N-MFP LIVE N 2014-02-28 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 46 88 5389442606.20 3533898.66 135928.73 5392840576.13 0.0009 1.0000 2014-02-28 1.0000 2014-02-28 C000032709 25000.00 5392840576.13 1.00 157875263.52 2283431230.70 2125555967.18 0.0007 1.0000 2014-02-28 1.0000 2014-02-28 Bank of America NA Bank of America NA 0.020000% 03199T002_0.0200_M140304_64BA 0001102113 Treasury Repurchase Agreement Y U.S. Treasury Notes 2015-08-15 0.250000 Treasury Debt 8191900.00 8200008.17 U.S. Treasury Notes 2020-10-31 1.750000 Treasury Debt 94902700.00 93800035.49 First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 100000000.00 100000000.00 0.0185 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.040000% 068992007_0.0400_M140305_64BA 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2015-07-17 4.375000 Government Agency Debt 26849000.00 28526596.37 Federal Home Loan Mortgage Corp. 2017-10-05 1.100000 Government Agency Debt 12164000.00 12161560.44 Residual Funding Corp. 2019-10-15 8.125000 Government Agency Debt 125467000.00 111487466.86 Residual Funding Corp. 2029-10-15 0.00 Government Agency Debt 1500000.00 824760.00 First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 150000000.00 150000000.00 0.0278 N 150000000.00 150000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.040000% 068992007_0.0400_M140306_64BA 0001484219 Treasury Repurchase Agreement Y U.S. Treasury Notes 2015-09-15 0.250000 Treasury Debt 50917800.00 51000053.06 First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 50000000.00 50000000.00 0.0093 N 50000000.00 50000000.00 Deutsche Bank AG Deutsche Bank AG 0.050000% 99FYXV008_0.0500_M140303_64BA 0000948046 Treasury Repurchase Agreement Y U.S. Treasury Notes 2016-02-29 0.250000 Treasury Debt 109821600.00 109650058.66 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 107500000.00 107500000.00 0.0199 N 107500000.00 107500000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.080000% 313313VA3 Government Agency Debt N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 50000000.00 49996666.67 0.0093 N 49999150.00 49999150.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.080000% 313313WW4 Government Agency Debt N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 21000000.00 20996546.67 0.0039 N 20998698.00 20998698.00 Federal Farm Credit Bank Federal Farm Credit Bank 2.625000% 31331GTJ8 Government Agency Debt N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 12054000.00 12092331.19 0.0022 N 12091186.59 12091186.59 Federal Farm Credit Bank Federal Farm Credit Bank 0.330000% 31331K2T6 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-06-13 N N N 2850000.00 2851791.08 0.0005 N 2852262.90 2852262.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.114700% 31331K5Z9 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-05-12 N N N 8800000.00 8800180.31 0.0016 N 8800924.00 8800924.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.210000% 31331KJF8 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-25 N N N 4325000.00 4325737.35 0.0008 N 4326063.95 4326063.95 Federal Farm Credit Bank Federal Farm Credit Bank 0.137500% 31331KMR8 Government Agency Debt N First Tier Security N/A N/A 2014-03-06 2014-06-06 N N N 24000000.00 24001953.62 0.0045 N 24003672.00 24003672.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.196500% 31331KXR6 Government Agency Debt N First Tier Security N/A N/A 2014-03-08 2014-09-08 N N N 8130000.00 8134295.45 0.0015 N 8134536.54 8134536.54 Federal Farm Credit Bank Federal Farm Credit Bank 0.174500% 3133EA4M7 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2015-04-15 N N N 50000000.00 50040057.28 0.0093 N 50013250.00 50013250.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.124500% 3133EA6Q6 Government Agency Debt N First Tier Security N/A N/A 2014-03-01 2014-08-01 N N N 50000000.00 50007356.08 0.0093 N 50008750.00 50008750.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.124500% 3133EA6Q6 Government Agency Debt N First Tier Security N/A N/A 2014-04-01 2014-08-01 N N N 50000000.00 50007356.08 0.0093 N 50008750.00 50008750.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.134500% 3133EALK2 Government Agency Debt N First Tier Security N/A N/A 2014-03-16 2014-07-16 N N N 5000000.00 5000692.04 0.0009 N 5001130.00 5001130.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.134500% 3133EAQH4 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2014-08-15 N N N 2000000.00 2000284.76 0.0004 N 2000506.00 2000506.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.206000% 3133EARP5 Government Agency Debt N First Tier Security N/A N/A 2014-03-04 2014-03-24 N N N 5000000.00 5000175.00 0.0009 N 5000210.00 5000210.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.114500% 3133EAUR7 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2014-07-21 N N N 100000000.00 100009990.34 0.0185 N 100016800.00 100016800.