N-MFP LIVE N 2013-02-28 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 88 4677465063.65 1665406.18 84627.68 4679045842.15 0.0014 1.0000 2013-02-28 1.0000 2013-02-28 C000032709 25000.00 4679045842.15 1.00 396428301.21 2493256150.91 2096827849.70 0.0014 1.0000 2013-02-28 1.0000 2013-02-28 Bank of America NA Bank of America NA 0.130000% 03199T002_0.1300_M130307_64BA 0001102113 Treasury Repurchase Agreement Y U.S Treasury Note 2014-12-31 2.625000 Treasury Debt 42236700.00 44265664.04 U.S Treasury Note 2017-06-30 0.750000 Treasury Debt 108043600.00 108682178.27 U.S Treasury Note 2028-08-15 5.500000 Treasury Debt 37700.00 52230.08 First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 150000000.00 150000000.00 0.0321 N 150000000.00 150000000.00 Bank of America NA Bank of America NA 0.150000% 03199T002_0.1500_M130301_64BA 0001102113 Treasury Repurchase Agreement Y U.S Treasury Note 2013-08-22 N/A Treasury Debt 51032500.00 51000043.33 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 50000000.00 50000000.00 0.0107 N 50000000.00 50000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.120000% 068992007_0.1200_M130304_64BA 0001484219 Government Agency Repurchase Agreement Y Residual Funding Corp 2023-04-15 N/A Government Agency Debt 4631000.00 3625470.97 Residual Funding Corp 2023-07-15 N/A Government Agency Debt 150000.00 116266.50 Residual Funding Corp 2024-01-15 N/A Government Agency Debt 18244000.00 13978187.92 Residual Funding Corp 2025-10-15 N/A Government Agency Debt 1000.00 705.77 Residual Funding Corp 2026-01-15 N/A Government Agency Debt 12257000.00 8406340.88 Residual Funding Corp 2026-04-15 N/A Government Agency Debt 4012000.00 2719453.96 Residual Funding Corp 2026-07-15 N/A Government Agency Debt 2068000.00 1369987.96 Residual Funding Corp 2026-10-15 N/A Government Agency Debt 18561000.00 12338610.36 Residual Funding Corp 2027-01-15 N/A Government Agency Debt 639000.00 420519.51 Residual Funding Corp 2027-04-15 N/A Government Agency Debt 4783000.00 3116267.99 Residual Funding Corp 2027-07-15 N/A Government Agency Debt 8120000.00 5287094.40 Residual Funding Corp 2027-10-15 N/A Government Agency Debt 184000.00 117476.64 Residual Funding Corp 2028-01-15 N/A Government Agency Debt 806000.00 509674.10 Residual Funding Corp 2028-04-15 N/A Government Agency Debt 891000.00 556598.79 Residual Funding Corp 2028-07-15 N/A Government Agency Debt 4313000.00 2653918.29 Residual Funding Corp 2028-10-15 N/A Government Agency Debt 328000.00 198781.12 Residual Funding Corp 2029-01-15 N/A Government Agency Debt 7577000.00 4520589.74 Residual Funding Corp 2029-04-15 N/A Government Agency Debt 2304000.00 1383482.88 Residual Funding Corp 2029-07-15 N/A Government Agency Debt 19541000.00 11450635.18 Residual Funding Corp 2029-10-15 N/A Government Agency Debt 734000.00 427298.10 Residual Funding Corp 2030-01-15 N/A Government Agency Debt 42842000.00 25082277.32 Residual Funding Corp 2030-01-15 N/A Government Agency Debt 3227000.00 1866399.99 Residual Funding Corp 2030-04-15 N/A Government Agency Debt 2216000.00 1291595.60 Residual Funding Corp 2030-04-15 N/A Government Agency Debt 982000.00 562744.92 First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 100000000.00 100000000.00 0.0214 N 99999000.00 99999000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.150000% 068992007_0.1500_M130301_64BA 0001484219 Treasury Repurchase Agreement Y U.S Treasury Note 2038-02-15 4.375000 Treasury Debt 81193500.00 102000075.88 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 100000000.00 100000000.00 0.0214 N 100000000.00 100000000.00 Credit Suisse Credit Suisse 0.150000% 02399I006_0.1500_M130301_64BA 0001230485 Treasury Repurchase Agreement Y U.S Treasury Note 2017-03-31 1.000000 Treasury Debt 89920000.00 91803670.31 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 90000000.00 90000000.00 0.0192 N 90000000.00 90000000.00 Deutsche Bank AG Deutsche Bank AG 0.180000% 99FYXV008_0.1800_M130301_64BA 0000948046 Treasury Repurchase Agreement Y U.S Treasury Note 2014-11-30 0.250000 Treasury Debt 178334.00 178500052.47 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 175000000.00 175000000.00 0.0374 N 175000000.00 175000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 2.800000% 31331GZL6 Government Agency Debt N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 725000.00 729986.59 0.0002 N 729887.23 729887.23 Federal Farm Credit Bank Federal Farm Credit Bank 0.248200% 31331J4L4 Government Agency Debt N First Tier Security N/A N/A 2013-03-06 2013-12-06 N N N 4161000.00 4163342.25 0.0009 N 4164112.43 4164112.43 Federal Farm Credit Bank Federal Farm Credit Bank 0.262700% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2013-03-26 2013-06-26 N N N 10685000.00 10688487.61 0.0023 N 10689541.13 10689541.13 Federal Farm Credit Bank Federal Farm Credit Bank 0.252700% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2013-03-26 2013-04-26 N N N 1785000.00 1785250.41 0.0004 N 1785373.07 1785373.07 Federal Farm Credit Bank Federal Farm Credit Bank 0.231700% 31331JWB5 Government Agency Debt N First Tier Security N/A N/A 2013-03-22 2013-07-22 N N N 8165000.00 8167422.75 0.0017 N 8168453.80 8168453.