N-MFP LIVE N 2011-03-31 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 31 78 3499782043.30 948245.19 91262.77 3500639025.72 0.0017 1.0001 2011-03-31 1.0001 2011-03-31 C000032709 25000.00 3500639025.72 1.00 -155542311.39 2189014801.94 2344557113.33 0.0016 1.0001 2011-03-31 1.0001 2011-03-31 Credit Suisse Holdings USA Credit Suisse 0.120000% 02399I006_0.1200_M110401_64BA 0001053092 Treasury Repurchase Agreement Y U.S. Treasury Bond 2011-12-31 4.625000 Treasury Debt 48840000.00 51000128.39 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 50000000.00 50000000.00 0.0143 N 50000000.00 50000000.00 Federal Farm Credit Bank 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 7998451.12 0.0023 N 7999544.00 7999544.00 Federal Farm Credit Bank 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 2499501.74 0.0007 N 2499857.50 2499857.50 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 4998877.08 0.0014 N 4999660.00 4999660.00 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 2499404.52 0.0007 N 2499830.00 2499830.00 Federal Farm Credit Bank 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 24993559.03 0.0071 N 24998150.00 24998150.00 Federal Farm Credit Bank 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 24483802.78 0.0070 N 24491106.50 24491106.50 Federal Farm Credit Bank 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 7144232.33 0.0020 N 7146596.60 7146596.60 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 1498148.34 0.0004 N 1498570.50 1498570.50 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 3502845.19 0.0010 N 3503969.31 3503969.31 Federal Farm Credit Bank Federal Farm Credit Bank 0.183500% 31331G3N7 Government Agency Debt N First Tier Security N/A N/A 2011-04-19 2011-05-19 N N N 15000000.00 15000000.00 0.0043 N 15000015.00 15000015.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.193500% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-04-17 2011-11-17 N N N 11500000.00 11497900.00 0.0033 N 11499609.00 11499609.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.210000% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-12-08 N N N 9400000.00 9397300.66 0.0027 N 9400141.00 9400141.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.343500% 31331GC31 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-07-20 N N N 3000000.00 3001656.55 0.0009 N 3001383.00 3001383.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.303500% 31331GYN3 Government Agency Debt N First Tier Security N/A N/A 2011-04-22 2011-06-22 N N N 5000000.00 5001042.20 0.0014 N 5001300.00 5001300.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.243500% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-04-22 2012-05-22 N N N 25000000.00 24998553.46 0.0071 N 25006100.00 25006100.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.213500% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2012-07-20 N N N 30000000.00 29988105.99 0.0086 N 29992980.00 29992980.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.280000% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2012-09-07 N N N 10000000.00 10002925.00 0.0029 N 10004780.00 10004780.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.158300% 31331JCQ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-28 2011-06-28 N N N 15000000.00 14999631.63 0.0043 N 14999190.00 14999190.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.265500% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2012-02-13 N N N 15000000.00 15002717.46 0.0043 N 15007080.00 15007080.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.285500% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-04-12 2012-04-12 N N N 11000000.00 11003460.45 0.0031 N 11007623.00 11007623.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.262500% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-04-23 2012-04-23 N N N 11400000.00 11401535.47 0.0033 N 11405551.80 11405551.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.165000% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-07-15 N N N 20000000.00 19999415.19 0.0057 N 19999400.00 19999400.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.220000% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2012-01-06 N N N 25000000.00 24994134.79 0.0071 N 25001800.00 25001800.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.213500% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-12-20 N N N 25000000.00 24996378.98 0.0071 N 25002250.00 25002250.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.228300% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-04-28 2012-06-28 N N N 25000000.00 24996882.59 0.0071 N 25001875.00 25001875.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.143500% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-04-22 2012-02-22 N N N 8800000.00 8791246.60 0.0025 N 8794913.60 8794913.60 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 3009360.00 0.0009 N 3009396.00 3009396.00 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 799328.66 0.0002 N 799617.60 799617.60 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 23488905.39 0.0067 N 23493584.50 23493584.50 Federal Home Loan Bank 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 183995655.55 0.0526 N 183999448.00 183999448.