N-MFP LIVE N 2012-10-31 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 51 101 5330568229.83 5753752.81 96997.65 5336224984.99 0.0017 1.0000 2012-10-31 1.0000 2012-10-31 C000032709 25000.00 5336224984.99 1.00 -330420485.83 2610002304.23 2940422790.06 0.0015 1.0000 2012-10-31 1.0000 2012-10-31 Bank of America NA Bank of America NG 0.230000% 03199T002_0.2300_M121101_64BA 0001102113 Treasury Repurchase Agreement Y U.S Treasury Note 2015-05-15 0.250000 Treasury Debt 61302100.00 61200099.30 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 60000000.00 60000000.00 0.0112 N 60000000.00 60000000.00 Bank of America NA Bank of America NG 0.250000% 03199T002_0.2500_M121101_64BA 0001102113 Treasury Repurchase Agreement Y U.S Treasury Bill 2013-01-10 NA Treasury Debt 90400.00 90383.73 U.S Treasury Note 2017-09-30 1.875000 Treasury Debt 115741000.00 122309630.53 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 120000000.00 120000000.00 0.0225 N 120000000.00 120000000.00 Barclays Capital, Inc. Barclays Capital 0.220000% 068992007_0.2200_M121105_64BA 0001484219 Government Agency Repurchase Agreement Y Residual Funding Corp 2014-10-15 NA Government Agency Debt 25000.00 24748.75 Residual Funding Corp 2015-10-15 NA Government Agency Debt 20000.00 19640.80 Residual Funding Corp 2016-01-15 NA Government Agency Debt 150000.00 146895.00 Residual Funding Corp 2018-10-15 NA Government Agency Debt 13000.00 11998.48 Residual Funding Corp 2019-10-15 NA Government Agency Debt 1007000.00 909079.32 Residual Funding Corp 2020-01-15 NA Government Agency Debt 57000.00 50802.96 Residual Funding Corp 2020-10-15 NA Government Agency Debt 12000.00 10413.12 Residual Funding Corp 2023-04-15 NA Government Agency Debt 4000000.00 3148000.00 Residual Funding Corp 2023-10-15 NA Government Agency Debt 9806000.00 7578861.28 Residual Funding Corp 2024-01-15 NA Government Agency Debt 8109000.00 6193492.02 Residual Funding Corp 2026-04-15 NA Government Agency Debt 3970000.00 2701902.60 Residual Funding Corp 2026-10-15 NA Government Agency Debt 6561000.00 4434120.63 Residual Funding Corp 2027-01-15 NA Government Agency Debt 20500000.00 13724545.00 Residual Funding Corp 2027-04-15 NA Government Agency Debt 4413000.00 2927981.37 Residual Funding Corp 2027-10-15 NA Government Agency Debt 13184000.00 8548241.92 Residual Funding Corp 2028-01-15 NA Government Agency Debt 12164000.00 8441451.08 Residual Funding Corp 2028-01-15 NA Government Agency Debt 730000.00 468521.30 Residual Funding Corp 2028-04-15 NA Government Agency Debt 5591000.00 3548104.51 Residual Funding Corp 2028-07-15 NA Government Agency Debt 4313000.00 2699204.79 Residual Funding Corp 2028-07-15 NA Government Agency Debt 2068000.00 1391329.72 Residual Funding Corp 2028-10-15 NA Government Agency Debt 328000.00 202274.32 Residual Funding Corp 2029-01-15 NA Government Agency Debt 5200000.00 3182816.00 Residual Funding Corp 2029-04-15 NA Government Agency Debt 25302000.00 15396773.04 Residual Funding Corp 2029-07-15 NA Government Agency Debt 5438000.00 3289935.62 Residual Funding Corp 2029-10-15 NA Government Agency Debt 9143000.00 5500520.00 Residual Funding Corp 2030-01-15 NA Government Agency Debt 1670000.00 1010433.50 Residual Funding Corp 2030-04-15 NA Government Agency Debt 8653000.00 5182022.11 Residual Funding Corp 2030-04-15 NA Government Agency Debt 2133000.00 1256251.68 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 100000000.00 100000000.00 0.0187 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital 0.300000% 068992007_0.3000_M121101_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Bond 2021-05-15 8.125000 Treasury Debt 83925700.00 132800019.36 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 130000000.00 130000000.00 0.0244 N 130000000.00 130000000.00 Credit Suisse Credit Suisse 0.250000% 02399I006_0.2500_M121101_64BA 0000036121 Treasury Repurchase Agreement Y U.S. Treasury Note 2016-07-31 1.500000 Treasury Debt 98095000.00 102003103.13 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 100000000.00 100000000.00 0.0187 N 100000000.00 100000000.00 Deutsche Bank AG Deutsche Bank AG 0.170000% 99FYXV008_0.1700_M121105_64BA 0000948046 