N-MFP LIVE N 2011-10-31 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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140000000.00 Credit Suisse Credit Suisse 0.080000% 02399I006_0.0800_M111101_64BA 0001053092 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 80000000.00 80000000.00 0.0155 N 80000000.00 80000000.00 Deutsche Bank Deutsche Bank 0.060000% 99FYXV008_0.0600_M111104_64BA 0001074042 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 75000000.00 75000000.00 0.0145 N 74999250.00 74999250.00 Deutsche Bank Deutsche Bank 0.060000% 99FYXV008_0.0600_M111115_64BA 0001074042 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-15 2011-11-15 Y Deutsche Bank Securities Inc N/A N/A N N 65000000.00 65000000.00 0.0126 N 65000000.00 65000000.00 Deutsche Bank Deutsche Bank 0.080000% 99FYXV008_0.0800_M111101_64BA 0001074042 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 80000000.00 80000000.00 0.0155 N 80000000.00 80000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.183300% 31331G3Y3 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 11500000.00 11499853.91 0.0022 N 11500103.50 11500103.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.192300% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-11-08 2011-12-08 N N N 13400000.00 13399942.21 0.0026 N 13400455.60 13400455.60 Federal Farm Credit Bank Federal Farm Credit Bank 0.234700% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2012-05-22 N N N 25000000.00 24999295.81 0.0048 N 25008025.00 25008025.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.263100% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2011-11-13 2012-12-13 N N N 10900000.00 10906741.24 0.0021 N 10908240.40 10908240.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.224700% 31331J5Y5 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2012-03-21 N N N 50000000.00 50013685.29 0.0097 N 50010850.00 50010850.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.204700% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-11-20 2012-07-20 N N N 30000000.00 29993453.30 0.0058 N 30004590.00 30004590.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.260700% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-09-07 N N N 10000000.00 10001732.72 0.0019 N 10006410.00 10006410.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.363300% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2013-01-25 N N N 1850000.00 1852858.01 0.0004 N 1850484.70 1850484.70 Federal Farm Credit Bank Federal Farm Credit Bank 0.283300% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2013-01-15 N N N 8200000.00 8206867.41 0.0016 N 8208478.80 8208478.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.253100% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-11-13 2012-02-13 N N N 15000000.00 15000888.73 0.0029 N 15003735.00 15003735.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.273000% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-11-12 2012-04-12 N N N 11000000.00 11001496.17 0.0021 N 11004983.00 11004983.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.254700% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2012-04-23 N N N 11400000.00 11400688.59 0.0022 N 11404389.00 11404389.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.201100% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-01-06 N N N 26750000.00 26748989.15 0.0052 N 26752327.25 26752327.25 Federal Farm Credit Bank Federal Farm Credit Bank 0.204700% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-11-20 2011-12-20 N N N 25000000.00 24999325.36 0.0048 N 25001775.00 25001775.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.225800% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2012-06-28 N N N 25000000.00 24998352.03 0.0048 N 25007350.00 25007350.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.234700% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2013-02-22 N N N 2115000.00 2115571.11 0.0004 N 2115947.52 2115947.52 Federal Farm Credit Bank Federal Farm Credit Bank 0.194700% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2011-11-24 2013-04-24 N N N 50000000.00 49992402.55 0.0097 N 49992650.00 49992650.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.194700% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2012-08-22 N N N 30000000.00 29995062.38 0.0058 N 30025320.00 30025320.