N-MFP LIVE N 2011-04-29 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 45 91 3766870396.02 701965.23 120914.42 3767451446.83 0.0012 1.0001 2011-04-29 1.0001 2011-04-29 C000032709 25000.00 3767451446.83 1.00 266811668.58 1915922224.16 1649110555.58 0.0010 1.0001 2011-04-29 1.0001 2011-04-29 Barclays Capital Barclays Capital 0.060000% 068992007_0.0600_M110503_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-01-15 2.000000 Treasury Debt 26967300.00 35700076.69 First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 35000000.00 35000000.00 0.0093 N 35000000.00 35000000.00 Barclays Capital Barclays Capital 0.060000% 068992007_0.0600_M110516_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-01-15 2.000000 Treasury Debt 19262400.00 25500111.51 First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 25000000.00 25000000.00 0.0066 N 24999000.00 24999000.00 Barclays Capital Barclays Capital 0.070000% 068992007_0.0700_M110516_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-01-15 2.000000 Treasury Debt 30819800.00 40800125.46 First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 40000000.00 40000000.00 0.0106 N 39998400.00 39998400.00 Barclays Capital Barclays Capital 0.080000% 068992007_0.0800_M110523_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-01-15 2.000000 Treasury Debt 30819800.00 40800125.46 First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 40000000.00 40000000.00 0.0106 N 40000000.00 40000000.00 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 19997544.44 0.0053 N 19999720.00 19999720.00 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 32494542.71 0.0086 N 32499317.50 32499317.50 Fannie Mae Fannie Mae 0.070000% 313588GR0 Government Agency Debt N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 10000000.00 9999241.67 0.0027 N 9999790.00 9999790.00 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 9997387.50 0.0027 N 9999690.00 9999690.00 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 1699486.22 0.0005 N 1699874.20 1699874.20 Fannie Mae 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 1291633.93 0.0003 N 1291904.39 1291904.39 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 4999564.58 0.0013 N 4999950.00 4999950.00 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 2499769.10 0.0007 N 2499975.00 2499975.00 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 1498423.34 0.0004 N 1499217.00 1499217.00 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 3503517.56 0.0009 N 3505674.20 3505674.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.143800% 31331G3N7 Government Agency Debt N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 15000000.00 15000000.00 0.0040 N 15000240.00 15000240.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.155900% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-05-17 2011-11-17 N N N 11500000.00 11498173.91 0.0031 N 11500609.50 11500609.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.183500% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-05-08 2011-12-08 N N N 9400000.00 9397623.30 0.0025 N 9400893.00 9400893.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.303000% 31331GC31 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-07-20 N N N 3000000.00 3001204.76 0.0008 N 3001131.00 3001131.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.262600% 31331GYN3 Government Agency Debt N First Tier Security N/A N/A 2011-05-22 2011-06-22 N N N 5000000.00 5000660.91 0.0013 N 5000985.00 5000985.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.202600% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-05-22 2012-05-22 N N N 25000000.00 24998657.53 0.0066 N 25009975.00 25009975.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.173000% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2012-07-20 N N N 30000000.00 29988855.62 0.0080 N 29998980.00 29998980.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.255500% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-05-07 2012-09-07 N N N 10000000.00 10002757.86 0.0027 N 10006520.00 10006520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.121400% 31331JCQ4 Government Agency Debt N First Tier Security N/A N/A 2011-05-28 2011-06-28 N N N 15000000.00 14999757.21 0.0040 N 15000045.00 15000045.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.233800% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-05-13 2012-02-13 N N N 15000000.00 15002461.09 0.0040 N 15008085.00 15008085.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.256500% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-05-12 2012-04-12 N N N 11000000.00 11003185.08 0.0029 N 11008536.00 11008536.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.222600% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2012-04-23 N N N 11400000.00 11401416.75 0.0030 N 11406931.20 11406931.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.128800% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-05-15 2011-07-15 N N N 20000000.00 19999582.28 0.0053 N 20000360.00 20000360.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.199900% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2012-01-06 N N N 25000000.00 24994763.20 0.0066 N 25003950.00 25003950.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.173000% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-12-20 N N N 25000000.00 24996792.03 0.0066 N 25004475.00 25004475.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.191400% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-05-28 2012-06-28 N N N 25000000.00 24997088.59 0.0066 N 25006575.00 25006575.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.102600% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-05-22 2012-02-22 N N N 8800000.00 8792049.66 0.0023 N 8796444.80 8796444.80 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 7999584.44 0.0021 N 7999952.00 7999952.00 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 2499866.32 0.0007 N 2499985.00 2499985.00 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 24997204.86 0.0066 N 24999700.00 24999700.