 125733388.00 117580862.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-01-15 2.610000 4946207.00 4786869.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-08-20 1.625000 14700000.00 16.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-08-20 1.625000 850000.00 0.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-10-20 1.750000 39720000.00 2784.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-11-20 1.750000 20000000.00 2394.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2022-12-20 1.750000 8760106.00 1009.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-08-20 1.625000 4085972.00 3001.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2024-08-20 1.625000 8200000.00 6700.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2026-03-20 2.625000 1109690.00 1417.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2027-10-20 2.000000 858500.00 377.50 Agency Mortgage-Backed Securities Y Fitch - AXA F1+ Moody's - AXA NR Standard & Poor's - AXA A-1 2022-08-01 2022-08-01 2022-08-01 N N N 0.0230 120000000.00 120000000.00 0.0742 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 2.25 1VUV7VQFKUOQSJ21A208 0001675365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875000 3000000.00 6680805.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375000 2857700.00 6125899.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000000 5281600.00 8313657.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 4.250000 13105500.00 15359930.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 2.500000 17496500.00 15359931.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000000 15537200.00 15359938.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000000 18745700.00 15359965.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 2.875000 15772700.00 15359918.58 U.S. Treasuries (including strips) Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1 2022-08-01 2022-08-01 2022-08-01 N N N 0.0225 96000000.00 96000000.00 0.0594 N Y Y N FHLB FHLB 2.285 3130ARU41 2549001DPIFGXC1TOL40 US3130ARU413 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA Aaa Standard & Poor's - AXA AA+ 2022-08-01 2022-10-21 2022-10-21 N N N 0.0232 49995890.00 49995890.00 0.0309 N N N N FHLB FHLB 2.255 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-09-09 2022-09-09 2022-09-09 N N N 0.0226 19951698.00 19951698.00 0.0123 N Y N FHLB FHLB 2.285 3130ASGM5 2549001DPIFGXC1TOL40 US3130ASGM50 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA Aaa Standard & Poor's - AXA AA+ 2022-08-01 2022-09-15 2022-09-15 N N N 0.0232 30003279.00 30003279.00 0.0186 N N N N FHLB FHLB 2.295 3130ANY61 2549001DPIFGXC1TOL40 US3130ANY612 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA Aaa Standard & Poor's - AXA AA+ 2022-08-01 2023-03-15 2023-03-15 N N N 0.0237 14995366.50 14995366.50 0.0093 N N N N FHLB FHLB 2.290 3130ARNA5 2549001DPIFGXC1TOL40 US3130ARNA56 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA Aaa Standard & Poor's - AXA AA+ 2022-08-01 2022-10-06 2022-10-06 N N N 0.0233 49997905.00 49997905.00 0.0309 N N N N FHLB FHLB 2.250 313385K39 2549001DPIFGXC1TOL40 US313385K391 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-10-12 2022-10-12 2022-10-12 N N N 0.0225 49769715.00 49769715.00 0.0308 N N N N FHLB FHLB 2.290 3130AR5Z0 2549001DPIFGXC1TOL40 US3130AR5Z06 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA Aaa Standard & Poor's - AXA AA+ 2022-08-01 2022-08-02 2022-08-02 N N N 0.0232 99997870.00 99997870.00 0.0618 N Y N FHLB FHLB 0.998 313385A55 2549001DPIFGXC1TOL40 US313385A558 U.S. Government Agency Debt Y Fitch - AXA AAA Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-08-03 2022-08-03 2022-08-03 N N N 0.0100 99988040.00 99988040.00 0.0618 N Y N Societe Generale Societe Generale 2.26 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250000 31971300.00 31999936.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.591155 25372400.00 25486235.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.585155 31848600.00 31999963.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.570155 8870000.00 8913446.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 2.565155 2305400.00 2316552.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 1.250000 35854200.00 31999980.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250000 34803200.00 31999954.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.571155 666200.00 669298.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.521155 6593400.00 6614746.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 0.875000 32860100.00 31999942.77 U.S. Treasuries (including strips) Y Fitch - AXA F1 Moody's - AXA P-1 Standard & Poor's - AXA A-1 2022-08-01 2022-08-01 2022-08-01 N N N 0.0226 200000000.00 200000000.00 0.1237 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.719 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2023-01-12 2023-01-12 2023-01-12 N N N 0.0272 24686952.50 24686952.50 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.934 912796XS3 254900HROIFWPRGM1V77 US912796XS39 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2023-01-19 2023-01-19 2023-01-19 N N N 0.0293 39468916.00 39468916.00 0.0244 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.117 912796T66 254900HROIFWPRGM1V77 US912796T668 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-09-01 2022-09-01 2022-09-01 N N N 0.0112 49906290.00 49906290.00 0.0309 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.120 912796V55 254900HROIFWPRGM1V77 US912796V557 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-10-13 2022-10-13 2022-10-13 N N N 0.0212 24879602.50 24879602.50 0.0154 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.631 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-08-11 2022-08-11 2022-08-11 N N N 0.0163 59963946.00 59963946.00 0.0371 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.051 912796T41 254900HROIFWPRGM1V77 US912796T411 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-08-18 2022-08-18 2022-08-18 N N N 0.0105 49949150.00 49949150.00 0.0309 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.601 912796XL8 254900HROIFWPRGM1V77 US912796XL85 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-08-09 2022-08-09 2022-08-09 N N N 0.0160 59971296.00 59971296.00 0.0371 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.517 912796YD5 254900HROIFWPRGM1V77 US912796YD50 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-10-11 2022-10-11 2022-10-11 N N N 0.0152 49769300.00 49769300.00 0.0308 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.396 912796YC7 254900HROIFWPRGM1V77 US912796YC77 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-10-04 2022-10-04 2022-10-04 N N N 0.0140 52038544.25 52038544.25 0.0322 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.284 912796XX2 254900HROIFWPRGM1V77 US912796XX24 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-09-27 2022-09-27 2022-09-27 N N N 0.0128 74740537.50 74740537.50 0.0463 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.237 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y Fitch - AXA F1+ Moody's - AXA P-1 Standard & Poor's - AXA A-1+ 2022-09-20 2022-09-20 2022-09-20 N N N 0.0224 99703450.00 99703450.00 0.0617 N Y Y N EQ/Money Market Portfolio, a Series of the EQ Advisors Trust 2022-08-05 James Kelly James Kelly Controller