N-MFP LIVE N 2012-02-29 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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Agreement N U.S. Treasury Bond 2025-02-15 7.625000 Treasury Debt 8378300.00 13463866.87 U.S. Treasury Bond 2027-01-15 2.375000 Treasury Debt 6326200.00 9372619.80 U.S. Treasury Bond 2029-04-15 3.875000 Treasury Debt 56900.00 125526.28 U.S. Treasury Bond 2030-05-15 6.250000 Treasury Debt 861400.00 1325948.32 U.S. Treasury Bond 2039-11-15 4.375000 Treasury Debt 11339900.00 14462912.82 U.S. Treasury Bond 2040-08-15 3.875000 Treasury Debt 11860729.00 13835426.33 U.S. Treasury Note 2013-06-15 1.125000 Treasury Debt 4289700.00 4348966.78 U.S. Treasury Note 2020-01-15 1.375000 Treasury Debt 36403300.00 44434443.43 U.S. Treasury Note 2020-07-15 1.250000 Treasury Debt 523500.00 630383.58 First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 100000000.00 100000000.00 0.0166 N 0.00 0.00 Barclays Capital Barclays Capital 0.150000% 068992007_0.1500_M120312_64BA 0001484219 Treasury Repurchase Agreement N U.S. Treasury Bond 2024-11-15 7.500000 Treasury Debt 20849000.00 33494557.72 U.S. Treasury 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3.125000 Treasury Debt 5076700.00 5301384.84 U.S. Treasury Note 2014-02-28 0.250000 Treasury Debt 3055700.00 3053313.50 U.S. Treasury Note 2014-05-15 4.750000 Treasury Debt 646900.00 718817.44 U.S. Treasury Note 2014-05-31 2.250000 Treasury Debt 14380600.00 15076682.33 U.S. Treasury Note 2014-06-15 0.750000 Treasury Debt 2161000.00 2184786.94 U.S. Treasury Note 2015-08-15 4.250000 Treasury Debt 3406928.00 3847663.93 U.S. Treasury Note 2016-04-30 2.000000 Treasury Debt 3025800.00 3213273.58 U.S. Treasury Note 2017-01-15 2.375000 Treasury Debt 355300.00 472155.22 U.S. Treasury Note 2017-08-15 4.750000 Treasury Debt 6601000.00 7952336.41 U.S. Treasury Note 2020-02-15 3.625000 Treasury Debt 7042000.00 8165862.57 First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 120000000.00 120000000.00 0.0199 N 0.00 0.00 Deutsche Bank Deutsche Bank 0.100000% 99FYXV008_0.1000_M120322_64BA 0000948046 Treasury Repurchase Agreement N U.S. Treasury Bill 2013-01-10 NA Treasury Debt 43811400.00 43752692.72 U.S. Treasury Bond 2028-01-15 1.750000 Treasury Debt 51743200.00 68795607.52 U.S. Treasury Bond 2029-02-15 5.250000 Treasury Debt 1577400.00 2148942.86 U.S. Treasury Bond 2039-11-15 4.375000 Treasury Debt 13938800.00 17777550.88 U.S. Treasury Note 2017-01-15 2.375000 Treasury Debt 94300.00 125314.49 First Tier Security N/A N/A 2012-03-22 2012-03-22 Y Deutsche Bank Securities Inc N/A N/A N N 130000000.00 130000000.00 0.0216 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.235500% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2012-03-22 2012-05-22 N N N 25000000.00 24999715.55 0.0042 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.273500% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-03-13 2012-12-13 N N N 10900000.00 10904742.00 0.0018 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.225500% 31331J5Y5 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 50000000.00 50001941.18 0.0083 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.205500% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2012-03-20 2012-07-20 N N N 30000000.00 29996476.78 0.0050 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.280500% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-09-07 N N N 10000000.00 10001058.57 0.0017 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.505100% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2012-04-25 2013-01-25 N N N 1850000.00 1852091.23 0.0003 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.263500% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-03-13 2012-11-13 N N N 16865000.00 16884263.58 0.0028 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.288500% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2013-01-15 N N N 8200000.00 8204983.16 0.0014 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.275500% 31331JH89 Government Agency Debt N First Tier Security N/A N/A 2012-03-20 2012-09-20 N N N 13613000.00 13627741.96 0.0023 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.283500% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-04-12 N N N 11000000.00 11000385.52 0.0018 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.255500% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-04-12 N N N 11400000.00 11400209.74 0.0019 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.227500% 31331JVQ3 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-07-16 N N N 23400000.00 23416279.41 0.0039 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.244000% 31331JWM1 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-08-28 N N N 32800000.00 32830063.79 0.0055 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.243500% 31331JYA5 Government Agency Debt N First Tier Security N/A N/A 2012-03-13 2012-08-13 N N N 53000000.00 53041425.85 0.0088 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.224000% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2012-03-28 2012-06-28 N N N 25000000.00 24999182.88 0.0042 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.235500% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-03-22 2013-02-22 N N N 2115000.00 2115426.84 0.0004 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.194500% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-03-24 2013-04-24 N N N 50000000.00 49994104.94 0.0083 N 0.00 0.00 Federal Farm Credit Bank (none) Federal Farm Credit Bank 0.195500% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2012-03-22 2012-08-22 N N N 30000000.00 29997087.64 0.0050 N 0.00 0.00 Federal Farm Credit Discount Notes (none) Federal Farm Credit Discount Notes 0.060000% 313312VF4 Government Agency Debt N First Tier Security N/A N/A 2012-04-06 2012-04-06 N N N 45000000.00 44997300.20 0.0075 N 0.00 0.00 Federal Farm Credit Discount Notes (none) Federal Farm Credit Discount Notes 0.110000% 313312VN7 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 25000000.00 24996715.27 0.0041 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.208000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-11-01 N N N 25000000.00 24994918.02 0.0041 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.194000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-03-26 2012-10-26 N N N 25000000.00 24996694.70 0.0041 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.194000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 54000000.00 53991999.19 0.0090 N 0.00 0.00 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 100045506.06 0.0166 N 0.00 0.00 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 