N-MFP LIVE N 2011-11-30 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 52 90 5491717028.66 2678956.66 125069682.47 5369326302.85 0.0010 1.0001 2011-11-30 1.0001 2011-11-30 C000032709 25000.00 5369326302.85 1.00 204662191.18 2186202809.25 1981540618.07 0.0010 1.0001 2011-11-30 1.0001 2011-11-30 Barclays Capital, Inc. Barclays Capital 0.110000% 068992007_0.1100_M111205_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2026-02-15 6.000000 Treasury Debt 60891900.00 88042724.54 U.S. Treasury Note 2015-05-15 4.125000 Treasury Debt 10746800.00 12100895.32 U.S. Treasury Note 2020-11-15 2.625000 Treasury Debt 40033000.00 42656431.78 First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 140000000.00 140000000.00 0.0261 N 139998600.00 139998600.00 Barclays Capital, Inc. Barclays Capital 0.110000% 068992007_0.1100_M111213_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2039-08-15 4.500000 Treasury Debt 77329900.00 102000012.51 First Tier Security N/A N/A 2011-12-13 2011-12-13 Y BARCLAYS CAPITAL INC N/A N/A N N 100000000.00 100000000.00 0.0186 N 100000000.00 100000000.00 Credit Suisse (none) Credit Suisse 0.100000% 02399I006_0.1000_M111201_64BA 0001053092 Treasury Repurchase Agreement Y U.S. Treasury Bond 2037-05-15 5.000000 Treasury Debt 36565000.00 51003436.19 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 50000000.00 50000000.00 0.0093 N 50000000.00 50000000.00 Deutsche Bank Deutsche Bank 0.090000% 99FYXV008_0.0900_M111201_64BA 0000948046 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-01-31 2.000000 Treasury Debt 62543200.00 66300072.13 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 65000000.00 65000000.00 0.0121 N 65000000.00 65000000.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.197500% 31331G5J4 Government Agency Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 13400000.00 13399989.06 0.0025 N 13400040.20 13400040.20 Federal Farm Credit Bank (none) Federal Farm Credit Bank 2.000000% 31331GKY4 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 2500000.00 2506226.50 0.0005 N 2506002.50 2506002.50 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.246600% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2011-12-22 2012-05-22 N N N 25000000.00 24999399.88 0.0047 N 25009200.00 25009200.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.267900% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2011-12-13 2012-12-13 N N N 10900000.00 10906245.57 0.0020 N 10908720.00 10908720.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.234800% 31331J5Y5 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2012-03-21 N N N 50000000.00 50010773.53 0.0093 N 50011800.00 50011800.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.214800% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2012-07-20 N N N 30000000.00 29994202.92 0.0056 N 30007770.00 30007770.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.267500% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2012-09-07 N N N 10000000.00 10001565.57 0.0019 N 10007070.00 10007070.00 Federal Farm Credit Bank (none) 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 1852667.90 0.0003 N 1851124.80 1851124.80 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.289000% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2011-12-15 2013-01-15 N N N 8200000.00 8206400.23 0.0015 N 8208610.00 8208610.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.257900% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2011-12-13 2012-02-13 N N N 15000000.00 15000632.37 0.0028 N 15003270.00 15003270.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.277900% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2012-04-12 N N N 11000000.00 11001220.80 0.0020 N 11004917.00 11004917.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.266700% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2011-12-23 2012-04-23 N N N 11400000.00 11400569.87 0.0021 N 11404525.80 11404525.80 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.207500% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2012-01-06 N N N 26750000.00 26749448.63 0.0050 N 26751765.50 26751765.50 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.214800% 31331JZE6 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 25000000.00 24999738.40 0.0047 N 25000800.00 25000800.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.237200% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2011-12-28 2012-06-28 N N N 25000000.00 24998558.02 0.0047 N 25009050.00 25009050.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.246600% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2011-12-22 2013-02-22 N N N 2115000.00 2115535.34 0.0004 N 2116038.47 2116038.47 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.207200% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2011-12-24 2013-04-24 N N N 50000000.00 49992824.63 0.0093 N 49995100.00 49995100.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.206600% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2011-12-22 2012-08-22 N N N 30000000.00 29995564.51 0.0056 N 30026190.00 30026190.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.146600% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2011-12-22 2012-02-22 N N N 13575000.00 13573704.22 0.0025 N 13574742.08 13574742.08 Federal Farm Credit Discount Notes (none) 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 11997960.00 0.0022 N 11999760.00 11999760.00 Federal Farm Credit Discount Notes (none) 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 6999055.00 0.0013 N 6999860.00 6999860.00 Federal Farm Credit Discount Notes (none) 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 22544289.75 0.0042 N 22548413.73 22548413.73 Federal Farm Credit Discount Notes (none) 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 13996266.67 0.0026 N 13999538.00 13999538.00 Federal Farm Credit Discount Notes (none) 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 14996441.66 0.0028 N 14999490.00 14999490.