N-MFP LIVE N 2011-08-31 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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Credit Bank 0.155100% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2011-12-08 N N N 9400000.00 9398946.07 0.0021 N 9399746.20 9399746.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.247200% 31331GQ44 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 50000000.00 50003310.00 0.0111 N 50001500.00 50001500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.203000% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2012-05-22 N N N 25000000.00 24999084.20 0.0056 N 25002300.00 25002300.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.227200% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2012-12-13 N N N 5900000.00 5903851.80 0.0013 N 5901014.80 5901014.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.173000% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2012-07-20 N N N 30000000.00 29991929.07 0.0067 N 29993520.00 29993520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.225100% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-09-07 N N N 10000000.00 10002072.57 0.0022 N 10002910.00 10002910.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.247200% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2013-01-15 N N N 1500000.00 1500621.66 0.0003 N 1500574.50 1500574.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.217200% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2012-02-13 N N N 15000000.00 15001410.00 0.0033 N 15002850.00 15002850.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.237100% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2012-04-12 N N N 11000000.00 11002056.08 0.0025 N 11003729.00 11003729.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.225400% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2012-04-23 N N N 11400000.00 11400929.99 0.0025 N 11402633.40 11402633.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.165100% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-01-06 N N N 25000000.00 24997339.71 0.0056 N 24999750.00 24999750.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.173000% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2011-12-20 N N N 25000000.00 24998485.51 0.0056 N 25000350.00 25000350.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.200800% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2012-06-28 N N N 25000000.00 24997933.17 0.0056 N 25000000.00 25000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.163000% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2012-08-22 N N N 30000000.00 29994041.38 0.0067 N 30017430.00 30017430.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.103000% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2012-02-22 N N N 8800000.00 8795342.23 0.0020 N 8796876.00 8796876.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.130000% 313312LR9 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 25000000.00 24998916.67 0.0056 N 24999825.00 24999825.00 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 1499550.83 0.0003 N 1499959.50 1499959.50 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.040000% 313312NF3 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 14000000.00 13999222.18 0.0031 N 13999608.00 13999608.00 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 9997202.78 0.0022 N 9999710.00 9999710.00 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 3506274.26 0.0008 N 3507849.16 3507849.16 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.110000% 313312PV6 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 8500000.00 8497714.44 0.0019 N 8499583.50 8499583.50 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.170100% 313312RL6 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 12000000.00 11992803.33 0.0027 N 11998728.00 11998728.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.135100% 313312RL6 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 7000000.00 6996666.25 0.0016 N 6999258.00 6999258.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.160100% 313312RX0 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 22549000.00 22535169.91 0.0050 N 22546406.87 22546406.87 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.160100% 313312SL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 14000000.00 13990604.45 0.0031 N 13998236.00 13998236.00 Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 0.140100% 313312SM3 Government Agency Debt N First Tier Security N/A N/A 2012-01-31 2012-01-31 N N N 15000000.00 14991133.32 0.0033 N 14998095.00 14998095.00 Federal Home Loan Bank Federal Home Loan Bank 0.104000% 313370CY2 Government Agency Debt N First Tier Security N/A N/A 2011-10-30 2012-01-30 N N N 800000.00 799666.54 0.0002 N 800023.20 800023.20 Federal Home Loan Bank Federal Home Loan Bank 0.172000% 313370JL3 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2012-02-17 N N N 23500000.00 23494177.05 0.0052 N 23500564.00 23500564.00 Federal Home Loan Bank Federal Home Loan Bank 0.128000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-11-01 N N N 25000000.00 24991142.84 0.0056 N 24983350.00 24983350.00 Federal Home Loan Bank Federal Home Loan Bank 0.169000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2012-10-26 N N N 25000000.00 24994177.70 0.0056 N 24986475.00 24986475.00 Federal Home Loan Bank Federal Home Loan Bank 0.169000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2012-11-26 N N N 54000000.00 53986606.05 0.0120 N 53963388.00 53963388.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313384LS6 Government Agency Debt N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 25000000.00 24998375.00 0.0056 N 24999825.00 24999825.00 Federal Home Loan Bank Federal Home Loan Bank 0.162000% 313384MP1 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 28228000.00 28223681.12 0.0063 N 28227463.67 28227463.67 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 30300000.00 30298485.00 0.0067 N 30299394.00 30299394.