48010022.90 0.0080 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.174000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-12-27 2012-12-27 N N N 6200000.00 6198476.14 0.0010 N 0.00 0.00 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 15002319.11 0.0025 N 0.00 0.00 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 10470196.89 0.0017 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.230000% 313375J40 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 50000000.00 50029234.42 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.280000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-03-08 N N N 35000000.00 34996163.03 0.0058 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.290000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2013-04-05 N N N 5190000.00 5190000.00 0.0009 N 0.00 0.00 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 47993418.49 0.0080 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.035000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 50000000.00 49999368.06 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.065000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 50000000.00 49998645.71 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.040000% 313384UP2 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 50000000.00 49998888.85 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.040000% 313384UR8 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 50000000.00 49998777.78 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.075000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 62500000.00 62494921.88 0.0104 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.040000% 313384VN6 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 100000000.00 99995222.22 0.0166 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.050000% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 75000000.00 74995000.19 0.0125 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.045000% 313384VT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 54000000.00 53996760.00 0.0090 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.050000% 313384VV8 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 50000000.00 49996527.84 0.0083 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.080000% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 59670000.00 59661513.60 0.0099 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.090000% 313384WK1 Government Agency Debt N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 29700000.00 29695248.00 0.0049 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 0.105000% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 50000000.00 49989645.84 0.0083 N 0.00 0.00 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 12880000.00 13029180.85 0.0022 N 0.00 0.00 Federal Home Loan Bank (none) Federal Home Loan Bank 2.250000% 3133XTAW6 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 13765000.00 13800568.13 0.0023 N 0.00 0.00 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 17000000.00 17036968.08 0.0028 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.207800% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-05-01 N N N 208210000.00 208265023.42 0.0346 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) 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 15000000.00 0.0025 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.030000% 313396VS9 Government Agency Debt N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 74795000.00 74792070.53 0.0124 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.030000% 313396VZ3 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 50000000.00 49997750.00 0.0083 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.090000% 313396WN9 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 50000000.00 49991625.00 0.0083 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 5.125000% 3134A4QD9 Government Agency Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 88990000.00 90662283.31 0.0151 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.214800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-03-10 2012-08-10 N N N 30000000.00 29995975.17 0.0050 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.204700% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-11-02 N N N 38510000.00 38501801.19 0.0064 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.234000% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-04-03 N N N 241691000.00 241715420.95 0.0401 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.233500% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2012-03-11 2012-05-11 N N N 165000000.00 165051491.81 0.0274 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 0.212500% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2013-02-04 N N N 32585000.00 32582999.54 0.0054 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 5.500000% 3137EAAV1 Government Agency Debt N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 32309000.00 33129014.26 0.0055 N 0.00 0.00 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 50315000.00 50551913.47 0.0084 N 0.00 0.00 Federal Home Loan Mortgage Corp. (none) Federal Home Loan Mortgage Corp. 1.125000% 3137EACK3 Government Agency Debt N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 14100000.00 14159255.66 0.0024 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.045000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 17600000.00 17599296.00 0.0029 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.090000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 15145000.00 15143788.40 0.0025 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.042500% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 25300000.00 25298775.41 0.0042 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.040000% 313588VL6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 8000000.00 7999635.56 0.0013 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.045000% 313588VT9 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 50000000.00 49997000.00 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.080000% 313588VT9 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 49191000.00 49185752.96 0.0082 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.060000% 313588WA9 Government Agency Debt N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 82750000.00 82742415.13 0.0137 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.057500% 313588WA9 Government Agency Debt N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 50000000.00 49995607.72 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.060000% 313588WB7 