N-MFP2 0000862021 XXXXXXXX 2017-02-28 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 Exempt Government N 33 62 3010692986.28 2878851169.55 2981526835.17 2789110613.32 3330603293.24 3188790364.45 3202437541.12 3037272646.14 0.00 0.5008 0.4662 0.4920 0.4741 0.5540 0.5164 0.5284 0.5163 0.0000 5513363.43 6029265306.39 6027977422.21 4066888.48 1152009.31 6036405664.81 6036461284.4800 1.0000 0.0060 1.0002 1.0002 1.0002 1.0002 0.0000 C000032709 25000.00 6036395661.96 6036451281.4800 1.0002 1.0002 1.0002 1.0002 0.0000 918944620.61 950804546.92 749247401.81 615181135.52 926467912.39 1011305612.48 619638462.13 797668796.34 0.00 0.00 3467481927.62 3325698845.45 0.0039 N C000172520 1000000.00 10002.85 10003.0000 1.0002 1.0002 1.0002 1.0002 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0041 N Bank of America NA Bank of America NA 0.500000% B4TYDEB6GKMZO031MB27 0001102113 060990009_0.50_0301 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. 2.250000 153453000.00 153000307.50 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 150000307.50 150000307.50 0.0248 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.875000% 3130A1NN4 US3130A1NN46 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0057 16966953.28 16966953.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.625000% 3130A5EP0 US3130A5EP09 U.S. Government Agency Debt Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0069 14997570.00 14997570.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.772000% 3130A6G43 US3130A6G430 U.S. Government Agency Debt Y 2017-03-17 2017-03-17 2017-03-17 N N N 0.0051 11851493.10 11851493.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.796000% 3130A6P50 US3130A6P506 U.S. Government Agency Debt Y 2017-03-21 2017-04-21 2017-04-21 N N N 0.0052 10604218.80 10604218.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.877000% 3130A7G66 US3130A7G669 U.S. Government Agency Debt Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 13000338.00 13000338.00 0.0022 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 0.0053 50012700.00 50012700.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.790000% 3130A8CF8 US3130A8CF83 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0079 8000000.00 8000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.800000% 3130A8CN1 US3130A8CN18 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 50000000.00 50000000.00 0.0083 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.800000% 3130A8CQ4 US3130A8CQ49 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 9000000.00 9000000.00 0.0015 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.800000% 3130A8CV3 US3130A8CV34 U.S. Government Agency Debt Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 18000000.00 18000000.00 0.0030 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.799000% 3130A8D83 US3130A8D839 U.S. Government Agency Debt Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0050 11000099.00 11000099.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.799000% 3130A8D91 US3130A8D912 U.S. Government Agency Debt Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0050 5000045.00 5000045.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.797000% 3130A8EC3 US3130A8EC35 U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0050 10000430.00 10000430.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.797000% 3130A8ET6 US3130A8ET69 U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0050 10000430.00 10000430.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.795000% 3130A8FN8 US3130A8FN80 U.S. Government Agency Debt Y 2017-03-08 2017-03-08 2017-03-08 N N N 0.0050 13000780.00 13000780.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.763000% 3130A92A8 US3130A92A87 U.S. Government Agency Debt Y 2017-03-09 2017-06-09 2017-06-09 N N N 0.0053 100066800.00 100066800.00 0.0166 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.661000% 3130A9JS1 US3130A9JS15 U.S. Government Agency Debt Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0051 85007225.00 85007225.00 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.565000% 3130A9PS4 US3130A9PS41 U.S. Government Agency Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0055 4300313.90 4300313.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.567000% 3130A9UT6 US3130A9UT68 U.S. Government Agency Debt Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0059 24800446.40 24800446.40 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.581000% 3130AAKV9 US3130AAKV95 U.S. Government Agency Debt Y 2017-03-12 2017-07-12 2017-07-12 N N N 0.0054 50010050.00 50010050.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.557000% 3130AAMV7 US3130AAMV77 U.S. Government Agency Debt Y 2017-03-17 2017-07-17 2017-07-17 N N N 0.0055 100010700.00 100010700.00 0.0166 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.566000% 3130AAMZ8 US3130AAMZ81 U.S. Government Agency Debt Y 2017-03-20 2017-07-20 2017-07-20 N N N 0.0055 50005300.00 50005300.00 0.0083 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313GJ1 US313313GJ10 U.S. Government Agency Debt Y 2017-06-02 2017-06-02 2017-06-02 N N N 0.0056 34950265.00 34950265.00 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313HD3 US313313HD31 U.S. Government Agency Debt Y 2017-06-21 2017-06-21 2017-06-21 N N N 0.0056 24957225.00 24957225.00 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313KU1 US313313KU19 313313KU1 U.S. Government Agency Debt Y 2017-08-23 2017-08-23 2017-08-23 N N N 0.0065 29906670.00 29906670.