N-MFP LIVE N 2011-12-31 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 34 71 4943349527.84 2694315.65 91832.58 4945952010.91 0.0009 1.0001 2011-12-31 1.0001 2011-12-31 C000032709 25000.00 4945952010.91 1.00 -423374893.54 1779381838.85 2202756732.39 0.0009 1.0001 2011-12-31 1.0001 2011-12-31 Barclays Capital, Inc. Barclays Capital, Inc. 0.040000% 068992007_0.0400_M120105_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2022-08-15 7.250000 Treasury Debt 809700.00 1245513.32 U.S. Treasury Bond 2026-02-15 6.000000 Treasury Debt 993400.00 1451443.78 U.S. Treasury Bond 2026-08-15 6.750000 Treasury Debt 31386800.00 49178378.58 U.S. Treasury Bond 2039-08-15 4.500000 Treasury Debt 135500.00 180791.24 U.S. Treasury Note 2014-05-31 2.250000 Treasury Debt 44316300.00 46426831.10 U.S. Treasury Note 2019-07-15 1.875000 Treasury Debt 7700700.00 9688652.26 U.S. Treasury Note 2020-07-15 1.250000 Treasury Debt 29581100.00 34879456.15 First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 140000000.00 140000000.00 0.0283 N 139998600.00 139998600.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.040000% 068992007_0.0400_M120113_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2026-01-15 2.000000 Treasury Debt 8102400.00 11433388.52 U.S. Treasury Bond 2028-11-15 5.250000 Treasury Debt 534300.00 738632.55 U.S. Treasury Note 2012-02-15 4.875000 Treasury Debt 1890100.00 1936064.92 U.S. Treasury Note 2015-08-15 4.250000 Treasury Debt 49778246.00 57150006.55 U.S. Treasury Note 2018-07-15 1.375000 Treasury Debt 4573100.00 5464323.84 U.S. Treasury Note 2019-07-15 1.875000 Treasury Debt 17818000.00 22417755.01 U.S. Treasury Note 2020-11-15 2.625000 Treasury Debt 2654100.00 2861770.56 First Tier Security N/A N/A 2012-01-13 2012-01-13 Y BARCLAYS CAPITAL INC N/A N/A N N 100000000.00 100000000.00 0.0202 N 100000000.00 100000000.00 Credit Suisse Credit Suisse 0.020000% 02399I006_0.0200_M120103_64BA 0001053092 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-07-31 1.500000 Treasury Debt 49110000.00 51000480.87 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 50000000.00 50000000.00 0.0101 N 50000000.00 50000000.00 Deutsche Bank Deutsche Bank 0.010000% 99FYXV008_0.0100_M120103_64BA 0000948046 Treasury Repurchase Agreement Y U.S. Treasury Note 2021-11-15 2.000000 Treasury Debt 50410600.00 51000027.33 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 50000000.00 50000000.00 0.0101 N 50000000.00 50000000.00 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 2502119.66 0.0005 N 2501827.50 2501827.50 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.280600% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2012-01-22 2012-05-22 N N N 25000000.00 24999507.41 0.0051 N 25009425.00 25009425.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.296600% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-12-13 N N N 10900000.00 10905733.36 0.0022 N 10911368.70 10911368.70 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.267400% 31331J5Y5 Government Agency Debt N First Tier Security N/A N/A 2012-01-21 2012-03-21 N N N 50000000.00 50007764.71 0.0101 N 50009950.00 50009950.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.244900% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2012-01-20 2012-07-20 N N N 30000000.00 29994977.53 0.0061 N 30010860.00 30010860.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.294100% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2012-01-07 2012-09-07 N N N 10000000.00 10001392.86 0.0020 N 10008230.00 10008230.00 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 1852471.45 0.0004 N 1852704.70 1852704.70 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.318300% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-01-15 2013-01-15 N N N 8200000.00 8205917.50 0.0017 N 8210668.20 8210668.20 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.286600% 31331JKK8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-02-13 N N N 15000000.00 15000367.46 0.0030 N 15002025.00 15002025.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.306300% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-04-12 N N N 11000000.00 11000936.25 0.0022 N 11004334.00 11004334.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.301900% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-04-23 N N N 11400000.00 11400447.19 0.0023 N 11404126.80 11404126.80 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.230300% 31331JUD3 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 26750000.00 26749923.42 0.0054 N 26750214.00 26750214.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.273600% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2012-01-28 2012-06-28 N N N 25000000.00 24998770.89 0.0051 N 25010300.00 25010300.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.280600% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-01-22 2013-02-22 N N N 2115000.00 2115498.38 0.0004 N 2116666.62 2116666.62 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.243600% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2013-04-24 N N N 50000000.00 49993260.78 0.0101 N 50012150.00 50012150.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.240600% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2012-01-22 2012-08-22 N N N 30000000.00 29996083.38 0.0061 N 30027990.00 30027990.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.180600% 31331XQN5 Government Agency Debt N First Tier Security N/A N/A 2012-01-22 2012-02-22 N N N 13575000.00 13574188.19 0.0027 N 13574918.55 13574918.55 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 11999716.67 0.0024 N 11999976.00 11999976.00 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 6999868.75 0.0014 N 6999986.00 6999986.00 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 22547396.51 0.0046 N 22548819.61 22548819.61 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 13998195.55 0.0028 N 13999790.00 13999790.00 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 14998250.00 0.0030 N 14999760.00 14999760.00 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 2000922.33 0.0004 N 2000794.00 2000794.00 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 2800000.00 2800300.34 0.0006 N 2800128.80 2800128.80 Federal Home Loan Bank (none) Federal Home Loan Bank 0.236000% 313370F78 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-02-03 N N N 50000000.00 50007650.00 0.0101 N 50003650.00 50003650.