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.134700% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2012-02-22 N N N 8800000.00 8796975.12 0.0017 N 8799120.00 8799120.00 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 3507641.40 0.0007 N 3507968.43 3507968.43 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 8499298.75 0.0016 N 8499872.50 8499872.50 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 11996260.00 0.0023 N 11999556.00 11999556.00 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 6998267.50 0.0014 N 6999741.00 6999741.00 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 22541283.21 0.0044 N 22548030.39 22548030.39 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 13994400.00 0.0027 N 13999300.00 13999300.00 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 14994691.66 0.0029 N 14999235.00 14999235.00 Federal Home Loan Bank Federal Home Loan Bank 0.278100% 313370CY2 Government Agency Debt N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 800000.00 799801.25 0.0002 N 800237.60 800237.60 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 23496278.82 0.0045 N 23503760.00 23503760.00 Federal Home Loan Bank Federal Home Loan Bank 0.179000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-11-01 N N N 25000000.00 24992408.15 0.0048 N 24997850.00 24997850.00 Federal Home Loan Bank Federal Home Loan Bank 0.195000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-11-26 2012-10-26 N N N 25000000.00 24995021.31 0.0048 N 25000225.00 25000225.00 Federal Home Loan Bank Federal Home Loan Bank 0.195000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2011-11-26 2012-11-26 N N N 54000000.00 53988413.64 0.0105 N 53997408.00 53997408.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313374FH8 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 48000000.00 48018875.24 0.0093 N 48010320.00 48010320.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313375EH6 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 10470000.00 10470477.17 0.0020 N 10464304.32 10464304.32 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2013-03-08 N N N 35000000.00 34994914.98 0.0068 N 34979490.00 34979490.00 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2013-04-05 N N N 5190000.00 5190000.00 0.0010 N 5186963.85 5186963.85 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3133764F9 Government Agency Debt N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 48000000.00 47988648.79 0.0093 N 47951376.00 47951376.00 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 45579917.70 0.0088 N 45579954.42 45579954.42 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 5361883.82 0.0010 N 5361962.47 5361962.47 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 23998600.01 0.0046 N 23999808.00 23999808.00 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 7999777.78 0.0015 N 7999912.00 7999912.00 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 24997583.32 0.0048 N 24999675.00 24999675.00 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 39219186.65 0.0076 N 39221901.76 39221901.76 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 13545456.99 0.0026 N 13549471.55 13549471.55 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 26604308.41 0.0052 N 26608855.77 26608855.77 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 100000000.00 99992916.34 0.0194 N 99995300.00 99995300.00 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 23000000.00 22995656.12 0.0045 N 22998919.00 22998919.00 Federal Home Loan Bank Federal Home Loan Bank 5.750000% 3133MNVV0 Government Agency Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 7880000.00 8117034.78 0.0016 N 8114855.52 8114855.52 Federal Home Loan Bank Federal Home Loan Bank 1.125000% 3133XXPV3 Government Agency Debt N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 10000000.00 10053521.00 0.0019 N 10048920.00 10048920.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.035000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 35000000.00 34997345.77 0.0068 N 34998495.00 34998495.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 25000000.00 24996208.33 0.0048 N 24998925.00 24998925.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.035000% 313384SA8 Government Agency Debt N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 60000000.00 59995333.09 0.0116 N 59997360.00 59997360.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 49981111.11 0.0097 N 49997800.00 49997800.00 Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 7744503.75 0.0015 N 7746659.13 7746659.13 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.162900% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2011-11-11 2012-01-11 N N N 1500000.00 1499972.65 0.0003 N 1500000.00 1500000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.179400% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-05-01 N N N 8210000.00 8207515.87 0.0016 N 8210394.08 8210394.08 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.159400% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-02-02 N N N 19755000.00 19751240.57 0.0038 N 19754960.49 19754960.49 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.203300% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2012-02-16 N N N 25000000.00 24997384.48 0.0048 N 25002575.00 25002575.00 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 19500000.00 0.0038 N 19500000.00 19500000.00 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 49999416.67 0.0097 N 49999850.00 49999850.00 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 17999784.00 0.0035 N 17999946.00 17999946.00 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 3603963.96 0.0007 N 3603989.19 3603989.19 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 14943800.74 0.0029 N 14943940.22 14943940.22 