N-MFP LIVE N 2012-03-31 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 35 66 5512330124.40 5301724.57 130297.00 5517501551.97 0.0010 1.0000 2012-03-31 1.0000 2012-03-31 C000032709 25000.00 5517501551.97 1.00 -506057965.51 2088962719.16 2595020684.67 0.0009 1.0000 2012-03-31 1.0000 2012-03-31 Barclays Capital, Inc. Barclays Capital, Inc. 0.130000% 068992007_0.1300_M120410_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2015-11-30 1.375000 Treasury Debt 99095000.00 102000045.74 First Tier Security N/A N/A 2012-04-10 2012-04-10 Y BARCLAYS CAPITAL INC N/A N/A N N 150000000.00 150000000.00 0.0272 N 150000000.00 150000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.160000% 068992007_0.1600_M120404_64BA 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corporation 2012-07-17 0.00 Government Agency Debt 94691000.00 94673955.62 U.S. Treasury Note 2015-11-30 1.375000 Treasury Debt 56664900.00 58326074.89 First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 100000000.00 100000000.00 0.0181 N 100000000.00 100000000.00 Credit Suisse Credit Suisse 0.070000% 02399I006_0.0700_M120402_64BA 0001230485 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-08-15 1.750000 Treasury Debt 50585000.00 51000070.86 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 50000000.00 50000000.00 0.0091 N 50000000.00 50000000.00 Deutsche Bank AG Deutsche Bank AG 0.100000% 99FYXV008_0.1000_M120405_64BA 0001074042 Treasury Repurchase Agreement Y U.S. Treasury Bond 2019-08-15 8.125000 Treasury Debt 42107400.00 81781721.73 U.S. Treasury Note 2014-04-15 1.250000 Treasury Debt 69728100.00 71384390.04 First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 130000000.00 130000000.00 0.0236 N 130000000.00 130000000.00 Deutsche Bank AG Deutsche Bank AG 0.140000% 99FYXV008_0.1400_M120402_64BA 0001074042 Treasury Repurchase Agreement Y U.S. Treasury Bill 2012-06-14 NA Treasury Debt 36172800.00 36168929.51 U.S. Treasury Note 2014-01-15 1.000000 Treasury Debt 3465100.00 3513786.18 U.S. Treasury Note 2014-01-15 2.000000 Treasury Debt 32500600.00 42790227.13 U.S. Treasury Note 2014-02-15 4.000000 Treasury Debt 179100.00 192180.60 U.S. Treasury Note 2014-04-15 1.250000 Treasury Debt 30032700.00 30746083.30 U.S. Treasury Note 2014-04-15 1.250000 Treasury Debt 1254500.00 1433474.48 U.S. Treasury Note 2015-07-31 1.750000 Treasury Debt 7251700.00 7546456.50 U.S. Treasury Note 2019-02-28 1.375000 Treasury Debt 9000.00 8912.35 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 120000000.00 120000000.00 0.0217 N 120000000.00 120000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 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 24999159.72 0.0045 N 24999850.00 24999850.00 Federal Farm Credit Bank Federal Farm Credit Bank 2.250000% 31331GNQ8 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 2330000.00 2332971.30 0.0004 N 2332945.12 2332945.12 Federal Farm Credit Bank Federal Farm Credit Bank 0.231800% 31331J2X0 Government Agency Debt N First Tier Security N/A N/A 2012-04-22 2012-05-22 N N N 25000000.00 24999826.55 0.0045 N 25003250.00 25003250.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.261800% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-12-13 N N N 10900000.00 10904213.28 0.0020 N 10907728.10 10907728.10 Federal Farm Credit Bank Federal Farm Credit Bank 0.201800% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-07-20 N N N 30000000.00 29997276.37 0.0054 N 30005220.00 30005220.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.262800% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2012-04-07 2012-09-07 N N N 10000000.00 10000880.29 0.0018 N 10004790.00 10004790.00 Federal Farm Credit Bank 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 1851888.44 0.0003 N 1853283.75 1853283.75 Federal Farm Credit Bank Federal Farm Credit Bank 0.251800% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-11-13 N N N 16865000.00 16881865.00 0.0031 N 16874815.43 16874815.43 Federal Farm Credit Bank Federal Farm Credit Bank 0.281800% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-04-15 2013-01-15 N N N 8200000.00 8204484.84 0.0015 N 8207593.20 8207593.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.271800% 31331JH89 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-09-20 N N N 13613000.00 13625418.11 0.0025 N 13620704.96 13620704.96 Federal Farm Credit Bank Federal Farm Credit Bank 0.271800% 31331JKP7 Government Agency Debt N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 11000000.00 11000091.79 0.0020 N 11000363.00 11000363.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.251800% 31331JLP6 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 11400000.00 11400083.11 0.0021 N 11400763.80 11400763.