N-MFP2 0000862021 XXXXXXXX 2016-12-31 0000862021 S000011990 2 N N 033-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. 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0.0054 50003000.00 50003000.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.919000% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0058 50036850.00 50036850.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.630000% 3130A7XL4 US3130A7XL40 U.S. Government Agency Debt Y 2017-01-03 2017-02-03 2017-02-03 N N N 0.0053 100020000.00 100020000.00 0.0167 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.711000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt Y 2017-02-06 2017-02-06 2017-02-06 N N N 0.0073 80007440.00 80007440.00 0.0134 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.654000% 3130A82S1 US3130A82S14 U.S. Government Agency Debt Y 2017-01-12 2017-01-12 2017-01-12 N N N 0.0063 50001650.00 50001650.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.627000% 3130A8CF8 US3130A8CF83 U.S. Government Agency Debt Y 2017-01-01 2017-03-01 2017-03-01 N N N 0.0063 8001968.00 8001968.00 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Bank Federal Home Loan Bank 0.667000% 3130A8EC3 US3130A8EC35 U.S. Government Agency Debt Y 2017-01-06 2017-03-06 2017-03-06 N N N 0.0063 10002800.00 10002800.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.667000% 3130A8ET6 US3130A8ET69 U.S. Government Agency Debt Y 2017-01-06 2017-03-06 2017-03-06 N N N 0.0063 10002800.00 10002800.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.669000% 3130A8FN8 US3130A8FN80 U.S. Government Agency Debt Y 2017-01-08 2017-03-08 2017-03-08 N N N 0.0063 13003640.00 13003640.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.736000% 3130A8HL0 US3130A8HL07 U.S. Government Agency Debt Y 2017-01-17 2017-01-17 2017-01-17 N N N 0.0060 90006120.00 90006120.00 0.0150 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.644000% 3130A92A8 US3130A92A87 U.S. Government Agency Debt Y 2017-01-09 2017-06-09 2017-06-09 N N N 0.0058 100080400.00 100080400.00 0.0167 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.424000% 3130A9PS4 US3130A9PS41 U.S. Government Agency Debt Y 2017-01-06 2017-04-06 2017-04-06 N N N 0.0058 4299750.60 4299750.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.414000% 3130A9UT6 US3130A9UT68 U.S. Government Agency Debt Y 2017-02-01 2017-05-01 2017-05-01 N N N 0.0059 24795213.60 24795213.60 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AN6 US313385AN62 U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0039 4999470.00 4999470.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AT3 US313385AT33 U.S. Government Agency Debt Y 2017-01-18 2017-01-18 2017-01-18 N N N 0.0039 19996840.01 19996840.01 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AV8 US313385AV88 U.S. Government Agency Debt Y 2017-01-20 2017-01-20 2017-01-20 N N N 0.0039 49991050.00 49991050.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BX3 US313385BX36 U.S. Government Agency Debt Y 2017-02-15 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Federal Home Loan Mortgage Corp. 313397DH1 US313397DH14 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0053 24972200.00 24972200.00 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.720000% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt Y 2017-01-13 2017-02-13 2017-02-13 N N N 0.0056 32009056.00 32009056.00 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.811100% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y 2017-01-27 2017-02-27 2017-02-27 N N N 0.0054 20008520.00 20008520.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.786200% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y 2017-01-17 2017-04-17 2017-04-17 N N N 0.0064 58454380.48 58454380.48 0.0098 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.705000% 3133EDNA6 US3133EDNA63 U.S. Government Agency Debt Y 2017-01-13 2017-03-13 2017-03-13 N N N 0.0055 2501217.50 2501217.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.801100% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt Y 2017-01-29 2017-08-29 2017-08-29 N N N 0.0071 1000643.00 1000643.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.674500% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt Y 2017-01-04 2017-08-04 2017-08-04 N N N 0.0072 112058912.00 112058912.00 0.0187 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.674100% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt Y 2017-01-09 2017-03-09 2017-03-09 N N N 0.0054 27512430.00 27512430.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.804000% 3133EDVT6 US3133EDVT62 U.S. Government Agency Debt Y 2017-01-22 2017-09-22 2017-09-22 N N N 0.0070 20018000.00 20018000.