N-MFP LIVE N 2011-06-30 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 26 83 3439233568.20 965968.70 45004.46 3440154532.44 0.0010 1.0001 2011-06-30 1.0001 2011-06-30 C000032709 25000.00 3440154532.44 1.00 -544113609.66 1817741920.04 2361855529.70 0.0010 1.0001 2011-06-30 1.0001 2011-06-30 Credit Suisse Credit Suisse 0.010000% 02399I006_0.0100_M110701_64BA 0001053092 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-06-30 0.625000 Treasury Debt 25405000.00 25504332.17 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 25000000.00 0.0073 N 25000000.00 25000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.125300% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-07-17 2011-11-17 N N N 11500000.00 11498730.87 0.0033 N 11500828.00 11500828.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.139600% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-12-08 N N N 9400000.00 9398279.30 0.0027 N 9400930.60 9400930.60 Federal Farm Credit Bank Federal Farm Credit Bank 0.275800% 31331GC31 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 3000000.00 3000286.13 0.0009 N 3000297.00 3000297.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.175800% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2012-05-22 N N N 25000000.00 24998869.13 0.0073 N 25010500.00 25010500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.209600% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2012-12-13 N N N 5900000.00 5904361.00 0.0017 N 5902938.20 5902938.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.145800% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2012-07-20 N N N 30000000.00 29990379.85 0.0087 N 30002070.00 30002070.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.209800% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-09-07 N N N 10000000.00 10002418.00 0.0029 N 10006450.00 10006450.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.199600% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2012-02-13 N N N 15000000.00 15001939.82 0.0044 N 15007035.00 15007035.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.219600% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2012-04-12 N N N 11000000.00 11002625.17 0.0032 N 11007634.00 11007634.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.195800% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-07-23 2012-04-23 N N N 11400000.00 11401175.35 0.0033 N 11406509.40 11406509.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.097100% 31331JSC8 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 20000000.00 19999922.03 0.0058 N 20000900.00 20000900.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150200% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-01-06 N N N 25000000.00 24996040.98 0.0073 N 25003775.00 25003775.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.145800% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-12-20 N N N 25000000.00 24997631.88 0.0073 N 25004450.00 25004450.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.165600% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-07-28 2012-06-28 N N N 25000000.00 24997507.45 0.0073 N 25008575.00 25008575.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.075800% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2012-02-22 N N N 8800000.00 8793682.56 0.0026 N 8797703.20 8797703.20 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 99994944.44 0.0291 N 99998600.00 99998600.00 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 24496188.89 0.0071 N 24499608.00 24499608.00 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 7148208.52 0.0021 N 7149835.55 7149835.55 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 1498982.50 0.0004 N 1499815.50 1499815.50 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 9993930.56 0.0029 N 9998720.00 9998720.00 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 3504884.70 0.0010 N 3507052.84 3507052.84 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 799529.62 0.0002 N 799909.60 799909.60 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 23492040.82 0.0068 N 23501222.00 23501222.00 Federal Home Loan Bank Federal Home Loan Bank 0.131000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-11-01 N N N 25000000.00 24989856.79 0.0073 N 24989025.00 24989025.00 Federal Home Loan Bank Federal Home Loan Bank 0.135800% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2012-10-26 N N N 25000000.00 24993320.26 0.0073 N 24992550.00 24992550.00 Federal Home Loan Bank Federal Home Loan Bank 0.136000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2012-11-26 N N N 54000000.00 53984768.83 0.0157 N 53975808.00 53975808.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384HP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 40000000.00 40000000.00 0.0116 N 40000000.00 40000000.00 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 299996.00 0.0001 N 299997.90 299997.90 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 50000000.00 49996562.50 0.0145 N 49999100.00 49999100.00 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 29998350.00 0.0087 N 29999460.00 29999460.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 25000000.00 24998166.67 0.0073 N 24999550.00 24999550.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 50000000.00 49996840.28 0.0145 N 49999050.00 49999050.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 30000000.00 29997958.33 0.0087 N 29999430.00 29999430.00 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 24682800.08 0.0072 N 24683531.00 24683531.00 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 19999066.67 0.0058 N 19999620.00 19999620.00 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 24998191.67 0.0073 N 24999425.00 24999425.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KH1 Government Agency Debt N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 22085000.00 22082938.73 0.0064 N 22084492.05 22084492.05 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 50000000.00 49994777.78 0.0145 N 49998700.00 49998700.