N-MFP LIVE N 2015-12-31 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 40 81 5840479303.46 2396205.59 1413677.41 5841461831.64 0.0031 1.0000 2015-12-31 1.0000 2015-12-31 C000032709 25000.00 5841461831.64 1.00 -1172364724.93 2404567736.41 3576932461.34 0.0030 1.0000 2015-12-31 1.0000 2015-12-31 Bank of America NA Bank of America NA 0.290000% ARP0AQSQ8_0.2900_M160104_64BA 0001102113 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2021-02-15 3.875000 Government Agency Debt 2916000.00 3222205.92 Federal Home Loan Mortgage Corp. 2028-07-15 N/A Treasury Debt 4000000.00 2714920.00 Federal Home Loan Mortgage Corp. 2038-01-15 6.150000 Government Agency Debt 1620000.00 2188552.50 Federal National Mortgage Association 2030-05-01 7.125000 Government Agency Debt 12000.00 16965.00 Federal National Mortgage Association 2038-06-15 5.500000 Government Agency Debt 1518000.00 1878592.47 Ginnie Mae 2020-07-15 8.875000 Treasury Debt 1276000.00 1690679.09 Ginnie Mae 2022-08-15 1.875000 Government Agency Debt 7673000.00 7523939.19 Ginnie Mae 2024-04-15 N/A Treasury Debt 10350000.00 8254642.50 Ginnie Mae 2028-01-15 N/A Treasury Debt 4600000.00 3185868.00 Ginnie Mae 2039-09-15 5.250000 Government Agency Debt 1611000.00 1945875.88 U.S. Treasury Bill 2042-12-15 3.500000 Government Agency Debt 8255000.00 7612063.91 U.S. Treasury Bond 2016-05-02 N/A Government Agency Debt 2508000.00 2504238.00 U.S. Treasury Notes 2016-04-29 N/A Government Agency Debt 1809000.00 1806883.47 U.S. Treasury Notes 2016-07-11 N/A Government Agency Debt 6219000.00 6199658.91 U.S. Treasury Notes 2022-05-15 N/A Treasury Debt 3000000.00 2580390.00 U.S. Treasury Notes 2026-01-15 N/A Treasury Debt 7980000.00 5888362.20 U.S. Treasury Notes 2029-05-15 6.250000 Government Agency Debt 7896000.00 4984428.96 U.S. Treasury Notes 2030-01-15 N/A Treasury Debt 3859000.00 2347468.29 U.S. Treasury Notes 2031-03-17 N/A Government Agency Debt 9250000.00 5337250.00 U.S. Treasury Notes 2065-09-15 4.250000 Government Agency Debt 4690000.00 4617780.51 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 75000000.00 75000000.00 0.0128 N 75000000.00 75000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.150100% 313312RL6 Government Agency Debt N First Tier Security N/A N/A 2016-01-06 2016-01-06 N N N 10000000.00 9999791.67 0.0017 N 9999920.00 9999920.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.140100% 313312RT9 Government Agency Debt N First Tier Security N/A N/A 2016-01-13 2016-01-13 N N N 10000000.00 9999533.33 0.0017 N 9999620.00 9999620.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.250300% 313312RU6 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 9300000.00 9299160.42 0.0016 N 9299609.40 9299609.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.155100% 313312RU6 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 7000000.00 6999608.19 0.0012 N 6999706.00 6999706.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.240200% 313312RV4 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 25000000.00 24997666.67 0.0043 N 24998850.00 24998850.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.160100% 313312SS0 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 25000000.00 24996111.11 0.0043 N 24994450.00 24994450.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.235300% 313312SZ4 Government Agency Debt N First Tier Security N/A N/A 2016-02-12 2016-02-12 N N N 27000000.00 26992597.52 0.0046 N 26992683.00 26992683.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.300500% 313312TW0 Government Agency Debt N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 10000000.00 9994750.00 0.0017 N 9995000.00 9995000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.350400% 313312UQ1 Government Agency Debt N First Tier Security N/A N/A 2016-03-22 2016-03-22 N N N 16720000.00 16706833.00 0.0029 N 16709132.00 16709132.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.472100% 31331KHV5 Government Agency Debt N First Tier Security N/A N/A 2016-01-20 2016-04-20 N N N 2500000.00 2500761.70 0.0004 N 2500125.00 2500125.