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.070000% 313312JR2 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 100000000.00 99983083.34 0.0265 N 99990400.00 99990400.00 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 24487886.11 0.0065 N 24497599.00 24497599.00 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 7145543.17 0.0019 N 7148598.60 7148598.60 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.190200% 313312NJ5 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 10000000.00 9990711.11 0.0027 N 9994660.00 9994660.00 Federal Home Loan Bank Federal Home Loan Bank 0.154400% 313370CY2 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2012-01-30 N N N 800000.00 799394.91 0.0002 N 799585.60 799585.60 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 23489939.05 0.0062 N 23493490.50 23493490.50 Federal Home Loan Bank Federal Home Loan Bank 0.150500% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2012-11-01 N N N 25000000.00 24988591.49 0.0066 N 24985900.00 24985900.00 Federal Home Loan Bank Federal Home Loan Bank 0.162600% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2012-10-26 N N N 25000000.00 24992476.65 0.0066 N 24989775.00 24989775.00 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 33799201.94 0.0090 N 33799932.40 33799932.40 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 20799581.11 0.0055 N 20799958.40 20799958.40 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 10999786.11 0.0029 N 10999978.00 10999978.00 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 45497876.67 0.0121 N 45499727.00 45499727.00 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 14998972.92 0.0040 N 14999865.00 14999865.00 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 9998913.89 0.0027 N 9999880.00 9999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384GA1 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 10800000.00 10799568.00 0.0029 N 10799859.60 10799859.60 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384GA1 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 2125000.00 2124886.66 0.0006 N 2124972.38 2124972.38 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384GC7 Government Agency Debt N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 50000000.00 49998736.11 0.0133 N 49999300.00 49999300.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384GH6 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 11854000.00 11853642.74 0.0031 N 11853798.48 11853798.48 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384GQ6 Government Agency Debt N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 67427000.00 67422017.90 0.0179 N 67425584.03 67425584.03 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384GQ6 Government Agency Debt N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 11600000.00 11599265.33 0.0031 N 11599756.40 11599756.40 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384GS2 Government Agency Debt N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 10000000.00 9999333.33 0.0027 N 9999780.00 9999780.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384GZ6 Government Agency Debt N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 20000000.00 19998172.22 0.0053 N 19999480.00 19999480.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384HM4 Government Agency Debt N First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 29100000.00 29097377.03 0.0077 N 29099068.80 29099068.80 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384HU6 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 100000000.00 99987166.66 0.0265 N 99992800.00 99992800.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 49810000.00 49801532.30 0.0132 N 49806314.06 49806314.06 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 35000000.00 34994380.55 0.0093 N 34997410.00 34997410.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 7636000.00 7634846.12 0.0020 N 7635434.94 7635434.94 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 4998400.00 0.0013 N 4999605.00 4999605.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 100000000.00 99984375.00 0.0265 N 99991800.00 99991800.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 30000000.00 29995000.00 0.0080 N 29997540.00 29997540.00 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 4813703.04 0.0013 N 4815065.70 4815065.70 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384LE7 Government Agency Debt N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 4300000.00 4297852.39 0.0011 N 4298529.40 4298529.40 Federal Home Loan Bank Federal Home Loan Bank 0.118000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-07-20 N N N 13000000.00 12998133.38 0.0035 N 12999792.00 12999792.00 Federal Home Loan Bank Federal Home Loan Bank 0.149000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2011-08-01 N N N 10000000.00 9999112.19 0.0027 N 9999630.00 9999630.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070000% 313384GX1 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 16000000.00 15998600.00 0.0042 N 15999616.00 15999616.00 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 10469251.10 0.0028 N 10471748.67 10471748.67 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 9497624.99 0.0025 N 9499772.00 9499772.00 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 25404943.18 0.0067 N 25402006.60 25402006.