N-MFP LIVE N 2011-02-28 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 50 97 3655355362.49 903826.82 80211.66 3656178977.65 0.0018 1.0001 2011-02-28 1.0001 2011-02-28 C000032709 25000.00 3656178977.65 1.00 171758969.34 1777798051.59 1606039082.25 0.0017 1.0001 2011-02-28 1.0001 2011-02-28 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 8275612.35 0.0023 N 8275719.93 8275719.93 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2012-05-01 N N N 8210000.00 8204171.85 0.0022 N 8205213.57 8205213.57 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180000% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2012-02-02 N N N 19755000.00 19741336.69 0.0054 N 19744707.65 19744707.65 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.224800% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2012-02-16 N N N 15000000.00 14994229.71 0.0041 N 14997165.00 14997165.00 Federal Home Loan Bank Federal Home Loan Bank 0.168000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-03-20 2011-07-20 N N N 13000000.00 12996710.09 0.0036 N 12997374.00 12997374.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2011-08-01 N N N 10000000.00 9998523.54 0.0027 N 9997870.00 9997870.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.751500% 31331GPY9 Government Agency Debt N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N N 7250000.00 7252524.93 0.0020 N 7252247.50 7252247.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.312000% 31331GYN3 Government Agency Debt N First Tier Security N/A N/A 2011-03-22 2011-06-22 N N N 5000000.00 5001436.20 0.0014 N 5001435.00 5001435.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.193000% 31331G3N7 Government Agency Debt N First Tier Security N/A N/A 2011-03-19 2011-05-19 N N N 15000000.00 15000000.00 0.0041 N 14999205.00 14999205.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.204000% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-03-17 2011-11-17 N N N 11500000.00 11497616.95 0.0031 N 11497573.50 11497573.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.212800% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-03-08 2011-12-08 N N N 9400000.00 9396967.28 0.0026 N 9398458.40 9398458.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.283000% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2012-09-07 N N N 10000000.00 10003097.71 0.0027 N 10001360.00 10001360.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.171500% 31331JCQ4 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-06-28 N N N 15000000.00 14999501.86 0.0041 N 14997615.00 14997615.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.274000% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-03-13 2012-02-13 N N N 15000000.00 15002982.36 0.0041 N 15004440.00 15004440.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.294000% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-03-12 2012-04-12 N N N 11000000.00 11003745.00 0.0030 N 11005181.00 11005181.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.272000% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2012-04-23 N N N 11400000.00 11401658.15 0.0031 N 11402656.20 11402656.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.175800% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-03-15 2011-07-15 N N N 20000000.00 19999242.53 0.0055 N 19997300.00 19997300.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.223000% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-03-07 2012-01-06 N N N 25000000.00 24993485.43 0.0068 N 24997200.00 24997200.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.223000% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-20 2011-12-20 N N N 25000000.00 24995952.17 0.0068 N 24997650.00 24997650.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.252000% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-03-22 2012-05-22 N N N 25000000.00 24998445.92 0.0068 N 24998700.00 24998700.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.223000% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-03-20 2012-07-20 N N N 30000000.00 29987331.38 0.0082 N 29982030.00 29982030.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.241500% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2012-06-28 N N N 25000000.00 24996669.73 0.0068 N 24993450.00 24993450.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.152000% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-03-22 2012-02-22 N N N 8800000.00 8790416.77 0.0024 N 8792317.60 8792317.60 Federal Farm Credit Bank Federal Farm Credit Bank 4.800000% 31331XWU2 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 3000000.00 3021450.00 0.0008 N 3020772.00 3020772.00 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 3999715.56 0.0011 N 3999876.00 3999876.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.175100% 313312FM7 Government Agency Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 2500000.00 2499125.00 0.0007 N 2499500.00 2499500.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.170100% 313312FM7 Government Agency Debt N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 8000000.00 7997280.00 0.0022 N 7998400.00 7998400.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.175100% 313312FV7 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 2500000.00 2499027.78 0.0007 N 2499445.00 2499445.