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.786100% 3133EDYR7 US3133EDYR79 U.S. Government Agency Debt Y 2017-01-25 2017-07-25 2017-07-25 N N N 0.0060 40046160.00 40046160.00 0.0067 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.781100% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt Y 2017-01-29 2017-03-29 2017-03-29 N N N 0.0055 500280.50 500280.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.648900% 3133EE3E8 US3133EE3E80 U.S. Government Agency Debt Y 2017-01-10 2017-07-10 2017-07-10 N N N 0.0059 80070320.00 80070320.00 0.0134 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.801100% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y 2017-01-24 2017-05-24 2017-05-24 N N N 0.0057 505487.33 505487.33 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.730000% 3133EEPS3 US3133EEPS37 U.S. Government Agency Debt Y 2017-01-13 2017-09-13 2017-09-13 N N N 0.0070 37531162.50 37531162.50 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.606700% 3133EFBX4 US3133EFBX43 U.S. Government Agency Debt Y 2017-01-01 2017-08-01 2017-08-01 N N N 0.0072 38008816.00 38008816.00 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.850000% 3133EFE37 US3133EFE376 U.S. Government Agency Debt Y 2017-01-30 2017-01-30 2017-01-30 N N N 0.0057 79516695.00 79516695.00 0.0133 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.804000% 3133EFQ75 US3133EFQ750 U.S. Government Agency Debt Y 2017-01-21 2017-02-21 2017-02-21 N N N 0.0055 150057750.00 150057750.00 0.0251 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.787200% 3133EFZZ3 US3133EFZZ35 U.S. Government Agency Debt Y 2017-01-16 2017-02-16 2017-02-16 N N N 0.0055 85030855.00 85030855.00 0.0142 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.746100% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt Y 2017-01-25 2017-05-25 2017-05-25 N N N 0.0057 40030160.00 40030160.00 0.0067 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.770000% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt Y 2017-01-30 2017-05-30 2017-05-30 N N N 0.0057 20016420.00 20016420.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.715000% 3133EGLQ6 US3133EGLQ64 U.S. Government Agency Debt Y 2017-01-13 2017-07-13 2017-07-13 N N N 0.0059 100114700.00 100114700.00 0.0167 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.746100% 3133EGRX5 US3133EGRX51 U.S. Government Agency Debt Y 2017-01-25 2017-08-25 2017-08-25 N N N 0.0072 50012850.00 50012850.00 0.0084 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.741100% 3133EGSJ5 US3133EGSJ58 U.S. Government Agency Debt Y 2017-01-31 2017-08-31 2017-08-31 N N N 0.0072 70009240.00 70009240.00 0.0117 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.604500% 3133EGTC9 US3133EGTC96 U.S. Government Agency Debt Y 2017-01-05 2017-09-05 2017-09-05 N N N 0.0070 55014740.00 55014740.00 0.0092 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.685000% 3134G5Z32 US3134G5Z325 U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0057 4500256.50 4500256.50 0.0008 N N N N Federal Home Loan Mortgage Corp. 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Federal Home Loan Mortgage Corp. 0.875000% 3137EADT3 US3137EADT30 U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0054 6212782.08 6212782.08 0.0010 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3137EADU0 US3137EADU03 U.S. Government Agency Debt Y 2017-01-27 2017-01-27 2017-01-27 N N N 0.0052 9000891.99 9000891.99 0.0015 N N N N U.S. Treasury Bill U.S. Treasury Bill 912796JP5 US912796JP55 U.S. Treasury Debt Y 2017-04-27 2017-04-27 2017-04-27 N N N 0.0056 49913300.00 49913300.00 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KP3 US912796KP37 U.S. Treasury Debt Y 2017-03-23 2017-03-23 2017-03-23 N N N 0.0051 99890300.00 99890300.00 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828B74 US912828B741 U.S. Treasury Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0042 50011900.00 50011900.00 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828C32 US912828C327 U.S. Treasury Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0046 250141500.00 250141500.00 0.0418 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828C73 US912828C731 U.S. Treasury Debt Y 2017-04-15 2017-04-15 2017-04-15 N N N 0.0050 100104700.00 100104700.00 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.500000% 912828J35 US912828J35 U.S. Treasury Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 50004600.00 50004600.00 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.723700% 912828M23 US912828M235 U.S. Treasury Debt Y 2017-01-04 2017-10-31 2017-10-31 N N N 0.0056 50067100.00 50067100.00 