N-MFP2 0000862021 XXXXXXXX 2019-01-31 0000862021 S000011990 9 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 11 80 4013818469.65 3544387652.48 4338547093.92 4249441517.26 4559634738.02 4030162154.30 4991412243.30 5062861371.22 0.00 0.5710 0.5494 0.6077 0.5791 0.6486 0.6247 0.6992 0.6900 0.0000 4034212.67 7531912983.89 7532063538.42 5184996.12 201704154.88 7339578592.33 7339632592.8430 1.0000 0.0250 1.0000 1.0000 1.0000 1.0000 0.0000 C000032709 0.00 6193546130.22 6193560083.8600 1.0000 1.0000 1.0000 1.0000 0.0000 798652253.16 475059877.66 791655032.28 1487470333.48 1396026229.37 649278333.31 842879665.08 634550084.01 0.00 0.00 4322186683.33 3861716268.06 0.0238 Y AB has waived $502,335 for Adviser. C000172512 0.00 12728866.37 12718195.2200 1.0000 1.0000 1.0000 1.0000 0.0000 2453094.86 125907.70 196590.05 63040.61 199530.51 263878.23 1856760.74 2273638.32 0.00 0.00 4789111.67 2741003.54 0.0229 Y AB has waived $1,060 for Adviser. C000172513 100000.00 749427653.42 749455828.0000 1.0000 1.0000 1.0000 1.0000 0.0000 13238915.36 8097176.62 12526027.34 16679656.61 37878000.75 16745449.43 42533175.16 7219113.97 0.00 0.00 169517744.57 64987783.30 0.0237 Y AB has waived $56,535 for Distributor and $56,535 for Adviser. C000172514 2500.00 220329569.85 220345828.6280 1.0000 1.0000 1.0000 1.0000 0.0000 2592960.01 11675024.14 9115464.19 2152198.35 1505901.89 4396354.51 2428879.51 3158225.22 0.00 0.00 25677315.08 27480636.98 0.0229 Y AB has waived $45,956 for Distributor and $18,383 for Adviser. C000172515 2500.00 8991650.44 8992769.3010 1.0000 1.0000 1.0000 1.0000 0.0000 450045.18 209909.98 71111.09 245879.10 122789.63 839124.96 86258.03 1237503.69 0.00 0.00 592295.06 2730717.24 0.0229 Y AB has waived $6,643 for Distributor and $886 for Adviser. C000172516 0.00 9013083.29 9010755.1450 1.0000 1.0000 1.0000 1.0000 0.0000 36423.65 176514.71 405067.58 13482.30 17547.61 318453.20 664308.51 682197.72 0.00 0.00 1178310.33 1191698.66 0.0236 Y AB has waived $764 for Adviser. C000172517 0.00 41851326.86 41859688.3260 1.0000 1.0000 1.0000 1.0000 0.0000 2526979.95 920614.21 4596688.57 572744.05 728465.32 2225749.91 86259.40 4146778.43 0.00 0.00 8771476.39 7948015.53 0.0233 Y AB has waived $9,071 for Distributor and $3,629 for Adviser. C000172520 5000000.00 102485827.64 102485128.5700 1.0000 1.0000 1.0000 1.0000 0.0000 8950686.41 39561243.00 27543114.62 16100000.00 33849820.80 16200000.00 4945799.05 37500000.00 0.00 0.00 95998042.66 117761243.00 0.0238 Y AB has waived $8,203 for Adviser. C000193052 2500.00 1204484.24 1204315.7930 1.0000 1.0000 1.0000 1.0000 0.0000 2306.63 18266.44 5394.29 520.78 1705.35 250.59 28706.62 521.79 0.00 0.00 38348.55 50411.95 0.0227 Y AB has waived $1,031 for Distributor and $103 for Adviser. Credit Suisse Securities LLC Credit Suisse Securities LLC 2.550000% 1V8Y6QCX6YMJ2OELII46 0001230485 02399I006_2.55_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-06-30 1.125000 105000000.00 102000000.00 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 100000000.00 100000000.00 0.0136 N Y Y N Bank of America NA Bank of America NA 2.560000% B4TYDEB6GKMZO031MB27 0001102113 03199T002_2.56_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFGXC1TOL40 2019-08-05 0.875000 25600000.00 25500000.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 2019-04-26 0.00 28800000.00 28600000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-07-01 0.00 58700000.00 58100000.00 Agency Mortgage-Backed Securities Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 110000000.00 110000000.00 0.0150 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.620000% 05299W009 JHE42UYNWWTJB8YTTU19 0000859994 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2021-05-31 2.620000 104795000.00 105695332.62 U.S. Treasuries (including strips) U.S. Treasury Bond 2020-10-31 2.870000 252000000.00 255357207.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2021-02-28 1.120000 309000000.00 301947600.30 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0266 650000141.78 650000141.78 0.0886 N Y Y N BNP Paribas Bnp Paribas 2.600000% R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_2.60_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2022-07-31 2.000000 667169900.00 663000001.39 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 649999999.99 649999999.99 0.0886 N Y Y N Bank of Montreal Bank of Montreal 2.530000% NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.53_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2023-08-31 2.750000 102000000.00 104000000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-08-15 2.125000 3300.00 3299.47 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-06-30 1.125000 13900000.00 13500000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-30 1.375000 14400000.00 13800000.00 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-09-30 1.125000 627600.00 