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.104500% 3133EAW87 Government Agency Debt N First Tier Security N/A N/A 2014-03-17 2014-04-17 N N N 9900000.00 9900249.59 0.0018 N 9900623.70 9900623.70 Federal Farm Credit Bank Federal Farm Credit Bank 0.134500% 3133EAXM5 Government Agency Debt N First Tier Security N/A N/A 2014-03-16 2014-04-16 N N N 5600000.00 5600311.57 0.0010 N 5600576.80 5600576.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.179000% 3133EAYZ5 Government Agency Debt N First Tier Security N/A N/A 2014-03-20 2015-03-20 N N N 2500000.00 2500684.24 0.0005 N 2501957.50 2501957.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.107100% 3133ECGY4 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2014-05-05 N N N 8000000.00 8000308.58 0.0015 N 8000440.00 8000440.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.060000% 3133ECMN1 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-29 N N N 50000000.00 50000000.00 0.0093 N 50002000.00 50002000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.094400% 3133ECXZ2 Government Agency Debt N First Tier Security N/A N/A 2014-05-26 2014-08-26 N N N 28000000.00 27996224.27 0.0052 N 27998908.00 27998908.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 3130A04D9 Government Agency Debt N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 150000000.00 149999382.75 0.0278 N 149998200.00 149998200.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 3130A04M9 Government Agency Debt N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 25650000.00 25649567.49 0.0048 N 25649563.95 25649563.95 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 3130A04Q0 Government Agency Debt N First Tier Security N/A N/A 2014-03-18 2014-07-18 N N N 30000000.00 29998338.88 0.0056 N 30000180.00 30000180.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A07L8 Government Agency Debt N First Tier Security N/A N/A 2014-04-10 2014-04-10 N N N 50000000.00 49998877.78 0.0093 N 50000000.00 50000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3130A0CE8 Government Agency Debt N First Tier Security N/A N/A 2014-03-18 2014-11-18 N N N 25000000.00 24999098.19 0.0046 N 25000350.00 25000350.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3130A0CF5 Government Agency Debt N First Tier Security N/A N/A 2014-03-18 2014-11-18 N N N 25000000.00 24999091.78 0.0046 N 25000350.00 25000350.00 Federal Home Loan Bank Federal Home Loan Bank 0.094000% 3130A0CG3 Government Agency Debt N First Tier Security N/A N/A 2014-03-20 2014-11-20 N N N 25000000.00 24999084.79 0.0046 N 25000225.00 25000225.00 Federal Home Loan Bank Federal Home Loan Bank 0.086000% 3130A0CK4 Government Agency Debt N First Tier Security N/A N/A 2014-03-22 2014-08-22 N N N 115000000.00 114988806.03 0.0213 N 115000805.00 115000805.00 Federal Home Loan Bank Federal Home Loan Bank 0.112000% 3130A0ED8 Government Agency Debt N First Tier Security N/A N/A 2014-03-09 2014-12-09 N N N 25000000.00 25000000.00 0.0046 N 25003650.00 25003650.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 3130A0JJ0 Government Agency Debt N First Tier Security N/A N/A 2014-03-27 2014-06-27 N N N 75000000.00 74998717.95 0.0139 N 75006600.00 75006600.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 3130A0K74 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2014-07-15 N N N 50000000.00 49999950.77 0.0093 N 50004600.00 50004600.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130A0L65 Government Agency Debt N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 50000000.00 50001726.80 0.0093 N 50003650.00 50003650.00 Federal Home Loan Bank Federal Home Loan Bank 0.111000% 3130A0LL2 Government Agency Debt N First Tier Security N/A N/A 2014-04-21 2014-07-21 N N N 85000000.00 85000000.00 0.0158 N 84999660.00 84999660.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 3130A0TF7 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-07-28 N N N 50000000.00 49998979.17 0.0093 N 50000700.00 50000700.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3130A0UE8 Government Agency Debt N First Tier Security N/A N/A 2014-04-01 2014-08-01 N N N 50000000.00 50000000.00 0.0093 N 50002650.00 50002650.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0UV0 Government Agency Debt N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 10000000.00 9999172.22 0.0019 N 10000000.00 10000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3130A0XH8 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-08-12 N N N 135000000.00 135000337.12 0.0250 N 134967330.00 134967330.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 3130A0XS4 Government Agency Debt N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 85000000.00 84999740.50 0.0158 N 85004080.00 85004080.