N-MFP LIVE N 2012-05-31 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 48 90 5447588873.38 8168820.76 119129.66 5455638564.48 0.0014 1.0001 2012-05-31 1.0001 2012-05-31 C000032709 25000.00 5455638564.48 1.00 -353068861.20 2105045023.75 2458113884.95 0.0013 1.0001 2012-05-31 1.0001 2012-05-31 Bank of America NA Bank of America NA 0.180000% 03199T002_0.1800_M120601_64BA 0001102113 Treasury Repurchase Agreement Y U.S. Treasury Note 2017-05-31 0.625000 Treasury Debt 76745600.00 76500014.08 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 75000000.00 75000000.00 0.0137 N 75000000.00 75000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.140000% 068992007_0.1400_M120601_64BA 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Bank 2013-04-18 0.250000 Government Agency Debt 74230000.00 74303755.75 Federal Home Loan Mortgage Corporation 2012-08-03 0.00 Government Agency Debt 265000.00 264968.20 Residual Funding Corp. 2019-10-15 0.00 Government Agency Debt 30559000.00 27432203.12 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 100000000.00 100000000.00 0.0183 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.180000% 068992007_0.1800_M120601_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Note 2018-12-31 0.875000 Treasury Debt 70373200.00 71400074.91 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 70000000.00 70000000.00 0.0128 N 70000000.00 70000000.00 Credit Suisse Credit Suisse 0.180000% 02399I006_0.1800_M120601_64BA 0001230485 Treasury Repurchase Agreement Y U.S. Treasury Note 2015-10-31 1.250000 Treasury Debt 64520000.00 66301593.59 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 65000000.00 65000000.00 0.0119 N 65000000.00 65000000.00 Deutsche Bank AG DEUTSCHE BANK REPO 0.150000% 99FYXV008_0.1500_M120612_64BA 0001074042 Treasury Repurchase Agreement Y U.S. Treasury Bond 2036-02-15 4.500000 Treasury Debt 6929000.00 9482851.99 U.S. Treasury Bond 2041-11-15 3.125000 Treasury Debt 4398000.00 4771604.36 U.S. Treasury Note 2013-10-31 2.750000 Treasury Debt 13219500.00 13714868.72 U.S. Treasury Note 2018-07-15 2.500000 Treasury Debt 29680000.00 39220446.41 U.S. Treasury Note 2018-07-31 3.250000 Treasury Debt 31075500.00 34810264.57 First Tier Security N/A N/A 2012-06-12 2012-06-12 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0183 N 100000000.00 100000000.00 Deutsche Bank AG DEUTSCHE BANK REPO 0.160000% 99FYXV008_0.1600_M120608_64BA 0001074042 Treasury Repurchase Agreement Y U.S. Treasury Bill 2012-09-06 NA Treasury Debt 563000.00 562876.14 U.S. Treasury Bond 2020-02-15 8.500000 Treasury Debt 14065100.00 22054551.46 U.S. Treasury Bond 2036-02-15 4.500000 Treasury Debt 38631100.00 52869534.33 U.S. Treasury Note 2014-03-15 1.250000 Treasury Debt 11089900.00 11312535.17 U.S. Treasury Note 2015-12-31 2.125000 Treasury Debt 11079300.00 11823315.17 U.S. Treasury Note 2016-11-30 0.875000 Treasury Debt 1921000.00 1943867.80 U.S. Treasury Note 2018-07-15 2.500000 Treasury Debt 20382000.00 26933863.70 First Tier Security N/A N/A 2012-06-08 2012-06-08 Y Deutsche Bank Securities Inc N/A N/A N N 125000000.00 125000000.00 0.0229 N 124998750.00 124998750.00 Federal Farm Credit Bank Federal Farm Credit Discount Notes 0.100000% 313312YW4 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 49300000.00 49295754.71 0.0090 N 49298323.80 49298323.80 Federal Farm Credit Bank Federal Farm Credit Discount Notes 0.100000% 313312YX2 Government Agency Debt N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 25000000.00 24997777.78 0.0046 N 24999100.00 24999100.00 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 0.338800% 31331GV30 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-10-01 N N N 800000.00 800250.06 0.0001 N 800506.40 800506.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.258800% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-12-13 N N N 12900000.00 12903658.08 0.0024 N 12907378.80 12907378.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.199800% 31331J7C1 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-07-20 N N N 30000000.00 29998775.62 0.0055 N 30002520.00 30002520.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.258700% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2012-06-07 2012-09-07 N N N 10000000.00 10000546.00 0.0018 N 10003060.00 10003060.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.410700% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2013-01-25 N N N 1850000.00 1851508.22 0.0003 N 1852998.85 1852998.85 Federal Farm Credit Bank Federal Farm Credit Bank 0.248800% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-11-13 N N N 16865000.00 16877367.67 0.0031 N 16872606.12 16872606.12 Federal Farm Credit Bank Federal Farm Credit Bank 0.278800% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2013-01-15 N N N 8200000.00 8203550.50 0.0015 N 8206305.80 8206305.