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.650000% 313370BJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 2000000.00 2001908.27 0.0004 N 2001736.00 2001736.00 Federal Home Loan Bank (none) 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 799867.50 0.0001 N 800012.80 800012.80 Federal Home Loan Bank (none) Federal Home Loan Bank 0.210000% 313370F78 Government Agency Debt N First Tier Security N/A N/A 2011-12-03 2012-02-03 N N N 50000000.00 50014836.36 0.0093 N 50006000.00 50006000.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.208000% 313370GN2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2012-02-01 N N N 50000000.00 50013998.44 0.0093 N 50007150.00 50007150.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.346000% 313370JL3 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 23500000.00 23497312.48 0.0044 N 23497344.50 23497344.50 Federal Home Loan Bank (none) Federal Home Loan Bank 0.186000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2012-11-01 N N N 25000000.00 24993030.43 0.0047 N 25000975.00 25000975.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.207000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-26 2012-10-26 N N N 25000000.00 24995436.20 0.0047 N 25003300.00 25003300.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.207000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2011-12-26 2012-11-26 N N N 54000000.00 53989302.61 0.0101 N 54003294.00 54003294.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.250000% 313374F96 Government Agency Debt N First Tier Security N/A N/A 2012-06-29 2012-06-29 N N N 100000000.00 100080014.82 0.0186 N 100012500.00 100012500.00 Federal Home Loan Bank (none) 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 48016680.45 0.0089 N 48005760.00 48005760.00 Federal Home Loan Bank (none) 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 10470407.68 0.0020 N 10469047.23 10469047.23 Federal Home Loan Bank (none) Federal Home Loan Bank 0.260000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2013-03-08 N N N 35000000.00 34995224.41 0.0065 N 35024220.00 35024220.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.270000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2013-04-05 N N N 5190000.00 5190000.00 0.0010 N 5194177.95 5194177.95 Federal Home Loan Bank (none) 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 47989914.73 0.0089 N 47972064.00 47972064.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384SH3 Government Agency Debt N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 15460000.00 15459265.65 0.0029 N 15459505.28 15459505.28 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384SN0 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 50000000.00 49997416.66 0.0093 N 49998300.00 49998300.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.035000% 313384SN0 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 30300000.00 30298173.58 0.0056 N 30298969.80 30298969.80 Federal Home Loan Bank (none) Federal Home Loan Bank 0.040000% 313384SN0 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 24000000.00 23998346.67 0.0045 N 23999184.00 23999184.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.032500% 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 130000000.00 129992488.98 0.0242 N 129995320.00 129995320.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 100000000.00 99994666.68 0.0186 N 99996400.00 99996400.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.025000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 130303000.00 130296756.12 0.0243 N 130298048.49 130298048.49 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 23000000.00 22998677.50 0.0043 N 22999126.00 22999126.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.025000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 76633000.00 76629221.57 0.0143 N 76630011.31 76630011.31 Federal Home Loan Bank (none) Federal Home Loan Bank 0.027500% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 30000000.00 29998372.93 0.0056 N 29998830.00 29998830.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 25000000.00 24998520.83 0.0047 N 24999025.00 24999025.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384TC3 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 105000000.00 104993350.14 0.0196 N 104995590.00 104995590.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.027500% 313384TC3 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 30000000.00 29998258.33 0.0056 N 29998740.00 29998740.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.027500% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 108122000.00 108115557.89 0.0201 N 108117350.75 108117350.75 Federal Home Loan Bank (none) Federal Home Loan Bank 0.030000% 313384TM1 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N N 75000000.00 74994687.50 0.0140 N 74996475.00 74996475.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.010000% 313384TS8 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 125000000.00 124992187.50 0.0233 N 124993750.00 124993750.00 Federal Home Loan Bank (none) 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 8080753.94 0.0015 N 8081270.96 8081270.96 Federal Home Loan Bank (none) 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 10045452.51 0.0019 N 10044960.00 10044960.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.670000% 3133XYZC2 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 15000000.00 15011267.26 0.0028 N 15007335.00 15007335.00 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 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 39221474.66 0.0073 N 39222568.55 39222568.55 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 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 13547376.57 0.0025 N 13549688.35 13549688.35 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 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 26606525.91 0.0050 N 26609308.14 26609308.14 Federal Home Loan Bank Discount Notes (none) 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 34998366.62 0.0065 N 34999055.00 34999055.00 Federal Home Loan Bank Discount Notes (none) 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 24997666.67 0.0047 N 24999325.00 24999325.00 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 0.025000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 16750000.00 16749441.69 0.0031 N 16749547.75 16749547.75 Federal Home Loan Bank Discount Notes (none) 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 59997083.18 0.0112 N 59998320.00 59998320.00 Federal Home Loan Bank Discount Notes (none) 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 49988194.44 0.0093 N 49998600.00 49998600.00 Federal Home Loan Bank Discount Notes (none) 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 7745439.84 0.0014 N 7746783.08 7746783.08 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 0.030000% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 159442000.00 159434692.16 0.0297 N 159437057.30 159437057.30 Federal Home Loan Bank Discount Notes (none) Federal Home Loan Bank Discount Notes 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 22997189.25 0.0043 N 22999287.00 22999287.