N-MFP LIVE N 2011-01-31 0000862021 s000011990 1 N N N N 33-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. AllianceBernstein Investor Services, Inc. 0000733598 84-01187 N N N Government/Agency 49 85 3514008986.71 648775.35 30237753.75 3484420008.31 0.0018 1.0000 2011-01-31 1.0000 2011-01-31 C000032709 25000.00 3484420008.31 1.00 235753901.88 1849774261.71 1614020359.83 0.0016 1.0000 2011-01-31 1.0000 2011-01-31 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.352800% 3128X8VE9 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 8275000.00 8276075.75 0.0024 N 8276365.38 8276365.38 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200600% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2012-05-01 N N N 8210000.00 8203789.67 0.0024 N 8203883.55 8203883.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180600% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2012-02-02 N N N 19755000.00 19740204.82 0.0057 N 19741191.26 19741191.26 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.221300% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2012-02-16 N N N 15000000.00 14993770.71 0.0043 N 14994915.00 14994915.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-02-20 2011-07-20 N N N 13000000.00 12996056.78 0.0037 N 12995398.00 12995398.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-08-01 N N N 10000000.00 9998253.33 0.0029 N 9996300.00 9996300.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.270000% 31331GM30 Government Agency Debt N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 2000000.00 2000135.00 0.0006 N 2000036.00 2000036.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.750000% 31331GPY9 Government Agency Debt N First Tier Security N/A N/A 2011-02-24 2011-03-24 N N N 7250000.00 7255598.74 0.0021 N 7255249.00 7255249.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310000% 31331GYN3 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-06-22 N N N 5000000.00 5001792.07 0.0014 N 5001355.00 5001355.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.191300% 31331G3A5 Government Agency Debt N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 15000000.00 14999966.78 0.0043 N 14999850.00 14999850.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.191300% 31331G3N7 Government Agency Debt N First Tier Security N/A N/A 2011-02-19 2011-05-19 N N N 15000000.00 15000000.00 0.0043 N 14997780.00 14997780.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.201300% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-02-17 2011-11-17 N N N 11500000.00 11497361.30 0.0033 N 11495745.00 11495745.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.211300% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-02-08 2011-12-08 N N N 9400000.00 9396666.16 0.0027 N 9397020.20 9397020.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.170000% 31331JCQ4 Government Agency Debt N First Tier Security N/A N/A 2011-02-28 2011-06-28 N N N 15000000.00 14999384.65 0.0043 N 14995545.00 14995545.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.350000% 31331JCY7 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 1000000.00 1000000.00 0.0003 N 1000000.00 1000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.271300% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-02-13 2012-02-13 N N N 15000000.00 15003221.64 0.0043 N 15002820.00 15002820.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.291300% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-12 2012-04-12 N N N 9000000.00 9003272.86 0.0026 N 9003420.00 9003420.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.270000% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-02-23 2012-04-23 N N N 11400000.00 11401768.96 0.0033 N 11401459.20 11401459.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.171300% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-02-15 2011-07-15 N N N 20000000.00 19999086.58 0.0057 N 19994400.00 19994400.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220600% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2012-01-06 N N N 25000000.00 24992898.91 0.0072 N 24993575.00 24993575.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220600% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-02-20 2011-12-20 N N N 25000000.00 24995566.67 0.0072 N 24994025.00 24994025.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2012-05-22 N N N 25000000.00 24998348.79 0.0072 N 24995900.00 24995900.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220600% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-02-20 2012-07-20 N N N 30000000.00 29986631.74 0.0086 N 29978670.00 29978670.00 Federal Farm Credit Bank Federal Farm Credit Bank 4.875000% 31331VSK3 Government Agency Debt N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 4000000.00 4008611.13 0.0012 N 4008724.00 4008724.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2012-02-22 N N N 8800000.00 8789667.24 0.0025 N 8790460.80 8790460.80 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.160000% 313312DD9 Government Agency Debt N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 4000000.00 3999217.78 0.0011 N 3999412.00 3999412.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.175100% 313312FZ8 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 25000000.00 24986388.89 0.0072 N 24988325.00 24988325.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.200200% 313312JT8 Government Agency Debt N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 24500000.00 24475772.22 0.0070 N 24480620.50 24480620.50 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.220300% 313312KG4 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 7150000.00 7141654.36 0.0020 N 7143550.70 7143550.70 Federal Home Loan Bank Federal Home Loan Bank 0.164000% 313370JL3 Government Agency Debt N First Tier Security N/A N/A 2011-02-17 2012-02-17 N N N 23500000.00 23486872.52 0.0067 N 23478944.00 23478944.