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 3130A0Z52 Government Agency Debt N First Tier Security N/A N/A 2014-05-19 2014-08-19 N N N 57950000.00 57950032.96 0.0107 N 57948841.00 57948841.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 3130A15B0 Government Agency Debt N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 50000000.00 49995925.18 0.0093 N 49992950.00 49992950.00 Federal Home Loan Bank Federal Home Loan Bank 1.375000% 313373JR4 Government Agency Debt N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 1900000.00 1905816.14 0.0004 N 1905717.10 1905717.10 Federal Home Loan Bank Federal Home Loan Bank 1.000000% 313373TU6 Government Agency Debt N First Tier Security N/A N/A 2014-03-24 2014-03-24 N N N 1500000.00 1500769.52 0.0003 N 1500787.50 1500787.50 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313379RR2 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-06-11 N N N 10000000.00 10003868.42 0.0019 N 10004580.00 10004580.00 Federal Home Loan Bank Federal Home Loan Bank 0.400000% 313379SK6 Government Agency Debt N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 15000000.00 15014993.48 0.0028 N 15014865.00 15014865.00 Federal Home Loan Bank Federal Home Loan Bank 0.062000% 313379T66 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-06-12 N N N 2600000.00 2599520.99 0.0005 N 2599758.20 2599758.20 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313379TL3 Government Agency Debt N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 6400000.00 6404800.38 0.0012 N 6404838.40 6404838.40 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313380DP9 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2014-08-15 N N N 1020000.00 1020168.30 0.0002 N 1020258.06 1020258.06 Federal Home Loan Bank Federal Home Loan Bank 0.119000% 313380LA3 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 70000000.00 70000000.00 0.0130 N 70000000.00 70000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313380VN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-04-15 N N N 100000000.00 100007218.31 0.0185 N 100012000.00 100012000.00 Federal Home Loan Bank Federal Home Loan Bank 0.126000% 313380YA9 Government Agency Debt N First Tier Security N/A N/A 2014-03-11 2014-04-11 N N N 35000000.00 35001771.13 0.0065 N 35001960.00 35001960.00 Federal Home Loan Bank Federal Home Loan Bank 0.129000% 313381DU6 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-06-03 N N N 150000000.00 150018505.52 0.0278 N 150018150.00 150018150.00 Federal Home Loan Bank Federal Home Loan Bank 0.127000% 313381HK4 Government Agency Debt N First Tier Security N/A N/A 2014-03-10 2014-06-10 N N N 150000000.00 150019888.34 0.0278 N 150020550.00 150020550.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313381HN8 Government Agency Debt N First Tier Security N/A N/A 2014-03-17 2014-06-17 N N N 15000000.00 15001400.12 0.0028 N 15002325.00 15002325.00 Federal Home Loan Bank Federal Home Loan Bank 0.136000% 313381JE6 Government Agency Debt N First Tier Security N/A N/A 2014-03-25 2014-06-25 N N N 50000000.00 50007256.60 0.0093 N 50010300.00 50010300.00 Federal Home Loan Bank Federal Home Loan Bank 0.128000% 313381JF3 Government Agency Debt N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 40150000.00 40150225.34 0.0074 N 40150120.45 40150120.45 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313382M42 Government Agency Debt N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 2920000.00 2920036.17 0.0005 N 2920049.64 2920049.64 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313382ML4 Government Agency Debt N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N N 670000.00 670233.10 0.0001 N 670387.93 670387.93 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313382ND1 Government Agency Debt N First Tier Security N/A N/A 2014-03-01 2014-04-01 N N N 50000000.00 50000000.00 0.0093 N 50001300.00 50001300.00 Federal Home Loan Bank Federal Home Loan Bank 0.096000% 313382W58 Government Agency Debt N First Tier Security N/A N/A 2014-03-25 2014-04-25 N N N 50000000.00 50000000.00 0.0093 N 50002950.00 50002950.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 3133835U1 Government Agency Debt N First Tier Security N/A N/A 2014-03-15 2014-05-15 N N N 95000000.00 95002110.13 0.0176 N 95004940.00 95004940.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313383HJ3 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 2300000.00 2300046.78 0.0004 N 2300032.20 2300032.20 Federal Home Loan Bank Federal Home Loan Bank 0.097000% 313383K59 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2014-06-05 N N N 50000000.00 50000930.46 0.0093 N 50002400.00 50002400.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313383P96 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 15000000.00 14999927.33 0.0028 N 15000195.00 15000195.