Treasury Repurchase Agreement Y U.S. Treasury Bond 2019-08-15 8.125000 Treasury Debt 11417800.00 16903352.75 U.S. Treasury Note 2015-04-15 0.375000 Treasury Debt 28382400.00 28400389.76 U.S. Treasury Note 2015-06-30 1.875000 Treasury Debt 20521100.00 21467266.02 U.S. Treasury Note 2016-01-15 2.000000 Treasury Debt 21042600.00 27262329.58 U.S. Treasury Note 2016-02-15 4.500000 Treasury Debt 39400.00 44966.86 U.S. Treasury Note 2017-01-31 3.125000 Treasury Debt 7116700.00 7921780.25 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 100000000.00 100000000.00 0.0187 N 99997000.00 99997000.00 Deutsche Bank AG Deutsche Bank AG 0.180000% 99FYXV008_0.1800_M121107_64BA 0000948046 Treasury Repurchase Agreement Y U.S. Treasury Bond 2019-08-15 8.125000 Treasury Debt 25000000.00 37010966.98 U.S. Treasury Bond 2021-08-15 8.125000 Treasury Debt 14537200.00 22818413.08 U.S. Treasury Bond 2032-04-15 3.375000 Treasury Debt 14544100.00 31460157.32 U.S. Treasury Bond 2041-05-15 4.375000 Treasury Debt 108700.00 144818.80 U.S. Treasury Note 2013-12-31 1.500000 Treasury Debt 4186200.00 4269018.05 U.S. Treasury Note 2018-08-15 4.000000 Treasury Debt 2936800.00 3478990.74 U.S. Treasury Note 2021-08-15 2.125000 Treasury Debt 2674200.00 2817714.50 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0187 N 100000000.00 100000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 2.500000% 31331GKF5 Government Agency Debt N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 1000000.00 1004722.16 0.0002 N 1004741.00 1004741.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.268500% 31331J4L4 Government Agency Debt N First Tier Security N/A N/A 2012-11-06 2013-12-06 N N N 4161000.00 4164346.07 0.0008 N 4164079.14 4164079.14 Federal Farm Credit Bank Federal Farm Credit Bank 0.234000% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-11-13 2012-12-13 N N N 12900000.00 12900787.90 0.0024 N 12901651.20 12901651.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.237500% 31331J7B3 Government Agency Debt N First Tier Security N/A N/A 2012-11-10 2013-01-10 N N N 100000000.00 100021985.18 0.0187 N 100019500.00 100019500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.280300% 31331JBA0 Government Agency Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 4595000.00 4596568.29 0.0009 N 4595137.85 4595137.85 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 12740000.00 12800610.92 0.0024 N 12797916.04 12797916.04 Federal Farm Credit Bank Federal Farm Credit Bank 0.260300% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 2700000.00 2700934.60 0.0005 N 2701941.30 2701941.30 Federal Farm Credit Bank Federal Farm Credit Bank 0.224000% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 52865000.00 52867093.69 0.0099 N 52866797.41 52866797.41 Federal Farm Credit Bank Federal Farm Credit Bank 0.247500% 31331JE82 Government Agency Debt N First Tier Security N/A N/A 2012-11-10 2012-12-10 N N N 10000000.00 10001351.79 0.0019 N 10001280.00 10001280.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.254000% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-11-15 2013-01-15 N N N 11700000.00 11701987.36 0.0022 N 11702960.10 11702960.10 Federal Farm Credit Bank Federal Farm Credit Bank 0.270500% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2013-06-26 N N N 10685000.00 10692064.64 0.0020 N 10692693.20 10692693.20 Federal Farm Credit Bank Federal Farm Credit Bank 0.260500% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2013-04-26 N N N 1785000.00 1785787.00 0.0003 N 1785992.46 1785992.46 Federal Farm Credit Bank Federal Farm Credit Bank 0.240700% 31331JWB5 Government Agency Debt N First Tier Security N/A N/A 2012-11-22 2013-07-22 N N N 6400000.00 6403668.89 0.0012 N 6403680.00 6403680.00 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 2060012.67 0.0004 N 2060014.42 2060014.42 Federal Farm Credit Bank Federal Farm Credit Bank 0.200700% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-11-22 2013-02-22 N N N 17115000.00 17117786.97 0.0032 N 17118731.07 17118731.07 Federal Farm Credit Bank Federal Farm Credit Bank 0.180500% 31331KDU1 Government Agency Debt N First Tier Security N/A N/A 2012-11-11 2013-02-11 N N N 5000000.00 5000646.68 0.0009 N 5000610.00 5000610.