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.000000% 313379FW4 US313379FW49 313379FW4 U.S. Government Agency Debt Y 2017-06-09 2017-06-09 2017-06-09 N N N 0.0062 28029148.00 28029148.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DD5 US313385DD53 U.S. Government Agency Debt Y 2017-03-17 2017-03-17 2017-03-17 N N N 0.0041 99982200.00 99982200.00 0.0166 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385EF9 US313385EF92 U.S. Government Agency Debt Y 2017-04-12 2017-04-12 2017-04-12 N N N 0.0049 9194848.00 9194848.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385FC5 US313385FC52 U.S. Government Agency Debt Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0055 99905500.00 99905500.00 0.0166 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FE1 US313385FE19 U.S. Government Agency Debt Y 2017-05-05 2017-05-05 2017-05-05 N N N 0.0055 52598666.25 52598666.25 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FM3 US313385FM35 U.S. Government Agency Debt Y 2017-05-12 2017-05-12 2017-05-12 N N N 0.0055 199784000.00 199784000.00 0.0331 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FS0 US313385FS05 U.S. Government Agency Debt Y 2017-05-17 2017-05-17 2017-05-17 N N N 0.0055 149826750.00 149826750.00 0.0248 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FU5 US313385FU50 U.S. Government Agency Debt Y 2017-05-19 2017-05-19 2017-05-19 N N N 0.0055 49940750.00 49940750.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FZ4 US313385FZ48 U.S. Government Agency Debt Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0055 99874000.00 99874000.00 0.0165 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GG5 US313385GG57 U.S. Government Agency Debt Y 2017-05-31 2017-05-31 2017-05-31 N N N 0.0055 49931750.00 49931750.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GP5 US313385GP56 U.S. Government Agency Debt Y 2017-06-07 2017-06-07 2017-06-07 N N N 0.0056 49925150.00 49925150.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JK3 US313385JK33 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0058 49887600.00 49887600.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JQ0 US313385JQ03 U.S. Government Agency Debt Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0058 49883600.00 49883600.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JS6 US313385JS68 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0058 49882050.00 49882050.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JX5 US313385JX53 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+ 2017-08-02 2017-08-02 2017-08-02 N N N 0.0065 49863100.00 49863100.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385KE5 US313385KE53 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+ 2017-08-09 2017-08-09 2017-08-09 N N N 0.0065 49856900.00 49856900.00 0.0083 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397DH1 S6XOOCT0IEG5ABCC6L87 US313397DH14 U.S. Government Agency Debt Y 2017-03-21 2017-03-21 2017-03-21 N N N 0.0041 24994450.00 24994450.00 0.0041 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.650000% 3133ECKC7 US3133ECKC73 U.S. Government Agency Debt Y 2017-03-28 2017-03-28 2017-03-28 N N N 0.0048 1201156.13 1201156.13 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.822200% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y 2017-03-17 2017-04-17 2017-04-17 N N N 0.0054 58446376.40 58446376.40 0.0097 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.795500% 3133EDNA6 US3133EDNA63 U.S. Government Agency Debt Y 2017-03-13 2017-03-13 2017-03-13 N N N 0.0052 2500245.00 2500245.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.820500% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt Y 2017-03-29 2017-08-29 2017-08-29 N N N 0.0056 1001329.00 1001329.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.816700% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt Y 2017-03-04 2017-08-04 2017-08-04 N N N 0.0055 112132944.00 112132944.00 0.0186 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.792700% 3133EDUL4 US3133EDUL46 U.S. Government Agency Debt Y 2017-03-09 2017-03-09 2017-03-09 N N N 0.0051 27501815.00 27501815.00 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.832200% 3133EDVT6 US3133EDVT62 U.S. Government Agency Debt Y 2017-03-22 2017-09-22 2017-09-22 N N N 0.0057 20030900.00 20030900.