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383TZ4 Government Agency Debt N First Tier Security N/A N/A 2014-07-29 2014-07-29 N N N 2000000.00 1999871.00 0.0004 N 2000202.00 2000202.00 Federal Home Loan Bank Federal Home Loan Bank 0.094000% 313383Y47 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-09-02 N N N 52000000.00 51998883.23 0.0096 N 52001196.00 52001196.00 Federal Home Loan Bank Federal Home Loan Bank 0.087500% 313385VC7 Government Agency Debt N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 114100000.00 114091124.96 0.0212 N 114097946.20 114097946.20 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385VH6 Government Agency Debt N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N N 6400000.00 6399408.00 0.0012 N 6399865.60 6399865.60 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VQ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N N 50000000.00 49996333.33 0.0093 N 49998800.00 49998800.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VV5 Government Agency Debt N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 50000000.00 49995916.67 0.0093 N 49998650.00 49998650.00 Federal Home Loan Bank Federal Home Loan Bank 0.083000% 313385WM4 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 50000000.00 49992506.93 0.0093 N 49997300.00 49997300.00 Federal Home Loan Bank Federal Home Loan Bank 0.087000% 313385WM4 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 50000000.00 49992145.82 0.0093 N 49997300.00 49997300.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313385WM4 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 49700000.00 49692372.47 0.0092 N 49697316.20 49697316.20 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385WP7 Government Agency Debt N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N N 50000000.00 49989763.87 0.0093 N 49997200.00 49997200.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385WZ5 Government Agency Debt N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 1500000.00 1499647.22 0.0003 N 1499904.00 1499904.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385ZK5 Government Agency Debt N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N N 25000000.00 24991562.50 0.0046 N 24996250.00 24996250.00 Federal Home Loan Bank Federal Home Loan Bank 2.500000% 3133XWE70 Government Agency Debt N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 15110000.00 15212090.17 0.0028 N 15210677.93 15210677.93 Federal Home Loan Bank Federal Home Loan Bank 2.375000% 3133XWKV0 Government Agency Debt N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 16445000.00 16456671.40 0.0031 N 16456429.28 16456429.28 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 313397WS6 Government Agency Debt N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 90001000.00 89983499.79 0.0167 N 89995779.94 89995779.94 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.075000% 313397XC0 Government Agency Debt N First Tier Security N/A N/A 2014-05-22 2014-05-22 N N N 10000000.00 9998333.36 0.0019 N 9999330.00 9999330.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.540000% 3134G25A6 Government Agency Debt N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N N 20000000.00 20017114.39 0.0037 N 20015760.00 20015760.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.350000% 3134G2CL4 Government Agency Debt N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 1950000.00 1953706.33 0.0004 N 1953759.60 1953759.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.370000% 3134G2Z47 Government Agency Debt N First Tier Security N/A N/A 2014-03-03 2014-10-07 N N N 1500000.00 1502356.72 0.0003 N 1502817.00 1502817.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.350000% 3134G3H78 Government Agency Debt N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 2900000.00 2903712.83 0.0005 N 2904332.60 2904332.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.000000% 3137EACU1 Government Agency Debt N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 20595000.00 20669966.13 0.0038 N 20671489.83 20671489.83 Federal National Mortgage Association Federal National Mortgage Association 0.100000% 313589A86 Government Agency Debt N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 50000000.00 49978333.46 0.0093 N 49989150.00 49989150.00 Federal National Mortgage Association Federal National Mortgage Association 0.070000% 313589VV2 Government Agency Debt N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 5500000.00 5499475.97 0.0010 N 5499851.50 5499851.50 Federal National Mortgage Association Federal National Mortgage Association 0.077000% 313589WM1 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 50000000.00 49993048.61 0.0093 N 49997300.00 49997300.00 Federal National Mortgage Association Federal National Mortgage Association 0.095000% 313589ZH9 Government Agency Debt N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 11130000.00 11126093.72 0.0021 N 11128352.76 11128352.76 Federal