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.827700% 912828N97 US912828N977 U.S. Treasury Debt Y 2017-01-04 2018-01-31 2018-01-31 N N N 0.0056 35100380.00 35100380.00 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SC5 US912828SC51 U.S. Treasury Debt Y 2017-01-31 2017-01-31 2017-01-31 N N N 0.0035 100039800.00 100039800.00 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 50033500.00 50033500.00 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828SM3 US912828SM34 U.S. Treasury Debt Y 2017-03-31 2017-03-31 2017-03-31 N N N 0.0048 100123800.00 100123800.00 0.0167 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SS0 US912828SS04 U.S. Treasury Debt Y 2017-04-30 2017-04-30 2017-04-30 N N N 0.0052 200228600.00 200228600.00 0.0335 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828WH9 US912828WH92 U.S. Treasury Debt Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0060 150152400.00 150152400.00 0.0251 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.500000% 0001457970 ARP0D8QX2_0.50_0103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury Note 2021-05-15 3.125000 262105900.00 276802877.25 U.S. Treasuries (including strips) US Treasury Note 2020-02-15 3.625000 674184900.00 726157304.64 U.S. Treasuries (including strips) US Treasury Bond 2027-11-15 6.125000 114437500.00 153859954.25 U.S. Treasuries (including strips) US Treasury Bond 2040-08-15 3.875000 275175900.00 318261828.26 U.S. Treasuries (including strips) Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 1475000000.00 1475000000.00 0.2465 N Y Y N RBC Capital Markets RBC Capital Markets 0.500000% 0000050916 ARP0D8TK7_0.50_0103 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 2025-09-01 5.000000 6827.00 780.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 3.812000 5000000.00 831060.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-05-01 2.695000 1132700.00 236899.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 6144.00 6279.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 4.500000 4555000.00 195141.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-06-01 4.506000 206600.00 210384.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 42200.00 40368.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 4992042.00 4944312.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 70208.00 69415.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 2293564.00 1940227.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 6416687.00 6289082.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-04-01 2.687000 18064320.00 534085.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2.744000 68700.00 5757.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-08-01 2.752000 2041.00 80.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 1.785000 750000.00 281549.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 1.672000 733760.00 276329.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-12-01 2.321000 48160.00 22061.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 2.827000 2320633.00 2093349.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-08-01 2.540000 35862208.00 71453.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-01-01 2.580000 233700.00 237871.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2018-06-01 3.530000 189500.00 193887.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 4.000000 87693.00 4519.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-01 1.875000 8000.00 5.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2036-10-01 2.994000 2787826.00 36496.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2041-08-01 2.960000 1215310.00 1014678.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2045-02-01 2.664000 24310.00 20531.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2032-12-01 2.747000 1093.00 15.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2044-08-01 2.641000 56320.00 34157.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2040-07-01 2.876000 12393102.00 10791527.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2037-04-01 2.678000 404329.00 155742.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2036-12-01 2.928000 353648.00 61947.47 Agency Collateralized Mortgage Obligation Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 30000000.00 30000000.00 0.0050 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.500000% 0000947263 ARP0D8TL5_0.50_0103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US Treasury Note 2022-10-31 1.875000 95008200.00 93811831.55 U.S. Treasuries (including strips) US Treasury Note 2022-08-31 1.875000 2024700.00 2008918.00 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