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.201000% 31331KFW5 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2013-05-28 N N N 3470000.00 3470649.66 0.0007 N 3470954.25 3470954.25 Federal Farm Credit Bank Federal Farm Credit Bank 0.161000% 31331KHC7 Government Agency Debt N First Tier Security N/A N/A 2012-11-29 2013-07-29 N N N 2135000.00 2134849.62 0.0004 N 2134869.77 2134869.77 Federal Farm Credit Bank Federal Farm Credit Bank 0.160700% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-11-24 2013-04-24 N N N 50000000.00 49997551.93 0.0094 N 50003500.00 50003500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.144500% 31331KKB5 Government Agency Debt N First Tier Security N/A N/A 2012-11-04 2013-02-04 N N N 1250000.00 1249935.41 0.0002 N 1250027.50 1250027.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.180700% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2012-11-24 2013-07-24 N N N 1825000.00 1825098.11 0.0003 N 1825153.30 1825153.30 Federal Farm Credit Bank Federal Farm Credit Bank 0.203200% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2012-11-18 2013-11-18 N N N 5050000.00 5051405.15 0.0009 N 5050535.30 5050535.30 Federal Farm Credit Bank Federal Farm Credit Bank 0.184000% 31331KPF1 Government Agency Debt N First Tier Security N/A N/A 2012-11-16 2013-09-16 N N N 4610000.00 4610468.79 0.0009 N 4610000.00 4610000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.214000% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2012-11-15 2014-01-15 N N N 4000000.00 4000507.98 0.0007 N 4000800.00 4000800.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.161000% 31331KSV3 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2013-01-28 N N N 10000000.00 10000000.00 0.0019 N 9998690.00 9998690.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.201700% 31331KVM9 Government Agency Debt N First Tier Security N/A N/A 2012-11-19 2013-11-19 N N N 4890000.00 4891661.55 0.0009 N 4891467.00 4891467.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.234000% 31331KYJ3 Government Agency Debt N First Tier Security N/A N/A 2012-11-16 2013-12-16 N N N 5250000.00 5252255.78 0.0010 N 5251044.75 5251044.75 Federal Farm Credit Bank Federal Farm Credit Bank 0.184000% 31331KYK0 Government Agency Debt N First Tier Security N/A N/A 2012-11-15 2013-03-15 N N N 2000000.00 2000307.22 0.0004 N 2000314.00 2000314.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.224000% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2012-11-12 2013-06-12 N N N 2000000.00 2000629.05 0.0004 N 2000746.00 2000746.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150700% 3133EA6E3 Government Agency Debt N First Tier Security N/A N/A 2012-11-25 2013-04-25 N N N 75000000.00 74996222.60 0.0141 N 75000450.00 75000450.00 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 25297713.45 0.0047 N 25298785.60 25298785.60 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 48000000.00 48000000.00 0.0090 N 48000000.00 48000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.161000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 54000000.00 53999259.17 0.0101 N 54000972.00 54000972.00 Federal Home Loan Bank Federal Home Loan Bank 0.160700% 313373TN2 Government Agency Debt N First Tier Security N/A N/A 2012-11-23 2012-11-23 N N N 2250000.00 2249995.80 0.0004 N 2250036.00 2250036.00 Federal Home Loan Bank Federal Home Loan Bank 0.288800% 313374EK2 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 37890000.00 37900374.36 0.0071 N 37889507.44 37889507.44 Federal Home Loan Bank Federal Home Loan Bank 0.141000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-11-27 2012-12-27 N N N 6200000.00 6199716.49 0.0012 N 6200074.40 6200074.40 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313374VY3 Government Agency Debt N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 39420000.00 39441375.24 0.0074 N 39440695.50 39440695.50 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2013-03-08 N N N 35000000.00 34998690.06 0.0066 N 35020545.00 35020545.00 Federal Home Loan Bank Federal Home Loan Bank 