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 74998104.17 0.0145 N 74999475.00 74999475.00 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 12399731.34 0.0024 N 12399913.20 12399913.20 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 9999669.50 0.0019 N 9999910.00 9999910.00 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 17129333.84 0.0033 N 17129811.57 17129811.57 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 99993583.32 0.0194 N 99998800.00 99998800.00 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 74996500.01 0.0145 N 74999100.00 74999100.00 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 3999860.00 0.0008 N 3999952.00 3999952.00 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 9999416.66 0.0019 N 9999830.00 9999830.00 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 24998298.60 0.0048 N 24999525.00 24999525.00 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 1499737.50 0.0003 N 1499965.50 1499965.50 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 14996208.32 0.0029 N 14999415.00 14999415.00 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 34992513.89 0.0068 N 34998495.00 34998495.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313396RX3 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 14100000.00 14097587.34 0.0027 N 14099393.70 14099393.70 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.060000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 25000000.00 24995958.33 0.0048 N 24997975.00 24997975.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 313396SU8 Government Agency Debt N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 20233000.00 20228042.91 0.0039 N 20231340.89 20231340.89 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 10296399.50 0.0020 N 10298134.88 10298134.88 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 34989888.89 0.0068 N 34996955.00 34996955.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313396TL7 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 25000000.00 24992083.33 0.0048 N 24997625.00 24997625.00 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 14991429.17 0.0029 N 14997990.00 14997990.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.750000% 3134A4JT2 Government Agency Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 2769000.00 2801048.61 0.0005 N 2801436.07 2801436.07 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.202300% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-11-10 2012-08-10 N N N 30000000.00 29992968.97 0.0058 N 30022950.00 30022950.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.179400% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-11-02 N N N 38510000.00 38497768.44 0.0075 N 38506033.47 38506033.47 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.194700% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-12-21 N N N 48000000.00 48000092.57 0.0093 N 48004896.00 48004896.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.195800% 3134G1LC6 Government Agency Debt N First Tier Security N/A N/A 2011-11-29 2011-12-29 N N N 66000000.00 66009872.62 0.0128 N 66003498.00 66003498.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.209400% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2012-04-03 N N N 205200000.00 205282671.04 0.0397 N 205237141.20 205237141.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.222900% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-11-11 2012-05-11 N N N 15000000.00 14999210.02 0.0029 N 15003930.00 15003930.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.189400% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2013-02-04 N N N 32585000.00 32582287.62 0.0063 N 32582751.64 32582751.64 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.750000% 3137EACC1 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 28497000.00 28777277.48 0.0056 N 28764358.85 28764358.85 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 99999775.00 0.0194 N 99999900.00 99999900.00 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 49999888.89 0.0097 N 49999950.00 49999950.00 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 24999953.47 0.0048 N 24999975.00 24999975.00 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 2784995.36 0.0005 N 2784997.22 2784997.22 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 74999437.55 0.0145 N 74999775.00 74999775.00 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 64899026.50 0.0126 N 64899805.30 64899805.30 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 5599944.01 0.0011 N 5599983.20 5599983.20 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 15799754.22 0.0031 N 15799936.80 15799936.80 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 5899921.33 0.0011 N 5899976.40 5899976.40 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 44998074.99 0.0087 N 44999640.00 44999640.00 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 7199676.00 0.0014 N 7199892.00 7199892.00 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 17914412.45 0.0035 N 17915713.34 17915713.34 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 