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.080000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 40000000.00 39999555.55 0.0114 N 39999880.00 39999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384EA3 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 100000000.00 99998666.68 0.0286 N 99999700.00 99999700.00 Federal Home Loan Bank 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 99996694.43 0.0286 N 99999600.00 99999600.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.065000% 313384EB1 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 32705000.00 32704586.65 0.0093 N 32704869.18 32704869.18 Federal Home Loan Bank 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 83195285.33 0.0238 N 83199417.60 83199417.60 Federal Home Loan Bank 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 74794996.71 0.0214 N 74799401.60 74799401.60 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384EP0 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 22560000.00 22558333.07 0.0064 N 22559751.84 22559751.84 Federal Home Loan Bank 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 14223387.83 0.0041 N 14224815.08 14224815.08 Federal Home Loan Bank 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 10598698.55 0.0030 N 10599851.60 10599851.60 Federal Home Loan Bank 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 16997752.22 0.0049 N 16999728.00 16999728.00 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 33794413.62 0.0097 N 33798343.80 33798343.80 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 20797067.78 0.0059 N 20798980.80 20798980.80 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 10998502.78 0.0031 N 10999461.00 10999461.00 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 45492568.33 0.0130 N 45497361.00 45497361.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384FT1 Government Agency Debt N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 15000000.00 14997160.41 0.0043 N 14999025.00 14999025.00 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 9997497.22 0.0029 N 9999260.00 9999260.00 Federal Home Loan Bank 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 10467418.50 0.0030 N 10470041.74 10470041.74 Federal Home Loan Bank 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 9496041.65 0.0027 N 9498223.50 9498223.50 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 4997733.33 0.0014 N 4998440.00 4998440.00 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 4813020.77 0.0014 N 4813722.03 4813722.03 Federal Home Loan Bank Federal Home Loan Bank 0.159000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-07-20 N N N 13000000.00 12997433.40 0.0037 N 12998960.00 12998960.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-08-01 N N N 10000000.00 9998822.69 0.0029 N 9999080.00 9999080.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240500% 3128X8E24 Government Agency Debt N First Tier Security N/A N/A 2011-05-08 2011-08-05 N N N 25400000.00 25406487.92 0.0073 N 25404622.80 25404622.80 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 8275099.30 0.0024 N 8275057.93 8275057.93 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.201000% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2012-05-01 N N N 8210000.00 8204594.97 0.0023 N 8207783.30 8207783.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.181000% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2012-02-02 N N N 19755000.00 19742589.83 0.0056 N 19749508.11 19749508.11 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.213500% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-04-16 2012-02-16 N N N 25000000.00 24992153.45 0.0071 N 25000925.00 25000925.00 Federal Home Loan Mortgage Corp. 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 78680284.36 0.0225 N 78683527.90 78683527.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.080000% 313396EE9 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 10000000.00 9999777.78 0.0029 N 9999940.00 9999940.00 Federal Home Loan Mortgage Corp. 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 42096421.50 0.0120 N 42099579.00 42099579.00 Federal Home Loan Mortgage Corp. 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 57993426.66 0.0166 N 57999246.00 57999246.00 Federal Home Loan Mortgage Corp. 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 49994000.00 0.0143 N 49999350.00 49999350.00 Federal Home Loan Mortgage Corp. 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 21919335.87 0.0063 N 21921693.09 21921693.09 Federal Home Loan Mortgage Corp. 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 74988375.00 0.0214 N 74996775.00 74996775.00 Federal Home Loan Mortgage Corp. 