607969.62 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-11-15 2.000000 3007700.00 2886321.69 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2024-07-15 0.125000 2473800.00 2544507.12 U.S. Treasuries (including strips) U.S. Treasury Bond 2045-02-15 0.750000 400.00 387.75 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-08-15 2.250000 6000.00 5158.46 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0253 134999854.20 134999854.20 0.0184 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.652000% 3130A9FR7 2549001DPIFGXC1TOL40 US3130A9FR77 U.S. Government Agency Debt Y 2019-02-28 2020-09-28 2020-09-28 N N N 0.0252 25059570.25 25059570.25 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.517000% 3130ABHZ2 2549001DPIFGXC1TOL40 US3130ABHZ20 U.S. Government Agency Debt Y 2019-02-24 2019-05-24 2019-05-24 N N N 0.0250 3100708.47 3100708.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.433000% 3130ABUX2 2549001DPIFGXC1TOL40 US3130ABUX25 U.S. Government Agency Debt Y 2019-02-19 2019-07-19 2019-07-19 N N N 0.0250 16695736.49 16695736.49 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.427000% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 U.S. Government Agency Debt Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0240 4700010.11 4700010.11 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.413000% 3130AD6J6 2549001DPIFGXC1TOL40 US3130AD6J62 U.S. Government Agency Debt Y 2019-02-21 2019-06-21 2019-06-21 N N N 0.0250 3798921.03 3798921.03 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.404000% 3130ADHZ8 2549001DPIFGXC1TOL40 US3130ADHZ85 U.S. Government Agency Debt Y 2019-02-24 2019-04-24 2019-04-24 N N N 0.0248 37907534.54 37907534.54 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.437000% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 U.S. Government Agency Debt Y 2019-02-28 2020-01-28 2020-01-28 N N N 0.0251 24984554.00 24984554.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.390000% 3130ADKW1 2549001DPIFGXC1TOL40 US3130ADKW18 U.S. Government Agency Debt Y 2019-02-01 2019-03-01 2019-03-01 N N N 0.0243 999961.63 999961.63 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.442000% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 U.S. Government Agency Debt Y 2019-02-26 2019-04-26 2019-04-26 N N N 0.0248 79994134.40 79994134.40 0.0109 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.452000% 3130ADWW8 2549001DPIFGXC1TOL40 US3130ADWW89 U.S. Government Agency Debt Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0245 4999500.00 4999500.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.539000% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 U.S. Government Agency Debt Y 2019-04-11 2019-10-11 2019-10-11 N N N 0.0249 87893377.61 87893377.61 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.421000% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 U.S. Government Agency Debt Y 2019-02-09 2019-04-09 2019-04-09 N N N 0.0247 49995451.50 49995451.50 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.411000% 3130ADZN5 2549001DPIFGXC1TOL40 US3130ADZN53 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0250 49988112.00 49988112.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.429000% 3130AE3H1 2549001DPIFGXC1TOL40 US3130AE3H16 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 99975715.00 99975715.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.457000% 3130AEUS7 2549001DPIFGXC1TOL40 US3130AEUS78 U.S. Government Agency Debt Y 2019-02-24 2019-08-23 2019-08-23 N N N 0.0251 39601926.54 39601926.54 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.530000% 3130AEWY2 2549001DPIFGXC1TOL40 US3130AEWY29 U.S. Government Agency Debt Y 2019-03-20 2019-09-20 2019-09-20 N N N 0.0263 34845051.30 34845051.30 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.443000% 3130AFAD9 2549001DPIFGXC1TOL40 US3130AFAD94 U.S. Government Agency Debt Y 2019-02-22 2019-10-22 2019-10-22 N N N 0.0250 34987347.15 34987347.15 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.455000% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 U.S. Government Agency Debt Y 2019-02-01 2019-11-15 2019-11-15 N N N 0.0245 90002998.80 90002998.80 0.0123 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.508000% 3130AFHX8 2549001DPIFGXC1TOL40 US3130AFHX85 U.S. Government Agency Debt Y 2019-03-03 2019-12-03 2019-12-03 N N N 0.0255 24991884.25 24991884.25 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.450000% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 U.S. Government Agency Debt Y 2019-02-01 2019-09-10 2019-09-10 N N N 0.0248 49990368.50 49990368.50 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.500000% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 U.S. Government Agency Debt Y 2019-02-01 2020-06-10 2020-06-10 N N N 0.0253 49979253.00 49979253.