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 12030000.00 12028900.59 0.0035 N 12029687.22 12029687.22 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 60300000.00 60293434.00 0.0175 N 60298371.90 60298371.90 Federal Home Loan Bank Federal Home Loan Bank 0.091000% 3133XWNV7 Government Agency Debt N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 38000000.00 37999950.42 0.0110 N 38000760.00 38000760.00 Federal Home Loan Bank Federal Home Loan Bank 0.096000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-08-01 N N N 10000000.00 9999700.85 0.0029 N 9999940.00 9999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3133XWZP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-08-12 N N N 30000000.00 30001062.35 0.0087 N 29999310.00 29999310.00 Federal Home Loan Bank Federal Home Loan Bank 0.137000% 3133XXMM6 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-09-15 N N N 80000000.00 80010768.89 0.0233 N 80005920.00 80005920.00 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 99999027.78 0.0291 N 99999700.00 99999700.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.060000% 313384HU6 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 21460000.00 21459821.16 0.0062 N 21459935.62 21459935.62 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 49809128.33 0.0145 N 49809800.76 49809800.76 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 34999421.53 0.0102 N 34999860.00 34999860.00 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 7635881.22 0.0022 N 7635969.46 7635969.46 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 4999755.56 0.0015 N 4999970.00 4999970.00 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 99997083.34 0.0291 N 99999200.00 99999200.00 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 29999066.67 0.0087 N 29999760.00 29999760.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.075000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 13634000.00 13632863.83 0.0040 N 13633700.05 13633700.05 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 4815090.31 0.0014 N 4815894.05 4815894.05 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 4298908.87 0.0012 N 4299776.40 4299776.40 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 25401802.20 0.0074 N 25405740.40 25405740.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.131000% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-05-01 N N N 8210000.00 8205837.03 0.0024 N 8209761.91 8209761.91 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.110400% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-02-02 N N N 19755000.00 19746268.42 0.0057 N 19753439.36 19753439.36 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145600% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-07-16 2012-02-16 N N N 25000000.00 24994377.86 0.0073 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 23300000.00 23299838.19 0.0068 N 23299930.10 23299930.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396HU0 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8465000.00 8464929.46 0.0025 N 8464974.61 8464974.61 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396KL6 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 24400000.00 24397865.00 0.0071 N 24399390.00 24399390.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396KT9 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 60819000.00 60811972.03 0.0177 N 60817236.25 60817236.25 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396LA9 Government Agency Debt N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 9900000.00 9898864.26 0.0029 N 9899673.30 9899673.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.149600% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-07-10 2012-08-10 N N N 30000000.00 29989913.09 0.0087 N 30026910.00 30026910.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130400% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2012-11-02 N N N 35000000.00 34986023.43 0.0102 N 34982605.00 34982605.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.135800% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-12-21 N N N 23000000.00 22995595.51 0.0067 N 23003910.00 23003910.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.169600% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-05-11 N N N 15000000.00 14998703.94 0.0044 N 15004740.00 15004740.00 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 81942362.67 0.0238 N 81942836.11 81942836.11 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 39944667.12 0.0116 N 39944920.11 39944920.11 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 8333796.28 0.0024 N 8333983.33 8333983.33 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 3087902.21 0.0009 N 3087990.74 3087990.74 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 80117330.86 0.0233 N 80118519.29 80118519.29 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 16363681.81 0.0048 N 16363901.82 16363901.82 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 12099838.67 0.0035 N 12099927.40 12099927.40 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.055000% 313396HZ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 5505000.00 5504915.90 0.0016 N 5504966.97 5504966.97 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 6594657.43 0.0019 N 6594960.43 6594960.43 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 34998843.05 0.0102 N 34999685.00 34999685.00 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 19998063.89 0.0058 N 19999820.00 19999820.00 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 11529074.40 0.0034 N 11529896.23 11529896.23 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 9400000.00 9399822.44 0.0027 N 9399915.40 9399915.40 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.080000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 4200000.00 4199841.33 0.0012 N 4199962.20 4199962.20 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.075000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 32750000.00 32748362.50 0.0095 N 32749574.25 32749574.25 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 11009596.30 0.0032 N 11009856.87 11009856.87 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 2399720.00 