N-MFP2 0000862021 XXXXXXXX 2017-08-31 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 35 73 2320911329.76 1940457552.00 2329546943.85 2179106190.11 2805885982.06 2445523765.50 2944506212.45 2984877081.68 0.00 0.3863 0.3543 0.3886 0.3797 0.4671 0.4465 0.4912 0.5201 0.0000 1999600.99 5751406367.61 5751315016.12 3759290.30 1422928.91 5755650978.50 5755712734.3500 1.0000 0.0107 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 25000.00 5755640975.65 5755702731.3500 1.0000 1.0000 1.0000 1.0000 0.0000 696990267.93 768078388.93 740269503.61 1219551624.03 1196894979.13 680130133.64 602983916.41 858250369.61 0.00 0.00 3503761867.81 3827137918.38 0.0086 N C000172520 1000000.00 10002.85 10003.0000 1.0000 1.0000 1.0000 1.0000 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 0.0087 N Bank of America NA Bank of America NA 1.060000% B4TYDEB6GKMZO031MB27 0001102113 060990009_1.06_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2043-08-31 3.620000 86957000.00 102000561.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 100000550.00 100000550.00 0.0174 N Y Y N Federal Home Loan Banks Federal Home Loan Bank 1.000000% 3130A6SW8 US3130A6SW86 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0107 4793901.95 4793901.95 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.222000% 3130A7YR0 US3130A7YR01 U.S. Government Agency Debt Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0114 20003153.00 20003153.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.153000% 3130A8F24 US3130A8F248 U.S. Government Agency Debt Y 2017-09-05 2017-12-05 2017-12-05 N N N 0.0117 1500578.43 1500578.43 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.196000% 3130A9PA3 US3130A9PA33 U.S. Government Agency Debt Y 2017-09-06 2017-10-06 2017-10-06 N N N 0.0107 2000239.22 2000239.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.071000% 3130AAPB8 US3130AAPB86 U.S. Government Agency Debt Y 2017-09-23 2018-01-23 2018-01-23 N N N 0.0109 39996774.40 39996774.40 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.949000% 3130AAZQ4 US3130AAZQ46 U.S. Government Agency Debt Y 2017-09-23 2017-12-22 2017-12-22 N N N 0.0110 99960597.00 99960597.00 0.0174 N N N N Federal Home Loan Bank Federal Farm Credit Bank 1.061000% 3130AB4H6 US3130AB4H60 U.S. Government Agency Debt Y 2017-09-05 2018-01-05 2018-01-05 N N N 0.0108 49996030.50 49996030.50 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.064000% 3130ABBK1 US3130ABBK15 U.S. Government Agency Debt Y 2017-09-28 2018-01-26 2018-01-26 N N N 0.0109 149984403.00 149984403.00 0.0261 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.072000% 3130ABF68 US3130ABF681 U.S. Government Agency Debt Y 2017-09-15 2018-02-15 2018-02-15 N N N 0.0109 49997001.00 49997001.00 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.069000% 3130ABGW0 US3130ABGW08 U.S. Government Agency Debt Y 2017-09-26 2018-01-26 2018-01-26 N N N 0.0109 84992930.55 84992930.55 0.0148 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.091000% 3130ABHD1 US3130ABHD18 U.S. Government Agency Debt Y 2017-09-24 2018-05-24 2018-05-24 N N N 0.0110 84990505.50 84990505.50 0.0148 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.071000% 3130ABV37 US3130ABV373 U.S. Government Agency Debt Y 2017-09-21 2018-01-19 2018-01-19 N N N 0.0109 299975583.00 299975583.00 0.0521 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.089000% 3130ABVD5 US3130ABVD51 U.S. Government Agency Debt Y 2017-09-25 2018-02-08 2018-04-25 N N N 0.0110 49994240.50 49994240.50 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.086000% 3130ABVE3 US3130ABVE35 U.S. Government Agency Debt Y 2017-09-20 2018-04-20 2018-04-20 N N N 0.0110 49994362.50 49994362.50 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.109000% 3130ABWG7 US3130ABWG73 U.S. Government Agency Debt Y 2017-09-27 2018-08-27 2018-08-27 N N N 0.0113 24994538.50 24994538.50 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.092000% 3130ABYW0 US3130ABYW06 U.S. Government Agency Debt Y 2017-09-01 2018-05-01 2018-05-01 N N N 0.0111 49993915.50 49993915.50 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.094000% 3130AC2A1 US3130AC2A18 U.S. Government Agency Debt Y 2017-09-09 2018-05-09 2018-05-09 N N N 0.0112 49991613.50 49991613.50 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 1.068000% 3130ACAY0 US3130ACAY01 U.S. Government Agency Debt Y 2017-09-25 2017-12-18 2017-12-18 N N N 0.0109 186988875.37 186988875.37 0.0325 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.750000% 313380EC7 US313380EC74 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0100 9099554.10 9099554.10 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385LJ3 US313385LJ32 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0101 12398276.40 12398276.40 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385LL8 US313385LL87 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0101 7998448.00 7998448.00 0.0014 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385LT1 US313385LT14 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0101 30987941.00 30987941.00 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385LY0 US313385LY09 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0101 254465571.20 254465571.20 0.0442 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385MA1 