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.432000% 3130AFL62 2549001DPIFGXC1TOL40 US3130AFL623 U.S. Government Agency Debt Y 2019-02-28 2019-06-28 2019-06-28 N N N 0.0250 99977728.00 99977728.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.430000% 3130AFLE5 2549001DPIFGXC1TOL40 US3130AFLE58 U.S. Government Agency Debt Y 2019-02-28 2019-05-28 2019-05-28 N N N 0.0249 49991702.00 49991702.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.430000% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 U.S. Government Agency Debt Y 2019-02-01 2019-06-21 2019-06-21 N N N 0.0246 44494435.28 44494435.28 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.462000% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 U.S. Government Agency Debt Y 2019-02-05 2019-07-05 2019-07-05 N N N 0.0250 99987226.00 99987226.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.410000% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 U.S. Government Agency Debt Y 2019-02-01 2019-07-17 2019-07-17 N N N 0.0244 34995048.55 34995048.55 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.440000% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y 2019-02-01 2020-01-17 2020-01-17 N N N 0.0247 9997082.40 9997082.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.450000% 3130AFS32 2549001DPIFGXC1TOL40 US3130AFS321 U.S. Government Agency Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0243 50003300.00 50003300.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.441000% 3130AFS65 2549001DPIFGXC1TOL40 US3130AFS651 U.S. Government Agency Debt Y 2019-02-23 2019-07-23 2019-07-23 N N N 0.0248 99985713.00 99985713.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.465000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-02-01 2020-07-24 2020-07-24 N N N 0.0250 14993351.10 14993351.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.445000% 3130AFSB4 2549001DPIFGXC1TOL40 US3130AFSB47 U.S. Government Agency Debt Y 2019-02-25 2019-07-25 2019-07-25 N N N 0.0248 99985563.00 99985563.00 0.0136 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 313384BN8 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+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 29840089.80 29840089.80 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 111526116.23 111526116.23 0.0152 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 313384CC1 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+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 101721567.15 101721567.15 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 92701602.38 92701602.38 0.0126 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384CZ0 N.A. US313384CZ00 313384CZ0 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+ 2019-03-13 2019-03-13 2019-03-13 N N N 0.0244 99733300.00 99733300.00 0.0136 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0244 99720000.00 99720000.00 0.0136 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384DG1 N.A. US313384DG10 313384DG1 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+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0244 3892765.64 3892765.64 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HB8 2549001DPIFGXC1TOL40 US313384HB86 313384HB8 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+ 2019-06-19 2019-06-19 2019-06-19 N N N 0.0249 24767125.00 24767125.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.780000% 3133EFE52 US3133EFE525 U.S. Government Agency Debt Y 2019-02-25 2019-02-25 2019-02-25 N N N 0.0245 1335294.33 1335294.33 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.658900% 3133EGUP8 US3133EGUP80 U.S. Government Agency Debt Y 2019-02-15 2019-03-15 2019-03-15 N N N 0.0243 10062863.07 10062863.07 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.693000% 3133EGX75 US3133EGX754 U.S. Government Agency Debt Y 2019-02-21 2020-12-21 2020-12-21 N N N 0.0257 9753871.97 9753871.97 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.710600% 3133EGZQ1 US3133EGZQ19 U.S. Government Agency Debt Y 2019-04-25 2019-10-25 2019-10-25 N N N 0.0257 600445.78 600445.78 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.479000% 3133EHDM2 US3133EHDM26 U.S. Government Agency Debt Y 2019-02-24 2019-04-24 2019-04-24 N N N 0.0246 10265342.96 10265342.96 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.434000% 3133EHJX2 US3133EHJX27 U.S. Government Agency Debt Y 2019-02-24 2019-05-24 2019-05-24 N N N 0.0245 1014918.03 1014918.03 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.400000% 3133EHUD3 US3133EHUD34 U.S. Government Agency Debt Y 2019-02-01 2019-08-08 2019-08-08 N N N 0.0244 3499252.51 3499252.51 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.443300% 3133EHVF7 US3133EHVF72 U.S. Government Agency Debt Y 2019-02-18 2019-04-18 2019-04-18 N N N 0.0242 10000529.30 10000529.30 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.540000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2019-02-01 