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.301700% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2013-06-26 N N N 10685000.00 10698413.86 0.0019 N 10699638.45 10699638.45 Federal Farm Credit Bank Federal Farm Credit Bank 0.221800% 31331JVQ3 Government Agency Debt N First Tier Security N/A N/A 2012-04-16 2012-07-16 N N N 23400000.00 23412476.92 0.0042 N 23405943.60 23405943.60 Federal Farm Credit Bank Federal Farm Credit Bank 0.291800% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2013-04-26 N N N 1785000.00 1786739.44 0.0003 N 1787181.27 1787181.27 Federal Farm Credit Bank Federal Farm Credit Bank 0.241200% 31331JWM1 Government Agency Debt N First Tier Security N/A N/A 2012-04-28 2012-08-28 N N N 32800000.00 32824719.12 0.0059 N 32814235.20 32814235.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.231800% 31331JYA5 Government Agency Debt N First Tier Security N/A N/A 2012-04-13 2012-08-13 N N N 53000000.00 53033391.74 0.0096 N 53016854.00 53016854.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.221200% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2012-04-28 2012-06-28 N N N 25000000.00 24999402.61 0.0045 N 25005000.00 25005000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.231800% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-04-22 2013-02-22 N N N 2115000.00 2115388.69 0.0004 N 2116218.24 2116218.24 Federal Farm Credit Bank Federal Farm Credit Bank 0.191800% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2013-04-24 N N N 50000000.00 49994555.16 0.0091 N 50007650.00 50007650.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.211800% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2012-04-24 2013-07-24 N N N 1825000.00 1825176.96 0.0003 N 1825341.28 1825341.28 Federal Farm Credit Bank Federal Farm Credit Bank 0.191800% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2012-04-22 2012-08-22 N N N 30000000.00 29997623.24 0.0054 N 30016110.00 30016110.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.251800% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2012-04-12 2013-06-12 N N N 2000000.00 2001229.90 0.0004 N 2001518.00 2001518.00 Federal Home Loan Bank Federal Home Loan Bank 0.181000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-11-01 N N N 25000000.00 24995581.79 0.0045 N 25004225.00 25004225.00 Federal Home Loan Bank Federal Home Loan Bank 0.192000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2012-10-26 N N N 25000000.00 24997137.25 0.0045 N 25005425.00 25005425.00 Federal Home Loan Bank Federal Home Loan Bank 0.192000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2012-11-26 N N N 54000000.00 53992947.42 0.0098 N 54010314.00 54010314.00 Federal Home Loan Bank 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 100033371.12 0.0181 N 100024100.00 100024100.00 Federal Home Loan Bank Federal Home Loan Bank 0.171300% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-04-27 2012-12-27 N N N 6200000.00 6198638.15 0.0011 N 6200260.40 6200260.40 Federal Home Loan Bank 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 15001554.04 0.0027 N 14999730.00 14999730.00 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 10470122.77 0.0019 N 10470000.00 10470000.00 Federal Home Loan Bank 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 50024037.19 0.0091 N 50016200.00 50016200.00 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2013-03-08 N N N 35000000.00 34996493.09 0.0063 N 35036470.00 35036470.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2013-04-05 N N N 5190000.00 5190000.00 0.0009 N 5196139.77 5196139.77 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 47994841.52 0.0087 N 48000000.00 48000000.00 Federal Home Loan Bank 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 62499088.54 0.0113 N 62499750.00 62499750.00 Federal Home Loan Bank 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 99998777.78 0.0181 N 99999400.00 99999400.00 Federal Home Loan Bank 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 74998333.40 0.0136 N 74999325.00 74999325.00 Federal Home Loan Bank 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 53998920.00 0.0098 N 53999514.00 53999514.00 Federal Home Loan Bank 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 49998750.02 0.0091 N 49999500.00 49999500.00 Federal Home Loan Bank 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 59665756.80 0.0108 N 59668388.91 59668388.91 Federal Home Loan Bank 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 29697624.00 0.0054 N 29699198.10 29699198.10 Federal Home Loan Bank 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 49994312.50 0.0091 N 49998400.00 49998400.00 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 15000000.00 15099508.23 0.0027 N 15100440.00 15100440.00 Federal Home Loan Bank 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 13774098.82 0.0025 N 13773823.37 13773823.37 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 17000000.00 17021801.69 0.0031 N 17021165.00 17021165.