National Mortgage Association Federal National Mortgage Association 2.750000% 31398AVZ2 Government Agency Debt N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 5329000.00 5332876.24 0.0010 N 5332922.14 5332922.14 Federal National Mortgage Association Federal National Mortgage Association 2.500000% 31398AXJ6 Government Agency Debt N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 12755000.00 12817597.24 0.0024 N 12816198.49 12816198.49 HSBC Bank USA, Inc. HSBC Bank USA, Inc. 0.040000% 40499J003 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Notes 2015-11-15 0.375000 Treasury Debt 10744163.00 10778519.29 U.S. Treasury Notes 2022-05-15 1.750000 Treasury Debt 41990000.00 40224993.58 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 50000000.00 50000000.00 0.0093 N 50000000.00 50000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.050000% 60686M007_0.0500_M140303_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Notes 2016-01-31 2.000000 Treasury Debt 147968100.00 153000045.45 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 150000000.00 150000000.00 0.0278 N 150000000.00 150000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.060000% 60686M007_0.0600_M140303_64BA 0000812291 Treasury Repurchase Agreement Y U.S. Treasury Notes 2015-08-15 4.250000 Treasury Debt 33655600.00 35700017.60 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 35000000.00 35000000.00 0.0065 N 35000000.00 35000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.050000% 959BLB000_0.0500_M140303_64BA 0000947263 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2016-10-14 0.875000 Government Agency Debt 23416000.00 23668352.93 Federal Home Loan Mortgage Corp. 2020-05-01 1.375000 Government Agency Debt 1000000.00 962928.75 Federal National Mortgage Association 2015-10-26 1.625000 Government Agency Debt 606000.00 622541.95 Federal National Mortgage Association 2030-05-15 7.250000 Government Agency Debt 4267000.00 6175654.94 Financing Corporation 2015-01-16 0.250000 Government Agency Debt 50000.00 50069.08 Financing Corporation 2017-08-14 1.300000 Government Agency Debt 5465000.00 5478419.61 Financing Corporation 2018-01-05 4.500000 Government Agency Debt 225000.00 254329.88 U.S. Treasury Notes 2014-04-30 1.875000 Treasury Debt 64198100.00 64787725.50 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 100000000.00 100000000.00 0.0185 N 100000000.00 100000000.00 U.S. Treasury Bills U.S. Treasury Bill 0.102100% 912796BJ7 Treasury Debt N First Tier Security N/A N/A 2014-05-29 2014-05-29 N N N 50000000.00 49987675.00 0.0093 N 49993950.00 49993950.00 U.S. Treasury Bills U.S. Treasury Bills 0.100000% 912796CJ6 Treasury Debt N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 100000000.00 99985555.56 0.0185 N 99992800.00 99992800.00 U.S. Treasury Bills U.S. Treasury Bill 0.098000% 912796CZ0 Treasury Debt N First Tier Security N/A N/A 2014-05-22 2014-05-22 N N N 50000000.00 49989111.11 0.0093 N 49995850.00 49995850.00 U.S. Treasury Bills U.S. Treasury Bill 0.093000% 912796DC0 Treasury Debt N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 50000000.00 49986954.17 0.0093 N 49993700.00 49993700.00 U.S. Treasury Bills U.S. Treasury Bill 0.090000% 912796DE6 Treasury Debt N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 100000000.00 99969500.00 0.0185 N 99983100.00 99983100.00 U.S. Treasury Notes U.S. Treasury Notes 1.875000% 912828KN9 Treasury Debt N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 50000000.00 50145958.53 0.0093 N 50142600.00 50142600.00 U.S. Treasury Notes U.S. Treasury Notes 2.625000% 912828LC2 Treasury Debt N First Tier Security N/A N/A 2014-07-31 2014-07-31 N N N 150000000.00 151574925.72 0.0281 N 151576200.00 151576200.00 U.S. Treasury Notes U.S. Treasury Notes 1.250000% 912828QC7 Treasury Debt N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 250000000.00 250330808.93 0.0464 N 250341750.00 250341750.00 U.S. Treasury Notes U.S. Treasury Notes 1.000000% 912828QM5 Treasury Debt N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 150000000.00 150269502.61 0.0279 N 150281250.00 150281250.00 U.S. Treasury Notes U.S. Treasury Notes 0.625000% 912828QU7 Treasury Debt N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 100000000.00 100198349.93 0.0186 N 100199200.00 100199200.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828SL5 Treasury Debt N First Tier Security N/A N/A 2014-03-31 2014-03-31 N N N 100000000.00 100013402.72 0.0185 N 100007800.00 100007800.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828SR2 Treasury Debt N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 50000000.00 50011924.34 0.0093 N 50013650.00 50013650.00 U.S. Treasury Notes U.S. Treasury Notes 0.125000% 912828TF7 Treasury Debt N First Tier Security N/A N/A 2014-07-31 2014-07-31 N N N 50000000.00 50005016.13 0.0093 N 50007800.00 50007800.00