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.430000% 3133ECFV1 Government Agency Debt N First Tier Security N/A N/A 2016-01-29 2016-01-29 N N N 20935000.00 20939732.63 0.0036 N 20936109.56 20936109.56 Federal Farm Credit Bank Federal Farm Credit Bank 0.412100% 3133ECUQ5 Government Agency Debt N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 2750000.00 2750057.26 0.0005 N 2749870.75 2749870.75 Federal Farm Credit Bank Federal Farm Credit Bank 0.500000% 3133ECW42 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-02-01 N N N 37600000.00 37603053.64 0.0064 N 37599774.40 37599774.40 Federal Farm Credit Bank Federal Farm Credit Bank 0.441600% 3133ECY99 Government Agency Debt N First Tier Security N/A N/A 2016-01-26 2016-08-26 N N N 29500000.00 29514436.12 0.0051 N 29489881.50 29489881.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.283600% 3133ECYT5 Government Agency Debt N First Tier Security N/A N/A 2016-01-06 2016-06-06 N N N 10000000.00 10002937.73 0.0017 N 9999180.00 9999180.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.421600% 3133EDAP7 Government Agency Debt N First Tier Security N/A N/A 2016-01-26 2016-02-26 N N N 130776000.00 130785212.12 0.0224 N 130754291.18 130754291.18 Federal Farm Credit Bank Federal Farm Credit Bank 0.273000% 3133EDB35 Government Agency Debt N First Tier Security N/A N/A 2016-02-02 2016-06-02 N N N 25675000.00 25684137.45 0.0044 N 25674614.88 25674614.88 Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133EDDZ2 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-04-22 N N N 27500000.00 27507168.57 0.0047 N 27497497.50 27497497.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.391600% 3133EDK50 Government Agency Debt N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 3400000.00 3400015.98 0.0006 N 3399581.80 3399581.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.300000% 3133EDNU2 Government Agency Debt N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 5000000.00 5000283.55 0.0009 N 5000135.00 5000135.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.289500% 3133EE4E7 Government Agency Debt N First Tier Security N/A N/A 2016-01-16 2016-08-16 N N N 50000000.00 50000000.00 0.0086 N 49964500.00 49964500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.277000% 3133EEJP6 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-03-14 N N N 150000000.00 150004978.74 0.0257 N 149975250.00 149975250.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.300500% 3133EEJS0 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-04-15 N N N 90000000.00 90011498.10 0.0154 N 89980830.00 89980830.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.370000% 3133EEMT4 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-02-04 N N N 5750000.00 5750027.09 0.0010 N 5749597.50 5749597.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.280500% 3133EETC4 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-03-15 N N N 110000000.00 110006315.52 0.0188 N 109978110.00 109978110.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310000% 3133EETY6 Government Agency Debt N First Tier Security N/A N/A 2016-01-18 2016-04-18 N N N 100000000.00 99997559.24 0.0171 N 99970500.00 99970500.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.193700% 3133EEWE6 Government Agency Debt N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 45000000.00 44999857.67 0.0077 N 45000405.00 45000405.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.380000% 3133EEWK2 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-04-04 N N N 22500000.00 22499471.53 0.0039 N 22494172.50 22494172.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.342100% 3133EEZG8 Government Agency Debt N First Tier Security N/A N/A 2016-01-19 2016-02-19 N N N 132000000.00 131998911.11 0.0226 N 131974392.00 131974392.00 Federal Home Loan Bank Federal Home Loan Bank 0.270000% 3130A23P9 Government Agency Debt N First Tier Security N/A N/A 2016-02-20 2016-05-20 N N N 90000000.00 90005635.20 0.0154 N 89965260.00 89965260.00 Federal Home Loan Bank Federal Home Loan Bank 0.226000% 3130A4W99 Government Agency Debt N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 75000000.00 74999927.46 0.0128 N 74999250.00 74999250.00 Federal Home Loan Bank Federal Home Loan Bank 0.342000% 3130A6CT2 Government Agency Debt N First Tier Security N/A N/A 2016-01-19 2016-02-19 N N N 100000000.00 100000000.00 0.0171 N 99994600.00 99994600.00 Federal Home Loan Bank Federal Home Loan Bank 0.209000% 3130A6FB8 Government Agency Debt N