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.171700% 31331KEF3 Government Agency Debt N First Tier Security N/A N/A 2013-03-17 2013-04-17 N N N 4000000.00 4000286.70 0.0009 N 4000284.00 4000284.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.193700% 31331KFW5 Government Agency Debt N First Tier Security N/A N/A 2013-03-28 2013-05-28 N N N 3470000.00 3470274.85 0.0007 N 3470589.90 3470589.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.153700% 31331KHC7 Government Agency Debt N First Tier Security N/A N/A 2013-03-29 2013-07-29 N N N 2135000.00 2134916.46 0.0005 N 2135136.64 2135136.64 Federal Farm Credit Bank Federal Farm Credit Bank 0.171700% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2013-03-24 2013-07-24 N N N 1825000.00 1825053.69 0.0004 N 1825240.90 1825240.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.191700% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2013-03-18 2013-11-18 N N N 5050000.00 5050963.75 0.0011 N 5051545.30 5051545.30 Federal Farm Credit Bank Federal Farm Credit Bank 0.191700% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 10000000.00 10002223.03 0.0021 N 10003060.00 10003060.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.171700% 31331KPF1 Government Agency Debt N First Tier Security N/A N/A 2013-03-16 2013-09-16 N N N 5190000.00 5190276.46 0.0011 N 5190794.07 5190794.07 Federal Farm Credit Bank Federal Farm Credit Bank 0.201200% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2013-03-15 2014-01-15 N N N 4000000.00 4000369.44 0.0009 N 4001596.00 4001596.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.192200% 31331KVM9 Government Agency Debt N First Tier Security N/A N/A 2013-03-19 2013-11-19 N N N 4890000.00 4891140.96 0.0010 N 4892117.38 4892117.38 Federal Farm Credit Bank Federal Farm Credit Bank 0.201700% 31331KYJ3 Government Agency Debt N First Tier Security N/A N/A 2013-03-16 2013-12-16 N N N 5250000.00 5251595.55 0.0011 N 5252005.50 5252005.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.171200% 31331KYK0 Government Agency Debt N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 2000000.00 2000032.10 0.0004 N 2000054.00 2000054.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.210200% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2013-03-12 2013-06-12 N N N 6000000.00 6000876.49 0.0013 N 6001320.00 6001320.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.096900% 3133EADB1 Government Agency Debt N First Tier Security N/A N/A 2013-08-10 2014-02-10 N N N 50000000.00 49971271.08 0.0107 N 50027100.00 50027100.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.128200% 3133EAWT1 Government Agency Debt N First Tier Security N/A N/A 2013-03-06 2014-01-06 N N N 100000000.00 99961579.82 0.0214 N 99979900.00 99979900.00 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-03-08 N N N 35000000.00 34999927.80 0.0075 N 35000630.00 35000630.00 Federal Home Loan Bank Federal Home Loan Bank 0.330000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-04-05 N N N 5190000.00 5190000.00 0.0011 N 5190960.15 5190960.15 Federal Home Loan Bank Federal Home Loan Bank 0.370000% 313376A96 Government Agency Debt N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 1000000.00 1000359.66 0.0002 N 1000378.00 1000378.00 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 313376DF9 Government Agency Debt N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 7500000.00 7502827.91 0.0016 N 7502497.50 7502497.50 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313376QV0 Government Agency Debt N First Tier Security N/A N/A 2013-04-30 2013-04-30 N N N 2900000.00 2900966.07 0.0006 N 2900713.40 2900713.40 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 50003627.27 0.0107 N 50005100.00 50005100.