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.808300% 3133EDYR7 US3133EDYR79 U.S. Government Agency Debt Y 2017-03-25 2017-07-25 2017-07-25 N N N 0.0055 60064980.00 60064980.00 0.0100 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.800500% 3133EDZW5 US3133EDZW55 U.S. Government Agency Debt Y 2017-03-29 2017-03-29 2017-03-29 N N N 0.0054 500101.50 500101.50 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.756600% 3133EE3E8 US3133EE3E80 U.S. Government Agency Debt Y 2017-03-10 2017-07-10 2017-07-10 N N N 0.0054 80066240.00 80066240.00 0.0133 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.824400% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y 2017-03-24 2017-05-24 2017-05-24 N N N 0.0053 505357.04 505357.04 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.820500% 3133EEPS3 US3133EEPS37 U.S. Government Agency Debt Y 2017-03-13 2017-09-13 2017-09-13 N N N 0.0056 37554975.00 37554975.00 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.710000% 3133EETL4 US3133EETL48 U.S. Government Agency Debt Y 2017-03-01 2017-07-13 2017-07-13 N N N 0.0064 18605096.40 18605096.40 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.770000% 3133EFBX4 US3133EFBX43 U.S. Government Agency Debt Y 2017-03-01 2017-08-01 2017-08-01 N N N 0.0055 38036404.00 38036404.00 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.878300% 3133EFWM5 US3133EFWM58 U.S. Government Agency Debt Y 2017-03-25 2017-04-25 2017-04-25 N N N 0.0055 9504930.50 9504930.50 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.768300% 3133EGBA2 US3133EGBA23 U.S. Government Agency Debt Y 2017-03-25 2017-05-25 2017-05-25 N N N 0.0053 40023440.00 40023440.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.780500% 3133EGBT1 US3133EGBT14 U.S. Government Agency Debt Y 2017-03-30 2017-05-30 2017-05-30 N N N 0.0053 20012980.00 20012980.00 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.805500% 3133EGLQ6 US3133EGLQ64 U.S. Government Agency Debt Y 2017-03-13 2017-07-13 2017-07-13 N N N 0.0054 100102700.00 100102700.00 0.0166 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.768300% 3133EGRX5 US3133EGRX51 U.S. Government Agency Debt Y 2017-03-25 2017-08-25 2017-08-25 N N N 0.0056 50053800.00 50053800.00 0.0083 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750500% 3133EGSJ5 US3133EGSJ58 U.S. Government Agency Debt Y 2017-03-31 2017-08-31 2017-08-31 N N N 0.0056 70069860.00 70069860.00 0.0116 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.746700% 3133EGTC9 US3133EGTC96 U.S. Government Agency Debt Y 2017-03-05 2017-09-05 2017-09-05 N N N 0.0056 55055935.00 55055935.00 0.0091 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.785600% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y 2017-03-20 2017-04-20 2017-04-20 N N N 0.0052 4501705.50 4501705.50 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.055700% 3134G74D0 S6XOOCT0IEG5ABCC6L87 US3134G74D03 U.S. Government Agency Debt Y 2017-04-26 2017-04-26 2017-04-26 N N N 0.0067 17058243.97 17058243.97 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.637900% 3134GAQ64 S6XOOCT0IEG5ABCC6L87 US3134GAQ648 U.S. Government Agency Debt Y 2017-04-12 2017-10-12 2017-10-12 N N N 0.0060 50024600.00 50024600.00 0.0083 N N N N Federal National Mortgage Association Federal National Mortgage Association 5.000000% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 U.S. Government Agency Debt Y 2017-05-11 2017-05-11 2017-05-11 N N N 0.0051 50434850.00 50434850.00 0.0084 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.785200% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 U.S. Government Agency Debt Y 2017-03-08 2017-09-08 2017-09-08 N N N 0.0061 8007776.00 8007776.00 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.780000% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y 2017-03-16 2017-08-16 2017-08-16 N N N 0.0060 70064820.00 70064820.00 0.0116 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.125000% 3135G0JA2 B1V7KEBTPIMZEU4LTD58 US3135G0JA28 U.S. Government Agency Debt Y 2017-04-27 2017-04-27 2017-04-27 N N N 0.0048 37734847.79 37734847.79 0.0063 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.750000% 3135G0ZB2 B1V7KEBTPIMZEU4LTD58 US3135G0ZB27 U.S. Government Agency Debt Y 2017-04-20 2017-04-20 2017-04-20 N N N 0.0055 4701292.50 4701292.50 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3137EADC0 S6XOOCT0IEG5ABCC6L87 US3137EADC05 U.S. Government Agency Debt Y 2017-03-08 2017-03-08 2017-03-08 N N N 0.0048 25002525.00 25002525.00 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3137EADH9 S6XOOCT0IEG5ABCC6L87 US3137EADH91 U.S. Government Agency Debt Y 2017-06-29 2017-06-29 2017-06-29 N N N 0.0064 97223618.70 97223618.70 0.0161 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.750000% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0067 2385679.73 2385679.73 0.0004 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 0.510000% ZBUT11V806EZRVTWT807 0001168163 46699D001_0.51_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2.750000 268293000.00 280500331.50 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 275000325.00 275000325.00 0.0456 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 0.510000% 549300LBOHZ4QSIWU288 0000083246 643996002_0.51_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 2.250000 250942000.00 254999998.14 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 250000000.00 250000000.00 0.0414 N Y Y N U.S. Treasury Cash Management Bill U.S. Treasury Cash Management Bill 912796QG7 US912796QG73 U.S. Treasury Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0042 424932000.00 424932000.00 0.0704 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828C32 N.A. US912828C327 U.S. Treasury Debt Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0038 250035750.00 250035750.00 0.0414 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828C73 N.A. US912828C731 U.S. Treasury Debt Y 2017-04-15 2017-04-15 2017-04-15 N N N 0.0046 50025550.00 50025550.