N-MFP1 0000862021 XXXXXXXX 2016-09-30 0000862021 S000011990 2 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 Government/Agency N 41 106 2096512726.85 2024358675.83 2086267103.41 2122509306.21 2295756577.68 2863992410.76 3097257694.83 2911903517.49 2626792713.81 3009333947.99 0.2982 0.2915 0.3044 0.3322 0.3484 0.4074 0.4460 0.4249 0.4112 0.4567 3478000.04 6582992500.50 6580831075.95 2185769.50 1285027.99 6585209817.50 6585084953.8800 1.0000 0.0050 1.0003 1.0003 1.0003 1.0004 1.0003 C000032709 25000.00 6585199814.34 6585074950.8800 1.0003 1.0003 1.0003 1.0004 1.0003 691469691.16 932421769.58 656641264.07 637250548.58 1092594789.55 1183560303.67 806237759.13 1271497075.31 1191624611.62 991824674.51 4049333892.65 4440541861.33 0.0028 N C000172520 1000000.00 10003.16 10003.0000 1.0002 1.0003 1.0003 1.0004 1.0003 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0030 N Federal Home Loan Bank Federal Home Loan Bank 0.575000% 3130A7AA3 US3130A7AA32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0035 7501102.50 7501102.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.593000% 3130A7BJ3 US3130A7BJ32 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0044 35004900.00 35004900.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.756000% 3130A7KU8 US3130A7KU85 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0047 100060800.00 100060800.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.570000% 3130A7LD5 US3130A7LD51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-09 2017-01-09 2017-01-09 N N N 0.0048 50038250.00 50038250.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.786000% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-21 2017-03-21 2017-03-21 N N N 0.0050 50065100.00 50065100.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.518000% 3130A7XL4 US3130A7XL40 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2017-02-03 2017-02-03 N N N 0.0040 100042000.00 100042000.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.618000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-06 2017-02-06 2017-02-06 N N N 0.0049 80055200.00 80055200.00 0.0122 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.493000% 3130A7ZH1 US3130A7ZH10 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-10 2016-11-10 2016-11-10 N N N 0.0036 50007450.00 50007450.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.508000% 3130A82S1 US3130A82S14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-12 2017-01-12 2017-01-12 N N N 0.0039 50017850.00 50017850.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.501000% 3130A84H3 US3130A84H31 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-18 2016-11-18 2016-11-18 N N N 0.0036 24004200.00 24004200.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.682000% 3130A8BT9 US3130A8BT96 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0047 38014174.00 38014174.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.537000% 3130A8CF8 US3130A8CF83 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2017-03-01 2017-03-01 N N N 0.0040 8004600.00 8004600.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.547000% 3130A8CN1 US3130A8CN18 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2017-03-01 2017-03-01 N N N 0.0040 50030850.00 50030850.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.547000% 3130A8CQ4 US3130A8CQ49 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2017-03-01 2017-03-01 N N N 0.0040 9005553.00 9005553.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.547000% 3130A8CV3 US3130A8CV34 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2017-03-01 2017-03-01 N N N 0.0040 18011106.00 18011106.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.547000% 3130A8D83 US3130A8D839 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2017-03-02 2017-03-02 N N N 0.0040 11006787.00 11006787.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.547000% 3130A8D91 US3130A8D912 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2017-03-02 2017-03-02 N N N 0.0040 5003085.00 5003085.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.543000% 3130A8EC3 US3130A8EC35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0041 10006160.00 10006160.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.543000% 3130A8ET6 US3130A8ET69 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-06 2017-03-06 2017-03-06 N N N 0.0041 10006160.00 10006160.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.537000% 3130A8FN8 US3130A8FN80 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-08 2017-03-08 2017-03-08 N N N 0.0041 13007917.00 13007917.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.531000% 3130A8HL0 US3130A8HL07 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-17 2017-01-17 2017-01-17 N N N 0.0039 90036360.00 90036360.00 0.0137 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.532000% 3130A8K93 US3130A8K933 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-20 2016-12-20 2016-12-20 N N N 0.0038 100032100.00 100032100.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.703000% 3130A8L76 US3130A8L766 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0047 100049800.00 100049800.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.503000% 3130A92A8 US3130A92A87 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-09 2017-06-09 2017-06-09 N N N 0.0045 100046500.00 100046500.00 0.0152 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312J35 US313312J355 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0001 50000000.00 50000000.00 0.0076 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312L81 US313312L815 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-24 2016-10-24 2016-10-24 N N N 0.0019 14998335.00 14998335.00 0.0023 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.631100% 31331KW22 US31331KW229 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2016-11-21 2016-11-21 N N N 0.0030 22009526.00 22009526.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384K65 US313384K659 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0019 49997100.00 49997100.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384L31 US313384L319 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0019 14998740.00 14998740.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0019 49993950.00 49993950.