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.269700% 31331JH89 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-09-20 N N N 15613000.00 15621627.66 0.0029 N 15618964.17 15618964.17 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 0.366000% 31331JUR2 Government Agency Debt N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N N 57500000.00 57511488.90 0.0105 N 57512880.00 57512880.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.298800% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2013-06-26 N N N 10685000.00 10696625.35 0.0020 N 10699349.96 10699349.96 Federal Farm Credit Bank Federal Farm Credit Bank 0.288800% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2013-04-26 N N N 1785000.00 1786471.14 0.0003 N 1786992.06 1786992.06 Federal Farm Credit Bank Federal Farm Credit Bank 0.269800% 31331JWB5 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2013-07-22 N N N 6400000.00 6405803.26 0.0012 N 6406918.40 6406918.40 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 0.238800% 31331JWM1 Government Agency Debt N First Tier Security N/A N/A 2012-06-28 2012-08-28 N N N 32800000.00 32807993.11 0.0060 N 32809544.80 32809544.80 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 0.228800% 31331JYA5 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-08-13 N N N 13075000.00 13077499.22 0.0024 N 13077431.95 13077431.95 Federal Farm Credit Bank Federal Farm Credit Bank 0.218800% 31331KAS9 Government Agency Debt N First Tier Security N/A N/A 2012-06-28 2012-06-28 N N N 25000000.00 24999814.60 0.0046 N 25001750.00 25001750.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.229800% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2013-02-22 N N N 2115000.00 2115317.15 0.0004 N 2116093.46 2116093.46 Federal Farm Credit Bank Federal Farm Credit Bank 0.188800% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-06-24 2013-04-24 N N N 50000000.00 49995399.32 0.0092 N 50010700.00 50010700.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.208800% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2012-06-24 2013-07-24 N N N 1825000.00 1825154.73 0.0003 N 1825640.58 1825640.58 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 0.229800% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2013-11-18 N N N 3000000.00 3001348.32 0.0006 N 2999514.00 2999514.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.208800% 31331KPF1 Government Agency Debt N First Tier Security N/A N/A 2012-06-16 2013-09-16 N N N 4000000.00 4000687.49 0.0007 N 4001112.00 4001112.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.189800% 31331KVL1 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-08-22 N N N 30000000.00 29998627.51 0.0055 N 30009270.00 30009270.00 Federal Farm Credit Bank Federal Farm Credit Banks Funding Corp. 4.820000% 31331YAC4 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 2000000.00 2033639.27 0.0004 N 2033962.00 2033962.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.248800% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2013-06-12 N N N 2000000.00 2001060.64 0.0004 N 2001592.00 2001592.00 Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 0.296000% 31331JG56 Government Agency Debt N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N N 1300000.00 1300538.77 0.0002 N 1300765.70 1300765.70 Federal Home Loan Bank Federal Home Loan Bank 0.179000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-11-01 N N N 25000000.00 24996826.36 0.0046 N 25003825.00 25003825.00 Federal Home Loan Bank Federal Home Loan Bank 0.189000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2012-10-26 N N N 27500000.00 27498084.78 0.0050 N 27505032.50 27505032.50 Federal Home Loan Bank Federal Home Loan Bank 0.189000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2012-11-26 N N N 54000000.00 53994725.38 0.0099 N 54009126.00 54009126.00 Federal Home Loan Bank Federal Home Loan Bank 0.189800% 313373TN2 Government Agency Debt N First Tier Security N/A N/A 2012-06-23 2012-11-23 N N N 2250000.00 2249966.60 0.0004 N 2250382.50 2250382.50 Federal Home Loan Bank Federal Home Loan Bank 0.383700% 313374EK2 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-12-20 N N N 5095000.00 5100840.53 0.0009 N 5100395.61 5100395.61 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 100010618.08 0.0183 N 100007800.00 100007800.00 Federal Home Loan Bank Federal Home Loan Bank 0.168800% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-06-27 2012-12-27 N N N 6200000.00 6198941.91 0.0011 N 6200409.20 6200409.20 Federal Home Loan Bank Federal Home Loan Bank 0.215000% 313374KR0 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-07-02 N N N 10000000.00 10000489.47 0.0018 N 10000300.00 10000300.