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313378D24 Government Agency Debt N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 30520000.00 30520517.79 0.0065 N 30520213.64 30520213.64 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313378VZ1 Government Agency Debt N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 14000000.00 14002283.06 0.0030 N 14001428.00 14001428.00 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 313378WU1 Government Agency Debt N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 39000000.00 39005803.82 0.0083 N 39003705.00 39003705.00 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3133796A2 Government Agency Debt N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 50000000.00 50010838.71 0.0107 N 50006000.00 50006000.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313379AH2 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-04-26 N N N 30000000.00 30002369.87 0.0064 N 30003300.00 30003300.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313379BY4 Government Agency Debt N First Tier Security N/A N/A 2013-04-30 2013-04-30 N N N 4100000.00 4100068.09 0.0009 N 4099831.90 4099831.90 Federal Home Loan Bank Federal Home Loan Bank 0.072000% 313379EJ4 Government Agency Debt N First Tier Security N/A N/A 2013-05-14 2013-11-14 N N N 25000000.00 25000781.53 0.0053 N 24992050.00 24992050.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379FJ3 Government Agency Debt N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 700000.00 700085.89 0.0001 N 700107.10 700107.10 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379JR1 Government Agency Debt N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 4200000.00 4200906.78 0.0009 N 4200772.80 4200772.80 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379KT5 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-12-06 N N N 2000000.00 2000621.60 0.0004 N 2001180.00 2001180.00 Federal Home Loan Bank Federal Home Loan Bank 0.240000% 313379NW5 Government Agency Debt N First Tier Security N/A N/A 2013-05-21 2013-05-21 N N N 50000000.00 50011505.68 0.0107 N 50010000.00 50010000.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313379TB5 Government Agency Debt N First Tier Security N/A N/A 2013-03-11 2013-12-11 N N N 50000000.00 50000000.00 0.0107 N 49962200.00 49962200.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313379TP4 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-06-13 N N N 20000000.00 20000620.63 0.0043 N 20002560.00 20002560.00 Federal Home Loan Bank Federal Home Loan Bank 0.116000% 313379WN5 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2014-01-03 N N N 50000000.00 49991474.50 0.0107 N 49973450.00 49973450.00 Federal Home Loan Bank Federal Home Loan Bank 0.116000% 313379WV7 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2014-01-03 N N N 4970000.00 4966305.80 0.0011 N 4967475.24 4967475.24 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379YQ6 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 30095000.00 30105691.67 0.0064 N 30105021.64 30105021.64 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 3133803N5 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-07-12 N N N 4500000.00 4500335.16 0.0010 N 4500805.50 4500805.50 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3133805A1 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-07-17 N N N 25000000.00 25000959.27 0.0053 N 25002700.00 25002700.00 Federal Home Loan Bank Federal Home Loan Bank 0.122000% 3133806Y8 Government Agency Debt N First Tier Security N/A N/A 2013-04-24 2014-01-24 N N N 17000000.00 16996074.33 0.0036 N 16992894.00 16992894.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 3133807G6 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-08-01 N N N 2500000.00 2499572.13 0.0005 N 2500265.00 2500265.00 Federal Home Loan Bank Federal Home Loan Bank 0.121000% 313380AC1 Government Agency Debt N First Tier Security N/A N/A 2013-04-27 2014-01-27 N N N 40000000.00 39976351.25 0.0085 N 39983360.00 39983360.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313380AN7 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-08-08 N N N 10000000.00 10000642.86 0.0021 N 10001480.00 10001480.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313380B48 Government Agency Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 25000000.00 25000434.47 0.0053 N 24997500.00 24997500.00 Federal Home Loan Bank Federal Home Loan Bank 0.118000% 313380DM6 Government Agency Debt N First Tier Security N/A N/A 2013-05-03 2014-02-03 N N N 1750000.00 1748764.55 0.0004 N 1749245.75 1749245.75 Federal Home Loan Bank Federal Home Loan Bank 0.129000% 313380R58 Government Agency Debt N First Tier Security N/A N/A 2013-03-19 2013-09-19 N N N 35000000.00 34989083.09 0.0075 N 34992895.00 34992895.