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.683600% 912828M23 N.A. US912828M235 U.S. Treasury Debt Y 2017-03-07 2017-10-31 2017-10-31 N N N 0.0053 50052000.00 50052000.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.787600% 912828N97 N.A. US912828N977 U.S. Treasury Debt Y 2017-03-07 2018-01-31 2018-01-31 N N N 0.0054 35081935.00 35081935.00 0.0058 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828SM3 N.A. US912828SM34 U.S. Treasury Debt Y 2017-03-31 2017-03-31 2017-03-31 N N N 0.0040 50024650.00 50024650.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828SS0 N.A. US912828SS04 U.S. Treasury Debt Y 2017-04-30 2017-04-30 2017-04-30 N N N 0.0048 50032600.00 50032600.00 0.0083 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828WH9 N.A. US912828WH92 U.S. Treasury Debt Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0049 150119100.00 150119100.00 0.0249 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828WT3 N.A. US912828WT31 U.S. Treasury Debt Y 2017-07-15 2017-07-15 2017-07-15 N N N 0.0067 50039050.00 50039050.00 0.0083 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.520000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_0.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 1.120000 157490000.00 152999999.47 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 150000000.00 150000000.00 0.0248 N Y Y N Federal Reserve Bank Federal Reserve Bank 0.500000% 0001457970 ARP0DMTR1_0.50_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2027-11-15 6.125000 586900.00 802558.68 U.S. Treasuries (including strips) U.S. Treasury Bond 2042-05-15 3.000000 123325700.00 124996227.69 U.S. Treasuries (including strips) U.S. Treasury Bill 2020-01-31 1.375000 399720400.00 399208572.38 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 525000000.00 525000000.00 0.0870 N Y Y N Bank of America NA Bank of America NA 0.520000% B4TYDEB6GKMZO031MB27 0001102113 ARP0DMWH9_0.52_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bill 2018-02-15 3.500000 109371000.00 112200089.38 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 110000000.00 110000000.00 0.0182 N Y Y N RBC Capital Markets RBC Capital Markets 0.510000% 0000050916 ARP0DMWM8_0.51_0301 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 2047-03-01 4.000000 75435.00 79606.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 19448.00 17891.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 2300367.00 2296614.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 2737721.00 2823557.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 100711.00 97602.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 2829028.00 2634876.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 3072990.00 2542662.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 3078257.00 2771037.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 3026961.00 2880125.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 2154764.00 2211617.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 112912.00 114329.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 3554058.00 2398829.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 1664414.00 1131999.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 2.519000 269975.00 153429.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-05-01 4.000000 41085.00 42795.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-05-01 3.500000 2402356.00 2379828.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 66822.00 63638.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-11-01 3.500000 7444.00 6189.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-11-01 4.000000 2347099.00 1793321.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-09-01 3.500000 2035924.00 1854632.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-09-01 4.000000 2748727.00 2487277.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 1765849.00 1645375.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 2237704.00 1972200.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 4.000000 15145.00 8859.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 4.000000 2421306.00 1874297.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 109126.00 18256.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-09-01 4.000000 915983.00 944561.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-03-01 4.500000 26277.00 19717.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-09-01 4.000000 3295760.00 2773017.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-01 4.000000 4290051.00 2894692.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-01-01 4.000000 71875.00 19005.