N-MFP LIVE N 2011-05-31 0000862021 s000011990 1 N N N N 33-34001 AllianceBernstein LP. 801-56720 Ernst & Young LLP New York NY AllianceBernstein LP. 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N First Tier Security N/A N/A 2011-06-17 2011-11-17 N N N 11500000.00 11498456.95 0.0029 N 11500816.50 11500816.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.156200% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-06-08 2011-12-08 N N N 9400000.00 9397956.68 0.0024 N 9400977.60 9400977.60 Federal Farm Credit Bank Federal Farm Credit Bank 0.285800% 31331GC31 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-07-20 N N N 3000000.00 3000737.92 0.0008 N 3000762.00 3000762.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.245300% 31331GYN3 Government Agency Debt N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 5000000.00 5000266.91 0.0013 N 5000510.00 5000510.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.185300% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-06-22 2012-05-22 N N N 25000000.00 24998765.06 0.0063 N 25010675.00 25010675.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.218800% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2012-12-13 N N N 5900000.00 5904607.38 0.0015 N 5904478.10 5904478.10 Federal Farm Credit Bank Federal Farm Credit Bank 0.155800% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2012-07-20 N N N 30000000.00 29989630.22 0.0075 N 30001980.00 30001980.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.226200% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2012-09-07 N N N 10000000.00 10002585.14 0.0025 N 10007520.00 10007520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.101300% 31331JCQ4 Government Agency Debt N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 15000000.00 14999886.97 0.0038 N 15000375.00 15000375.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.208800% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2012-02-13 N N N 15000000.00 15002196.18 0.0038 N 15007710.00 15007710.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.230300% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-06-12 2012-04-12 N N N 11000000.00 11002900.54 0.0028 N 11008206.00 11008206.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.205300% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-06-23 2012-04-23 N N N 11400000.00 11401294.07 0.0029 N 11406862.80 11406862.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.108000% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-06-15 2011-07-15 N N N 20000000.00 19999754.94 0.0050 N 20000940.00 20000940.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.169000% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2012-01-06 N N N 25000000.00 24995412.57 0.0063 N 25004150.00 25004150.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.155800% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-12-20 N N N 25000000.00 24997218.84 0.0063 N 25004725.00 25004725.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.171300% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-06-28 2012-06-28 N N N 25000000.00 24997301.45 0.0063 N 25008375.00 25008375.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.085300% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-06-22 2012-02-22 N N N 8800000.00 8792879.50 0.0022 N 8797140.00 8797140.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.040000% 313312HW3 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 104600000.00 104595699.79 0.0263 N 104595711.40 104595711.40 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 99989111.10 0.0251 N 99993800.00 99993800.00 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 24492105.55 0.0061 N 24498432.00 24498432.00 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 7146897.69 0.0018 N 7149435.15 7149435.15 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 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 1498707.50 0.0004 N 1499589.00 1499589.00 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 9992347.22 0.0025 N 9997180.00 9997180.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 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 3504212.34 0.0009 N 3506519.62 3506519.62 Federal Home Loan Bank Federal Home Loan Bank 0.123300% 313370CY2 Government Agency Debt N First Tier Security N/A N/A 2011-07-30 2012-01-30 N N N 800000.00 799463.37 0.0002 N 800039.20 800039.20 Federal Home Loan Bank Federal Home Loan Bank 0.141000% 313370JL3 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2012-02-17 N N N 23500000.00 23491007.16 0.0059 N 23503501.50 23503501.50 Federal Home Loan Bank Federal Home Loan Bank 0.150500% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2012-11-01 N N N 25000000.00 24989234.51 0.0063 N 24991850.00 24991850.00 Federal Home Loan Bank Federal Home Loan Bank 0.142700% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-06-26 2012-10-26 N N N 25000000.00 24992905.37 0.0063 N 24995375.00 24995375.00 Federal Home Loan Bank Federal Home Loan Bank 0.143000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2011-06-26 2012-11-26 N N N 35000000.00 34989434.53 0.0088 N 34989990.00 34989990.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 300000.00 299986.00 0.0001 N 299985.90 299985.90 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 30000000.00 29996850.00 0.0075 N 29997900.00 29997900.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 24684000.00 24681771.59 0.0062 N 24682222.75 24682222.75 Federal Home Loan Bank Federal Home Loan Bank 0.048000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 20000000.00 19998266.67 0.0050 N 19998560.00 19998560.00 Federal Home Loan Bank Federal Home Loan Bank 0.062000% 313384KH1 Government Agency Debt N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 25000000.00 24996900.00 0.0063 N 24998000.00 24998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.101000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-06-20 2011-07-20 N N N 38000000.00 37999872.15 0.0095 N 38000342.00 38000342.00 Federal Home Loan Bank Federal Home Loan Bank 0.116000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2011-08-01 N N N 10000000.00 9999411.34 0.0025 N 9999810.00 9999810.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 67426082.24 0.0169 N 67426730.29 67426730.29 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 11599864.67 0.0029 N 11599953.60 11599953.60 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 9999850.00 0.0025 N 9999950.00 9999950.00 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 15999564.45 0.0040 N 15999872.00 15999872.00 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 10471144.79 0.0026 N 10471916.22 10471916.22 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 9499261.11 0.0024 N 9499924.00 9499924.