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 25546259.77 0.0073 N 25548901.35 25548901.35 Federal Home Loan Mortgage Corp. 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 12697846.29 0.0036 N 12699415.80 12699415.80 Federal Home Loan Mortgage Corp. 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 8458604.10 0.0024 N 8459610.84 8459610.84 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 18435275.27 0.0053 N 18437022.79 18437022.79 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 22717023.82 0.0065 N 22719591.30 22719591.30 Federal Home Loan Mortgage Corp. 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 17895883.00 0.0051 N 17898854.40 17898854.40 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 11189775.80 0.0032 N 11191287.47 11191287.47 Federal Home Loan Mortgage Corp. 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 39545494.67 0.0113 N 39553472.60 39553472.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.130000% 313396GN7 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 1270000.00 1269697.32 0.0004 N 1269790.45 1269790.45 Federal Home Loan Mortgage Corp. 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 49976666.66 0.0143 N 49990000.00 49990000.00 Federal Home Loan Mortgage Corp. 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 8329161.65 0.0024 N 8331583.14 8331583.14 Federal Home Loan Mortgage Corp. 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 3086419.12 0.0009 N 3087085.95 3087085.95 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 6591823.41 0.0019 N 6592942.36 6592942.36 Federal Home Loan Mortgage Corp. 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 19987700.00 0.0057 N 19993400.00 19993400.00 Federal Home Loan Mortgage Corp. 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 11524119.70 0.0033 N 11526195.10 11526195.10 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 2398658.34 0.0007 N 2399157.60 2399157.60 Federal Home Loan Mortgage Corp. 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 4996950.00 0.0014 N 4997800.00 4997800.00 Federal Home Loan Mortgage Corp. 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 9992141.67 0.0029 N 9995560.00 9995560.00 Federal Home Loan Mortgage Corp. 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 3248096.95 0.0009 N 3248544.00 3248544.00 Federal Home Loan Mortgage Corp. 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 24984770.83 0.0071 N 24988350.00 24988350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.218000% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-04-10 2012-08-10 N N N 30000000.00 29987652.23 0.0086 N 30023580.00 30023580.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.203500% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-04-21 2011-12-21 N N N 23000000.00 22993278.69 0.0066 N 23001242.00 23001242.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.238000% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2012-05-11 N N N 15000000.00 14998329.52 0.0043 N 15002250.00 15002250.00 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 19044312.70 0.0054 N 19045068.00 19045068.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.100000% 313588EE1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 2500000.00 2499930.56 0.0007 N 2499985.00 2499985.00 Federal National Mortgage Assoc. 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 49997166.67 0.0143 N 49999650.00 49999650.00 Federal National Mortgage Assoc. 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 16791096.79 0.0048 N 16792781.69 16792781.69 Federal National Mortgage Assoc. 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 42108028.33 0.0120 N 42112410.42 42112410.42 Federal National Mortgage Assoc. 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 39995088.89 0.0114 N 39999440.00 39999440.00 Federal National Mortgage Assoc. 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 3141485.93 0.0009 N 3141864.89 3141864.89 Federal National Mortgage Assoc. 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 74988312.50 0.0214 N 74996550.00 74996550.00 Federal National Mortgage Assoc. 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 13433376.25 0.0038 N 13435287.89 13435287.89 Federal National Mortgage Assoc. Federal National Mortgage Association Discount Notes 0.140000% 313588FJ9 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 7046000.00 7044958.76 0.0020 N 7045626.56 7045626.56 Federal National Mortgage Assoc. 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 16647410.00 0.0048 N 16649067.60 16649067.60 Federal National Mortgage Assoc. 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 9997687.50 0.0029 N 9999380.00 9999380.00 Federal National Mortgage Assoc. 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 3763153.10 0.0011 N 3763766.63 3763766.63 Federal National Mortgage Assoc. 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 49638332.25 0.0142 N 49646772.75 49646772.75 Federal National Mortgage Assoc. 