0.350000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2013-04-05 N N N 5190000.00 5190000.00 0.0010 N 5193799.08 5193799.08 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 64740748.80 0.0121 N 64740647.40 64740647.40 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 23600000.00 23601569.01 0.0044 N 23602053.20 23602053.20 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313376N76 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 10000000.00 10000504.45 0.0019 N 10000560.00 10000560.00 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 313376RH0 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 50000000.00 50013990.91 0.0094 N 50016300.00 50016300.00 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 6249436.97 0.0012 N 6249537.50 6249537.50 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 16200000.00 16200159.73 0.0030 N 16200000.00 16200000.00 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 13183971.66 0.0025 N 13185000.00 13185000.00 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 12698665.69 0.0024 N 12700000.00 12700000.00 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 22500000.00 22497817.90 0.0042 N 22498020.00 22498020.00 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 68490849.30 0.0128 N 68498150.50 68498150.50 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 21997027.83 0.0041 N 21999406.00 21999406.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3133784B4 Government Agency Debt N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 5000000.00 5000088.34 0.0009 N 5000135.00 5000135.00 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 9399734.31 0.0018 N 9400808.40 9400808.40 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 1899920.29 0.0004 N 1900159.60 1900159.60 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 2004990.08 0.0004 N 2005098.25 2005098.25 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 25001145.03 0.0047 N 24967325.00 24967325.00 Federal Home Loan Bank Federal Home Loan Bank 0.188000% 313379TB5 Government Agency Debt N First Tier Security N/A N/A 2012-12-11 2013-12-11 N N N 50000000.00 50000000.00 0.0094 N 49934050.00 49934050.00 Federal Home Loan Bank Federal Home Loan Bank 0.165000% 313379WN5 Government Agency Debt N First Tier Security N/A N/A 2013-01-03 2014-01-03 N N N 50000000.00 49988152.88 0.0094 N 49949400.00 49949400.00 Federal Home Loan Bank Federal Home Loan Bank 0.135800% 3133806Y8 Government Agency Debt N First Tier Security N/A N/A 2013-01-24 2014-01-24 N N N 16000000.00 15995627.13 0.0030 N 15985504.00 15985504.00 Federal Home Loan Bank Federal Home Loan Bank 0.077000% 313380AF4 Government Agency Debt N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 50000000.00 50000000.00 0.0094 N 50005850.00 50005850.00 Federal Home Loan Bank Federal Home Loan Bank 0.154000% 313380TB3 Government Agency Debt N First Tier Security N/A N/A 2013-01-04 2013-04-04 N N N 100000000.00 99990015.38 0.0187 N 99976600.00 99976600.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313380TE7 Government Agency Debt N First Tier Security N/A N/A 2013-03-25 2013-03-25 N N N 25000000.00 24997918.96 0.0047 N 24999000.00 24999000.00 Federal Home Loan Bank Federal Home Loan Bank 0.182300% 313380UL9 Government Agency Debt N First Tier Security N/A N/A 2012-12-28 2013-03-28 N N N 50000000.00 50000000.00 0.0094 N 49992750.00 49992750.00 Federal Home Loan Bank Federal Home Loan Bank 0.182800% 313380ZA8 Government Agency Debt N First Tier Security N/A N/A 2013-01-12 2013-04-12 N N N 110000000.00 110000000.00 0.0206 N 109986030.00 109986030.00 Federal Home Loan Bank Federal Home Loan Bank 0.168800% 3133812S3 Government Agency Debt N First Tier Security N/A N/A 2013-01-22 2013-04-22 N N N 90000000.00 89988092.31 0.0169 N 89989650.00 89989650.00 Federal Home Loan Bank Federal Home Loan Bank 0.181000% 3133813M5 Government Agency Debt N First Tier Security N/A N/A 2013-01-25 2013-04-25 N N N 100000000.00 99995345.74 0.0187 N 99990700.00 99990700.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 25000000.00 24999277.76 0.0047 N 24999550.00 24999550.