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384BJ7 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 16355000.00 16354922.77 0.0047 N 16354950.94 16354950.94 Federal Home Loan Bank Federal Home Loan Bank 0.165100% 313384BY4 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 32000000.00 31997800.00 0.0092 N 31998528.00 31998528.00 Federal Home Loan Bank Federal Home Loan Bank 0.185100% 313384CH0 Government Agency Debt N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 14836000.00 14834170.23 0.0043 N 14834916.97 14834916.97 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 20700000.00 20695920.38 0.0059 N 20697039.90 20697039.90 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 25350000.00 25344014.58 0.0073 N 25345766.55 25345766.55 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 73000000.00 72982074.45 0.0209 N 72987371.00 72987371.00 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 184000000.00 183944391.23 0.0528 N 183954184.00 183954184.00 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384EB1 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 100000000.00 99968833.25 0.0287 N 99974300.00 99974300.00 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384EG0 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 83200000.00 83172104.89 0.0239 N 83177036.80 83177036.80 Federal Home Loan Bank Federal Home Loan Bank 0.172100% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 74800000.00 74773911.42 0.0215 N 74778756.80 74778756.80 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384EU9 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 14225000.00 14219424.59 0.0041 N 14220405.33 14220405.33 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384EW5 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 10600000.00 10595745.28 0.0030 N 10596491.40 10596491.40 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384EY1 Government Agency Debt N First Tier Security N/A N/A 2011-04-29 2011-04-29 N N N 17000000.00 16993015.83 0.0049 N 16994254.00 16994254.00 Federal Home Loan Bank Federal Home Loan Bank 0.210200% 313384GX1 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 10472000.00 10463814.39 0.0030 N 10465758.69 10465758.69 Federal Home Loan Bank Federal Home Loan Bank 0.200200% 313384GX1 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 9500000.00 9492927.75 0.0027 N 9494338.00 9494338.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.170100% 313396BP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 25800000.00 25799269.00 0.0074 N 25799535.60 25799535.60 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.160100% 313396BP7 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 51274000.00 51272632.70 0.0147 N 51273077.07 51273077.07 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.180100% 313396BQ5 Government Agency Debt N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 21900000.00 21899233.50 0.0063 N 21899540.10 21899540.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160100% 313396CA9 Government Agency Debt N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 14500000.00 14498904.44 0.0042 N 14499246.00 14499246.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160100% 313396CE1 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 6800000.00 6799365.33 0.0020 N 6799564.80 6799564.80 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.200200% 313396CT8 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 30000000.00 29994333.33 0.0086 N 29996610.00 29996610.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.195200% 313396CT8 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 8889000.00 8887362.94 0.0026 N 8887995.54 8887995.54 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396DX8 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 125650000.00 125613212.34 0.0360 N 125619718.35 125619718.35 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396EE9 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 78684000.00 78658362.14 0.0226 N 78662912.69 78662912.69 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396EN9 Government Agency Debt N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 42100000.00 42084691.97 0.0121 N 42087412.10 42087412.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180100% 313396EU3 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 50000000.00 49979250.00 0.0143 N 49983850.00 49983850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396EU3 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 50000000.00 49980402.78 0.0143 N 49983850.00 49983850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175100% 313396EV1 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 21922000.00 21913048.51 0.0063 N 21914831.51 21914831.51 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180100% 313396FB4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 75000000.00 74966250.00 0.0215 N 74971875.00 74971875.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180100% 313396FD0 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 8460000.00 8456108.40 0.0024 N 8456759.82 8456759.82 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.185100% 313396FD0 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 12700000.00 12693995.72 0.0036 N 12695135.90 12695135.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180100% 313396FS7 Government Agency Debt N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 17900000.00 17890602.50 0.0051 N 17892177.70 17892177.