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 19999377.78 0.0050 N 19999820.00 19999820.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 29098755.20 0.0073 N 29099534.40 29099534.40 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 99993194.44 0.0251 N 99996100.00 99996100.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 49805392.58 0.0125 N 49807957.79 49807957.79 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 34996942.36 0.0088 N 34998565.00 34998565.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 7635372.15 0.0019 N 7635686.92 7635686.92 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.040000% 313384JA8 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 54700000.00 54697508.11 0.0137 N 54697483.80 54697483.80 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 4999088.89 0.0013 N 4999770.00 4999770.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 99990833.33 0.0251 N 99995100.00 99995100.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 29997066.67 0.0075 N 29998530.00 29998530.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.048000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 40000000.00 39996266.67 0.0100 N 39996880.00 39996880.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.056000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 25000000.00 24997277.78 0.0063 N 24998050.00 24998050.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 4814408.05 0.0012 N 4815624.35 4815624.35 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 4298389.29 0.0011 N 4299445.30 4299445.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.202300% 3128X8E24 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 25400000.00 25403346.94 0.0064 N 25411353.80 25411353.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150500% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2012-05-01 N N N 8210000.00 8205427.56 0.0021 N 8209490.98 8209490.98 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130500% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-06-07 2012-02-02 N N N 19755000.00 19745055.70 0.0050 N 19752767.69 19752767.69 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.158000% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-06-16 2012-02-16 N N N 25000000.00 24993644.55 0.0063 N 25004125.00 25004125.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396HU0 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 48300000.00 48297652.09 0.0121 N 48298116.30 48298116.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.163900% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-06-10 2012-08-10 N N N 30000000.00 29989167.75 0.0075 N 30029640.00 30029640.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145300% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-06-21 2011-12-21 N N N 23000000.00 22994831.72 0.0058 N 23004071.00 23004071.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.181900% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-06-11 2012-05-11 N N N 15000000.00 14998580.51 0.0038 N 15004800.00 15004800.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 11193000.00 0.0028 N 11193000.00 11193000.00 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 39558901.11 0.0099 N 39559881.32 39559881.32 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 23799801.67 0.0060 N 23799928.60 23799928.60 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 6199949.19 0.0016 N 6199981.40 6199981.40 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 1269977.07 0.0003 N 1269996.19 1269996.19 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 23999520.00 0.0060 N 23999832.00 23999832.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 9539751.43 0.0024 N 9539923.68 9539923.68 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 49994458.34 0.0125 N 49999450.00 49999450.00 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 81937582.65 0.0206 N 81939886.17 81939886.17 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 39942170.56 0.0100 N 39943482.09 39943482.09 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 8332268.38 0.0021 N 8333683.31 8333683.31 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 3087413.28 0.0008 N 3087876.48 3087876.48 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 80112323.41 0.0201 N 80115474.76 80115474.76 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 16362727.24 0.0041 N 16363279.98 16363279.98 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.048000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 12100000.00 12099354.67 0.0030 N 12099467.60 12099467.60 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 6593723.13 0.0017 N 6594696.63 6594696.63 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.040000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 44400000.00 44397681.34 0.0111 N 44397691.20 44397691.20 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 34996801.39 0.0088 N 34998180.00 34998180.00 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 19994647.22 0.0050 N 19998960.00 19998960.00 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 11527440.98 0.0029 N 11529400.44 11529400.44 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.055000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 11010000.00 11009091.68 0.0028 N 11009339.40 11009339.40 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 2399370.00 0.0006 N 2399856.00 2399856.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 4998475.00 0.0013 N 4999660.00 4999660.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 3649257.83 0.0009 N 3649751.80 3649751.80 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 9996038.89 0.0025 N 9999310.00 9999310.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 3249033.13 0.0008 N 3249772.50 3249772.50 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.060000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 85000000.00 84990366.68 0.0213 N 84993540.00 84993540.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 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 24991972.22 0.0063 N 24998100.00 24998100.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.050000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 8696000.00 8695178.71 0.0022 N 8695339.10 8695339.10 Federal National Mortgage Association Federal National Mortgage Association 0.045000% 313588JA4 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 32000000.00 31998360.00 0.0080 N 31998528.00 31998528.00 Federal National Mortgage Association Federal National Mortgage Association 0.050000% 313588JG1 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 16890000.00 16888897.46 0.0042 N 16889121.72 16889121.72 Federal National Mortgage Association Federal National Mortgage Association 0.050000% 313588JK2 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 7500000.00 7499479.16 0.0019 N 7499580.00 7499580.