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384P52 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 15400000.00 15399249.25 0.0029 N 15399553.40 15399553.40 Federal Home Loan Bank Federal Home Loan Bank 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 49987312.46 0.0094 N 49989500.00 49989500.00 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 39540028.42 0.0074 N 39540331.13 39540331.13 Federal Home Loan Bank Federal Home Loan Bank 3.375000% 3133XP2W3 Government Agency Debt N First Tier Security N/A N/A 2013-02-27 2013-02-27 N N N 7000000.00 7071885.60 0.0013 N 7072457.00 7072457.00 Federal Home Loan Bank Federal Home Loan Bank 2.625000% 3133XT6J0 Government Agency Debt N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 2500000.00 2519546.71 0.0005 N 2519590.00 2519590.00 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 57340000.00 57495395.57 0.0108 N 57499921.28 57499921.28 Federal Home Loan Bank 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 152907000.00 154266875.07 0.0289 N 154270013.00 154270013.00 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.154300% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 41410000.00 41409966.67 0.0078 N 41410000.00 41410000.00 Federal Home Loan Bank 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 32290000.00 32297967.23 0.0061 N 32297943.34 32297943.34 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.330000% 3134G1X90 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2013-01-24 N N N 102415000.00 102455177.48 0.0192 N 102453508.04 102453508.04 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.184500% 3134G25F5 Government Agency Debt N First Tier Security N/A N/A 2012-11-04 2013-11-04 N N N 99780000.00 99798735.75 0.0187 N 99769822.44 99769822.44 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.164500% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-11-04 2013-02-04 N N N 45024000.00 45023590.44 0.0084 N 45027241.73 45027241.73 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.163500% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2012-11-03 2013-05-03 N N N 4550000.00 4549661.77 0.0009 N 4550218.40 4550218.40 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.154000% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2012-11-13 2013-09-13 N N N 50000000.00 49998150.17 0.0094 N 49987600.00 49987600.00 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.163500% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-11-03 2013-06-03 N N N 25800000.00 25798841.17 0.0048 N 25800438.60 25800438.60 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.164000% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-11-17 2013-06-17 N N N 9900000.00 9900054.95 0.0019 N 9906019.20 9906019.20 Federal Home Loan Bank 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 119185000.00 119452097.64 0.0224 N 119458291.22 119458291.22 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 1.625000% 3137EACJ6 Government Agency Debt N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 22946000.00 23096292.25 0.0043 N 23097099.42 23097099.42 Federal Home Loan Bank Federal Home Loan Mortgage Corp. 0.375000% 3137EACP2 Government Agency Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 17620000.00 17623192.01 0.0033 N 17623894.02 17623894.02 Federal National Mortgage Association Federal National Mortgage Association 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 9577153.94 0.0018 N 9577796.60 9577796.60 Federal National Mortgage Association Federal National Mortgage Association 4.750000% 31359MQV8 Government Agency Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 17082000.00 17319947.22 0.0032 N 17319251.90 17319251.90 Federal National Mortgage Association Federal National Mortgage Association 4.375000% 31359MRG0 Government Agency Debt N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 1832000.00 1860476.51 0.0003 N 1860720.26 1860720.26 Federal National Mortgage Association Federal National Mortgage Association 0.330000% 3135G0AE3 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2013-01-10 N N N 18715000.00 18720516.00 0.0035 N 18720895.23 18720895.23 Federal National Mortgage Association Federal National Mortgage Association 