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 16900000.00 16897305.41 0.0038 N 16899611.30 16899611.30 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MY2 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 25000000.00 24998507.06 0.0056 N 24999400.00 24999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384NC9 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 15000000.00 14997454.21 0.0033 N 14999610.00 14999610.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384ND7 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 50000000.00 49991333.19 0.0111 N 49998650.00 49998650.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384ND7 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 46000000.00 45990800.00 0.0102 N 45998758.00 45998758.00 Federal Home Loan Bank Federal Home Loan Bank 0.165100% 313384ND7 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 10219000.00 10216751.82 0.0023 N 10218724.09 10218724.09 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 47800000.00 47790041.67 0.0106 N 47798661.60 47798661.60 Federal Home Loan Bank Federal Home Loan Bank 0.149000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 21300000.00 21295592.10 0.0047 N 21299403.60 21299403.60 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384NL9 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 75000000.00 74991978.99 0.0167 N 74997675.00 74997675.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313384NT2 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 45580000.00 45574897.57 0.0102 N 45578450.28 45578450.28 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384PF0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 5362000.00 5361338.69 0.0012 N 5361780.16 5361780.16 Federal Home Loan Bank Federal Home Loan Bank 0.140100% 313384PH6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 24000000.00 23992906.72 0.0053 N 23998992.00 23998992.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384PN3 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 8000000.00 7999100.00 0.0018 N 7999640.00 7999640.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384PS2 Government Agency Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 25000000.00 24991440.91 0.0056 N 24998825.00 24998825.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384QU6 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 39223000.00 39214534.37 0.0087 N 39220568.17 39220568.17 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384RR2 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 13550000.00 13541553.84 0.0030 N 13548509.50 13548509.50 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384RX9 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 26610000.00 26599799.50 0.0059 N 26606939.85 26606939.85 Federal Home Loan Bank Federal Home Loan Bank 0.170100% 313384SA8 Government Agency Debt N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 50000000.00 49966708.34 0.0111 N 49994150.00 49994150.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384SA8 Government Agency Debt N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 7747000.00 7742600.36 0.0017 N 7746093.60 7746093.60 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 13500000.00 13495620.01 0.0030 N 13498353.00 13498353.00 Federal Home Loan Bank Federal Home Loan Bank 0.157000% 3133XXMM6 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 80000000.00 80001983.74 0.0178 N 80000160.00 80000160.00 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 4299982.68 0.0010 N 4299995.70 4299995.70 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070000% 313384MJ5 Government Agency Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 40000000.00 39997744.44 0.0089 N 39999360.00 39999360.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.128300% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-05-01 N N N 8210000.00 8206683.27 0.0018 N 8208021.39 8208021.39 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.111100% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-02-02 N N N 19755000.00 19748774.70 0.0044 N 19751207.04 19751207.04 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.168300% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-09-16 2012-02-16 N N N 25000000.00 24995893.40 0.0056 N 24999125.00 24999125.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 20800000.00 20798815.50 0.0046 N 20799521.60 20799521.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396MX8 Government Agency Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 25000000.00 24998541.59 0.0056 N 24999425.00 24999425.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.050000% 313396MY6 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 11294000.00 11293325.46 0.0025 N 11293728.94 11293728.94 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396NB5 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 8900000.00 8899203.97 0.0020 N 8899768.60 8899768.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396NJ8 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 50000000.00 49994847.22 0.0111 N 49998550.00 49998550.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396NS8 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 19500000.00 19497356.64 0.0043 N 19499337.00 19499337.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396NY5 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 50000000.00 49993486.11 0.0111 N 49998150.00 49998150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.072000% 313396NY5 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 18000000.00 17997588.00 0.0040 N 17999334.00 17999334.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396NY5 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 3604000.00 3603597.56 0.0008 N 3603866.65 3603866.65 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396PA5 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 14944000.00 14942281.40 0.0033 N 14943432.13 14943432.13 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396PF4 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 75000000.00 74989208.34 0.0167 N 74996925.00 74996925.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396PF4 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 12400000.00 12398470.66 0.0028 N 12399491.60 12399491.