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.165100% 313312FV7 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 5000000.00 4998166.67 0.0014 N 4998890.00 4998890.00 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 24989791.67 0.0068 N 24994175.00 24994175.00 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 24479583.33 0.0067 N 24485716.50 24485716.50 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 7142877.81 0.0020 N 7145145.15 7145145.15 Federal Farm Credit Bank Federal Farm Credit Bank 0.220300% 313312NE6 Government Agency Debt N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 1500000.00 1497864.17 0.0004 N 1498446.00 1498446.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.230400% 313312PJ3 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 3508000.00 3502150.41 0.0010 N 3503674.64 3503674.64 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 799260.20 0.0002 N 799552.00 799552.00 Federal Home Loan Bank Federal Home Loan Bank 0.194000% 313370JL3 Government Agency Debt N First Tier Security N/A N/A 2011-05-17 2012-02-17 N N N 23500000.00 23487837.27 0.0064 N 23489942.00 23489942.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 20698576.88 0.0057 N 20699399.70 20699399.70 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 600000.00 599966.00 0.0002 N 599980.20 599980.20 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 25347366.42 0.0069 N 25348909.95 25348909.95 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.140000% 313384DK2 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 3800000.00 3799674.89 0.0010 N 3799836.60 3799836.60 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 72991726.67 0.0200 N 72996569.00 72996569.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 183968720.06 0.0503 N 183985280.00 183985280.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 99982055.50 0.0273 N 99991600.00 99991600.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 83183105.77 0.0228 N 83192012.80 83192012.80 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 74783918.00 0.0205 N 74792520.00 74792520.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 14221305.45 0.0039 N 14223264.55 14223264.55 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 10597146.83 0.0029 N 10598653.80 10598653.80 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 16995263.61 0.0046 N 16997773.00 16997773.00 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384FF1 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 33800000.00 33789465.68 0.0092 N 33793814.60 33793814.60 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384FF1 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 20800000.00 20794470.67 0.0057 N 20796193.60 20796193.60 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384FF1 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 11000000.00 10997176.67 0.0030 N 10997987.00 10997987.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384FN4 Government Agency Debt N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 45500000.00 45487083.06 0.0124 N 45490763.50 45490763.50 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384FZ7 Government Agency Debt N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 10000000.00 9996033.33 0.0027 N 9997670.00 9997670.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 10465524.81 0.0029 N 10468303.38 10468303.38 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 9494405.54 0.0026 N 9496646.50 9496646.50 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 29999000.00 0.0082 N 29999640.00 29999640.00 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 8888711.11 0.0024 N 8888893.33 8888893.33 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 125629826.13 0.0344 N 125640450.60 125640450.60 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 78668765.91 0.0215 N 78676839.76 78676839.76 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 42090258.53 0.0115 N 42095411.10 42095411.10 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 49986250.00 0.0137 N 49993900.00 49993900.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.170100% 313396EU3 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 58000000.00 57984936.11 0.0159 N 57992924.00 57992924.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 21916032.34 0.0060 N 21919281.67 21919281.67 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 74976750.00 0.0205 N 74987100.00 74987100.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.170100% 313396FB4 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 25550000.00 25542519.53 0.0070 N 25545605.40 25545605.40 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 8457292.80 0.0023 N 8458494.12 8458494.12 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 12695823.11 0.0035 N 12697739.40 12697739.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396FJ7 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 18438000.00 18433052.47 0.0050 N 18434459.90 18434459.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396FR9 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 22721000.00 22714284.68 0.0062 N 22716205.87 22716205.87 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 17893108.50 0.0049 N 17896169.40 17896169.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396GH0 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 11193000.00 11188137.27 0.0031 N 11189563.75 11189563.75 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 39538681.56 0.0108 N 39547222.12 39547222.12 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 49967625.00 0.0137 N 49981500.00 49981500.