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588JY2 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 2332000.00 2331714.33 0.0006 N 2331836.76 2331836.76 Federal National Mortgage Association Federal National Mortgage Association 0.182700% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-06-26 2012-07-26 N N N 12700000.00 12699256.02 0.0032 N 12705969.00 12705969.00 Federal National Mortgage Association Federal National Mortgage Association 0.215300% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-06-23 2012-08-23 N N N 30000000.00 30011179.85 0.0075 N 30023400.00 30023400.00 Federal National Mortgage Association Federal National Mortgage Association 0.227100% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-06-17 2012-09-17 N N N 17000000.00 17006691.77 0.0043 N 17015334.00 17015334.00 Federal National Mortgage Association Federal National Mortgage Association 0.111900% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-06-11 2011-08-11 N N N 24000000.00 23997885.01 0.0060 N 23999856.00 23999856.00 Federal National Mortgage Association Federal National Mortgage Association 0.157000% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-06-19 2011-09-19 N N N 10000000.00 9998797.81 0.0025 N 10001360.00 10001360.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 19580000.00 0.0049 N 19580000.00 19580000.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 49999916.67 0.0125 N 49999950.00 49999950.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.060000% 313588GN9 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 50000000.00 49999583.34 0.0125 N 49999850.00 49999850.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 49999450.00 0.0125 N 49999850.00 49999850.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 32498880.56 0.0082 N 32499870.00 32499870.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 9999844.44 0.0025 N 9999960.00 9999960.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 99998000.00 0.0251 N 99999300.00 99999300.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 14999650.00 0.0038 N 14999895.00 14999895.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 12545707.26 0.0031 N 12545899.63 12545899.63 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 11999206.67 0.0030 N 11999904.00 11999904.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 4999708.33 0.0013 N 4999960.00 4999960.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 9998808.33 0.0025 N 9999860.00 9999860.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 29998016.67 0.0075 N 29998860.00 29998860.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 1699720.44 0.0004 N 1699930.30 1699930.30 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 1291800.82 0.0003 N 1291947.03 1291947.03 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 92681889.62 0.0233 N 92685643.57 92685643.57 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.049000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 29800000.00 29798296.43 0.0075 N 29798599.40 29798599.40 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 13367426.27 0.0034 N 13369371.61 13369371.61 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.060000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 4800000.00 4799664.00 0.0012 N 4799774.40 4799774.40 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 1481706.07 0.0004 N 1481930.35 1481930.35 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.060000% 313588JJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 79986000.00 79979467.81 0.0201 N 79981680.76 79981680.76 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 19997985.56 0.0050 N 19998920.00 19998920.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 22342289.25 0.0056 N 22347139.20 22347139.20 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 19993866.66 0.0050 N 19997440.00 19997440.00 Greenwich Greenwich 0.050000% 396999005_0.0500_M110603_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-02-29 0.875000 Treasury Debt 50625000.00 51002535.67 First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 50000000.00 50000000.00 0.0125 N 49999500.00 49999500.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M110616_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-04-15 1.750000 Treasury Debt 24845000.00 25504372.51 First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 25000000.00 25000000.00 0.0063 N 25000000.00 25000000.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M110711_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-04-15 1.750000 Treasury Debt 29810000.00 30601140.85 First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 30000000.00 30000000.00 0.0075 N 30000000.00 30000000.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M110712_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-04-15 1.750000 Treasury Debt 17261700.00 17719815.94 U.S. Treasury Note 2013-05-31 0.500000 Treasury Debt 7780000.00 7782411.37 First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 25000000.00 25000000.00 0.0063 N 25000000.00 25000000.00 HSBC Bank USA HSBC Bank USA 0.120000% 40499J003 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Bond 2027-11-15 6.125000 Treasury Debt 86990000.00 112204320.82 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 110000000.00 110000000.00 0.0276 N 110000000.00 110000000.00 Mizuho Mizuho 0.100000% 60686M007_0.1000_M110601_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-02-15 4.000000 Treasury Debt 64883600.00 71400003.34 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 70000000.00 70000000.00 0.0176 N 70000000.00 70000000.00 U.S. Treasury Bills U.S. Treasury Bills 0.156100% 9127952A8 Treasury Debt N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 30000000.00 29988950.00 0.0075 N 29996310.00 29996310.00 U.S. Treasury Bills U.S. Treasury Bills 0.060000% 9127952X8 Treasury Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 100000000.00 99994000.00 0.0251 N 99998000.00 99998000.00 U.S. Treasury Bills U.S. Treasury Bills 0.075000% 9127952Z3 Treasury Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 50000000.00 49995520.83 0.0125 N 49998700.00 49998700.00 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 55041812.67 0.0138 N 55042955.00 55042955.00 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 25037421.25 0.0063 N 25038075.00 25038075.00 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 170000000.00 170385039.54 0.0428 N 170378590.00 170378590.00 UBS UBS 0.100000% 99EPPA003_0.1000_M110601_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-05-15 1.000000 Treasury Debt 59003700.00 59364071.51 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 58200000.00 58200000.00 0.0146 N 58200000.00 58200000.00