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396PK3 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 10000000.00 9998483.60 0.0022 N 9999570.00 9999570.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396PN7 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 17130000.00 17127302.04 0.0038 N 17129229.15 17129229.15 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.110000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 100000000.00 99974944.42 0.0223 N 99995400.00 99995400.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 75000000.00 74986333.36 0.0167 N 74996550.00 74996550.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 4000000.00 3999453.33 0.0009 N 3999816.00 3999816.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396PY3 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 10000000.00 9998230.53 0.0022 N 9999490.00 9999490.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.070000% 313396QD8 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 25000000.00 24995333.31 0.0056 N 24998675.00 24998675.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150100% 313396QL0 Government Agency Debt N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 1500000.00 1499356.25 0.0003 N 1499914.50 1499914.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130100% 313396RQ8 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 15000000.00 14992904.14 0.0033 N 14998365.00 14998365.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396RX3 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 35000000.00 34986583.34 0.0078 N 34995975.00 34995975.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396SX2 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 10299000.00 10294828.91 0.0023 N 10296219.27 10296219.27 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 35000000.00 34983958.34 0.0078 N 34990375.00 34990375.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170200% 313396TT0 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 15000000.00 14987108.34 0.0033 N 14994690.00 14994690.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.165800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-09-10 2012-08-10 N N N 30000000.00 29991453.45 0.0067 N 30014730.00 30014730.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.131100% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2012-11-02 N N N 38510000.00 38495735.40 0.0086 N 38483043.00 38483043.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.163000% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-12-21 N N N 48000000.00 48000205.50 0.0107 N 48001008.00 48001008.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188000% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-09-11 2012-05-11 N N N 15000000.00 14998959.04 0.0033 N 15000360.00 15000360.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.060000% 313396LR2 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 19800000.00 19799604.00 0.0044 N 19799861.40 19799861.40 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.060000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 10000000.00 9999450.00 0.0022 N 9999820.00 9999820.00 Federal Home Loan Mortgage Discount Notes Federal Home Loan Mortgage Discount Notes 0.065000% 313396MP5 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 8000000.00 7999508.89 0.0018 N 7999848.00 7999848.00 Federal National Mortgage Association Federal National Mortgage Association 0.110000% 313588NJ0 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 12400000.00 12397991.89 0.0028 N 12399640.40 12399640.40 Federal National Mortgage Association Federal National Mortgage Association 0.081000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 100000000.00 99986050.00 0.0223 N 99996600.00 99996600.00 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 50000000.00 49993111.11 0.0111 N 49998300.00 49998300.00 Federal National Mortgage Association Federal National Mortgage Association 0.067000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 25000000.00 24997115.28 0.0056 N 24999150.00 24999150.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 2785000.00 2784712.22 0.0006 N 2784905.31 2784905.31 Federal National Mortgage Association Federal National Mortgage Association 0.045000% 313588NY7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 75000000.00 74993719.35 0.0167 N 74997225.00 74997225.00 Federal National Mortgage Association Federal National Mortgage Association 0.090000% 313588NY7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 64900000.00 64889129.25 0.0145 N 64897598.70 64897598.70 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588NY7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5600000.00 5599374.75 0.0012 N 5599792.80 5599792.80 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 15800000.00 15797880.18 0.0035 N 15799399.60 15799399.60 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 5900000.00 5899321.49 0.0013 N 5899775.80 5899775.80 Federal National Mortgage Association Federal National Mortgage Association 0.110000% 313588PG4 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 45000000.00 44989687.43 0.0100 N 44998110.00 44998110.00 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588PH2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 50000000.00 49993666.67 0.0111 N 49997900.00 49997900.00 Federal National Mortgage Association Federal National Mortgage Association 0.055000% 313588PH2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 1633000.00 1632810.39 0.0004 N 1632931.41 1632931.41 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588PV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 7200000.00 7198944.00 0.0016 N 7199647.20 7199647.20 Federal National Mortgage Association Federal National Mortgage Association 0.110000% 313588PX7 Government Agency Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 17916000.00 17911073.11 0.0040 N 17915104.20 17915104.20 Federal National Mortgage Association Federal National Mortgage Association 0.110000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 36220000.00 36209928.83 0.0081 N 36218152.78 36218152.78 Federal National Mortgage Association Federal National Mortgage Association 0.120100% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 12000000.00 11996120.00 0.0027 N 11999352.00 11999352.