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 9.164500% 3128X6DJ2 Government Agency Debt N First Tier Security N/A N/A 2012-01-28 2012-01-28 N N N 12555000.00 12736774.72 0.0024 N 12733758.09 12733758.09 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.167800% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2011-12-11 2012-01-11 N N N 1500000.00 1499984.21 0.0003 N 1500039.00 1500039.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.185800% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2012-05-01 N N N 8210000.00 8207925.34 0.0015 N 8211157.61 8211157.61 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.165300% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2012-02-02 N N N 19755000.00 19752453.29 0.0037 N 19755928.49 19755928.49 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.207800% 3128X9YV6 Government Agency Debt N First Tier Security N/A N/A 2011-12-10 2012-02-10 N N N 1285000.00 1285274.38 0.0002 N 1285151.63 1285151.63 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.210200% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2012-02-16 N N N 27930000.00 27929137.57 0.0052 N 27933351.60 27933351.60 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.030000% 313396SD6 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 32860000.00 32858548.69 0.0061 N 32859047.06 32859047.06 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.020000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 13250000.00 13249396.39 0.0025 N 13249390.50 13249390.50 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.025000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 6000000.00 5999658.33 0.0011 N 5999724.00 5999724.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.032500% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 5451000.00 5450596.49 0.0010 N 5450749.25 5450749.25 Federal Home Loan Mortgage Corp. (none) 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 4200000.00 4229252.66 0.0008 N 4229303.40 4229303.40 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.207800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-12-10 2012-08-10 N N N 30000000.00 29993714.31 0.0056 N 30024120.00 30024120.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.185300% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2012-11-02 N N N 38510000.00 38498768.30 0.0072 N 38511578.91 38511578.91 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.204800% 3134G1JR6 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 48000000.00 48000037.03 0.0089 N 48003120.00 48003120.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.209400% 3134G1LC6 Government Agency Debt N First Tier Security N/A N/A 2011-12-29 2011-12-29 N N N 66000000.00 66004766.10 0.0123 N 66002838.00 66002838.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.215300% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2011-12-03 2012-04-03 N N N 205200000.00 205266566.30 0.0382 N 205246785.60 205246785.60 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.227800% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-12-11 2012-05-11 N N N 15000000.00 14999333.46 0.0028 N 15004770.00 15004770.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.195300% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2011-12-04 2013-02-04 N N N 32585000.00 32582464.12 0.0061 N 32586010.14 32586010.14 Federal Home Loan Mortgage Corp. (none) 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 28740236.40 0.0054 N 28741703.74 28741703.74 Federal Home Loan Mortgage Corp. Discount Notes (none) Federal Home Loan Mortgage Corp. Discount Notes 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 34995430.56 0.0065 N 34999090.00 34999090.00 Federal Home Loan Mortgage Corp. Discount Notes (none) Federal Home Loan Mortgage Corp. Discount Notes 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 14098527.34 0.0026 N 14099633.40 14099633.40 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 24999756.94 0.0047 N 24999925.00 24999925.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 1499925.00 0.0003 N 1499989.50 1499989.50 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 14997833.32 0.0028 N 14999670.00 14999670.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 24997208.33 0.0047 N 24999075.00 24999075.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 0.030000% 313396SU8 Government Agency Debt N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 65000000.00 64996316.67 0.0121 N 64997530.00 64997530.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 20229560.39 0.0038 N 20232231.15 20232231.15 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 10297171.93 0.0019 N 10298598.34 10298598.34 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 34992805.56 0.0065 N 34998565.00 34998565.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 24994166.66 0.0047 N 24998825.00 24998825.00 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 0.025000% 313396TL7 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 3855000.00 3854775.12 0.0007 N 3854818.82 3854818.82 Federal Home Loan Mortgage Discount Notes (none) Federal Home Loan Mortgage Discount Notes 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 14993554.17 0.0028 N 14999235.00 14999235.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.025000% 313588RY3 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 52000000.00 51998266.67 0.0097 N 51998596.00 51998596.