2020-07-09 2020-07-09 N N N 0.0260 49957263.00 49957263.00 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.607300% 3133EJF87 US3133EJF870 U.S. Government Agency Debt Y 2019-04-15 2019-10-15 2019-10-15 N N N 0.0256 74997498.00 74997498.00 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.436900% 3133EJHE2 US3133EJHE20 U.S. Government Agency Debt Y 2019-02-28 2019-03-28 2019-03-28 N N N 0.0244 90001517.40 90001517.40 0.0123 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.390500% 3133EJMP1 US3133EJMP12 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0248 24993528.50 24993528.50 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.530000% 3133EJVA4 US3133EJVA42 U.S. Government Agency Debt Y 2019-02-01 2020-01-24 2020-01-24 N N N 0.0256 74977918.50 74977918.50 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.520000% 3133EJXA2 US3133EJXA24 U.S. Government Agency Debt Y 2019-02-01 2020-02-20 2020-02-20 N N N 0.0255 22492850.40 22492850.40 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.411800% 3133EJYP8 US3133EJYP83 U.S. Government Agency Debt Y 2019-02-05 2019-09-05 2019-09-05 N N N 0.0246 49987019.50 49987019.50 0.0068 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.364100% 3134GSDW2 S6XOOCT0IEG5ABCC6L87 US3134GSDW28 U.S. Government Agency Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0239 44999549.10 44999549.10 0.0061 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.415000% 3134GSE68 S6XOOCT0IEG5ABCC6L87 US3134GSE687 U.S. Government Agency Debt Y 2019-02-01 2019-05-08 2019-05-08 N N N 0.0242 49999868.50 49999868.50 0.0068 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.420000% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 U.S. Government Agency Debt Y 2019-02-01 2019-06-19 2019-06-19 N N N 0.0245 54493259.99 54493259.99 0.0074 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.413300% 3134GSYM1 S6XOOCT0IEG5ABCC6L87 US3134GSYM17 U.S. Government Agency Debt Y 2019-02-18 2019-03-18 2019-03-18 N N N 0.0244 2094920.64 2094920.64 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.430000% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 U.S. Government Agency Debt Y 2019-02-01 2019-04-30 2019-04-30 N N N 0.0240 25001803.00 25001803.00 0.0034 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.460000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-02-01 2019-10-30 2019-10-30 N N N 0.0242 10002654.10 10002654.10 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.490000% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2019-02-01 2020-04-30 2020-04-30 N N N 0.0245 20008706.00 20008706.00 0.0027 N N N N Federal National Mortgage Association Federal National Mortgage Association 1.375000% 3136G2EH6 B1V7KEBTPIMZEU4LTD58 US3136G2EH63 U.S. Government Agency Debt Y 2019-02-27 2019-02-27 2019-02-27 N N N 0.0250 3091456.73 3091456.73 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.510000% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 U.S. Government Agency Debt Y 2019-02-01 2019-07-30 2019-07-30 N N N 0.0241 94546436.36 94546436.36 0.0129 N N N N Federal National Mortgage Association Federal National Mortgage Association 2.550000% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 U.S. Government Agency Debt Y 2019-02-01 2020-01-30 2020-01-30 N N N 0.0244 122853466.90 122853466.90 0.0167 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.550000% FOR8UP27PHTHYVLBNG30 0000769993 318991007_2.55_0201 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 2049-01-20 4.500000 3860548.00 4078869.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-08-15 3.000000 151228.00 68213.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-03-20 4.000000 3196676.00 1633044.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-02-15 3.000000 2016452.00 1106815.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-05-20 3.000000 203000.00 160516.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-08-20 3.500000 2703784.00 2473925.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 3.500000 1233098.00 946848.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-15 3.000000 61410.00 53049.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-08-15 5.500000 1002240.00 68400.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2034-04-20 4.500000 210000.00 12515.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2035-12-20 4.500000 193360.00 25398.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2037-07-20 6.000000 1143978.00 42382.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-15 5.500000 2412284.00 2572349.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-01-15 5.000000 186069.00 123799.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-05-20 3.500000 54800000.00 54100000.