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.181300% 3128X9WT3 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-05-01 N N N 208210000.00 208236158.69 0.0377 N 208217287.35 208217287.35 Federal Home Loan Mortgage Corp. 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 74794065.06 0.0136 N 74794401.64 74794401.64 Federal Home Loan Mortgage Corp. 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 49999083.33 0.0091 N 49999400.00 49999400.00 Federal Home Loan Mortgage Corp. 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 49995625.00 0.0091 N 49998550.00 49998550.00 Federal Home Loan Mortgage Corp. 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 90268804.88 0.0164 N 90281778.84 90281778.84 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.201800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2012-08-10 N N N 30000000.00 29996770.20 0.0054 N 30014340.00 30014340.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.183500% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-11-02 N N N 38510000.00 38502867.70 0.0070 N 38515853.52 38515853.52 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.213000% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 241691000.00 241691740.02 0.0438 N 241691000.00 241691000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.221800% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-05-11 N N N 165000000.00 165028284.24 0.0299 N 165015510.00 165015510.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.213000% 3134G25F5 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2013-11-04 N N N 26000000.00 26003779.39 0.0047 N 25996750.00 25996750.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.193000% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2013-02-04 N N N 35029000.00 35027005.05 0.0063 N 35036566.26 35036566.26 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.193000% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-04-03 2013-06-03 N N N 25800000.00 25797687.76 0.0047 N 25801754.40 25801754.40 Federal Home Loan Mortgage Corp. 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 32976453.47 0.0060 N 32971108.34 32971108.34 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 50315000.00 50480392.42 0.0091 N 50479127.53 50479127.53 Federal Home Loan Mortgage Corp. 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 14146443.62 0.0026 N 14142074.40 14142074.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.145100% 313588D85 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N N 50000000.00 49969992.96 0.0091 N 49987600.00 49987600.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 17600000.00 0.0032 N 17600000.00 17600000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 15145000.00 0.0027 N 15145000.00 15145000.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 25299731.19 0.0046 N 25299873.50 25299873.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 7999920.00 0.0014 N 7999960.00 7999960.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49999000.00 0.0091 N 49999550.00 49999550.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49189250.99 0.0089 N 49190557.28 49190557.28 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 82746828.15 0.0150 N 82748924.25 82748924.25 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49998163.23 0.0091 N 49999350.00 49999350.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 9831606.72 0.0018 N 9831872.18 9831872.18 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49996458.33 0.0091 N 49998750.00 49998750.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 21998350.00 0.0040 N 21999450.00 21999450.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 97490981.25 0.0177 N 97496977.50 97496977.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 89994450.00 0.0163 N 89997210.00 89997210.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49994347.17 0.0091 N 49998450.00 49998450.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 16997917.50 0.0031 N 16999303.00 16999303.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 50143961.11 0.0091 N 50147893.70 50147893.70 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49988854.27 0.0091 N 49992550.00 49992550.