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313588QK4 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 11000000.00 10997818.33 0.0024 N 10999373.00 10999373.00 Federal National Mortgage Association Federal National Mortgage Association 0.090000% 313588QS7 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 30000000.00 29991825.00 0.0067 N 29998170.00 29998170.00 Federal National Mortgage Association Federal National Mortgage Association 0.090000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 40000000.00 39987500.00 0.0089 N 39995840.00 39995840.00 Federal National Mortgage Association Federal National Mortgage Association 0.140100% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 35000000.00 34982986.08 0.0078 N 34996360.00 34996360.00 Federal National Mortgage Association Federal National Mortgage Association 0.120100% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 70500000.00 70468980.20 0.0157 N 70492245.00 70492245.00 Federal National Mortgage Association Federal National Mortgage Association 0.110100% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 30000000.00 29987900.00 0.0067 N 29996700.00 29996700.00 Federal National Mortgage Association Federal National Mortgage Association 0.140100% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 35000000.00 34981216.79 0.0078 N 34995975.00 34995975.00 Federal National Mortgage Association Federal National Mortgage Association 0.208900% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2012-07-26 N N N 12700000.00 12699418.60 0.0028 N 12701168.40 12701168.40 Federal National Mortgage Association Federal National Mortgage Association 0.235400% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2012-08-23 N N N 37420000.00 37432317.44 0.0083 N 37431862.14 37431862.14 Federal National Mortgage Association Federal National Mortgage Association 0.240200% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-09-17 2012-09-17 N N N 17000000.00 17005392.94 0.0038 N 17006732.00 17006732.00 Federal National Mortgage Association Federal National Mortgage Association 0.235400% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2012-11-23 N N N 3635000.00 3636806.66 0.0008 N 3635766.99 3635766.99 Federal National Mortgage Association Federal National Mortgage Association 0.172400% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 10000000.00 9999803.28 0.0022 N 10000130.00 10000130.00 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 22350000.00 0.0050 N 22350000.00 22350000.00 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 20000000.00 0.0045 N 20000000.00 20000000.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.050000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 21500000.00 21499820.83 0.0048 N 21499935.50 21499935.50 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.050000% 313588LQ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 50000000.00 49999236.11 0.0111 N 49999700.00 49999700.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.051000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 20000000.00 19999433.33 0.0045 N 19999780.00 19999780.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.060000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 10000000.00 9999316.67 0.0022 N 9999770.00 9999770.00 Greenwich Greenwich 0.030000% 396999005_0.0300_M110906_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-05-31 3.500000 Treasury Debt 47830000.00 51001028.02 First Tier Security N/A N/A 2011-09-06 2011-09-06 Y RBS Securities Inc. N/A N/A N N 50000000.00 50000000.00 0.0111 N 49999500.00 49999500.00 Greenwich Greenwich 0.030000% 396999005_0.0300_M110907_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-05-15 5.125000 Treasury Debt 4727000.00 5739054.10 U.S. Treasury Note 2017-08-31 1.875000 Treasury Debt 78115000.00 80964640.60 First Tier Security N/A N/A 2011-09-07 2011-09-07 Y RBS Securities Inc. N/A N/A N N 85000000.00 85000000.00 0.0189 N 85000000.00 85000000.00 HSBC USA, Inc. HSBC USA, Inc. 0.060000% 40499J003_0.0600_M110901_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-03-31 1.750000 Treasury Debt 130330000.00 136282905.55 U.S. Treasury Note 2016-06-30 1.500000 Treasury Debt 58214500.00 60067305.20 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 192500000.00 192500000.00 0.0429 N 192500000.00 192500000.00 Mizuho Securities USA Mizuho Securities USA 0.060000% 60686M007_0.0600_M110901_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-08-31 3.000000 Treasury Debt 176031400.00 193800009.52 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 190000000.00 190000000.00 0.0423 N 190000000.00 190000000.00 U.S. Treasury Bill U.S. Treasury Bill 9127952F7 Treasury Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 50000000.00 50000000.00 0.0111 N 49999600.00 49999600.00 U.S. Treasury Bill U.S. Treasury Bill 0.040000% 9127953J8 Treasury Debt N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 50000000.00 49999611.11 0.0111 N 49999850.00 49999850.00 U.S. Treasury Bill U.S. Treasury Bill 9127953M1 Treasury Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 100000000.00 100000000.00 0.0223 N 99998800.00 99998800.00 U.S. Treasury Bill U.S. Treasury Bill 9127953P4 Treasury Debt N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 115000000.00 115000000.00 0.0256 N 114998390.00 114998390.00 U.S. Treasury Bill U.S. Treasury Bill 0.047000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 50000000.00 49995430.55 0.0111 N 49997550.00 49997550.00 U.S. Treasury Bill U.S. Treasury Bill 0.050000% 9127953T6 Treasury Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 50000000.00 49995138.89 0.0111 N 49997550.00 49997550.00 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 75109189.97 0.0167 N 75117150.00 75117150.00 UBS UBS 0.050000% 99EPPA003_0.0500_M110901_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Bill 2011-11-25 NA Treasury Debt 60895900.00 60894073.12 First Tier Security N/A N/A 2011-09-01 2011-09-01 Y UBS Securities LLC N/A N/A N N 59700000.00 59700000.00 0.0133 N 59700000.00 59700000.00