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.233000% 313370GN2 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-02-01 N N N 50000000.00 50006999.22 0.0101 N 50004150.00 50004150.00 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 23498380.59 0.0048 N 23499859.00 23499859.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.210000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-11-01 N N N 25000000.00 24993673.46 0.0051 N 25007000.00 25007000.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.244000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-01-26 2012-10-26 N N N 25000000.00 24995864.92 0.0051 N 25008950.00 25008950.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.244000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-01-26 2012-11-26 N N N 54000000.00 53990221.23 0.0109 N 54017874.00 54017874.00 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 100068259.10 0.0202 N 100034800.00 100034800.00 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 48014412.49 0.0097 N 48018912.00 48018912.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.140000% 313375C54 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 15000000.00 15003753.61 0.0030 N 15000420.00 15000420.00 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 10470335.87 0.0021 N 10471235.46 10471235.46 Federal Home Loan Bank (none) Federal Home Loan Bank 0.250000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 35000000.00 34995544.16 0.0071 N 35013020.00 35013020.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.260000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 5190000.00 5190000.00 0.0010 N 5192101.95 5192101.95 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 47991222.86 0.0097 N 47979648.00 47979648.00 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 15459665.03 0.0031 N 15459799.02 15459799.02 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 49998708.33 0.0101 N 49999200.00 49999200.00 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 30299086.79 0.0061 N 30299515.20 30299515.20 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 23999173.34 0.0049 N 23999616.00 23999616.00 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 105000000.00 104996871.89 0.0212 N 104998215.00 104998215.00 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 99997250.00 0.0202 N 99998300.00 99998300.00 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 80303000.00 80300880.83 0.0162 N 80301393.94 80301393.94 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 22999271.67 0.0047 N 22999540.00 22999540.00 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 29999083.34 0.0061 N 29999370.00 29999370.00 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 1633000.00 1632954.64 0.0003 N 1632965.71 1632965.71 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 55000000.00 54997937.50 0.0111 N 54998680.00 54998680.00 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 29998968.75 0.0061 N 29999280.00 29999280.00 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 8122000.00 8121708.40 0.0016 N 8121796.95 8121796.95 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 37000000.00 36998335.00 0.0075 N 36998927.00 36998927.00 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 8043263.75 0.0016 N 8042871.72 8042871.72 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 10037115.07 0.0020 N 10037660.00 10037660.00 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 15003144.35 0.0030 N 15001740.00 15001740.00 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 13549360.14 0.0027 N 13549945.80 13549945.80 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 26608817.33 0.0054 N 26609787.12 26609787.12 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 34999421.51 0.0071 N 34999720.00 34999720.00 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 24999173.61 0.0051 N 24999800.00 24999800.00 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 16749802.27 0.0034 N 16749866.00 16749866.00 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 59998891.61 0.0121 N 59999460.00 59999460.00 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 49995513.88 0.0101 N 49999550.00 49999550.00 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 7746407.14 0.0016 N 7746930.28 7746930.28 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 159438811.12 0.0322 N 159440086.70 159440086.70 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 22998773.49 0.0047 N 22999724.00 22999724.00 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 12639619.27 0.0026 N 12633405.98 12633405.98 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.196300% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 1500000.00 1499996.15 0.0003 N 1499995.50 1499995.50 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.210200% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-05-01 N N N 8210000.00 8208348.45 0.0017 N 8211510.64 8211510.64 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.191400% 3128X9XN5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-02-02 N N N 19755000.00 19753706.42 0.0040 N 19755711.18 19755711.18 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.236300% 3128X9YV6 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-02-10 N N N 1285000.00 1285154.58 0.0003 N 1285096.38 1285096.38 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.242600% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2012-01-16 2012-02-16 N N N 80615000.00 80626867.92 0.0163 N 80621207.36 80621207.36 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 32859397.57 0.0066 N 32859638.54 32859638.54 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 13249624.58 0.0027 N 13249642.25 13249642.25 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 5999787.50 0.0012 N 5999838.00 5999838.00 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 5450749.04 0.0011 N 5450852.82 5450852.82 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 4209100.83 0.0009 N 4207992.60 4207992.60 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.236300% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-08-10 N N N 30000000.00 29994484.50 0.0061 N 30026010.00 30026010.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.211400% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-11-02 N N N 38510000.00 38499801.48 0.0078 N 38521553.00 38521553.