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 39400000.00 34500000.00 Agency Mortgage-Backed Securities Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 100000000.00 100000000.00 0.0136 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.600000% 0001168163 46699D001_2.60_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2028-05-31 2.870000 597803000.00 611999996.28 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 600000000.00 600000000.00 0.0817 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.570000% 7TK5RJIZDFROZCA6XF66 0000812291 60686M007_2.57_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 84700000.00 88400000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 18800000.00 19600000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 24600000.00 25700000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-05-01 5.000000 7193715.00 7522698.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 1605413.00 1676950.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 1104931.00 1158420.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 5845000.00 6119166.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 3452670.00 3612657.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 20200000.00 21100000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 15100000.00 15800000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 65774.00 68697.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 5.000000 1157871.00 1212839.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 6670672.00 6993233.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 8841390.00 9233895.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 4.500000 10000000.00 10500000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 4.500000 10000000.00 10400000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 5.000000 4076837.00 4274399.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 5.000000 1229516.00 1289097.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-15 4.500000 16400000.00 17100000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 4.500000 2968772.00 3106588.33 Agency Collateralized Mortgage Obligation Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0261 250000000.00 250000000.00 0.0341 N Y Y N HSBC USA, Inc. HSBC USA, Inc. 2.580000% 549300LBOHZ4QSIWU288 0000083246 643996002_2.58_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 2028-08-31 2.870000 445590000.00 458999999.86 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-06 N N N 0.0258 450000000.00 450000000.00 0.0613 N Y Y N State Street Bank & Trust Co. State Street Bank & Trust Co. 2.550000% 549300H47WTHXPU08X20 0000093748 85748R009_2.55_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2022-04-30 1.875000 696115000.00 690540376.20 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 677000000.00 677000000.00 0.0922 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912796UR8 N.A. US912796UR82 U.S. Treasury Debt Y 2019-02-01 2019-03-05 2019-03-05 N N N 0.0001 199628222.24 199628222.24 0.0272 N N N N U.S. Treasury Note U.S. Treasury Note 2.452500% 9128283B4 N.A. US9128283B45 U.S. Treasury Debt Y 2019-02-01 2019-10-31 2019-10-31 N N N 0.0240 141542983.46 141542983.46 0.0193 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.404500% 9128283T5 N.A. US9128283T52 U.S. Treasury Debt Y 2019-02-01 2020-01-31 2020-01-31 N N N 0.0242 99972818.00 99972818.00 0.0136 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.519500% 9128285Y2 N.A. US9128285Y20 U.S. Treasury Debt Y 2019-02-01 2021-01-31 2021-01-31 N N N 0.0251 24997547.50 24997547.50 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828C24 N.A. US912828C244 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 99933350.00 99933350.00 0.0136 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.570000% 7TK5RJIZDFROZCA6XF66 0000812291 926ELZ001_2.57_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill N.A. 2019-10-31 1.500000 204800000.00 204000000.00 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 200000000.00 200000000.00 0.0272 N Y Y N Toronto-Dominion Bank (The) Toronto Dominion Tri Party 2.560000% 0000947263 959BLB000_2.56_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank 2549001DPIFGXC1TOL40 2029-02-28 3.040000 37100000.00 36400000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2031-04-11 3.000000 32700000.00 31400000.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 549300MS654K78GYF580 2030-09-05 3.050000 34900000.00 34200000.00 Agency Mortgage-Backed Securities Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 100000000.00 100000000.00 0.0136 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 2.550000% ZBUT11V806EZRVTWT807 0001168163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2021-06-30 1.125000 105000000.00 102000000.00 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 100000000.00 100000000.00 0.0136 N Y Y N AllianceBernstein Fixed Income Shares 2019-02-07 \\s\\Vercelia Petty Vercelia Petty Assistant Controller