US313385MA14 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0101 49970850.00 49970850.00 0.0087 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385MM5 US313385MM51 313385MM5 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+ 2017-10-03 2017-10-03 2017-10-03 N N N 0.0102 49455549.00 49455549.00 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385MV5 US313385MV50 313385MV5 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+ 2017-10-11 2017-10-11 2017-10-11 N N N 0.0103 49943900.00 49943900.00 0.0087 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385MX1 US313385MX17 U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0103 79905760.00 79905760.00 0.0139 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NC6 US313385NC60 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+ 2017-10-18 2017-10-18 2017-10-18 N N N 0.0103 99868100.00 99868100.00 0.0174 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385NE2 US313385NE27 U.S. Government Agency Debt Y 2017-10-20 2017-10-20 2017-10-20 N N N 0.0103 99862500.00 99862500.00 0.0174 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NK8 US313385NK86 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+ 2017-10-25 2017-10-25 2017-10-25 N N N 0.0103 174734875.00 174734875.00 0.0304 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385NQ5 US313385NQ56 U.S. Government Agency Debt Y 2017-10-30 2017-10-30 2017-10-30 N N N 0.0103 49917250.00 49917250.00 0.0087 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385NS1 US313385NS13 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+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 49913600.00 49913600.00 0.0087 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385NZ5 US313385NZ55 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+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0104 3992292.00 3992292.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385PE0 US313385PE09 U.S. Government Agency Debt Y 2017-11-13 2017-11-13 2017-11-13 N N N 0.0104 49896600.00 49896600.00 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0104 34923630.00 34923630.00 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385PU4 US313385PU41 U.S. Government Agency Debt Y 2017-11-27 2017-11-27 2017-11-27 N N N 0.0104 39901400.00 39901400.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385QF6 US313385QF64 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0106 68505510.30 68505510.30 0.0119 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385QK5 US313385QK59 U.S. Government Agency Debt Y 2017-12-12 2017-12-12 2017-12-12 N N N 0.0106 24926325.00 24926325.00 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385QT6 US313385QT68 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0106 49841100.00 49841100.00 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385QV1 US313385QV15 U.S. Government Agency Debt Y 2017-12-22 2017-12-22 2017-12-22 N N N 0.0106 49838200.00 49838200.00 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385RC2 US313385RC25 U.S. Government Agency Debt Y 2017-12-29 2017-12-29 2017-12-29 N N N 0.0106 13951868.00 13951868.00 0.0024 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385RH1 US313385RH12 313385RH1 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+ 2018-01-03 2018-01-03 2018-01-03 N N N 0.0109 33476150.40 33476150.40 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385RK4 US313385RK41 U.S. Government Agency Debt Y 2018-01-05 2018-01-05 2018-01-05 N N N 0.0109 99625500.00 99625500.00 0.0173 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385RQ1 US313385RQ11 313385RQ1 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+ 2018-01-10 2018-01-10 2018-01-10 N N N 0.0109 49805300.00 49805300.00 0.0087 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385RS7 US313385RS76 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0109 69723290.00 69723290.00 0.0121 N N N N Federal Home Loan Banks Federal Home Loan Bank 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y 2018-01-19 2018-01-19 2018-01-19 N N N 0.0109 100579739.00 100579739.00 0.0175 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.290000% 3133EDVT6 549300MS654K78GYF580 US3133EDVT62 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0102 20003110.60 20003110.60 0.0035 N N N N Federal Farm Credit Banks Federal Farm Credit Bank 1.125000% 3133EDVU3 US3133EDVU36 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 8000264.00 8000264.00 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Bank 1.258900% 3133EEBR0 US3133EEBR00 U.S. Government Agency Debt Y 2017-09-13 2017-11-13 2017-11-13 N N N 0.0106 5002006.75 5002006.75 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.281600% 3133EEMH0 US3133EEMH09 U.S. Government Agency Debt Y 2017-09-02 2018-02-02 2018-02-02 N N N 0.0107 7006259.12 7006259.12 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.278900% 3133EEPS3 549300MS654K78GYF580 US3133EEPS37 U.S. Government Agency Debt Y 2017-09-13 2017-09-13 2017-09-13 N N N 0.0102 37503307.88 37503307.88 0.0065 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.271600% 3133EEWS5 US3133EEWS53 U.S. Government Agency Debt Y 2017-09-02 2018-01-02 2018-01-02 N N N 0.0108 13958961.20 13958961.20 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Bank 