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313374KZ2 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 15000000.00 15002378.96 0.0027 N 15001875.00 15001875.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 313374L81 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 20000000.00 20002750.00 0.0037 N 20002320.00 20002320.00 Federal Home Loan Bank Federal Home Loan Bank 0.260000% 313374UA6 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 4500000.00 4500827.29 0.0008 N 4500787.50 4500787.50 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 15000119.54 0.0027 N 14999985.00 14999985.00 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 50014292.38 0.0092 N 50009650.00 50009650.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-03-08 N N N 35000000.00 34997111.96 0.0064 N 35032830.00 35032830.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313375WG8 Government Agency Debt N First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 28900000.00 28905024.96 0.0053 N 28904970.80 28904970.80 Federal Home Loan Bank Federal Home Loan Bank 0.350000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2013-04-05 N N N 5190000.00 5190000.00 0.0010 N 5195584.44 5195584.44 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 47997509.70 0.0088 N 48000000.00 48000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3133766K6 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 1970000.00 1970292.64 0.0004 N 1970555.54 1970555.54 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 3133767D1 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 75000000.00 75006369.85 0.0137 N 75012075.00 75012075.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313376DQ5 Government Agency Debt N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N N 41000000.00 40998595.59 0.0075 N 40998360.00 40998360.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313376HX6 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N N 30000000.00 29998933.33 0.0055 N 29998590.00 29998590.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313376K61 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 47500000.00 47494022.60 0.0087 N 47495392.50 47495392.50 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313378Y21 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 50000000.00 49994590.16 0.0092 N 50001850.00 50001850.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3133794U0 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 35000000.00 34999578.56 0.0064 N 35000000.00 35000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313379AT6 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 50000000.00 49995451.84 0.0092 N 49998000.00 49998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.247000% 313379EJ4 Government Agency Debt N First Tier Security N/A N/A 2012-08-14 2013-11-14 N N N 25000000.00 25001608.49 0.0046 N 25000825.00 25000825.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 50000000.00 49990257.09 0.0092 N 49994050.00 49994050.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 75000000.00 74984250.06 0.0137 N 74990850.00 74990850.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384H93 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 25000000.00 24987715.32 0.0046 N 24989850.00 24989850.00 Federal Home Loan Bank Federal Home Loan Bank 0.150100% 313384J34 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 45000000.00 44976749.98 0.0082 N 44981415.00 44981415.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.070000% 313384YK9 Government Agency Debt N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N N 50000000.00 49998055.52 0.0092 N 49999450.00 49999450.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 50000000.00 49997083.19 0.0092 N 49999400.00 49999400.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.110000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 50000000.00 49994805.56 0.0092 N 49998100.00 49998100.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.098000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 21000000.00 20998056.37 0.0038 N 20999202.00 20999202.00 Federal Home Loan Bank Federal Home Loan Bank 0.111000% 313384ZA0 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 50000000.00 49994604.17 0.0092 N 49998050.00 49998050.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.110000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 25000000.00 24996944.44 0.0046 N 24998900.00 24998900.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.075000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 22198000.00 22196150.13 0.0041 N 22197023.29 22197023.29 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.100000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 50000000.00 49994166.73 0.0092 N 49997650.00 49997650.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.075000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 22800000.00 22798005.00 0.0042 N 22798928.40 22798928.40 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.085000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 5100000.00 5099494.26 0.0009 N 5099760.30 5099760.30 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.115000% 313384ZQ5 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 25000000.00 24996086.81 0.0046 N 24998650.00 24998650.00 Federal Home Loan Bank Federal Home Loan Bank Discount Notes 0.115000% 313384ZV4 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 10600000.00 10598171.53 0.0019 N 10599364.00 10599364.00 Federal Home Loan Bank Federal Home Loan Bank 4.375000% 3133XBT39 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 3820000.00 3823068.31 0.0007 N 3823136.22 3823136.22 Federal Home Loan Bank Federal Home Loan Bank 4.625000% 3133XML66 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 9260000.00 9407290.30 0.0017 N 9410410.18 9410410.18 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XR5T3 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 5000000.00 5003307.65 0.0009 N 5003405.00 5003405.00 Federal Home Loan Bank Federal Home Loan Bank 2.000000% 3133XTHE9 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 1000000.00 1002147.25 0.0002 N 1002157.00 1002157.00 Federal Home Loan Bank Federal Home Loan Bank 1.875000% 3133XTS49 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 5770000.00 5775221.13 0.0011 N 5775250.70 5775250.70 Federal Home Loan Bank Federal Home Loan Bank 1.750000% 3133XUE41 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 19350000.00 19419416.43 0.0036 N 19419601.96 19419601.96 Federal Home Loan Bank Federal Home Loan Bank 2.000000% 3133XUK93 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 1965000.00 1975209.14 0.0004 N 1975392.89 1975392.89 Federal Home Loan Bank Federal Home Loan Bank 0.875000% 3133XYWB7 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 25225000.00 25266721.42 0.0046 N 25266116.75 25266116.75 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.160100% 313396H97 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 39822000.00 39800407.63 0.0073 N 39805832.27 39805832.27 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.095000% 313396YW7 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 25000000.00 24997954.88 0.0046 N 24999150.00 24999150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.075000% 313396ZD8 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 100000000.00 99992083.34 0.0183 N 99995800.00 99995800.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.120000% 313396ZE6 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 7800000.00 7798986.00 0.0014 N 7799664.60 7799664.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Discount Notes 0.115000% 313396ZT3 Government Agency Debt N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 100000000.00 99983388.88 0.0183 N 99994200.00 99994200.00 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 105948000.00 106591349.47 0.0195 N 106604983.55 106604983.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.198800% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2012-06-10 2012-08-10 N N N 35000000.00 34998693.13 0.0064 N 35009100.00 35009100.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.178800% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-06-02 2012-11-02 N N N 39410000.00 39404607.43 0.0072 N 39415320.35 39415320.35 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3134G1GQ1 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 50000000.00 50103104.48 0.0092 N 50102600.00 50102600.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.208800% 3134G25F5 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2013-11-04 N N N 53590000.00 53601358.31 0.0098 N 53600771.59 53600771.59 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.199800% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-06-21 2013-03-21 N N N 3500000.00 3500023.31 0.0006 N 3501928.50 3501928.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188800% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2013-02-04 N N N 35029000.00 35027393.67 0.0064 N 35036601.30 35036601.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188700% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2012-06-03 2013-05-03 N N N 2000000.00 1999832.49 0.0004 N 2000420.00 2000420.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.178800% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2013-09-13 N N N 50000000.00 49997254.53 0.0092 N 49995350.00 49995350.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188800% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-06-03 2013-06-03 N N N 25800000.00 25798012.66 0.0047 N 25805005.20 25805005.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188800% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-06-17 2013-06-17 N N N 9900000.00 9900091.81 0.0018 N 9903643.20 9903643.20 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 59379000.00 60077412.53 0.0110 N 60075575.05 60075575.05 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.625000% 3137EAAZ2 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 22576000.00 22977438.95 0.0042 N 22982571.19 22982571.19 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 50346290.45 0.0092 N 50346497.20 50346497.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.125000% 3137EACE7 Government Agency Debt N First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 35610000.00 35823681.64 0.0066 N 35824728.30 35824728.30 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 176611000.00 176881101.19 0.0324 N 176867615.79 176867615.79 Federal National Mortgage Assoc. Federal National Mortgage Association Discount Notes 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 49982076.34 0.0092 N 49991350.00 49991350.00 Federal National Mortgage Assoc. Federal National Mortgage Association Discount Notes 0.080000% 313588YW9 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 5000000.00 4999655.55 0.0009 N 4999830.00 4999830.00 Federal National Mortgage Assoc. Federal National Mortgage Association Discount Notes 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 49995104.21 0.0092 N 49997400.00 49997400.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.228800% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2013-08-12 N N N 1000000.00 1000373.62 0.0002 N 1000565.00 1000565.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.208800% 3135G0FQ1 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2013-11-08 N N N 100000000.00 100022318.58 0.0183 N 100019400.00 100019400.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.208800% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2012-06-14 2013-11-14 N N N 2000000.00 2000308.77 0.0004 N 2000368.00 2000368.00 Federal National Mortgage Assoc. Federal National Mortgage Association 0.500000% 3136FPUC9 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 14660000.00 14680067.01 0.0027 N 14675143.78 14675143.78 Federal National Mortgage Assoc. Federal National Mortgage Association 0.228800% 31398A2C5 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2012-07-26 N N N 65075000.00 65082260.61 0.0119 N 65086778.58 65086778.58 Federal National Mortgage Assoc. Federal National Mortgage Association 0.259800% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2012-06-23 2012-08-23 N N N 52490000.00 52496230.83 0.0096 N 52504329.77 52504329.77 Federal National Mortgage Assoc. Federal National Mortgage Association 0.268800% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2012-06-17 2012-09-17 N N N 24120000.00 24123856.26 0.0044 N 24128924.40 24128924.40 Federal National Mortgage Assoc. Federal National Mortgage Association 0.500000% 31398A4T6 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 10070000.00 10084454.10 0.0018 N 10084571.29 10084571.29 Federal National Mortgage Assoc. Federal National Mortgage Association 0.269800% 31398A5A6 Government Agency Debt N First Tier Security N/A N/A 2012-06-18 2012-10-18 N N N 7050000.00 7052683.75 0.0013 N 7053376.96 7053376.96 Federal National Mortgage Assoc. Federal National Mortgage Association 0.259800% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-06-23 2012-11-23 N N N 5415000.00 5416322.98 0.0010 N 5417837.46 5417837.46 Federal National Mortgage Assoc. Federal National Mortgage Assoc. Series 1 0.433700% 31398A7F3 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-12-20 N N N 1700000.00 1702424.10 0.0003 N 1702322.20 1702322.20 Federal National Mortgage Assoc. 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 38413930.21 0.0070 N 38414607.99 38414607.99 Federal National Mortgage Assoc. 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 159518000.00 159781528.56 0.0293 N 159772750.25 159772750.25 Federal National Mortgage Assoc. Federal National Mortgage Association 1.750000% 31398AYM8 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 14785000.00 14830656.64 0.0027 N 14830301.24 14830301.24 HSBC Bank USA NA HSBC Bank USA NA 0.180000% 40499J003_0.1800_M120601_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Note 2013-01-15 1.375000 Treasury Debt 10395000.00 10526343.23 U.S. Treasury Note 2013-11-30 0.250000 Treasury Debt 65986000.00 65978082.73 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 75000000.00 75000000.00 0.0137 N 75000000.00 75000000.00 JP Morgan Securities LLC JPMORGAN SECS, Inc. ST SHORT TERMS/REPO 0.180000% 977HAQ004_0.1800_M120601_64BA 0001325347 Treasury Repurchase Agreement Y U.S. Treasury Note 2014-04-15 1.250000 Treasury Debt 20680000.00 21084936.72 U.S. Treasury Note 2020-02-15 3.625000 Treasury Debt 42237900.00 50319547.45 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 70000000.00 70000000.00 0.0128 N 70000000.00 70000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.180000% 60686M007_0.1800_M120601_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Note 2012-07-15 3.000000 Treasury Debt 9510000.00 12333206.97 U.S. Treasury Note 2013-04-15 0.625000 Treasury Debt 500000.00 547676.82 U.S. Treasury Note 2014-07-15 2.000000 Treasury Debt 15566000.00 20370702.52 U.S. Treasury Note 2014-11-15 0.375000 Treasury Debt 3076000.00 3079854.38 U.S. Treasury Note 2014-11-15 4.250000 Treasury Debt 17668400.00 19386436.81 U.S. Treasury Note 2014-11-30 2.125000 Treasury Debt 5216400.00 5446651.90 U.S. Treasury Note 2014-12-15 0.250000 Treasury Debt 14834500.00 14819035.64 U.S. Treasury Note 2016-04-15 0.125000 Treasury Debt 470000.00 511205.88 U.S. Treasury Note 2018-07-15 2.500000 Treasury Debt 4000.00 5285.77 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 75000000.00 75000000.00 0.0137 N 75000000.00 75000000.00 U.S. Treasury Bill U.S. Treasury Bill 0.146600% 9127955L1 Treasury Debt N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 100000000.00 99932040.28 0.0183 N 99944400.00 99944400.00 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127955U1 Treasury Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 200000000.00 199983944.44 0.0367 N 199994400.00 199994400.00 U.S. Treasury Bill U.S. Treasury Bill 0.080000% 9127955X5 Treasury Debt N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 100000000.00 99989333.34 0.0183 N 99995300.00 99995300.00 U.S. Treasury Bill U.S. Treasury Bill 0.085000% 9127955Y3 Treasury Debt N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 100000000.00 99985361.12 0.0183 N 99991400.00 99991400.00 U.S. Treasury Bill U.S. Treasury Bill 0.082000% 9127956A4 Treasury Debt N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 50000000.00 49992141.67 0.0092 N 49994950.00 49994950.00 U.S. Treasury Bill U.S. Treasury Bill 0.091000% 9127956A4 Treasury Debt N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 50000000.00 49991279.17 0.0092 N 49994950.00 49994950.00 U.S. Treasury Bill U.S. Treasury Bill 0.082500% 9127956B2 Treasury Debt N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 50000000.00 49991291.67 0.0092 N 49994450.00 49994450.00 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 49982875.00 0.0092 N 49991550.00 49991550.00 U.S. Treasury Bill U.S. Treasury Bill 0.112000% 9127956K2 Treasury Debt N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 50000000.00 49980902.78 0.0092 N 49983950.00 49983950.00 U.S. Treasury Bill U.S. Treasury Bill 0.091000% 912795Y96 Treasury Debt N First Tier Security N/A N/A 2012-08-23 2012-08-23 N N N 50000000.00 49989509.72 0.0092 N 49992500.00 49992500.00 U.S. Treasury Bill U.S. Treasury Bill 0.100000% 912795Y96 Treasury Debt N First Tier Security N/A N/A 2012-08-23 2012-08-23 N N N 50000000.00 49988472.22 0.0092 N 49992500.00 49992500.00 U.S. Treasury Note U.S. Treasury Notes 4.375000% 912828AJ9 Treasury Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 50000000.00 50438145.23 0.0092 N 50437500.00 50437500.00 U.S. Treasury Note 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 200341739.76 0.0367 N 200336000.00 200336000.00 U.S. Treasury Note 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 40035904.25 0.0073 N 40034360.00 40034360.00 UBS Financial Services, Inc. UBS FIN SERVICES REPO 1 DAY 0.180000% 99EPPA003_0.1800_M120601_64BA 0000230611 Treasury Repurchase Agreement Y U.S. Treasury Note 2022-05-15 1.750000 Treasury Debt 51596100.00 52224069.40 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 51200000.00 51200000.00 0.0094 N 51200000.00 51200000.00