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384M48 US313384M481 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0019 49993400.00 49993400.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384M97 US313384M978 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0022 53790154.60 53790154.60 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384P78 US313384P781 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0022 49986550.00 49986550.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384P94 US313384P948 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0022 49985950.00 49985950.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384Q69 US313384Q698 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0022 150797936.36 150797936.36 0.0229 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384Q85 US313384Q854 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0022 129200125.59 129200125.59 0.0196 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384R50 US313384R506 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-30 2016-11-30 2016-11-30 N N N 0.0022 49982300.00 49982300.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R76 US313384R761 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0026 99956700.00 99956700.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AD8 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0027 49965100.00 49965100.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AN6 US313385AN62 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0027 4996175.00 4996175.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AT3 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0027 19983940.00 19983940.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AV8 US313385AV88 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0027 49959100.00 49959100.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DD5 US313385DD53 U.S. Government Agency Debt First Tier Security N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0040 99821200.00 99821200.00 0.0152 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DT0 US313385DT06 U.S. Government Agency Debt First Tier Security N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0040 87330337.50 87330337.50 0.0133 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396N74 S6XOOCT0IEG5ABCC6L87 US313396N749 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0022 99978000.00 99978000.00 0.0152 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DH1 S6XOOCT0IEG5ABCC6L87 US313397DH14 U.S. Government Agency Debt First Tier Security N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0040 24954225.00 24954225.00 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.574200% 3133EDDJ8 US3133EDDJ82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-15 2016-11-15 2016-11-15 N N N 0.0030 18506179.00 18506179.00 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.566800% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-02-13 2017-02-13 N N N 0.0039 32020544.00 32020544.00 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.577200% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-27 2017-02-27 2017-02-27 N N N 0.0040 20014660.00 20014660.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.580900% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-17 2017-04-17 2017-04-17 N N N 0.0041 58479210.69 58479210.69 0.0089 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.537700% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-11-14 2016-11-14 N N N 0.0030 20005460.00 20005460.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.551800% 3133EDNA6 US3133EDNA63 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-03-13 2017-03-13 N N N 0.0042 2501560.00 2501560.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.480000% 3133EDRB0 US3133EDRB01 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-12-30 2016-12-30 N N N 0.0043 55006710.00 55006710.00 0.0084 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.566600% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-29 2017-08-29 2017-08-29 N N N 0.0048 1000788.00 1000788.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.562900% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-04 2017-08-04 2017-08-04 N N N 0.0048 112084560.00 112084560.00 0.0170 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.533200% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-09 2017-03-09 2017-03-09 N N N 0.0041 27516087.50 27516087.50 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.598000% 3133EDVT6 US3133EDVT62 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-22 2017-09-22 2017-09-22 N N N 0.0051 20015200.00 20015200.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.526600% 3133EDWK4 US3133EDWK45 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-29 2016-11-29 2016-11-29 N N N 0.0032 14004788.00 14004788.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.555300% 3133EDYR7 US3133EDYR79 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-25 2017-07-25 2017-07-25 N N N 0.0047 40027880.00 40027880.00 0.0061 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.546600% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-29 2017-03-29 2017-03-29 N N N 0.0040 500355.50 500355.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.503200% 3133EE3E8 US3133EE3E80 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-10 2017-07-10 2017-07-10 N N N 0.0047 80030400.00 80030400.00 0.0122 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.477700% 3133EE3R9 US3133EE3R93 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-11-14 2016-11-14 N N N 0.0030 15003105.00 15003105.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.600000% 3133EEBU3 US3133EEBU39 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0039 5001190.00 5001190.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.507200% 3133EEDE7 US3133EEDE78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2016-12-01 2016-12-01 N N N 0.0040 50009000.00 50009000.00 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.570300% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-24 2017-05-24 2017-05-24 N N N 0.0045 505423.70 505423.70 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.516700% 3133EEJV3 US3133EEJV30 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0035 11000858.00 11000858.