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 8327582.82 0.0023 N 8329916.34 8329916.34 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 3085913.89 0.0008 N 3086462.18 3086462.18 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170100% 313396JA2 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 6595000.00 6590857.97 0.0018 N 6591590.39 6591590.39 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 19984169.45 0.0055 N 19989180.00 19989180.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.170100% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 11530000.00 11522431.83 0.0032 N 11523762.27 11523762.27 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175100% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 2400000.00 2398296.67 0.0007 N 2398636.80 2398636.80 Freddie Mac Freddie Mac 0.180100% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 5000000.00 4996175.00 0.0014 N 4996810.00 4996810.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 9990161.11 0.0027 N 9993580.00 9993580.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.213000% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-12-21 N N N 23000000.00 22992489.45 0.0063 N 22996895.00 22996895.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.244000% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-03-11 2012-05-11 N N N 15000000.00 14998201.98 0.0041 N 14997915.00 14997915.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.224000% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-03-10 2012-08-10 N N N 30000000.00 29986882.05 0.0082 N 30014250.00 30014250.00 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 6489000.00 0.0018 N 6489000.00 6489000.00 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 24201000.00 0.0066 N 24201000.00 24201000.00 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 14600000.00 0.0040 N 14600000.00 14600000.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 29998762.50 0.0082 N 29999490.00 29999490.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 49989847.22 0.0137 N 49995200.00 49995200.00 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588EU5 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 16793000.00 16788638.49 0.0046 N 16790951.25 16790951.25 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588EV3 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 42113000.00 42101863.45 0.0115 N 42107777.99 42107777.99 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 39989233.34 0.0109 N 39994920.00 39994920.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 3140971.86 0.0009 N 3141459.58 3141459.58 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588FD2 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 75000000.00 74977333.33 0.0205 N 74986650.00 74986650.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 13431235.82 0.0037 N 13433420.29 13433420.29 Federal National Mortgage Association Federal National Mortgage Association 0.140000% 313588FL4 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 16650000.00 16645402.75 0.0046 N 16646719.95 16646719.95 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 9996094.44 0.0027 N 9997890.00 9997890.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 3762569.68 0.0010 N 3763205.80 3763205.80 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 49630636.50 0.0136 N 49639225.95 49639225.95 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 26488737.50 0.0072 N 26493746.00 26493746.00 Fannie Mae Fannie Mae 0.170100% 313588GC3 Government Agency Debt N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 20000000.00 19991783.33 0.0055 N 19995160.00 19995160.00 Fannie Mae Fannie Mae 0.155100% 313588GR0 Government Agency Debt N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 32500000.00 32486006.95 0.0089 N 32489177.50 32489177.50 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588GX7 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 12000000.00 11993993.34 0.0033 N 11995764.00 11995764.00 Fannie Mae Fannie Mae 0.165100% 313588HK4 Government Agency Debt N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 10000000.00 9994591.67 0.0027 N 9996070.00 9996070.00 Federal National Mortgage Association Federal National Mortgage Association 0.165100% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 13370000.00 13361788.59 0.0037 N 13363034.23 13363034.23 Federal National Mortgage Association Federal National Mortgage Association 0.170100% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 1482000.00 1481062.23 0.0004 N 1481227.88 1481227.88 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 19125118.20 0.0052 N 19122550.00 19122550.00 Federal National Mortgage Association Federal National Mortgage Association 0.174000% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-03-11 2011-08-11 N N N 24000000.00 23995144.47 0.0066 N 23994792.00 23994792.00 Federal National Mortgage Association Federal National Mortgage Association 0.223000% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-03-19 2011-09-19 N N N 10000000.00 9997792.35 0.0027 N 9999820.00 9999820.00 Fannie Mae Fannie Mae 0.251500% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-03-26 2012-07-26 N N N 12700000.00 12699093.45 0.0035 N 12697917.20 12697917.20 Federal National Mortgage