0.750000% 3135G0AK9 Government Agency Debt N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 1585000.00 1587920.48 0.0003 N 1587984.56 1587984.56 Federal National Mortgage Association Federal National Mortgage Association 0.204000% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2012-11-12 2013-08-12 N N N 1000000.00 1000242.81 0.0002 N 1000213.00 1000213.00 Federal National Mortgage Association Federal National Mortgage Association 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 29576627.71 0.0055 N 29554196.10 29554196.10 Federal National Mortgage Association Federal National Mortgage Association 0.188500% 3135G0FQ1 Government Agency Debt N First Tier Security N/A N/A 2012-11-08 2013-11-08 N N N 115500000.00 115518218.09 0.0216 N 115488219.00 115488219.00 Federal National Mortgage Association Federal National Mortgage Association 0.184000% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2013-11-14 N N N 2000000.00 2000219.80 0.0004 N 1999798.00 1999798.00 Federal National Mortgage Association Federal National Mortgage Association 0.338800% 31398A7F3 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 1700000.00 1700588.02 0.0003 N 1700273.70 1700273.70 Federal National Mortgage Association Federal National Mortgage Association 0.241000% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2012-12-28 N N N 1700000.00 1700270.16 0.0003 N 1700345.10 1700345.10 Federal National Mortgage Association Federal National Mortgage Association 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 20616075.86 0.0039 N 20617167.02 20617167.02 Federal National Mortgage Association Federal National Mortgage Association 3.625000% 31398AKY7 Government Agency Debt N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 24189000.00 24421463.97 0.0046 N 24422568.99 24422568.99 Federal National Mortgage Association Federal National Mortgage Association 3.250000% 31398AMW9 Government Agency Debt N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 11222000.00 11372413.02 0.0021 N 11377177.82 11377177.82 Federal National Mortgage Association Federal National Mortgage Association 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 5063634.29 0.0009 N 5064705.00 5064705.00 HSBC Bank USA NA HSBC Bank USA NA 0.260000% 40499J003_0.2600_M121101_64BA 0000083246 Treasury Repurchase Agreement Y U.S Treasury Note 2016-01-31 2.000000 Treasury Debt 83557700.00 88146685.38 U.S Treasury Note 2021-05-15 3.125000 Treasury Debt 12070000.00 13856616.14 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 100000000.00 100000000.00 0.0187 N 100000000.00 100000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.180000% 977HAQ004_0.1800_M121101_64BA 0001325347 Treasury Repurchase Agreement Y U.S Treasury Note 2013-08-31 0.125000 Treasury Debt 4385000.00 4382854.18 U.S Treasury Note 2013-11-30 2.000000 Treasury Debt 30720000.00 31569737.55 U.S Treasury Note 2014-08-31 0.250000 Treasury Debt 12075000.00 12070667.97 U.S Treasury Note 2015-08-15 0.250000 Treasury Debt 8100000.00 8075724.94 U.S Treasury Note 2017-08-31 0.625000 Treasury Debt 20460000.00 20401548.84 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 75000000.00 75000000.00 0.0141 N 75000000.00 75000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.180000% 977HAQ004_0.1800_M121106_64BA 0001325347 Treasury Repurchase Agreement Y U.S Treasury Bond 2021-11-15 8.000000 Treasury Debt 1052000.00 1671553.49 U.S Treasury Bond 2028-08-15 5.500000 Treasury Debt 11645000.00 16681791.56 U.S Treasury Bond 2028-08-15 5.500000 Treasury Debt 500000.00 716264.13 U.S Treasury Bond 2032-04-15 3.375000 Treasury Debt 13066000.00 28272917.96 U.S Treasury Note 2012-11-30 3.375000 Treasury Debt 1135000.00 1154032.33 U.S Treasury Note 2013-02-15 3.875000 Treasury Debt 10515100.00 10714550.27 U.S Treasury Note 2013-10-31 0.250000 Treasury Debt 7595000.00 7597354.03 U.S Treasury Note 2014-09-15 0.250000 Treasury Debt 33510000.00 33491828.09 U.S Treasury Note 2014-09-30 2.375000 Treasury Debt 4851400.00 5054152.77 U.S Treasury Note 2014-12-31 2.625000 Treasury Debt 10706600.00 11332548.65 U.S Treasury Note 2015-07-15 1.875000 Treasury Debt 410300.00 533132.36 U.S