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313380TB3 Government Agency Debt N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 100000000.00 99997795.60 0.0214 N 100003600.00 100003600.00 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 24999653.16 0.0053 N 25000000.00 25000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313380UL9 Government Agency Debt N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 50000000.00 50000000.00 0.0107 N 50002150.00 50002150.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313380YB7 Government Agency Debt N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 4705000.00 4705702.24 0.0010 N 4705352.88 4705352.88 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313380ZA8 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 165000000.00 165000000.00 0.0353 N 165009075.00 165009075.00 Federal Home Loan Bank Federal Home Loan Bank 0.143000% 313380ZQ3 Government Agency Debt N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 18000000.00 18000893.36 0.0038 N 18000900.00 18000900.00 Federal Home Loan Bank Federal Home Loan Bank 0.152000% 3133812S3 Government Agency Debt N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 90000000.00 89996400.00 0.0192 N 90006030.00 90006030.00 Federal Home Loan Bank Federal Home Loan Bank 0.154000% 313381EW1 Government Agency Debt N First Tier Security N/A N/A 2013-03-28 2013-05-28 N N N 50000000.00 49998770.95 0.0107 N 50002250.00 50002250.00 Federal Home Loan Bank Federal Home Loan Bank 0.158000% 313381G66 Government Agency Debt N First Tier Security N/A N/A 2013-03-06 2013-09-06 N N N 90000000.00 90000145.95 0.0192 N 90008730.00 90008730.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313381WR2 Government Agency Debt N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 11000000.00 10998493.00 0.0024 N 10998350.00 10998350.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313381XL4 Government Agency Debt N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 50000000.00 49998024.86 0.0107 N 49994100.00 49994100.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385CZ7 Government Agency Debt N First Tier Security N/A N/A 2013-03-13 2013-03-13 N N N 45000000.00 44998650.00 0.0096 N 44999415.00 44999415.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385EB8 Government Agency Debt N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 16600000.00 16598247.77 0.0035 N 16598771.60 16598771.60 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313385ET9 Government Agency Debt N First Tier Security N/A N/A 2013-04-24 2013-04-24 N N N 7120000.00 7119092.20 0.0015 N 7119252.40 7119252.40 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313385EV4 Government Agency Debt N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N N 50000000.00 49992611.08 0.0107 N 49994550.00 49994550.00 Federal Home Loan Bank Federal Home Loan Bank 5.125000% 3133XGVF8 Government Agency Debt N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 1965000.00 2009684.28 0.0004 N 2009505.29 2009505.29 Federal Home Loan Bank Federal Home Loan Bank 3.125000% 3133XPBB9 Government Agency Debt N First Tier Security N/A N/A 2013-03-08 2013-03-08 N N N 3075000.00 3076841.14 0.0007 N 3076777.35 3076777.35 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XQU34 Government Agency Debt N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 1320000.00 1331429.65 0.0003 N 1331204.16 1331204.16 Federal Home Loan Bank Federal Home Loan Bank 1.800000% 3133XWQ51 Government Agency Debt N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 700000.00 701900.74 0.0002 N 701859.20 701859.20 Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3133XX7F8 Government Agency Debt N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N N 11660000.00 11669446.22 0.0025 N 11669071.48 11669071.48 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.720000% 3128X9D56 Government Agency Debt N First Tier Security N/A N/A 2013-04-11 2013-04-11 N N N 6415000.00 6426705.62 0.0014 N 6426181.35 6426181.35 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313397EB3 Government Agency Debt N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 8633000.00 8632271.00 0.0018 N 8632361.16 8632361.16 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.080000% 313397EL1 Government Agency Debt N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 31000000.00 30996762.21 0.0066 N 30997179.00 30997179.