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.231700% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-04-26 2012-07-26 N N N 62700000.00 62714556.62 0.0114 N 62720001.30 62720001.30 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.261800% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-08-23 N N N 37420000.00 37424933.88 0.0068 N 37436839.00 37436839.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.271800% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2012-04-17 2012-09-17 N N N 17000000.00 17002371.77 0.0031 N 17009452.00 17009452.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.261800% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-04-23 2012-11-23 N N N 3635000.00 3635945.58 0.0007 N 3637424.55 3637424.55 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.271800% 31398A7G1 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-12-20 N N N 10500000.00 10513105.35 0.0019 N 10508368.50 10508368.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.875000% 31398ABX9 Government Agency Debt N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 18743000.00 18854938.20 0.0034 N 18859262.83 18859262.83 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 41602163.20 0.0075 N 41601955.20 41601955.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 38482302.23 0.0070 N 38483748.38 38483748.38 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 18019081.73 0.0033 N 18019242.00 18019242.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 50169813.64 0.0091 N 50159650.00 50159650.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 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 49832937.23 0.0090 N 49830917.26 49830917.26 HSBC Bank USA NA HSBC Bank USA NA 0.060000% 40499J003_0.0600_M120402_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Bond 2037-02-15 4.750000 Treasury Debt 31745000.00 40906034.36 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 40000000.00 40000000.00 0.0072 N 0.00 0.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.050000% 60686M007_0.0500_M120402_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Bond 2040-05-15 4.375000 Treasury Debt 125253900.00 154446344.73 U.S. Treasury Note 2018-02-15 3.500000 Treasury Debt 43822200.00 49553739.25 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 200000000.00 200000000.00 0.0362 N 200000000.00 200000000.00 U.S. Treasury Bill 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 149989666.68 0.0272 N 149994900.00 149994900.00 U.S. Treasury Bill 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 49997761.11 0.0091 N 49998300.00 49998300.00 U.S. Treasury Bill 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 49999031.95 0.0091 N 49999050.00 49999050.00 U.S. Treasury Bill 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 49999020.14 0.0091 N 49999050.00 49999050.00 U.S. Treasury Bill 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 49995461.11 0.0091 N 49997750.00 49997750.00 U.S. Treasury Bill 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 79988500.00 0.0145 N 79995280.00 79995280.00 U.S. Treasury Bill 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 69990141.66 0.0127 N 69994960.00 69994960.00 U.S. Treasury Bill 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 29996056.67 0.0054 N 29997840.00 29997840.00 U.S. Treasury Bill U.S. Treasury Bill 0.137100% 9127956C0 Treasury Debt N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 50000000.00 49971458.34 0.0091 N 49975000.00 49975000.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828KP4 Treasury Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 90000000.00 90138689.80 0.0163 N 90133560.00 90133560.00 U.S. Treasury Note U.S. Treasury Note 1.500000% 912828LB4 Treasury Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 200000000.00 200807748.52 0.0364 N 200789000.00 200789000.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NB2 Treasury Debt N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 100000000.00 100073684.22 0.0181 N 100066400.00 100066400.00 U.S. Treasury Note U.S. Treasury Note 0.625000% 912828NQ9 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 40000000.00 40071808.51 0.0073 N 40065640.00 40065640.00 UBS Financial Services, Inc. UBS Financial Services, Inc. 0.050000% 99EPPA003_0.0500_M120402_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-04-15 1.750000 Treasury Debt 58313800.00 59699625.86 U.S. Treasury Note 2014-03-31 1.750000 Treasury Debt 86267700.00 89424423.71 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 146200000.00 146200000.00 0.0265 N 146200000.00 146200000.00