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.576800% 3133EEPS3 US3133EEPS37 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-09-13 2017-09-13 N N N 0.0050 37527675.00 37527675.00 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.512200% 3133EERK8 US3133EERK82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-02 2016-12-02 2016-12-02 N N N 0.0040 10001920.00 10001920.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.517200% 3133EFBX4 US3133EFBX43 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2017-08-01 2017-08-01 N N N 0.0048 38013300.00 38013300.00 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.604300% 3133EFE37 US3133EFE376 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-30 2017-01-30 2017-01-30 N N N 0.0039 79557319.50 79557319.50 0.0121 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.566700% 3133EFL96 US3133EFL967 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-20 2016-10-20 2016-10-20 N N N 0.0035 20002020.00 20002020.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EFLC9 US3133EFLC95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-10-21 2016-10-21 N N N 0.0045 184600000.00 184600000.00 0.0280 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.525000% 3133EFLQ8 US3133EFLQ81 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-12-28 2016-12-28 N N N 0.0042 42460612.50 42460612.50 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.596100% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2017-02-21 2017-02-21 N N N 0.0040 150109200.00 150109200.00 0.0228 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.580000% 3133EFRX7 US3133EFRX78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-12-14 2016-12-14 N N N 0.0043 32409687.60 32409687.60 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.560000% 3133EFSX6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-12-14 2016-12-14 N N N 0.0045 5001075.00 5001075.00 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.563200% 3133EFYN1 US3133EFYN14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-09 2016-12-09 2016-12-09 N N N 0.0040 100033000.00 100033000.00 0.0152 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.609500% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-16 2017-02-16 2017-02-16 N N N 0.0040 85066385.00 85066385.00 0.0129 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.515300% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-25 2017-05-25 2017-05-25 N N N 0.0045 40019440.00 40019440.00 0.0061 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.524300% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-30 2017-05-30 2017-05-30 N N N 0.0045 20011000.00 20011000.00 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.561800% 3133EGLQ6 US3133EGLQ64 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-07-13 2017-07-13 N N N 0.0047 100075900.00 100075900.00 0.0152 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.515300% 3133EGRX5 US3133EGRX51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-25 2017-08-25 2017-08-25 N N N 0.0049 50012900.00 50012900.00 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.494300% 3133EGSJ5 US3133EGSJ58 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-31 2017-08-31 2017-08-31 N N N 0.0050 70003500.00 70003500.00 0.0106 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.495700% 3133EGTC9 US3133EGTC96 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-05 2017-09-05 2017-09-05 N N N 0.0050 55001430.00 55001430.00 0.0084 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.625000% 3134G3S50 S6XOOCT0IEG5ABCC6L87 US3134G3S507 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 24455745.75 24455745.75 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.531800% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0041 4501539.00 4501539.00 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.536700% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0041 4503024.00 4503024.00 0.0007 N N N N Federal National Mortgage Association Federal National Mortgage Association 5.000000% 31359M4D2 B1V7KEBTPIMZEU4LTD58 US31359M4D26 U.S. Government Agency Debt First Tier Security N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0045 13213226.00 13213226.00 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.526500% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-08 2017-09-08 2017-09-08 N N N 0.0052 8001488.00 8001488.00 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.375000% 3135G0ES8 B1V7KEBTPIMZEU4LTD58 US3135G0ES80 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0039 26040756.58 26040756.58 0.0040 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.539600% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-16 2017-08-16 2017-08-16 N N N 0.0051 70019040.00 70019040.00 0.0106 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.250000% 3135G0GY3 B1V7KEBTPIMZEU4LTD58 US3135G0GY31 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0045 2227768.31 2227768.31 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.750000% 3135G0VM2 B1V7KEBTPIMZEU4LTD58 US3135G0VM28 U.S. Government Agency Debt First Tier Security N/A N/A 2017-03-14 2017-03-14 2017-03-14 N N N 0.0047 4169250.80 4169250.80 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.800000% 3136FTRB7 B1V7KEBTPIMZEU4LTD58 US3136FTRB74 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-11-21 2016-11-21 N N N 0.0048 10004370.00 10004370.00 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADS5 S6XOOCT0IEG5ABCC6L87 US3137EADS56 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-14 2016-10-14 2016-10-14 N N N 0.0031 73001627.10 73001627.10 0.0111 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt First Tier Security N/A N/A 2017-02-22 2017-02-22 2017-02-22 N N N 0.0046 6219880.11 6219880.11 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3137EADU0 S6XOOCT0IEG5ABCC6L87 US3137EADU03 U.S. Government Agency Debt First Tier Security N/A N/A 2017-01-27 2017-01-27 2017-01-27 N N N 0.0040 9003781.31 9003781.31 0.0014 N N N N JPMorgan Chase & Co. JPMorgan Chase & Co. 0.550000% 8I5DZWZKVSZI1NUHU748 0001325347 46699D001_0.55_1003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2021-10-31 2.000000 291263000.00 306000907.80 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 300000890.00 300000890.00 0.0456 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.550000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.55_1003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2023-02-15 