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.085000% 313397ET4 Government Agency Debt N First Tier Security N/A N/A 2013-04-24 2013-04-24 N N N 9125000.00 9123836.58 0.0019 N 9124041.88 9124041.88 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313397HW4 Government Agency Debt N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 10000000.00 9994983.37 0.0021 N 9995340.00 9995340.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.800000% 3134G1VX9 Government Agency Debt N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 20500000.00 20519712.18 0.0044 N 20518573.00 20518573.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.149700% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2013-03-03 2013-05-03 N N N 5400000.00 5399854.22 0.0012 N 5400199.80 5400199.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.350000% 3134G2K43 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-09-12 N N N 2000000.00 2001614.40 0.0004 N 2002150.00 2002150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.142200% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2013-03-13 2013-09-13 N N N 50000000.00 49998852.63 0.0107 N 49999900.00 49999900.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.149700% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2013-03-03 2013-06-03 N N N 25800000.00 25799490.98 0.0055 N 25801238.40 25801238.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.151700% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2013-03-17 2013-06-17 N N N 59900000.00 59897893.72 0.0128 N 59919767.00 59919767.00 Federal Home Loan Mortgage Corp. 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 34259000.00 34321339.11 0.0073 N 34320700.47 34320700.47 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313589ED1 Government Agency Debt N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 52875000.00 52870299.97 0.0113 N 52870875.75 52870875.75 Federal National Mortgage Association Federal National Mortgage Association 0.080000% 313589EL3 Government Agency Debt N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 50000000.00 49994777.78 0.0107 N 49995450.00 49995450.00 Federal National Mortgage Association Federal National Mortgage Association 0.085000% 313589ET6 Government Agency Debt N First Tier Security N/A N/A 2013-04-24 2013-04-24 N N N 50000000.00 49993625.00 0.0107 N 49994750.00 49994750.00 Federal National Mortgage Association Federal National Mortgage Association 0.090000% 313589ET6 Government Agency Debt N First Tier Security N/A N/A 2013-04-24 2013-04-24 N N N 10000000.00 9998650.00 0.0021 N 9998950.00 9998950.00 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 5524000.00 5533247.82 0.0012 N 5533070.40 5533070.40 Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G0BR3 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 10000000.00 10016619.35 0.0021 N 10015070.00 10015070.00 Federal National Mortgage Association Federal National Mortgage Association 0.190200% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2013-03-12 2013-08-12 N N N 108750000.00 108773883.72 0.0232 N 108774903.75 108774903.75 Federal National Mortgage Association Federal National Mortgage Association 0.200100% 3135G0CL5 Government Agency Debt N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 35950000.00 35961706.37 0.0077 N 35956183.40 35956183.40 Federal National Mortgage Association Federal National Mortgage Association 0.400000% 3135G0EZ2 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-10-25 N N N 2000000.00 2002649.00 0.0004 N 2003162.00 2003162.00 Federal National Mortgage Association Federal National Mortgage Association 0.169200% 3135G0FQ1 Government Agency Debt N First Tier Security N/A N/A 2013-03-08 2013-11-08 N N N 3750000.00 3749081.65 0.0008 N 3750577.50 3750577.50 Federal National Mortgage Association Federal National Mortgage Association 0.171200% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2013-03-14 2013-11-14 N N N 2000000.00 2000150.02 0.0004 N 2000322.00 2000322.00 Federal National Mortgage Association Federal National Mortgage Association 1.750000% 31398AJ94 Government Agency Debt N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 17075000.00 17127143.32 0.0037 N 17123475.93 17123475.93 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 21064000.00 21134428.78 0.0045 N 21134459.09 21134459.09 Federal National Mortgage Association Federal National Mortgage Association 4.000000% 31398APN6 Government Agency Debt N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 1180000.00 1184829.81 0.0003 N 1184665.72 1184665.72 Federal National Mortgage Association Federal National Mortgage Association 3.875000% 31398ASD5 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N N 4000000.00 4055077.65 