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 9832000.00 9831082.35 0.0016 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.085000% 313588WH4 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 50000000.00 49992680.55 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.090000% 313588WH4 Government Agency Debt N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 22000000.00 21996590.00 0.0037 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.090000% 313588WQ4 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 97500000.00 97483181.25 0.0162 N 0.00 0.00 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 89989650.00 0.0149 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.110000% 313588WQ4 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 50000000.00 49989458.24 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.090000% 313588XC4 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 17000000.00 16996557.50 0.0028 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.085000% 313588XE0 Government Agency Debt N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 50150000.00 50140172.00 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.075000% 313588ZN8 Government Agency Debt N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 50000000.00 49985520.97 0.0083 N 0.00 0.00 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 8970839.25 0.0015 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.234000% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-03-26 2012-07-26 N N N 12700000.00 12699740.23 0.0021 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.265500% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-08-23 N N N 37420000.00 37426037.96 0.0062 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.276000% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2012-03-17 2012-09-17 N N N 17000000.00 17002823.53 0.0028 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.265500% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-11-23 N N N 3635000.00 3636074.34 0.0006 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 0.275500% 31398A7G1 Government Agency Debt N First Tier Security N/A N/A 2012-03-20 2012-12-20 N N N 10500000.00 10514706.00 0.0017 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 1.000000% 31398AH54 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 41600000.00 41636774.40 0.0069 N 0.00 0.00 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 38518767.30 0.0064 N 0.00 0.00 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 18036527.89 0.0030 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 1.125000% 31398AT77 Government Agency Debt N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 50000000.00 50215477.81 0.0083 N 0.00 0.00 Federal National Mortgage Association (none) Federal National Mortgage Association 1.875000% 31398AWK4 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 49788000.00 49912825.63 0.0083 N 0.00 0.00 Greenwich Greenwich 0.140000% 396999005_0.1400_M120301_64BA 0001386989 Other Repurchase Agreement N U.S. Treasury Note 2016-07-31 1.500000 Treasury Debt 49265000.00 51001841.25 Unrated Security N/A N/A 2012-03-01 2012-03-01 N N N 50000000.00 50000000.00 0.0083 N 0.00 0.00 HSBC HSBC 0.150000% 40499J003 Other Note N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 75000000.00 75000000.00 0.0125 N 0.00 0.00 Mizuho Securities USA Mizuho Securities USA 0.170000% 60686M007_0.1700_M120301_64BA Other Repurchase Agreement N U.S. Treasury Note 2014-10-31 2.375000 Treasury Debt 39229000.00 41595093.90 U.S. Treasury Note 2014-12-31 2.625000 Treasury Debt 41292800.00 44036166.58 U.S. Treasury Note 2015-05-31 2.125000 Treasury Debt 111853000.00 118368825.37 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 200000000.00 200000000.00 0.0332 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.060000% 9127953G4 Treasury Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 50000000.00 49999416.67 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.080000% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 150000000.00 149979000.00 0.0249 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.052000% 9127953N9 Treasury Debt N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 50000000.00 49995450.00 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.061000% 9127955F4 Treasury Debt N First Tier Security N/A N/A 2012-03-29 2012-03-29 N N N 25000000.00 24998813.89 0.0042 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.041000% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 50000000.00 49997209.73 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.041500% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 50000000.00 49997175.70 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.086000% 9127955M9 Treasury Debt N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 50000000.00 49991638.89 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.115000% 9127955N7 Treasury Debt N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 80000000.00 79980322.23 0.0133 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.097500% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 70000000.00 69984075.00 0.0116 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.091000% 9127955P2 Treasury Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 30000000.00 29993630.00 0.0050 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.010000% 9127956C0 Treasury Debt N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 50000000.00 49965369.45 0.0083 N 0.00 0.00 U.S. Treasury Bill (none) U.S. Treasury Bill 0.020000% 912795Z46 Treasury Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 50000000.00 50000000.00 0.0083 N 0.00 0.00 U.S. Treasury Notes (none) U.S. Treasury Notes 1.375000% 912828KP4 Treasury Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 90000000.00 90241900.81 0.0150 N 0.00 0.00 U.S. Treasury Notes (none) U.S. Treasury Notes 1.500000% 912828LB4 Treasury Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 200000000.00 201056286.56 0.0334 N 0.00 0.00 U.S. Treasury Notes (none) U.S. Treasury Notes 1.000000% 912828NB2 Treasury Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 100000000.00 100157894.74 0.0166 N 0.00 0.00 U.S. Treasury Notes (none) U.S. Treasury Notes 0.625000% 912828NQ9 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 40000000.00 40090957.44 0.0067 N 0.00 0.00 UBS UBS 0.160000% 99EPPA003_0.1600_M120301_64BA 0000230611 Other Repurchase Agreement N U.S. Treasury Note 2013-12-31 1.500000 Treasury Debt 178576800.00 182988098.31 Unrated Security N/A N/A 2012-03-01 2012-03-01 N N N 179400000.00 179400000.00 0.0298 N 0.00 0.00