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.025000% 313588SD8 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 13369000.00 13368507.99 0.0025 N 13368612.30 13368612.30 Federal National Mortgage Association (none) Federal National Mortgage Association 0.025000% 313588ST3 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 9500000.00 9499557.99 0.0018 N 9499648.50 9499648.50 Federal National Mortgage Association (none) Federal National Mortgage Association 0.027500% 313588TC9 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 40000000.00 39997677.78 0.0074 N 39998320.00 39998320.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.025000% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 14800000.00 14799146.94 0.0028 N 14799319.20 14799319.20 Federal National Mortgage Association (none) Federal National Mortgage Association 0.032500% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 12925000.00 12924031.50 0.0024 N 12924405.45 12924405.45 Federal National Mortgage Association (none) Federal National Mortgage Association 5.000000% 31359M5H2 Government Agency Debt N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 5510000.00 5567020.87 0.0010 N 5565865.89 5565865.89 Federal National Mortgage Association (none) 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 8950000.00 9106294.41 0.0017 N 9104906.60 9104906.60 Federal National Mortgage Association (none) Federal National Mortgage Association 0.247200% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2011-12-26 2012-07-26 N N N 12700000.00 12699579.42 0.0024 N 12706134.10 12706134.10 Federal National Mortgage Association (none) Federal National Mortgage Association 0.276700% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-12-23 2012-08-23 N N N 37420000.00 37429177.70 0.0070 N 37445557.86 37445557.86 Federal National Mortgage Association (none) Federal National Mortgage Association 0.281700% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2011-12-17 2012-09-17 N N N 17000000.00 17004108.24 0.0032 N 17013515.00 17013515.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.276700% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2011-12-23 2012-11-23 N N N 3635000.00 3636440.50 0.0007 N 3637813.49 3637813.49 Federal National Mortgage Association (none) 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 38622464.86 0.0072 N 38619802.54 38619802.54 Federal National Mortgage Association (none) 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 18086140.38 0.0034 N 18089568.00 18089568.00 Federal National Mortgage Association (none) 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 6810000.00 6823996.93 0.0013 N 6823722.15 6823722.15 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 36220000.00 0.0067 N 36220000.00 36220000.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 11999760.00 0.0022 N 11999964.00 11999964.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 10999764.72 0.0020 N 10999934.00 10999934.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 29998650.00 0.0056 N 29999700.00 29999700.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 0.025000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 100000000.00 99997638.92 0.0186 N 99998100.00 99998100.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 39996600.00 0.0074 N 39999240.00 39999240.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 34995372.21 0.0065 N 34999335.00 34999335.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 70490365.06 0.0131 N 70498378.50 70498378.50 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 64995558.33 0.0121 N 64998505.00 64998505.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 29996241.66 0.0056 N 29999310.00 29999310.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 34993602.82 0.0065 N 34999090.00 34999090.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 34995722.27 0.0065 N 34998915.00 34998915.00 Federal National Mortgage Association Discount Notes (none) Federal National Mortgage Association Discount Notes 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 99988805.56 0.0186 N 99996600.00 99996600.00 Greenwich Greenwich 0.080000% 396999005_0.0800_M111201_64BA 0001386989 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2012-07-15 5.125000 Government Agency Debt 19615000.00 20604356.31 Federal Home Loan Mortgage Corp. 2014-09-16 0.860000 Government Agency Debt 30400000.00 30400539.97 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 50000000.00 50000000.00 0.0093 N 50000000.00 50000000.00 Greenwich Greenwich 0.090000% 396999005_0.0900_M111201_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-03-15 1.375000 Treasury Debt 65120000.00 66301336.19 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 65000000.00 65000000.00 0.0121 N 65000000.00 65000000.00 Mizuho Securities USA (none) Mizuho Securities USA 0.120000% 60686M007_0.1200_M111201_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2017-02-28 3.000000 Treasury Debt 105734800.00 117300072.42 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 115000000.00 115000000.00 0.0214 N 115000000.00 115000000.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.001000% 9127953C3 Treasury Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 100000000.00 99999805.56 0.0186 N 99997700.00 99997700.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.001000% 9127954A6 Treasury Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 50000000.00 49999951.39 0.0093 N 49999250.00 49999250.00 U.S. Treasury Bills (none) U.S. Treasury Bills 0.020000% 912795Y62 Treasury Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 150000000.00 149995916.67 0.0279 N 149997600.00 149997600.00 U.S. Treasury Notes (none) 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 50499023.44 0.0094 N 50500000.00 50500000.00 U.S. Treasury Notes (none) 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 220295829.15 0.0410 N 220309320.00 220309320.00 UBS UBS 0.090000% 99EPPA003_0.0900_M111201_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Bill 2012-11-15 NA Treasury Debt 82711000.00 82620017.90 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 81000000.00 81000000.00 0.0151 N 81000000.00 81000000.00