Treasury Note 2016-04-15 0.125000 Treasury Debt 945500.00 1038611.59 U.S Treasury Note 2016-11-15 4.625000 Treasury Debt 405000.00 479191.85 U.S Treasury Note 2017-01-15 2.375000 Treasury Debt 2116200.00 2830632.89 U.S Treasury Note 2017-01-31 0.875000 Treasury Debt 155000.00 157022.36 U.S Treasury Note 2017-07-15 2.625000 Treasury Debt 475400.00 637290.53 U.S Treasury Note 2018-01-15 1.625000 Treasury Debt 4583600.00 5878117.43 U.S Treasury Note 2018-07-15 1.375000 Treasury Debt 8945000.00 11165069.55 U.S Treasury Note 2018-10-31 1.750000 Treasury Debt 490000.00 512549.82 U.S Treasury Note 2018-12-31 1.375000 Treasury Debt 1790000.00 1839056.27 U.S Treasury Note 2019-01-15 2.125000 Treasury Debt 2606200.00 3425488.82 U.S Treasury Note 2019-07-31 0.875000 Treasury Debt 7755000.00 7645945.13 U.S Treasury Note 2021-07-15 0.625000 Treasury Debt 149000.00 173653.68 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 150000000.00 150000000.00 0.0281 N 150000000.00 150000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.200000% 60686M007_0.2000_M121101_64BA 0000812291 Treasury Repurchase Agreement Y U.S Treasury Bill 2013-03-28 NA Treasury Debt 8498600.00 8493322.37 U.S Treasury Bond 2029-01-15 2.500000 Treasury Debt 12000000.00 18616702.60 U.S Treasury Bond 2042-02-15 0.750000 Treasury Debt 53928300.00 60605665.72 U.S Treasury Note 2013-02-28 0.625000 Treasury Debt 900.00 902.28 U.S Treasury Note 2014-04-15 1.250000 Treasury Debt 2000000.00 2250353.96 U.S Treasury Note 2014-09-30 0.250000 Treasury Debt 2875100.00 2873009.55 U.S Treasury Note 2016-07-15 2.500000 Treasury Debt 4000.00 5285.19 U.S Treasury Note 2017-01-15 2.375000 Treasury Debt 56100000.00 75012525.49 U.S Treasury Note 2017-01-15 2.375000 Treasury Debt 26390700.00 35287576.76 U.S Treasury Note 2018-07-15 1.375000 Treasury Debt 685000.00 854706.75 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 200000000.00 200000000.00 0.0375 N 200000000.00 200000000.00 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 99994302.78 0.0187 N 99997700.00 99997700.00 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 99973361.12 0.0187 N 99984000.00 99984000.00 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 99962433.34 0.0187 N 99969400.00 99969400.00 U.S. Treasury Bill U.S. Treasury Bill 0.137600% 9127956F3 Treasury Debt N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 50000000.00 49970590.28 0.0094 N 49971150.00 49971150.00 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 99969841.80 0.0187 N 99981800.00 99981800.00 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 99962841.50 0.0187 N 99972200.00 99972200.00 U.S. Treasury Bill U.S. Treasury Bill 0.145100% 9127957F2 Treasury Debt N First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 100000000.00 99957708.08 0.0187 N 99966500.00 99966500.00 U.S. Treasury Bill U.S. Treasury Bill 0.143100% 9127957G0 Treasury Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 100000000.00 99955511.38 0.0187 N 99963500.00 99963500.00 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 99954713.90 0.0187 N 99958700.00 99958700.00 U.S. Treasury Bill U.S. Treasury Bill 0.150100% 912796AA7 Treasury Debt N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 100000000.00 99930000.30 0.0187 N 99934700.00 99934700.00 U.S. Treasury Bill U.S. Treasury Bill 0.147100% 912796AB5 Treasury Debt N First Tier Security N/A N/A 2013-04-25 2013-04-25 N N N 100000000.00 99928541.34 0.0187 N 99929600.00 99929600.00 U.S. Treasury Notes U.S. Treasury Notes 1.375000% 912828MG2 Treasury Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 50000000.00 50123814.17 0.0094 N 50125000.00 50125000.00 U.S. Treasury Notes U.S. Treasury Notes 1.375000% 912828MN7 Treasury Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 100000000.00 100350708.66 0.0188 N 100347700.00 100347700.00 UBS Financial Services, Inc. UBS Financial Services, Inc. 0.270000% 99EPPA003_0.2700_M121101_64BA 0000230611 Treasury Repurchase Agreement Y U.S Treasury Note 2014-09-30 2.375000 Treasury Debt 35543500.00 37026043.02 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 36300000.00 36300000.00 0.0068 N 36300000.00 36300000.00