1.263900% 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt Y 2017-09-08 2017-12-08 2017-12-08 N N N 0.0107 4202228.48 4202228.48 0.0007 N N N N Federal Farm Credit Banks Farm Federal Credit Bank 1.258300% 3133EEZM5 US3133EEZM56 U.S. Government Agency Debt Y 2017-09-17 2018-01-17 2018-01-17 N N N 0.0109 7254792.54 7254792.54 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.350500% 3133EF5Z6 US3133EF5Z64 U.S. Government Agency Debt Y 2017-09-04 2018-05-04 2018-05-04 N N N 0.0108 85155357.90 85155357.90 0.0148 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.470000% 3133EFZM2 US3133EFZM22 U.S. Government Agency Debt Y 2017-09-01 2018-06-12 2018-06-12 N N N 0.0111 11331935.04 11331935.04 0.0020 N N N N Federal Farm Credit Banks Federal Farm Credit Bank 1.295500% 3133EGDY8 US3133EGDY80 U.S. Government Agency Debt Y 2017-09-07 2017-11-07 2017-11-07 N N N 0.0109 3501296.12 3501296.12 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 3133EGEP6 US3133EGEP64 U.S. Government Agency Debt Y 2017-09-13 2017-09-13 2017-09-13 N N N 0.0112 14998155.00 14998155.00 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.670000% 3133EGMC6 US3133EGMC69 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0103 2998578.00 2998578.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Bank 1.400000% 3133EGQD0 US3133EGQD07 U.S. Government Agency Debt Y 2017-09-01 2018-08-10 2018-08-10 N N N 0.0114 20549119.85 20549119.85 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.200600% 3133EGTC9 549300MS654K78GYF580 US3133EGTC96 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0101 55001145.10 55001145.10 0.0096 N N Y N Federal Farm Credit Banks Federal Farm Credit Bank 1.420000% 3133EGTW5 US3133EGTW50 U.S. Government Agency Debt Y 2017-09-01 2018-09-12 2018-09-12 N N N 0.0116 3509439.33 3509439.33 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.900000% 3134G7WZ0 S6XOOCT0IEG5ABCC6L87 US3134G7WZ02 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0088 3250019.50 3250019.50 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.924100% 3134GAQ64 S6XOOCT0IEG5ABCC6L87 US3134GAQ648 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0111 49990248.00 49990248.00 0.0087 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.238900% 3135G0E66 B1V7KEBTPIMZEU4LTD58 US3135G0E668 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0104 118004525.30 118004525.30 0.0205 N N Y N Federal National Mortgage Association Federal National Mortgage Association 1.240600% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-09-05 2017-10-05 2017-10-05 N N N 0.0106 10961827.48 10961827.48 0.0019 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000000% 3135G0PP2 B1V7KEBTPIMZEU4LTD58 US3135G0PP23 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0113 12553133.77 12553133.77 0.0022 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875000% 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 U.S. Government Agency Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0107 2272302.19 2272302.19 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.875000% 3135G0RT2 B1V7KEBTPIMZEU4LTD58 US3135G0RT27 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0108 3697724.50 3697724.50 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.000000% 3135G0ZL0 B1V7KEBTPIMZEU4LTD58 US3135G0ZL09 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0100 10499958.00 10499958.00 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y 2017-09-29 2017-09-29 2017-09-29 N N N 0.0099 66792066.79 66792066.79 0.0116 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 1.130000% ZBUT11V806EZRVTWT807 0001168163 46699D001_1.13_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-05-31 1.750000 278834000.00 280500033.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0113 275000032.50 275000032.50 0.0478 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 1.030000% 549300LBOHZ4QSIWU288 0000083246 643996002_1.03_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-05-31 1.620000 102828000.00 101999999.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-06 N N N 0.0103 100000000.00 100000000.00 0.0174 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828D98 N.A. US912828D986 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0102 149998590.00 149998590.00 0.0261 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.190600% 912828M23 N.A. US912828M235 U.S. Treasury Debt Y 2017-09-06 2017-10-31 2017-10-31 N N N 0.0105 50011297.50 50011297.50 0.0087 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828M72 N.A. US912828M722 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0108 199898270.00 199898270.00 0.0347 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.294600% 912828N97 N.A. US912828N977 U.S. Treasury Debt Y 2017-09-06 2018-01-31 2018-01-31 N N N 0.0101 35042448.35 35042448.35 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 N.A. US912828TS94 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0104 249917500.00 249917500.00 0.0434 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828UE8 N.A. US912828UE89 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0111 99881594.00 99881594.00 0.0174 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA LLC 1.080000% 0000812291 926ELZ001_1.08_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2017-09-01 1.080000 130839000.00 153000000.