Association Federal National Mortgage Association 0.280000% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-03-23 2012-08-23 N N N 30000000.00 30013470.60 0.0082 N 30004830.00 30004830.00 Federal National Mortgage Association Federal National Mortgage Association 0.294000% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-03-17 2012-09-17 N N N 17000000.00 17007990.59 0.0047 N 17004675.00 17004675.00 Federal Home Loan Bank Federal Home Loan Bank 0.160100% 313384JA8 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 5000000.00 4997044.45 0.0014 N 4997415.00 4997415.00 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 4816000.00 4812315.76 0.0013 N 4812749.20 4812749.20 Freddie Mac Freddie Mac 0.170100% 313396JY0 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 3250000.00 3247621.18 0.0009 N 3247900.50 3247900.50 Freddie Mac Freddie Mac 0.170100% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 25000000.00 24981111.11 0.0068 N 24983325.00 24983325.00 Fannie Mae Fannie Mae 0.160100% 313588HW8 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 1700000.00 1699025.33 0.0005 N 1699146.60 1699146.60 Barclays Capital Barclays Capital 0.150000% 068992007_0.1500_M110321_64BA 0001484219 Government Agency Repurchase Agreement Y Resolution Funding Strip 2015-04-15 NA Government Agency Debt 4766000.00 4367514.74 RFCSP Strip Principal 2030-04-15 NA Government Agency Debt 168327000.00 67032861.21 First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 70000000.00 70000000.00 0.0191 N 70000000.00 70000000.00 HSBC Bank USA HSBC Bank USA 0.170000% 40499J003 0000083246 Other Note N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 30000000.00 30000000.00 0.0082 N 30000000.00 30000000.00 Us Treasury Bill Us Treasury Bill 0.120500% 9127956Q9 Treasury Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 50000000.00 49992468.75 0.0137 N 49991900.00 49991900.00 U.S. Treasury Bills U.S. Treasury Bills 0.146100% 912795VD0 Treasury Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 50200000.00 50192467.21 0.0137 N 50194478.00 50194478.00 U.S. Treasury Bill U.S. Treasury Bill 0.156100% 9127952A8 Treasury Debt N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 30000000.00 29976990.00 0.0082 N 29974920.00 29974920.00 U.S. Treasury Bills U.S. Treasury Bills 0.166100% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 40000000.00 39999631.11 0.0109 N 39999840.00 39999840.00 U.S. Treasury Bills U.S. Treasury Bills 0.166600% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 25000000.00 24999768.75 0.0068 N 24999900.00 24999900.00 U.S. Treasury Bills U.S. Treasury Bills 0.161000% 9127952D2 Treasury Debt N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 40000000.00 39999642.22 0.0109 N 39999840.00 39999840.00 U.S. Treasury Bills U.S. Treasury Bills 0.150100% 9127952L4 Treasury Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 100000000.00 99981666.66 0.0273 N 99986300.00 99986300.00 U.S. Treasury Bills U.S. Treasury Bills 0.155100% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 49700000.00 49689086.71 0.0136 N 49690855.20 49690855.20 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 25043349.85 0.0068 N 25043950.00 25043950.00 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 55000000.00 55174459.79 0.0151 N 55176165.00 55176165.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 50000000.00 50206559.38 0.0137 N 50201150.00 50201150.00 Credit Suisse Credit Suisse 0.180000% 02399I006_0.1800_M110301_64BA 0001230485 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-01-31 1.750000 Treasury Debt 50090000.00 51003323.87 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 50000000.00 50000000.00 0.0137 N 50000000.00 50000000.00 Barclays Capital Barclays Capital 0.150000% 068992007_0.1500_M110309_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2027-01-15 2.375000 Treasury Debt 42404700.00 51000101.43 First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 50000000.00 50000000.00 0.0137 N 50000000.00 50000000.00 Greenwich Greenwich 0.140000% 396999005_0.1400_M110315_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-06-30 4.875000 Treasury Debt 66890000.00 71403440.03 First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 70000000.00 70000000.00 0.0191 N 70000000.00 70000000.00 Mizuho Securities USA Mizuho Securities USA 0.170000% 60686M007_0.1700_M110301_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-09-30 3.000000 Treasury Debt 3293800.00 3439797.87 U.S. Treasury Note 2014-06-30 2.625000 Treasury Debt 14707500.00 15374754.49 U.S. Treasury Note 2018-02-15 3.500000 Treasury Debt 4989000.00 5215086.04 U.S. Treasury Note 2013-01-31 2.875000 Treasury Debt 2550000.00 2664632.08 U.S. Treasury Note 2012-01-31 4.750000 Treasury Debt 62200000.00 64984571.66 U.S. Treasury Note 2011-10-31 4.625000 Treasury Debt 3959000.00 4136448.29 U.S. Treasury Bond 2041-02-15 4.750000 Treasury Debt 2961000.00 3079871.72 U.S. Treasury Bond 2040-02-15 4.625000 Treasury Debt 44000.00 44877.40 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 97000000.00 97000000.00 0.0265 N 97000000.00 97000000.00 UBS Financial Services UBS Financial Services 0.160000% 99EPPA003_0.1600_M110301_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Bill 2011-03-24 NA Treasury Debt 76404900.00 76398023.56 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 74900000.00 74900000.00 0.0205 N 74900000.00 74900000.00