2.000000 293041000.00 305999999.76 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 300000000.00 300000000.00 0.0456 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KP3 US912796KP37 U.S. Treasury Debt First Tier Security N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0043 99799900.00 99799900.00 0.0152 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828B74 US912828B741 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0036 50048500.00 50048500.00 0.0076 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828C32 U.S. Treasury Debt First Tier Security N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0045 250332000.00 250332000.00 0.0380 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828J35 US912828J35 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0036 50028550.00 50028550.00 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Note 0.418100% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-04 2017-10-31 2017-10-31 N N N 0.0033 50048050.00 50048050.00 0.0076 N Y Y N U.S. Treasury Notes U.S. Treasury Note 0.522100% 912828N97 US912828N977 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-04 2018-01-31 2018-01-31 N N N 0.0034 35085190.00 35085190.00 0.0053 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SC5 US912828SC51 U.S. Treasury Debt First Tier Security N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0032 100180600.00 100180600.00 0.0152 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt First Tier Security N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0036 50105050.00 50105050.00 0.0076 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828SM3 US912828SM34 U.S. Treasury Debt First Tier Security N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0049 50125100.00 50125100.00 0.0076 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.460000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.46_1003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2024-05-15 2.500000 187426000.00 203999998.71 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 200000000.00 200000000.00 0.0304 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.250000% 0001457970 ARP0CNF46_0.25_1003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 2022-08-15 1.625000 117000000.00 120029157.10 U.S. Treasuries (including strips) U.S. Treasury Note 2021-05-31 2.000000 73400.00 76825.33 U.S. Treasuries (including strips) U.S. Treasury Note 2021-05-15 3.125000 200000000.00 219901189.58 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0025 340000000.00 340000000.00 0.0516 N Y Y N Bank of America NA Bank of America NA 0.490000% 0001102113 ARP0CNG78_0.49_1003 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 93800000.00 65497261.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2017-01-03 0.00 60400000.00 60323119.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 2030-12-23 3.530000 26900000.00 27180503.49 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 150000000.00 150000000.00 0.0228 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.500000% 0000947263 ARP0CNG86_0.50_1003 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 2026-07-15 0.125000 19500000.00 19807484.57 U.S. Treasuries (including strips) U.S. Treasury Note 2019-07-15 1.875000 25000000.00 30371956.22 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-15 0.125000 9600000.00 10032453.25 U.S. Treasuries (including strips) U.S. Treasury Note 2023-01-15 0.125000 2018000.00 2139943.76 U.S. Treasuries (including strips) U.S. Treasury Bond 2044-02-15 1.375000 15600000.00 19248197.96 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 80000000.00 80000000.00 0.0121 N Y Y N RBC Capital Markets RBC Capital Markets 0.420000% 0000050916 ARP0CNGC7_0.42_1003 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 3.818000 5000000.00 934979.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 42200.00 44412.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 70208.00 72855.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 36600000.00 38131225.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2.687000 18100000.00 540166.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-10-01 5.479000 2787841.00 46904.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-11-01 2.949000 16400.00 10208.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-02-01 2.661000 320200.00 40611.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-07-01 2.784000 12400000.00 11178637.29 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0042 50000000.00 50000000.00 0.0076 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.480000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0CNJC4_0.48_1003 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 2018-12-31 1.500000 431100.00 439334.01 U.S. Treasuries (including strips) U.S. Treasury Note 2018-12-31 1.375000 1279500.00 1300091.63 U.S. Treasuries (including strips) U.S. Treasury Note 2018-12-15 1.250000 50200000.00 50887653.75 U.S. Treasuries (including strips) U.S. Treasury Note 2018-11-30 1.375000 490000.00 498351.23 U.S. Treasuries (including strips) U.S. Treasury Note 2018-11-30 1.250000 1440000.00 1459896.00 U.S. Treasuries (including strips) U.S. Treasury Note 2018-11-15 1.250000 932000.00 945325.27 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-31 1.250000 43000.00 43625.09 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-31 1.750000 1291000.00 1326006.52 U.S. Treasuries (including strips) U.S. Treasury Note 2018-10-15 0.875000 1338000.00 1346036.55 U.S. Treasuries (including strips) U.S. Treasury Note 2018-09-30 0.750000 23300000.00 23326700.00 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-15 0.125000 4000.00 4180.19 U.S. Treasuries (including strips) U.S. Treasury Note 2019-02-15 2.750000 2350500.00 2466557.11 U.S. Treasuries (including strips) U.S. Treasury Note 2019-01-31 1.500000 10000.00 10183.86 U.S. Treasuries (including strips) U.S. Treasury Note 2019-01-31 1.250000 2406000.00 2435798.34 U.S. Treasuries (including strips) U.S. Treasury Note 2019-01-15 1.125000 2229000.00 2250268.98 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 87000000.00 87000000.00 0.0132 N Y Y N AllianceBernstein Fixed Income Shares 2016-10-07 Vercelia Petty Vercelia Petty Assistant Controller