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 26492845.00 0.0076 N 26498012.50 26498012.50 Federal National Mortgage Assoc. 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 19994711.11 0.0057 N 19998440.00 19998440.00 Federal National Mortgage Assoc. 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 32490344.79 0.0093 N 32494410.00 32494410.00 Federal National Mortgage Assoc. 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 11995750.00 0.0034 N 11997756.00 11997756.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.150100% 313588GX7 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 5000000.00 4998437.50 0.0014 N 4999065.00 4999065.00 Federal National Mortgage Assoc. 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 9996012.50 0.0029 N 9997830.00 9997830.00 Federal National Mortgage Assoc. 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 1699259.55 0.0005 N 1699491.70 1699491.70 Federal National Mortgage Assoc. Fannie Mae 0.150100% 313588HW8 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 1292000.00 1291472.43 0.0004 N 1291613.69 1291613.69 Federal National Mortgage Assoc. 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 13363688.24 0.0038 N 13365788.45 13365788.45 Federal National Mortgage Assoc. 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 1481279.17 0.0004 N 1481533.17 1481533.17 Federal National Mortgage Assoc. Federal National Mortgage Association 0.238300% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-04-26 2012-07-26 N N N 12700000.00 12699148.23 0.0036 N 12702336.80 12702336.80 Federal National Mortgage Assoc. Federal National Mortgage Association 0.272500% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-04-23 2012-08-23 N N N 30000000.00 30012698.72 0.0086 N 30015180.00 30015180.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.283500% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-04-17 2012-09-17 N N N 17000000.00 17007552.94 0.0049 N 17010421.00 17010421.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.168000% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2011-08-11 N N N 24000000.00 23996067.92 0.0069 N 23997888.00 23997888.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.213500% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-04-19 2011-09-19 N N N 10000000.00 9998131.15 0.0029 N 10000980.00 10000980.00 Greenwich International Greenwich 0.100000% 396999005_0.1000_M110401_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Bond 2015-07-31 1.750000 Treasury Debt 51225000.00 51002793.78 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 50000000.00 50000000.00 0.0143 N 50000000.00 50000000.00 Mizuho Securities USA Mizuho 0.120000% 60686M007_0.1200_M110401_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Bill 2011-08-11 NA Treasury Debt 33666500.00 33650205.41 U.S. Treasury Bill 2011-08-18 NA Treasury Debt 44243800.00 44219023.47 U.S. Treasury Bond 2018-05-15 9.125000 Treasury Debt 156000.00 225259.60 U.S. Treasury Bond 2018-11-15 9.000000 Treasury Debt 421000.00 611166.61 U.S. Treasury Bond 2020-05-15 8.500000 Treasury Debt 315000.00 447996.62 U.S. Treasury Bond 2020-05-15 8.750000 Treasury Debt 1523800.00 2237704.76 U.S. Treasury Bond 2020-08-15 8.750000 Treasury Debt 26497600.00 38461143.43 U.S. Treasury Bond 2021-05-15 8.125000 Treasury Debt 4259000.00 6099249.43 U.S. Treasury Bond 2024-11-15 7.500000 Treasury Debt 20355300.00 28676684.97 U.S. Treasury Bond 2025-05-15 7.625000 Treasury Debt 15525800.00 21831571.93 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 173000000.00 173000000.00 0.0494 N 173000000.00 173000000.00 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 29981020.00 0.0086 N 29982990.00 29982990.00 U.S. Treasury Bill 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 99994583.34 0.0286 N 99998600.00 99998600.00 U.S. Treasury Bill U.S. Treasury Bills 0.120000% 9127952M2 Treasury Debt N First Tier Security N/A N/A 2011-04-21 2011-04-21 N N N 50000000.00 49996250.00 0.0143 N 49998700.00 49998700.00 U.S. Treasury Bill 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 49695720.28 0.0142 N 49698707.80 49698707.80 U.S. 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 49997656.95 0.0143 N 49999300.00 49999300.00 U.S. Treasury Bill 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 50198778.46 0.0143 N 50199749.00 50199749.00 U.S. Treasury Note 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 55000000.00 55064191.17 0.0157 N 55068750.00 55068750.00 U.S. Treasury Note 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 55129763.48 0.0157 N 55135355.00 55135355.00 U.S. Treasury Note 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 50171568.44 0.0143 N 50171900.00 50171900.00 UBS AG UBS 0.120000% 99EPPA003_0.1200_M110401_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-02-28 0.625000 Treasury Debt 139952000.00 139638016.93 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 136900000.00 136900000.00 0.0391 N 136900000.00 136900000.00