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 3.500000 15660.00 10192.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 4.500000 30756.00 14720.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-02-01 3.500000 128464.00 112548.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-11-01 5.500000 80985.00 58437.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-07-01 3.500000 1297340.00 1058314.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-01-01 3.000000 2324619.00 1629697.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 1069299.00 700057.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 2721242.00 1579719.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-04-01 3.500000 16871.00 13976.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 2972390.00 1871522.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-04-01 4.500000 36484.00 12474.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.000000 671554.00 693091.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.000000 2953529.00 3048251.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.500000 1623720.00 1713412.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-05-01 3.000000 2287256.00 2203373.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-02-01 3.000000 14233.00 13829.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 3.000000 1799166.00 1594094.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 3.500000 18866.00 15271.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-03-01 3.500000 2784121.00 1905164.52 Agency Mortgage-Backed Securities Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 60000000.00 60000000.00 0.0099 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.510000% 0000947263 ARP0DMWP1_0.51_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury Bond 2029-04-15 3.875000 26344300.00 54564533.23 U.S. Treasuries (including strips) U.S. Treasury Bond 2027-01-15 2.375000 1433600.00 2049727.20 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 1000.00 1430.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-05-15 7.250000 1300000.00 1935014.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-02-28 2.000000 9757000.00 9799442.95 Agency Mortgage-Backed Securities Federal Home Loan Bank 2018-08-07 0.625000 55000000.00 54762652.08 Agency Mortgage-Backed Securities Federal Home Loan Bank 2024-12-13 2.750000 4630000.00 4747829.64 Agency Mortgage-Backed Securities U.S. Treasury Bill 2025-01-15 2.375000 24755200.00 36932532.64 U.S. Treasuries (including strips) Federal Farm Credit Systemwide Bond 2027-02-10 3.000000 28940000.00 29006851.40 Agency Collateralized Mortgage Obligation Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0051 190000000.00 190000000.00 0.0315 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.530000% 0000812291 ARP0DMWQ9_0.53_0301 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. 2021-12-31 2.125000 19967000.00 20263897.27 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-11-30 2.000000 7615000.00 7740708.84 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2018-10-31 1.750000 941000.00 956163.37 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-09-30 2.125000 17240300.00 17602402.28 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-09-30 1.750000 3020000.00 3070704.64 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-08-31 2.125000 5574900.00 5671591.07 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-07-31 2.250000 22650000.00 23099949.76 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-07-31 2.000000 2090000.00 2121318.57 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2018-07-31 2.250000 2875000.00 2928519.08 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-15 0.125000 26500.00 26869.29 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-06-30 2.125000 1799700.00 1830678.95 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-05-31 2.000000 5137800.00 5208162.45 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-03-31 1.625000 7017000.00 7119104.87 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-01-31 2.125000 7004000.00 7123856.98 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2025-01-15 0.250000 142900.00 145298.76 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-12-31 2.750000 2300000.00 2346418.70 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-30 2.250000 231000.00 234739.47 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-09-30 1.875000 389000.00 394578.71 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-08-15 4.750000 61000.00 62238.29 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-04-30 3.125000 100000.00 101442.21 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-03-31 3.250000 5000000.00 5078350.71 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-02-28 2.750000 6635100.00 6753291.04 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-01-31 2.625000 2476000.00 2519714.74 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 120000000.00 120000000.00 0.0199 N Y Y N AllianceBernstein Fixed Income Shares 2017-03-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller