N-MFP LIVE N 2012-08-31 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 54 104 6003283681.17 5349191.16 86788.32 6008546084.01 0.0016 1.0000 2012-08-31 1.0000 2012-08-31 C000032709 25000.00 6008546084.01 1.00 61698193.16 2260894219.38 2199196026.22 0.0015 1.0000 2012-08-31 1.0000 2012-08-31 Bank of America NA Bank of America NA 0.180000% 03199T002_0.1800_M120904_64BA 0001102113 Treasury Repurchase Agreement N U.S. Treasury Note 2015-07-31 1.750000 Treasury Debt 166370200.00 173400037.17 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 170000000.00 170000000.00 0.0283 N 170000000.00 170000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.140000% 068992007_0.1400_M120907_64BA 0001484219 Government Agency Repurchase Agreement N Federal Home Loan Bank 2015-02-17 0.500000 Government Agency Debt 46505000.00 46518228.09 Federal Home Loan Bank 2016-02-24 0.700000 Government Agency Debt 47255000.00 47272300.58 Federal Home Loan Bank 2024-09-13 2.800000 Government Agency Debt 600000.00 606784.00 Federal Home Loan Bank 2026-11-02 3.625000 Government Agency Debt 4645000.00 4716220.11 Federal Home Loan Bank 2027-06-18 3.250000 Government Agency Debt 2000000.00 2014900.56 Residual Funding Corp. 2029-10-15 NA Government Agency Debt 1430000.00 874073.20 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 100000000.00 100000000.00 0.0166 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.160000% 068992007_0.1600_M120906_64BA 0001484219 Government Agency Repurchase Agreement N Federal Farm Credit Bank 2014-02-10 NA Government Agency Debt 211000.00 211128.71 Residual Funding Corp. 2018-04-15 NA Government Agency Debt 13701000.00 12807557.79 Residual Funding Corp. 2018-07-15 NA Government Agency Debt 24876000.00 23108808.96 Residual Funding Corp. 2019-01-15 NA Government Agency Debt 20969000.00 19253316.42 Residual Funding Corp. 2019-07-15 NA Government Agency Debt 16643000.00 15091373.11 Residual Funding Corp. 2029-04-15 NA Government Agency Debt 24508000.00 15207949.24 U.S. Treasury Note 2040-11-15 4.250000 Treasury Debt 12249400.00 16320032.73 First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 100000000.00 100000000.00 0.0166 N 99999000.00 99999000.00 Credit Suisse Credit Suisse Securities USA LLC 0.180000% 02399I006_0.1800_M120904_64BA 0001230485 Treasury Repurchase Agreement N U.S. Treasury Note 2017-01-31 3.125000 Treasury Debt 160240000.00 178501355.98 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 175000000.00 175000000.00 0.0291 N 175000000.00 175000000.00 Deutsche Bank AG Deutsche Bank AG 0.140000% 99FYXV008_0.1400_M120904_64BA 0001074042 Treasury Repurchase Agreement N U.S. Treasury Note 2016-01-15 2.000000 Treasury Debt 49136300.00 63517465.57 U.S. Treasury Note 2016-11-15 4.625000 Treasury Debt 8099162.00 9587815.27 U.S. Treasury Note 2016-11-30 0.875000 Treasury Debt 23460500.00 23853004.81 U.S. Treasury Note 2026-02-15 6.000000 Treasury Debt 2891700.00 4267379.13 U.S. Treasury Note 2042-08-15 2.750000 Treasury Debt 771700.00 774428.46 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 100000000.00 100000000.00 0.0166 N 100000000.00 100000000.00 Deutsche Bank AG Deutsche Bank AG 0.150000% 99FYXV008_0.1500_M120910_64BA 0001074042 Treasury Repurchase Agreement N U.S. Treasury Note 2012-12-06 NA Treasury Debt 1426000.00 1425612.13 U.S. Treasury Note 2013-05-31 3.500000 Treasury Debt 50475400.00 52165609.87 U.S. Treasury Note 2013-08-15 4.250000 Treasury Debt 254800.00 265104.58 U.S. Treasury Note 2016-11-30 0.875000 Treasury Debt 43027700.00 43747572.94 U.S. Treasury Note 2029-01-15 2.500000 Treasury Debt 2903600.00 4396122.70 First Tier Security N/A N/A 2012-09-10 2012-09-10 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0166 N 100000000.00 100000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.330500% 31331GV30 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 800000.00 800055.34 0.0001 N 800107.20 800107.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.294300% 31331J4L4 Government Agency Debt N First Tier Security N/A N/A 2012-09-06 2013-12-06 N N N 4161000.00 4164831.24 0.0007 N 4164615.91 4164615.91 Federal Farm Credit Bank Federal Farm Credit Bank 0.259300% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-09-13 2012-12-13 N N N 12900000.00 12901875.94 0.0021 N 12903354.00 12903354.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.260300% 31331J7B3 Government Agency Debt N First Tier Security N/A N/A 2012-09-10 2013-01-10 N N N 100000000.00 100040201.48 0.0166 N 100031100.00 100031100.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.263700% 31331JB28 Government Agency Debt N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 10000000.00 10000016.72 0.0017 N 10000080.00 10000080.00 Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 31331JBV4 Government Agency Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 7100000.00 7150623.69 0.0012 N 7148869.30 7148869.30 Federal Farm Credit Bank Federal Farm Credit Bank 0.396100% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2013-01-25 N N N 2700000.00 2701572.32 0.0004 N 2702349.00 2702349.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.249300% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-09-13 2012-11-13 N N N 52865000.00 52877213.14 0.0088 N 52874092.78 52874092.78 Federal Farm Credit Bank Federal Farm Credit Bank 0.270300% 31331JE82 Government Agency Debt N First Tier Security N/A N/A 2012-09-10 2012-12-10 N N N 10000000.00 10003362.13 0.0017 N 10002800.00 10002800.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.279500% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-09-15 2013-01-15 N N N 11700000.00 11703524.25 0.0019 N 11704633.20 11704633.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.316000% 31331JG56 Government Agency Debt N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 1300000.00 1300064.85 0.0002 N 1300080.60 1300080.60 Federal Farm Credit Bank Federal Farm Credit Bank 0.267000% 31331JH89 Government Agency Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 30528000.00 30530051.31 0.0051 N 30529862.22 30529862.22 Federal Farm Credit Bank Federal Farm Credit Bank 0.295500% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2013-06-26 N N N 10685000.00 10693793.53 0.0018 N 10693889.92 10693889.92 Federal Farm Credit Bank Federal Farm Credit Bank 0.285500% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2013-04-26 N N N 1785000.00 1786046.35 0.0003 N 1786187.03 1786187.03 Federal Farm Credit Bank Federal Farm Credit Bank 0.266000% 31331JWB5 Government Agency Debt N First Tier Security N/A N/A 2012-09-22 2013-07-22 N N N 6400000.00 6404477.99 0.0011 N 6404083.20 6404083.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.400000% 31331JY56 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 2060000.00 2060747.25 0.0003 N 2060828.12 2060828.12 Federal Farm Credit Bank Federal Farm Credit Bank 0.117000% 31331K3Z1 Government Agency Debt N First Tier Security N/A N/A 2012-09-20 2013-03-20 N N N 50000000.00 49987534.28 0.0083 N 49984000.00 49984000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.226000% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-09-22 2013-02-22 N N N 17115000.00 17119217.45 0.0028 N 17119347.21 17119347.21 Federal Farm Credit Bank Federal Farm Credit Bank 0.204300% 31331KDU1 Government Agency Debt N First Tier Security N/A N/A 2012-09-11 2013-02-11 N N N 5000000.00 5001014.40 0.0008 N 5000635.00 5000635.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.225500% 31331KFW5 Government Agency Debt N First Tier Security N/A N/A 2012-09-28 2013-05-28 N N N 3470000.00 3470830.81 0.0006 N 3470950.78 3470950.78 Federal Farm Credit Bank Federal Farm Credit Bank 0.185500% 31331KHC7 Government Agency Debt N First Tier Security N/A N/A 2012-09-29 2013-07-29 N N N 2135000.00 2134817.32 0.0004 N 2134726.72 2134726.72 Federal Farm Credit Bank Federal Farm Credit Bank 0.186500% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2013-04-24 N N N 50000000.00 49996735.91 0.0083 N 50000650.00 50000650.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.174300% 31331KKB5 Government Agency Debt N First Tier Security N/A N/A 2012-09-04 2013-02-04 N N N 1250000.00 1249895.97 0.0002 N 1249970.00 1249970.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.206500% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2013-07-24 N N N 1825000.00 1825119.57 0.0003 N 1825096.73 1825096.73 Federal Farm Credit Bank Federal Farm Credit Bank 0.277000% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2012-09-18 2013-11-18 N N N 5050000.00 5051618.50 0.0008 N 5050722.15 5050722.15 Federal Farm Credit Bank Federal Farm Credit Bank 0.180000% 31331KM64 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 30000000.00 30000754.85 0.0050 N 30001410.00 30001410.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.208600% 31331KPF1 Government Agency Debt N First Tier Security N/A N/A 2012-09-16 2013-09-16 N N N 4610000.00 4610554.02 0.0008 N 4609898.58 4609898.58 Federal Farm Credit Bank Federal Farm Credit Bank 0.239500% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2012-09-15 2014-01-15 N N N 4000000.00 4000574.94 0.0007 N 4000840.00 4000840.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.185500% 31331KSV3 Government Agency Debt N First Tier Security N/A N/A 2012-09-28 2013-01-28 N N N 10000000.00 10000000.00 0.0017 N 9997740.00 9997740.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.227000% 31331KVM9 Government Agency Debt N First Tier Security N/A N/A 2012-09-19 2013-11-19 N N N 4890000.00 4891913.16 0.0008 N 4891804.42 4891804.42 Federal Farm Credit Bank Federal Farm Credit Bank 0.258500% 31331KYJ3 Government Agency Debt N First Tier Security N/A N/A 2012-09-16 2013-12-16 N N N 5250000.00 5252574.89 0.0009 N 5251223.25 5251223.25 Federal Farm Credit Bank Federal Farm Credit Bank 0.209500% 31331KYK0 Government Agency Debt N First Tier Security N/A N/A 2012-09-15 2013-03-15 N N N 2000000.00 2000440.20 0.0003 N 2000306.00 2000306.00 Federal Farm Credit Bank Federal Farm Credit Bank 4.700000% 31331VCA2 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 2000000.00 2009197.14 0.0003 N 2008294.00 2008294.00 Federal Farm Credit Bank Federal Farm Credit Bank 4.500000% 31331X3S9 Government Agency Debt N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 29575000.00 29725538.10 0.0049 N 29728553.40 29728553.40 Federal Farm Credit Bank Federal Farm Credit Bank 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 2009611.22 0.0003 N 2009852.00 2009852.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.249300% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2012-09-12 2013-06-12 N N N 2000000.00 2000792.66 0.0003 N 2000822.00 2000822.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 3133EABG2 Government Agency Debt N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 25300000.00 25296206.41 0.0042 N 25298988.00 25298988.00 Federal Home Loan Bank Federal Home Loan Bank 0.875000% 313370A24 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 2000000.00 2002018.19 0.0003 N 2002080.00 2002080.00 Federal Home Loan Bank Federal Home Loan Bank 0.171000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-11-01 N N N 48000000.00 48000005.73 0.0080 N 48002640.00 48002640.00 Federal Home Loan Bank Federal Home Loan Bank 0.186000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2012-10-26 N N N 77500000.00 77502362.58 0.0129 N 77504572.50 77504572.50 Federal Home Loan Bank Federal Home Loan Bank 0.186000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2012-11-26 N N N 54000000.00 53997540.49 0.0090 N 54002160.00 54002160.00 Federal Home Loan Bank Federal Home Loan Bank 0.187500% 313373TN2 Government Agency Debt N First Tier Security N/A N/A 2012-09-23 2012-11-23 N N N 2250000.00 2249984.73 0.0004 N 2250092.25 2250092.25 Federal Home Loan Bank Federal Home Loan Bank 0.377900% 313374EK2 Government Agency Debt N First Tier Security N/A N/A 2012-09-20 2012-12-20 N N N 37890000.00 37912654.21 0.0063 N 37903413.06 37903413.06 Federal Home Loan Bank Federal Home Loan Bank 0.165500% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-09-27 2012-12-27 N N N 6200000.00 6199422.86 0.0010 N 6199857.40 6199857.40 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-09-04 2013-03-08 N N N 35000000.00 34998091.83 0.0058 N 35028070.00 35028070.00 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 28901236.30 0.0048 N 28901502.80 28901502.80 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 313375X51 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 2000000.00 2000128.54 0.0003 N 2000222.00 2000222.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-09-04 2013-04-05 N N N 5190000.00 5190000.00 0.0009 N 5194800.75 5194800.75 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3133765B7 Government Agency Debt N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 64740000.00 64747987.20 0.0108 N 64749063.60 64749063.60 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 1970103.52 0.0003 N 1970226.55 1970226.55 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 75002253.28 0.0125 N 75005400.00 75005400.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376L94 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 3475000.00 3474969.90 0.0006 N 3475041.70 3475041.70 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313376MQ5 Government Agency Debt N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 7700000.00 7700496.91 0.0013 N 7701794.10 7701794.10 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313376TL9 Government Agency Debt N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 6250000.00 6249012.87 0.0010 N 6249656.25 6249656.25 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376TY1 Government Agency Debt N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 6200000.00 6199813.84 0.0010 N 6200458.80 6200458.80 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376VG7 Government Agency Debt N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 13185000.00 13183261.62 0.0022 N 13186028.43 13186028.43 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376WR2 Government Agency Debt N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 12700000.00 12697921.55 0.0021 N 12700101.60 12700101.60 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313376Y58 Government Agency Debt N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 5700000.00 5698398.05 0.0009 N 5699595.30 5699595.30 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376YC3 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 68500000.00 68485377.74 0.0114 N 68500274.00 68500274.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376ZB4 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 22000000.00 21995250.66 0.0037 N 22000088.00 22000088.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313378AZ4 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 9400000.00 9399588.93 0.0016 N 9401231.40 9401231.40 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313378BD2 Government Agency Debt N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 1900000.00 1899875.41 0.0003 N 1900275.50 1900275.50 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 49998483.61 0.0083 N 50001000.00 50001000.00 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 34999850.92 0.0058 N 35000490.00 35000490.00 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 49998391.13 0.0083 N 50000000.00 50000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313379CU1 Government Agency Debt N First Tier Security N/A N/A 2013-01-30 2013-01-30 N N N 2005000.00 2004983.70 0.0003 N 2005324.81 2005324.81 Federal Home Loan Bank Federal Home Loan Bank 0.217000% 313379EJ4 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2013-11-14 N N N 25000000.00 25001320.72 0.0042 N 24989275.00 24989275.00 Federal Home Loan Bank Federal Home Loan Bank 0.248000% 313379TB5 Government Agency Debt N First Tier Security N/A N/A 2012-09-11 2013-12-11 N N N 50000000.00 50000000.00 0.0083 N 49971600.00 49971600.00 Federal Home Loan Bank Federal Home Loan Bank 0.271000% 313379WN5 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2014-01-03 N N N 50000000.00 49986547.43 0.0083 N 49990350.00 49990350.00 Federal Home Loan Bank Federal Home Loan Bank 0.213100% 313380AF4 Government Agency Debt N First Tier Security N/A N/A 2012-10-23 2013-01-23 N N N 50000000.00 50000000.00 0.0083 N 50001100.00 50001100.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384E70 Government Agency Debt N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 30000000.00 29999891.67 0.0050 N 29999940.00 29999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384E96 Government Agency Debt N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 15000000.00 14999837.50 0.0025 N 14999925.00 14999925.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384F61 Government Agency Debt N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 21500000.00 21499402.78 0.0036 N 21499720.50 21499720.50 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 24997281.26 0.0042 N 24998300.00 24998300.00 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 44994562.49 0.0075 N 44996760.00 44996760.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384K24 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 4650000.00 4649395.50 0.0008 N 4649581.50 4649581.50 Federal Home Loan Bank Federal Home Loan Bank 0.140100% 313384K81 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 27300000.00 27295540.99 0.0045 N 27297133.50 27297133.50 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384L31 Government Agency Debt N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 1500000.00 1499737.50 0.0002 N 1499832.00 1499832.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384M71 Government Agency Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 18500000.00 18496338.57 0.0031 N 18497354.50 18497354.50 Federal Home Loan Bank Federal Home Loan Bank 4.500000% 3133MTZL5 Government Agency Debt N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 39475000.00 39809431.87 0.0066 N 39807853.20 39807853.20 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 30935000.00 31069865.69 0.0052 N 31075537.71 31075537.71 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 28610000.00 28624439.61 0.0048 N 28624762.76 28624762.76 Federal Home Loan Bank Federal Home Loan Bank 1.735000% 3133XVM40 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 12100000.00 12129061.50 0.0020 N 12129995.90 12129995.90 Federal Home Loan Bank Federal Home Loan Bank 1.500000% 3133XW7L7 Government Agency Debt N First Tier Security N/A N/A 2013-01-16 2013-01-16 N N N 56155000.00 56423180.95 0.0094 N 56430664.91 56430664.91 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 39817221.36 0.0066 N 39819292.10 39819292.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396J38 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 19958000.00 19955749.30 0.0033 N 19956563.02 19956563.02 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396J95 Government Agency Debt N First Tier Security N/A N/A 2012-10-09 2012-10-09 N N N 2000000.00 1999727.77 0.0003 N 1999824.00 1999824.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396K28 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 19000000.00 18997340.01 0.0032 N 18998290.00 18998290.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150100% 313396K36 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 25000000.00 24996145.83 0.0042 N 24997700.00 24997700.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396L92 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 21400000.00 21395755.67 0.0036 N 21397282.20 21397282.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145100% 313397AC5 Government Agency Debt N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 50000000.00 49975631.86 0.0083 N 49979850.00 49979850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4SA3 Government Agency Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 42763000.00 43432588.22 0.0072 N 43440964.60 43440964.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170500% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-10-02 2012-11-02 N N N 41410000.00 41408033.87 0.0069 N 41411283.71 41411283.71 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.515000% 3134G1WT7 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 20000000.00 20016172.15 0.0033 N 20017060.00 20017060.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.214300% 3134G25F5 Government Agency Debt N First Tier Security N/A N/A 2012-09-04 2013-11-04 N N N 98530000.00 98551753.22 0.0164 N 98521920.54 98521920.54 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.197000% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-09-21 2013-03-21 N N N 57360000.00 57368478.43 0.0095 N 57366194.88 57366194.88 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.194300% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-09-04 2013-02-04 N N N 45024000.00 45023340.42 0.0075 N 45026656.43 45026656.43 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180500% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2013-05-03 N N N 4550000.00 4549554.58 0.0008 N 4549990.90 4549990.90 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.179300% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2012-09-13 2013-09-13 N N N 50000000.00 49997810.64 0.0083 N 49983950.00 49983950.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180500% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2013-06-03 N N N 25800000.00 25798527.10 0.0043 N 25798968.00 25798968.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.188000% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-09-17 2013-06-17 N N N 9900000.00 9900068.92 0.0016 N 9907029.00 9907029.00 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 42142000.00 42403644.64 0.0071 N 42411413.81 42411413.81 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 59789000.00 59843381.60 0.0100 N 59845022.29 59845022.29 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375000% 3137EACG2 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 86283000.00 86635540.28 0.0144 N 86652722.67 86652722.67 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.130000% 313588E76 Government Agency Debt N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 18434000.00 18433933.43 0.0031 N 18433963.13 18433963.13 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.140100% 313588K20 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 7700000.00 7698922.01 0.0013 N 7699307.00 7699307.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.140100% 313588K79 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 100000000.00 99984055.54 0.0166 N 99989800.00 99989800.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.155100% 313589AJ2 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 9580000.00 9574761.60 0.0016 N 9575947.66 9575947.66 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.229300% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2012-09-12 2013-08-12 N N N 1000000.00 1000292.40 0.0002 N 1000214.00 1000214.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.344500% 3135G0CL5 Government Agency Debt N First Tier Security N/A N/A 2012-11-17 2013-05-17 N N N 29550000.00 29584467.34 0.0049 N 29566311.60 29566311.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.213300% 3135G0FQ1 Government Agency Debt N First Tier Security N/A N/A 2012-09-08 2013-11-08 N N N 110500000.00 110520998.26 0.0184 N 110490386.50 110490386.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.209800% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2013-11-14 N N N 2000000.00 2000253.53 0.0003 N 1999816.00 1999816.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.500000% 3136FPUC9 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 19410000.00 19419898.20 0.0032 N 19417841.64 19417841.64 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.625000% 31398A3N0 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 5500000.00 5501371.74 0.0009 N 5501633.50 5501633.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.370000% 31398A3X8 Government Agency Debt N First Tier Security N/A N/A 2012-08-31 2012-09-13 N N N 9000000.00 9000491.28 0.0015 N 9000531.00 9000531.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.268000% 31398A4E9 Government Agency Debt N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 148590000.00 148596795.25 0.0247 N 148597280.92 148597280.92 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.500000% 31398A4T6 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 17535000.00 17544220.47 0.0029 N 17544819.60 17544819.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.267000% 31398A5A6 Government Agency Debt N First Tier Security N/A N/A 2012-09-18 2012-10-18 N N N 51685000.00 51692813.05 0.0086 N 51693062.86 51693062.86 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.257500% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-09-23 2012-11-23 N N N 169035000.00 169075132.96 0.0281 N 169072187.70 169072187.70 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.427900% 31398A7F3 Government Agency Debt N First Tier Security N/A N/A 2012-09-20 2012-12-20 N N N 1700000.00 1701284.05 0.0003 N 1700912.90 1700912.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.265500% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2012-09-28 2012-12-28 N N N 1700000.00 1700545.06 0.0003 N 1700567.80 1700567.80 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.750000% 31398AHZ8 Government Agency Debt N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 20570000.00 20764542.51 0.0035 N 20767410.30 20767410.30 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.625000% 31398AKY7 Government Agency Debt N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 12830000.00 13021380.62 0.0022 N 13023989.60 13023989.60 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.250000% 31398ANT5 Government Agency Debt N First Tier Security N/A N/A 2013-02-25 2013-02-25 N N N 5000000.00 5095451.43 0.0008 N 5096725.00 5096725.00 HSBC USA, Inc. HSBC USA, Inc. 0.170000% 40499J003_0.1700_M120904_64BA 0000083246 Treasury Repurchase Agreement N U.S. Treasury Note 2039-05-15 4.250000 Treasury Debt 35647000.00 47376035.71 U.S. Treasury Note 2040-02-15 4.625000 Treasury Debt 93875000.00 131129359.95 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 175000000.00 175000000.00 0.0291 N 175000000.00 175000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.130000% 977HAQ004_0.1300_M120905_64BA 0001325347 Treasury Repurchase Agreement N U.S. Treasury Note 2019-06-30 1.000000 Treasury Debt 102150000.00 102003398.34 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 100000000.00 100000000.00 0.0166 N 100000000.00 100000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.180000% 977HAQ004_0.1800_M120904_64BA 0001325347 Treasury Repurchase Agreement N U.S. Treasury Note 2019-06-30 1.000000 Treasury Debt 127685000.00 127501751.51 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 125000000.00 125000000.00 0.0208 N 125000000.00 125000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.180000% 60686M007_0.1800_M120904_64BA 0000812291 Treasury Repurchase Agreement N U.S. Treasury Note 2015-03-31 2.500000 Treasury Debt 110151200.00 117532852.65 U.S. Treasury Note 2017-09-30 1.875000 Treasury Debt 109726700.00 117067209.37 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 230000000.00 230000000.00 0.0383 N 230000000.00 230000000.00 U.S. Treasury Bill U.S. Treasury Bill 0.115000% 9127955G2 Treasury Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 100000000.00 99985944.44 0.0166 N 99990200.00 99990200.00 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 99970700.00 0.0166 N 99984500.00 99984500.00 U.S. Treasury Bill U.S. Treasury Bill 0.137100% 9127955V9 Treasury Debt N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 100000000.00 99951288.90 0.0166 N 99965300.00 99965300.00 U.S. Treasury Bill U.S. Treasury Bill 0.138100% 9127955Z0 Treasury Debt N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 100000000.00 99940200.00 0.0166 N 99945900.00 99945900.00 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 49995416.67 0.0083 N 49996650.00 49996650.00 U.S. Treasury Bill U.S. Treasury Bill 0.097500% 9127956N6 Treasury Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 100000000.00 99986187.50 0.0166 N 99989700.00 99989700.00 U.S. Treasury Bill U.S. Treasury Bill 0.141100% 9127957B1 Treasury Debt N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 100000000.00 99947125.24 0.0166 N 99963500.00 99963500.00 U.S. Treasury Bill U.S. Treasury Bill 0.147100% 9127957D7 Treasury Debt N First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 100000000.00 99939158.06 0.0166 N 99953500.00 99953500.00 U.S. Treasury Bill U.S. Treasury Bill 0.145100% 9127957F2 Government Agency Debt N First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 100000000.00 99934346.82 0.0166 N 99943400.00 99943400.00 U.S. Treasury Bill U.S. Treasury Bill 0.143100% 9127957G0 Government Agency Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 100000000.00 99932472.64 0.0166 N 99942200.00 99942200.00 U.S. Treasury Bill U.S. Treasury Bill 0.137100% 9127957H8 Treasury Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 100000000.00 99932641.68 0.0166 N 99934900.00 99934900.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828MG2 Treasury Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 150000000.00 150658815.10 0.0251 N 150667950.00 150667950.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828MN7 Treasury Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 100000000.00 100542605.86 0.0167 N 100546900.00 100546900.00 UBS Financial Services, Inc. UBS Financial Services, Inc. 0.180000% 99EPPA003_0.1800_M120904_64BA 0000230611 Treasury Repurchase Agreement N U.S. Treasury Note 2015-07-15 1.875000 Treasury Debt 27287000.00 35394126.49 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 34700000.00 34700000.00 0.0058 N 34700000.00 34700000.00