0.0007 N 2399968.80 2399968.80 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.060000% 313396JW4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 14022000.00 14021275.53 0.0041 N 14021761.63 14021761.63 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 4999225.00 0.0015 N 4999915.00 4999915.00 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 3649622.83 0.0011 N 3649937.95 3649937.95 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 9997955.55 0.0029 N 9999820.00 9999820.00 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 3249493.54 0.0009 N 3249941.50 3249941.50 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 84994616.67 0.0247 N 84998215.00 84998215.00 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 24995513.89 0.0073 N 24999475.00 24999475.00 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 8695541.04 0.0025 N 8695817.38 8695817.38 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 16889601.21 0.0049 N 16889847.99 16889847.99 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 7499791.67 0.0022 N 7499917.50 7499917.50 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588JR7 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 3100000.00 3099820.89 0.0009 N 3099956.60 3099956.60 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 14332000.00 14331080.36 0.0042 N 14331742.02 14331742.02 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 9100000.00 9099327.61 0.0026 N 9099808.90 9099808.90 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 9000000.00 8999240.00 0.0026 N 8999811.00 8999811.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588KV6 Government Agency Debt N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 10975000.00 10973847.62 0.0032 N 10974670.75 10974670.75 Federal National Mortgage Association Federal National Mortgage Association 0.175800% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2012-07-26 N N N 12700000.00 12699309.04 0.0037 N 12705588.00 12705588.00 Federal National Mortgage Association Federal National Mortgage Association 0.205800% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-07-23 2012-08-23 N N N 35970000.00 35983947.32 0.0105 N 35994963.18 35994963.18 Federal National Mortgage Association Federal National Mortgage Association 0.215300% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-07-17 2012-09-17 N N N 17000000.00 17006268.24 0.0049 N 17013175.00 17013175.00 Federal National Mortgage Association Federal National Mortgage Association 0.205800% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2011-07-23 2012-11-23 N N N 3635000.00 3637056.13 0.0011 N 3637024.70 3637024.70 Federal National Mortgage Association Federal National Mortgage Association 0.099600% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-08-11 N N N 24000000.00 23998778.67 0.0070 N 24000072.00 24000072.00 Federal National Mortgage Association Federal National Mortgage Association 0.145800% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-07-19 2011-09-19 N N N 10000000.00 9999125.68 0.0029 N 10001090.00 10001090.00 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 29999766.67 0.0087 N 29999940.00 29999940.00 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 1699947.11 0.0005 N 1699993.20 1699993.20 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 1291962.32 0.0004 N 1291994.83 1291994.83 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 92687682.75 0.0269 N 92689351.17 92689351.17 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 29799513.27 0.0087 N 29799791.40 29799791.40 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 13369264.65 0.0039 N 13369906.41 13369906.41 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 4799904.00 0.0014 N 4799966.40 4799966.40 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 1481916.02 0.0004 N 1481989.63 1481989.63 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 79983467.11 0.0232 N 79985120.15 79985120.15 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 19999218.89 0.0058 N 19999780.00 19999780.00 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 22344803.63 0.0065 N 22348837.80 22348837.80 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 19995866.66 0.0058 N 19998960.00 19998960.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M110711_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-09-30 0.375000 Treasury Debt 18800000.00 18836048.65 U.S. Treasury Note 2012-10-15 1.375000 Treasury Debt 11574300.00 11765104.82 First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 30000000.00 30000000.00 0.0087 N 29999400.00 29999400.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M110712_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-09-30 0.375000 Treasury Debt 25455000.00 25503809.49 First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 25000000.00 25000000.00 0.0073 N 25000000.00 25000000.00 Mizuho Securities USA Mizuho Securities USA 0.010000% 60686M007_0.0100_M110701_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Bill 2012-06-28 NA Treasury Repurchase Agreement 51103300.00 51000071.33 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 50000000.00 50000000.00 0.0145 N 50000000.00 50000000.00 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 29992850.00 0.0087 N 29999310.00 29999310.00 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 99999000.00 0.0291 N 99999800.00 99999800.00 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 49998645.83 0.0145 N 49999750.00 49999750.00 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 25018710.62 0.0073 N 25019525.00 25019525.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828LT5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 75000000.00 75222019.60 0.0219 N 75228525.00 75228525.00 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 170258103.44 0.0495 N 170265540.00 170265540.00 UBS UBS 0.010000% 99EPPA003_0.0100_M110701_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Bond 2041-05-15 4.375000 Treasury Debt 44709400.00 44982071.45 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 44100000.00 44100000.00 0.0128 N 44100000.00 44100000.00