36216679.83 0.0070 N 36219384.26 36219384.26 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 11998560.00 0.0023 N 11999760.00 11999760.00 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 10999123.06 0.0021 N 10999747.00 10999747.00 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 29996400.00 0.0058 N 29999190.00 29999190.00 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 39993600.00 0.0077 N 39998560.00 39998560.00 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 34991288.87 0.0068 N 34998740.00 34998740.00 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 70483315.11 0.0136 N 70497250.50 70497250.50 Federal National Mortgage Association Federal National Mortgage Association 0.060000% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 65000000.00 64992308.33 0.0126 N 64997465.00 64997465.00 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 29993491.66 0.0058 N 29998830.00 29998830.00 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 34989519.52 0.0068 N 34998495.00 34998495.00 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313588SF3 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 35000000.00 34993388.96 0.0068 N 34998355.00 34998355.00 Federal National Mortgage Association Federal National Mortgage Association 0.065000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 100000000.00 99983388.88 0.0194 N 99992300.00 99992300.00 Federal National Mortgage Association Federal National Mortgage Association 6.125000% 31359MMQ3 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 1250000.00 1277766.63 0.0002 N 1277827.50 1277827.50 Federal National Mortgage Association Federal National Mortgage Association 0.234700% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-11-26 2012-07-26 N N N 12700000.00 12699526.40 0.0025 N 12705308.60 12705308.60 Federal National Mortgage Association Federal National Mortgage Association 0.264700% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2012-08-23 N N N 37420000.00 37430212.79 0.0072 N 37443649.44 37443649.44 Federal National Mortgage Association Federal National Mortgage Association 0.273300% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2012-09-17 N N N 17000000.00 17004531.77 0.0033 N 17012648.00 17012648.00 Federal National Mortgage Association Federal National Mortgage Association 0.264700% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2012-11-23 N N N 3635000.00 3636561.21 0.0007 N 3637649.92 3637649.92 Federal National Mortgage Association Federal National Mortgage Association 1.250000% 31398AP71 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 38390000.00 38656650.86 0.0075 N 38635964.73 38635964.73 Federal National Mortgage Association Federal National Mortgage Association 1.250000% 31398AQ70 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 18000000.00 18102496.15 0.0035 N 18097308.00 18097308.00 Federal National Mortgage Association Federal National Mortgage Association 2.000000% 31398AUU4 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 4320000.00 4335602.24 0.0008 N 4335495.84 4335495.84 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 49998750.00 0.0097 N 49999600.00 49999600.00 Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 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 1632962.58 0.0003 N 1632986.94 1632986.94 Greenwich Greenwich 0.050000% 396999005_0.0500_M111104_64BA 0001386989 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 65000000.00 65000000.00 0.0126 N 64999350.00 64999350.00 Greenwich Greenwich 0.050000% 396999005_0.0500_M111109_64BA 0001386989 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-09 2011-11-09 Y RBS Securities Inc. N/A N/A N N 75000000.00 75000000.00 0.0145 N 75000000.00 75000000.00 Greenwich Greenwich 0.060000% 396999005_0.0600_M111117_64BA 0001386989 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-17 2011-11-17 Y RBS Securities Inc. N/A N/A N N 100000000.00 100000000.00 0.0194 N 100000000.00 100000000.00 Mizuho Mizuho 0.100000% 60686M007_0.1000_M111101_64BA 0000812291 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 235000000.00 235000000.00 0.0455 N 235000000.00 235000000.00 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 49999412.50 0.0097 N 49999850.00 49999850.00 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 49999375.00 0.0097 N 49999850.00 49999850.00 U.S. Treasury Bill U.S. Treasury Bill 0.020000% 912795Y62 Treasury Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 150000000.00 149993416.65 0.0290 N 149995050.00 149995050.00 U.S. Treasury Notes U.S. Treasury Notes 4.875000% 9128277L0 Treasury Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 50000000.00 50696006.38 0.0098 N 50693350.00 50693350.00 U.S. Treasury Notes U.S. Treasury Notes 0.875000% 912828MJ6 Treasury Debt N First Tier Security N/A N/A 2012-01-31 2012-01-31 N N N 220000000.00 220441318.89 0.0427 N 220455400.00 220455400.00 UBS UBS 0.080000% 99EPPA003_0.0800_M111101_64BA 0000230611 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 80400000.00 80400000.00 0.0156 N 80400000.00 80400000.00