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.241400% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-04-03 N N N 211000000.00 211051581.23 0.0427 N 211046631.00 211046631.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.256300% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-05-11 N N N 165000000.00 165095006.02 0.0334 N 165054945.00 165054945.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.221400% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2013-02-04 N N N 32585000.00 32582646.52 0.0066 N 32596958.70 32596958.70 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 28701960.63 0.0058 N 28707706.81 28707706.81 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 34998444.44 0.0071 N 34999720.00 34999720.00 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 14099498.67 0.0029 N 14099887.20 14099887.20 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 14999512.50 0.0030 N 14999940.00 14999940.00 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 24998500.00 0.0051 N 24999525.00 24999525.00 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 64997995.83 0.0131 N 64998765.00 64998765.00 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 20231128.45 0.0041 N 20232615.57 20232615.57 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 10297970.10 0.0021 N 10298783.72 10298783.72 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 34995819.45 0.0071 N 34999195.00 34999195.00 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 24996319.44 0.0051 N 24999300.00 24999300.00 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 3854858.11 0.0008 N 3854892.06 3854892.06 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 14995750.00 0.0030 N 14999520.00 14999520.00 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 51999386.11 0.0105 N 51999584.00 51999584.00 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 13368795.77 0.0027 N 13368852.94 13368852.94 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 9499762.50 0.0019 N 9499819.50 9499819.50 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 39998625.00 0.0081 N 39999040.00 39999040.00 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 14799465.55 0.0030 N 14799585.60 14799585.60 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 12924393.23 0.0026 N 12924638.10 12924638.10 Federal National Mortgage Association (none) Federal National Mortgage Association 0.060000% 313588WQ4 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 90000000.00 89980650.00 0.0182 N 89993610.00 89993610.00 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 5544064.41 0.0011 N 5542029.63 5542029.63 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 9060150.35 0.0018 N 9057238.90 9057238.90 Federal National Mortgage Association (none) Federal National Mortgage Association 0.283600% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-01-26 2012-07-26 N N N 12700000.00 12699634.20 0.0026 N 12707112.00 12707112.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.311900% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-08-23 N N N 37420000.00 37428108.12 0.0076 N 37448813.40 37448813.40 Federal National Mortgage Association (none) Federal National Mortgage Association 0.314600% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-09-17 N N N 17000000.00 17003670.59 0.0034 N 17015453.00 17015453.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.311900% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-11-23 N N N 3635000.00 3636315.76 0.0007 N 3638587.75 3638587.75 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 38587139.31 0.0078 N 38592161.74 38592161.74 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 18069239.42 0.0037 N 18071892.00 18071892.00 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 6812871.17 0.0014 N 6812165.58 6812165.58 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 50000000.00 49999895.83 0.0101 N 49999950.00 49999950.00 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 39999700.00 0.0081 N 39999960.00 39999960.00 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 4000000.00 3999953.33 0.0008 N 3999996.00 3999996.00 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 70497650.01 0.0143 N 70499718.00 70499718.00 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 64998916.67 0.0131 N 64999740.00 64999740.00 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 29999083.33 0.0061 N 29999880.00 29999880.00 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 34997822.24 0.0071 N 34999720.00 34999720.00 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 34998133.35 0.0071 N 34999580.00 34999580.00 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 99994402.78 0.0202 N 99998400.00 99998400.00 Greenwich Greenwich 0.020000% 396999005_0.0200_M120103_64BA 0001386989 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-01-31 0.625000 Treasury Debt 91125000.00 91804933.55 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 90000000.00 90000000.00 0.0182 N 90000000.00 90000000.00 Mizuho Securities USA (none) Mizuho Securities USA 0.010000% 60686M007_0.0100_M120103_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-05-15 4.750000 Treasury Debt 3884200.00 4312131.06 U.S. Treasury Note 2016-09-30 3.000000 Treasury Debt 67120000.00 74416549.18 U.S. Treasury Note 2017-12-31 2.750000 Treasury Debt 38119300.00 42238291.32 U.S. Treasury Note 2018-03-31 2.875000 Treasury Debt 42659000.00 47333070.87 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 165000000.00 165000000.00 0.0334 N 165000000.00 165000000.00 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 99999891.68 0.0202 N 99998500.00 99998500.00 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 49999994.44 0.0101 N 49999950.00 49999950.00 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 149998500.00 0.0303 N 149999100.00 149999100.00 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 50295474.41 0.0102 N 50283200.00 50283200.00 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 220145489.74 0.0445 N 220137500.00 220137500.00 UBS UBS 0.020000% 99EPPA003_0.0200_M120103_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-06-30 1.500000 Treasury Debt 76042100.00 79086767.83 U.S. Treasury Note 2021-02-15 3.625000 Treasury Debt 5623700.00 6593255.37 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 84000000.00 84000000.00 0.0170 N 84000000.00 84000000.00