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200200% 313396GN7 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 39560000.00 39532527.78 0.0113 N 39538004.64 39538004.64 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.210200% 313396HC0 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 50000000.00 49959458.33 0.0143 N 49969100.00 49969100.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220200% 313396HT3 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 8334000.00 8326156.78 0.0024 N 8328299.54 8328299.54 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190200% 313396HV8 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 3088000.00 3085457.55 0.0009 N 3085860.02 3085860.02 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.205200% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 20000000.00 19980980.56 0.0057 N 19985160.00 19985160.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.230300% 313396JX2 Government Agency Debt N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 10000000.00 9988372.22 0.0029 N 9991410.00 9991410.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.210000% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-02-21 2011-12-21 N N N 23000000.00 22991776.58 0.0066 N 22993376.00 22993376.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.170100% 313588BH7 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 49600000.00 49600000.00 0.0142 N 49600000.00 49600000.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.190100% 313588BH7 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 5000000.00 5000000.00 0.0014 N 5000000.00 5000000.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588BJ3 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 9500000.00 9499952.50 0.0027 N 9499971.50 9499971.50 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.175100% 313588BJ3 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 25000000.00 24999878.47 0.0072 N 24999925.00 24999925.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.170100% 313588BJ3 Government Agency Debt N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 22833000.00 22832892.18 0.0066 N 22832931.50 22832931.50 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.170100% 313588BP9 Government Agency Debt N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 11750000.00 11749667.08 0.0034 N 11749788.50 11749788.50 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.175100% 313588BR5 Government Agency Debt N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 39957000.00 39955446.12 0.0115 N 39956041.03 39956041.03 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588BW4 Government Agency Debt N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N N 76000000.00 75995060.00 0.0218 N 75996960.00 75996960.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588BX2 Government Agency Debt N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N N 30000000.00 29997900.00 0.0086 N 29998710.00 29998710.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.160100% 313588BX2 Government Agency Debt N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N N 40000000.00 39997511.11 0.0115 N 39998280.00 39998280.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588BY0 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 7500000.00 7499437.50 0.0022 N 7499655.00 7499655.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.190100% 313588CE3 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 24000000.00 23997340.00 0.0069 N 23998464.00 23998464.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588CE3 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 25084000.00 25081366.18 0.0072 N 25082394.62 25082394.62 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.190100% 313588CL7 Government Agency Debt N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N N 23625000.00 23621633.44 0.0068 N 23623062.75 23623062.75 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.200200% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 6489000.00 6487990.60 0.0019 N 6488396.52 6488396.52 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.190100% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 24201000.00 24197423.63 0.0069 N 24198749.31 24198749.31 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.180100% 313588CM5 Government Agency Debt N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 14600000.00 14597956.00 0.0042 N 14598642.20 14598642.20 Federal National Mortgage Association Federal National Mortgage Association 0.165000% 313588CW3 Government Agency Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 30000000.00 29994912.50 0.0086 N 29996310.00 29996310.00 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588EG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 50000000.00 49983236.11 0.0143 N 49986200.00 49986200.00 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588EW1 Government Agency Debt N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 40000000.00 39983944.45 0.0115 N 39986760.00 39986760.00 Federal National Mortgage Association Federal National Mortgage Association 0.190100% 313588FB6 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 3142000.00 3140507.55 0.0009 N 3140821.75 3140821.75 Federal National Mortgage Association Federal National Mortgage Association 0.185100% 313588FJ9 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 13436000.00 13429302.52 0.0039 N 13430571.86 13430571.86 Federal National Mortgage Association Federal National Mortgage Association 0.185100% 313588FR1 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 10000000.00 9994655.55 0.0029 N 9995670.00 9995670.00 Federal National Mortgage Association Federal National Mortgage Association 0.180100% 313588FR1 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 3764000.00 3762042.72 0.0011 N 3762370.19 3762370.19 Federal National Mortgage Association Federal National Mortgage Association 0.180100% 313588FT7 Government Agency Debt N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 49650000.00 49623685.50 0.0142 N 49628054.70 49628054.70 Federal National Mortgage Association Federal National Mortgage Association 0.180100% 313588GA7 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 26500000.00 26485027.50 0.0076 N 26487518.50 26487518.