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.183800% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2012-05-01 N N N 8210000.00 8205004.43 0.0022 N 8209146.16 8209146.16 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.163500% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-05-06 2012-02-02 N N N 19755000.00 19743802.55 0.0052 N 19751977.49 19751977.49 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.175900% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-05-16 2012-02-16 N N N 25000000.00 24992886.78 0.0066 N 25003675.00 25003675.00 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 18437426.38 0.0049 N 18437926.25 18437926.25 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 22719674.61 0.0060 N 22720818.23 22720818.23 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 11191361.47 0.0030 N 11192809.72 11192809.72 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396GV9 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 24000000.00 23998280.00 0.0064 N 23999448.00 23999448.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.067000% 313396GX5 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 9540000.00 9539201.03 0.0025 N 9539771.04 9539771.04 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 80119000.00 80107149.07 0.0213 N 80112750.72 80112750.72 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 16364000.00 16361740.86 0.0043 N 16362723.61 16362723.61 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 6592757.70 0.0017 N 6594479.00 6594479.00 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 2399008.33 0.0006 N 2399776.80 2399776.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.191400% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-05-10 2012-08-10 N N N 30000000.00 29988397.57 0.0080 N 30027960.00 30027960.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.162600% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-05-21 2011-12-21 N N N 23000000.00 22994042.48 0.0061 N 23003565.00 23003565.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.211400% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2012-05-11 N N N 15000000.00 14998452.96 0.0040 N 15004455.00 15004455.00 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 74999625.00 0.0199 N 75000000.00 75000000.00 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 25549879.35 0.0068 N 25550000.00 25550000.00 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 12699804.21 0.0034 N 12699987.30 12699987.30 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 8459873.10 0.0022 N 8459991.54 8459991.54 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 17898568.00 0.0048 N 17899856.80 17899856.80 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 39552088.00 0.0105 N 39559248.36 39559248.36 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.060000% 313396GN7 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 23800000.00 23798572.00 0.0063 N 23799547.80 23799547.80 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.059000% 313396GN7 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 6200000.00 6199634.20 0.0016 N 6199882.20 6199882.20 Federal Home Loan Mortgage Discount Notes 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 1269834.90 0.0003 N 1269975.87 1269975.87 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 49985416.66 0.0133 N 49998650.00 49998650.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.070000% 313396HT3 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 81943000.00 81932643.32 0.0217 N 81937182.05 81937182.05 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.075000% 313396HT3 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 39945000.00 39939590.78 0.0106 N 39942163.91 39942163.91 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 8330689.55 0.0022 N 8333408.29 8333408.29 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 3086908.05 0.0008 N 3087774.58 3087774.58 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.070000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 35000000.00 34994691.66 0.0093 N 34996990.00 34996990.00 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 19991116.67 0.0053 N 19998280.00 19998280.00 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 11525753.12 0.0031 N 11529008.42 11529008.42 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 9994058.33 0.0027 N 9998210.00 9998210.00 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 74998937.50 0.0199 N 74999925.00 74999925.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588FE0 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 11600000.00 11599922.67 0.0031 N 11599976.80 11599976.80 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 16649352.50 0.0044 N 16649916.75 16649916.75 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GH2 Government Agency Debt N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 19580000.00 19578988.36 0.0052 N 19579667.14 19579667.14 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GJ8 Government Agency Debt N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 50000000.00 49997333.34 0.0133 N 49999150.00 49999150.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GN9 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 90000000.00 89994600.00 0.0239 N 89998290.00 89998290.00 Federal National Mortgage Association Federal National Mortgage Association 0.066000% 313588GP4 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 50000000.00 49996608.33 0.0133 N 49999000.00 49999000.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GV1 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 100000000.00 99992833.34 0.0265 N 99997700.00 99997700.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588GV1 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 15000000.00 14998745.84 0.0040 N 14999655.00 14999655.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588GX7 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 12546000.00 12545059.05 0.0033 N 12545698.90 12545698.90 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 11997450.00 0.0032 N 11999712.00 11999712.00 Federal National Mortgage Association 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 4999062.50 0.0013 N 4999880.00 4999880.