0.0009 N 4054920.00 4054920.00 HSBC Bank USA NA HSBC Bank USA NA 0.160000% 40499J003 0000083246 Treasury Repurchase Agreement Y U.S Treasury Note 2013-12-31 1.500000 Treasury Debt 105260000.00 106684671.40 U.S Treasury Note 2041-05-15 4.375000 Treasury Debt 56450000.00 71816813.15 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 175000000.00 175000000.00 0.0374 N 175000000.00 175000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.070000% 977HAQ004_0.0700_M130306_64BA 0001325347 Treasury Repurchase Agreement Y U.S Treasury Note 2016-07-31 1.500000 Treasury Debt 1103000.00 1143833.29 U.S Treasury Note 2017-04-15 0.125000 Treasury Debt 20005000.00 21802913.26 U.S Treasury Note 2017-09-30 0.625000 Treasury Debt 2859000.00 2857492.56 U.S Treasury Note 2017-10-31 0.750000 Treasury Debt 43705000.00 43892327.06 U.S Treasury Note 2017-10-31 0.750000 Treasury Debt 16295000.00 16364843.14 U.S Treasury Note 2017-12-31 2.750000 Treasury Debt 47120000.00 51851885.81 U.S Treasury Note 2017-12-31 2.750000 Treasury Debt 32250000.00 35488610.30 U.S Treasury Note 2025-02-15 7.625000 Treasury Debt 3000000.00 4767444.85 U.S Treasury Note 2037-02-15 4.750000 Treasury Debt 250000.00 330661.42 First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 175000000.00 175000000.00 0.0374 N 174996500.00 174996500.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.160000% 60686M007_0.1600_M130301_64BA 0000812291 Treasury Repurchase Agreement Y U.S Treasury Note 2016-02-15 4.500000 Treasury Debt 53088300.00 59631752.68 U.S Treasury Note 2016-08-15 4.875000 Treasury Debt 14191000.00 16367767.29 U.S Treasury Note 2019-05-15 3.125000 Treasury Debt 17715600.00 20101700.46 U.S Treasury Note 2019-11-15 3.375000 Treasury Debt 137100.00 158074.84 U.S Treasury Note 2021-05-15 3.125000 Treasury Debt 67108900.00 75958834.28 U.S Treasury Note 2041-08-15 3.750000 Treasury Debt 5528200.00 6281951.74 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 175000000.00 175000000.00 0.0374 N 175000000.00 175000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.140000% 959BLB000_0.1400_M130301_64BA 0000947263 Treasury Repurchase Agreement Y U.S Treasury Note 2028-04-15 3.625000 Treasury Debt 41256500.00 92110624.39 U.S Treasury Note 2041-02-15 2.125000 Treasury Debt 6586600.00 9889380.56 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 100000000.00 100000000.00 0.0214 N 100000000.00 100000000.00 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 49993506.94 0.0107 N 49997500.00 49997500.00 U.S. Treasury Bill U.S. Treasury Bill 0.140100% 9127956L0 Treasury Debt N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 100000000.00 99975888.88 0.0214 N 99983600.00 99983600.00 U.S. Treasury Bill U.S. Treasury Bill 0.095000% 9127957A3 Treasury Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 100000000.00 99961472.22 0.0214 N 99954400.00 99954400.00 U.S. Treasury Bill U.S. Treasury Bill 0.126100% 9127957E5 Treasury Debt N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 100000000.00 99939100.00 0.0214 N 99940800.00 99940800.00 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 99977541.56 0.0214 N 99985900.00 99985900.00 U.S. Treasury Bill U.S. Treasury Bill 0.111100% 912796AN9 Treasury Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 100000000.00 99961150.00 0.0214 N 99960600.00 99960600.00 U.S. Treasury Bill U.S. Treasury Bill 0.105100% 912796AT6 Treasury Debt N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N N 100000000.00 99959458.36 0.0214 N 99956600.00 99956600.00 U.S. Treasury Bill U.S. Treasury Bill 0.103100% 912796AU3 Treasury Debt N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 100000000.00 99956225.00 0.0214 N 99950100.00 99950100.00 U.S. Treasury Bill U.S. Treasury Bill 0.111100% 912796AV1 Treasury Debt N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 100000000.00 99950666.38 0.0214 N 99945600.00 99945600.00 U.S. Treasury Bill U.S. Treasury Bill 0.122600% 912796AX7 Treasury Debt N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 100000000.00 99943173.60 0.0214 N 99943200.00 99943200.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828NN6 Treasury Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 100000000.00 100328461.02 0.0214 N 100320300.00 100320300.00 UBS Financial Services, Inc. UBS Financial Services, Inc. 0.150000% 99EPPA003_0.1500_M130301_64BA 0000230611 Treasury Repurchase Agreement Y U.S Treasury Note 2018-10-31 3.125000 Treasury Debt 11622100.00 12852044.95 First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 12600000.00 12600000.00 0.0027 N 12600000.00 12600000.00