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.125000% 3137EAAB5 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 19000000.00 19198103.82 0.0055 N 19199937.00 19199937.00 Federal National Mortgage Association Federal National Mortgage Association 0.171300% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-02-11 2011-08-11 N N N 24000000.00 23994310.39 0.0069 N 23991000.00 23991000.00 Federal National Mortgage Association Federal National Mortgage Association 0.221300% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-02-19 2011-09-19 N N N 10000000.00 9997486.34 0.0029 N 9998520.00 9998520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.240000% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-02-28 2012-06-28 N N N 25000000.00 24996477.47 0.0072 N 24990800.00 24990800.00 Federal Home Loan Bank Federal Home Loan Bank 0.154400% 313370CY2 Government Agency Debt N First Tier Security N/A N/A 2011-04-30 2012-01-30 N N N 800000.00 799198.37 0.0002 N 799468.00 799468.00 HSBC Bank USA HSBC Bank USA 0.190000% 40499J003 0000083246 Other Note N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 55000000.00 55000000.00 0.0158 N 55000000.00 55000000.00 U.S. Treasury Bill U.S. Treasury Bill 0.146100% 912795VD0 Treasury Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 50200000.00 50186766.72 0.0144 N 50186847.60 50186847.60 U.S. Treasury Bill U.S. Treasury Bill 0.131000% 912795Y21 Treasury Debt N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 30000000.00 29999781.67 0.0086 N 29999820.00 29999820.00 U.S. Treasury Bill U.S. Treasury Bill 0.141100% 9127952B6 Treasury Debt N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 25000000.00 24998433.33 0.0072 N 24998450.00 24998450.00 U.S. Treasury Bill U.S. Treasury Bill 0.166100% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 40000000.00 39994466.67 0.0115 N 39995120.00 39995120.00 U.S. Treasury Bill U.S. Treasury Bill 0.166600% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 25000000.00 24996531.25 0.0072 N 24996950.00 24996950.00 U.S. Treasury Bill U.S. Treasury Bill 0.150100% 9127952L4 Treasury Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 100000000.00 99970000.00 0.0287 N 99971000.00 99971000.00 U.S. Treasury Bill U.S. Treasury Bill 0.155100% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 49700000.00 49683095.09 0.0143 N 49684195.40 49684195.40 U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828KU3 Treasury Debt N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 25000000.00 25056688.26 0.0072 N 25055675.00 25055675.00 U.S. Treasury Notes U.S. Treasury Notes 1.125000% 912828LF5 Treasury Debt N First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 30000000.00 30116015.63 0.0086 N 30114840.00 30114840.00 Credit Suisse Credit Suisse 0.200000% 02399I006_0.2000_M110201_64BA 0001053092 Treasury Repurchase Agreement Y U.S. Treasury Notes 2012-02-29 0.875000 Treasury Debt 25255000.00 25502199.87 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 25000000.00 25000000.00 0.0072 N 25000000.00 25000000.00 Barclays Capital Barclays Capital 0.210000% 068992007_0.2100_M110201_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Notes 2012-10-15 1.375000 Treasury Debt 95038300.00 96900068.97 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 95000000.00 95000000.00 0.0273 N 95000000.00 95000000.00 Greenwich Greenwich 0.170000% 396999005_0.1700_M110203_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Notes 2013-05-15 3.625000 Treasury Debt 8470000.00 9116943.77 U.S. Treasury Notes 2016-12-31 3.250000 Treasury Debt 88011100.00 92883674.22 First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 100000000.00 100000000.00 0.0287 N 99999000.00 99999000.00 Mizuho Securities USA Mizuho Securities USA 0.170000% 60686M007_0.1700_M110203_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Notes 2014-11-30 2.125000 Treasury Debt 12472000.00 12881574.31 U.S. Treasury Notes 2013-11-30 2.000000 Treasury Debt 42855900.00 44337711.03 U.S. Treasury Notes 2020-05-15 3.500000 Treasury Debt 2805000.00 2892052.48 U.S. Treasury Notes 2014-04-30 1.875000 Treasury Debt 10650000.00 10977862.31 U.S. Treasury Notes 2015-01-31 2.250000 Treasury Debt 12665400.00 13069172.95 U.S. Treasury Notes 2016-11-30 2.750000 Treasury Debt 17309000.00 17841668.31 First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 100000000.00 100000000.00 0.0287 N 99999000.00 99999000.00 UBS UBS 0.200000% 99EPPA003_0.2000_M110201_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Notes 2011-04-28 NA Treasury Debt 61017400.00 60996043.91 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 59800000.00 59800000.00 0.0172 N 59800000.00 59800000.00 Deutsche Bank Deutsche Bank 0.170000% 99FYXV008_0.1700_M110207_64BA 0001074042 Treasury Repurchase Agreement Y U.S. Treasury Notes 2016-11-30 2.750000 Treasury Debt 69268400.00 71400070.31 First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 70000000.00 70000000.00 0.0201 N 70000000.00 70000000.00