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 150000000.00 150000000.00 0.0261 N Y Y N Federal Reserve Bank Federal Reserve Bank 1.000000% 0001457970 ARP0EUV73_1.00_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-12-31 2.000000 29500000.00 30000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-08-15 1.625000 20100000.00 20000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-02-28 1.875000 59100000.00 59600000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-02-15 2.000000 629900.00 636746.74 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-11-15 8.000000 23400000.00 30000000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2043-02-15 3.125000 74000000.00 79800000.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0100 220000000.00 220000000.00 0.0382 N Y Y N Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 1.080000% 0000947263 ARP0EUWH0_1.08_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Systemwide Bond 2021-10-05 1.950000 15300000.00 15300000.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2027-08-24 2.780000 17900000.00 17900000.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2023-08-23 2.300000 29600000.00 29500000.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2025-08-21 2.660000 11800000.00 11700000.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2029-06-26 3.180000 11400000.00 11400000.00 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2025-06-19 2.690000 9002000.00 9057769.89 Agency Collateralized Mortgage Obligation Federal Farm Credit Systemwide Bond 2030-01-10 3.240000 17200000.00 17300000.00 Agency Collateralized Mortgage Obligation Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 110000000.00 110000000.00 0.0191 N Y Y N Bank of America NA Bank of America NA 1.060000% 0001102113 ARP0EUWJ6_1.06_0901 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. 2022-08-31 1.875000 43700000.00 43900000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-05-31 1.750000 17200000.00 17300000.00 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 60000000.00 60000000.00 0.0104 N Y Y N Credit Suisse Holdings USA, Inc. Credit Suisse Holdings USA, Inc. 1.010000% 0001053092 ARP0EUWO5_1.01_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-08-31 1.625000 106030000.00 105521053.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-04-30 2.000000 82339000.00 83183826.43 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0101 185000000.00 185000000.00 0.0321 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co. 1.040000% 0000812291 ARP0EUWP2_1.04_0901 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 2037-06-15 6.000000 29400000.00 1169323.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-02-15 5.000000 2374332.00 217926.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-10-20 5.000000 3250000.00 107050.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-01-20 5.500000 2089584.00 122847.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2033-06-15 6.000000 1093318.00 236758.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-15 3.200000 75300.00 78042.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-09-20 4.000000 74083.00 51314.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-06-20 3.500000 932898.00 646526.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 3.500000 44700000.00 46500000.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 4.500000 1166334.00 704167.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-04-01 3.500000 2091052.00 2184383.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-02-01 3.000000 1272574.00 559111.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-04-01 3.500000 1022704.00 833637.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 2.978000 20200000.00 16600000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-02-01 5.000000 50000000.00 1436874.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-04-01 7.000000 141992.00 6110.72 Agency Mortgage-Backed Securities Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0104 70000000.00 70000000.00 0.0122 N Y Y N Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 1.090000% 0000812291 ARP0EUYE5_1.09_0901 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. 2021-11-30 1.750000 22300000.00 22500000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-11-30 1.625000 6860000.00 6913746.04 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-10-31 1.500000 974600.00 982458.77 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2017-10-31 1.875000 353000.00 355653.50 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-06-30 1.625000 12100000.00 12200000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2019-06-30 1.625000 9154000.00 9228767.78 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-05-15 1.750000 14900000.00 15000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-04-30 1.750000 45700000.00 46100000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2018-02-28 2.750000 1100.00 1108.77 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0109 111000000.00 111000000.00 0.0193 N Y Y N AllianceBernstein Fixed Income Shares 2017-09-08 \\s\\Vercelia Petty Vercelia Petty Assistant Controller