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588HT5 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 30000000.00 29996208.34 0.0080 N 29997870.00 29997870.00 Federal National Mortgage Association Federal National Mortgage Association 0.075000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 92690000.00 92675903.39 0.0246 N 92682584.80 92682584.80 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 13365526.62 0.0035 N 13368930.40 13368930.40 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 1481489.12 0.0004 N 1481881.44 1481881.44 Federal National Mortgage Association Federal National Mortgage Association 0.074000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 20000000.00 19996711.11 0.0053 N 19998240.00 19998240.00 Federal National Mortgage Association Federal National Mortgage Association 0.135100% 313588LD5 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 22350000.00 22339691.07 0.0059 N 22342423.35 22342423.35 Federal National Mortgage Association Federal National Mortgage Association 0.120100% 313588LD5 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 20000000.00 19991800.00 0.0053 N 19993220.00 19993220.00 Federal National Mortgage Association Federal National Mortgage Association 0.202600% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-05-26 2012-07-26 N N N 12700000.00 12699201.24 0.0034 N 12704813.30 12704813.30 Federal National Mortgage Association Federal National Mortgage Association 0.232600% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2012-08-23 N N N 30000000.00 30011951.74 0.0080 N 30020640.00 30020640.00 Federal National Mortgage Association Federal National Mortgage Association 0.245900% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-05-17 2012-09-17 N N N 17000000.00 17007129.41 0.0045 N 17013498.00 17013498.00 Federal National Mortgage Association Federal National Mortgage Association 0.141400% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-08-11 N N N 24000000.00 23996961.57 0.0064 N 23999352.00 23999352.00 Federal National Mortgage Association Federal National Mortgage Association 0.173800% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-05-19 2011-09-19 N N N 10000000.00 9998459.02 0.0027 N 10001440.00 10001440.00 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 3141983.42 0.0008 N 3142000.00 3142000.00 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 13435447.63 0.0036 N 13435946.26 13435946.26 Federal National Mortgage Association Discount Notes 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 7045780.79 0.0019 N 7045971.82 7045971.82 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 9999229.16 0.0027 N 9999920.00 9999920.00 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 3763717.70 0.0010 N 3763969.89 3763969.89 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 49645779.75 0.0132 N 49649553.15 49649553.15 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.040000% 313588GA7 Government Agency Debt N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 54700000.00 54698541.34 0.0145 N 54699288.90 54699288.90 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 26496820.00 0.0070 N 26499655.50 26499655.50 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 4997700.00 0.0013 N 4999115.00 4999115.00 Freddie Mac Freddie Mac 0.120000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 3650000.00 3648880.67 0.0010 N 3649353.95 3649353.95 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 3248557.36 0.0009 N 3249411.75 3249411.75 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 24988312.50 0.0066 N 24995225.00 24995225.00 Greenwich Greenwich 0.070000% 396999005_0.0700_M110509_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-01-31 0.625000 Treasury Debt 50825000.00 51000608.61 First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 50000000.00 50000000.00 0.0133 N 49999000.00 49999000.00 Mizuho Mizuho 0.030000% 60686M007_0.0300_M110502_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-10-31 2.750000 Treasury Debt 17538800.00 18625399.40 U.S. Treasury Note 2014-07-15 2.000000 Treasury Debt 4353600.00 5702690.55 U.S. Treasury Note 2015-01-15 1.625000 Treasury Debt 3000000.00 3835321.57 U.S. Treasury Note 2015-07-15 1.875000 Treasury Debt 1000000.00 1275809.29 U.S. Treasury Note 2016-01-15 2.000000 Treasury Debt 4070000.00 5114519.03 U.S. Treasury Note 2017-01-15 2.375000 Treasury Debt 4150000.00 5246297.73 U.S. Treasury Note 2017-07-15 2.625000 Treasury Debt 4864400.00 6100020.07 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 45000000.00 45000000.00 0.0119 N 45000000.00 45000000.00 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 29984920.00 0.0080 N 29995020.00 29995020.00 U.S. Treasury Bill U.S. Treasury Bill 0.060000% 9127952X8 Treasury Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 100000000.00 99988833.34 0.0265 N 99995400.00 99995400.00 U.S. Treasury Bill U.S. Treasury Bill 0.075000% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 50000000.00 49992291.67 0.0133 N 49997450.00 49997450.00 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 55000000.00 55032095.58 0.0146 N 55034375.00 55034375.00 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 55086508.98 0.0146 N 55092400.00 55092400.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828LG3 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 25000000.00 25056755.56 0.0067 N 25057625.00 25057625.00 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 50137706.25 0.0133 N 50150400.00 50150400.00 UBS UBS 0.030000% 99EPPA003_0.0300_M110502_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2011-07-31 1.000000 Treasury Debt 54613300.00 54876041.27 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 53800000.00 53800000.00 0.0143 N 53800000.00 53800000.00