First Tier Security N/A N/A 2016-01-03 2016-03-03 N N N 25000000.00 24999892.27 0.0043 N 25001225.00 25001225.00 Federal Home Loan Bank Federal Home Loan Bank 0.221000% 3130A6FG7 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-03-04 N N N 100000000.00 100000000.00 0.0171 N 100005800.00 100005800.00 Federal Home Loan Bank Federal Home Loan Bank 0.247000% 3130A6M46 Government Agency Debt N First Tier Security N/A N/A 2016-01-09 2016-02-09 N N N 175000000.00 175000000.00 0.0300 N 175004900.00 175004900.00 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 3130A6MZ7 Government Agency Debt N First Tier Security N/A N/A 2016-01-16 2016-03-16 N N N 100000000.00 100000000.00 0.0171 N 99987500.00 99987500.00 Federal Home Loan Bank Federal Home Loan Bank 0.378000% 3130A6NE3 Government Agency Debt N First Tier Security N/A N/A 2016-01-22 2016-03-22 N N N 100000000.00 100000000.00 0.0171 N 99982500.00 99982500.00 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3130A6PJ0 Government Agency Debt N First Tier Security N/A N/A 2016-01-26 2016-04-26 N N N 50000000.00 50000000.00 0.0086 N 50000750.00 50000750.00 Federal Home Loan Bank Federal Home Loan Bank 0.387000% 3130A6PS0 Government Agency Debt N First Tier Security N/A N/A 2016-01-28 2016-03-28 N N N 175000000.00 175000000.00 0.0300 N 174953100.00 174953100.00 Federal Home Loan Bank Federal Home Loan Bank 0.231000% 3130A6QG5 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-05-04 N N N 150000000.00 149998707.66 0.0257 N 149976750.00 149976750.00 Federal Home Loan Bank Federal Home Loan Bank 0.307000% 3130A6S81 Government Agency Debt N First Tier Security N/A N/A 2016-01-13 2016-05-13 N N N 100000000.00 100000000.00 0.0171 N 99981000.00 99981000.00 Federal Home Loan Bank Federal Home Loan Bank 0.345000% 3130A6SJ7 Government Agency Debt N First Tier Security N/A N/A 2016-01-16 2016-05-16 N N N 100000000.00 100000000.00 0.0171 N 99982200.00 99982200.00 Federal Home Loan Bank Federal Home Loan Bank 0.220200% 313384RV3 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 3100000.00 3099734.78 0.0005 N 3099857.40 3099857.40 Federal Home Loan Bank Federal Home Loan Bank 0.220200% 313384SA8 Government Agency Debt N First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 4700000.00 4699454.28 0.0008 N 4699685.10 4699685.10 Federal Home Loan Bank Federal Home Loan Bank 0.260200% 313384SC4 Government Agency Debt N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 2000000.00 1999696.67 0.0003 N 1999850.00 1999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.250200% 313384SC4 Government Agency Debt N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 1300000.00 1299810.42 0.0002 N 1299902.50 1299902.50 Federal Home Loan Bank Federal Home Loan Bank 0.150100% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 50000000.00 49995000.00 0.0086 N 49995600.00 49995600.00 Federal Home Loan Bank Federal Home Loan Bank 0.260200% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 2300000.00 2299601.33 0.0004 N 2299797.60 2299797.60 Federal Home Loan Bank Federal Home Loan Bank 0.123000% 313384SH3 Government Agency Debt N First Tier Security N/A N/A 2016-01-27 2016-01-27 N N N 150000000.00 149986674.99 0.0257 N 149985600.00 149985600.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384SJ9 Government Agency Debt N First Tier Security N/A N/A 2016-01-28 2016-01-28 N N N 65000000.00 64992931.25 0.0111 N 64993500.00 64993500.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384SK6 Government Agency Debt N First Tier Security N/A N/A 2016-01-29 2016-01-29 N N N 25000000.00 24997277.78 0.0043 N 24997400.00 24997400.00 Federal Home Loan Bank Federal Home Loan Bank 0.135100% 313384SP5 Government Agency Debt N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 50000000.00 49994000.00 0.0086 N 49989950.00 49989950.00 Federal Home Loan Bank Federal Home Loan Bank 0.140100% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 50000000.00 49993194.44 0.0086 N 49988900.00 49988900.00 Federal Home Loan Bank Federal Home Loan Bank 0.310400% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 3600000.00 3598915.00 0.0006 N 3599200.80 3599200.80 Federal Home Loan Bank Federal Home Loan Bank 0.270300% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 1600000.00 1599580.00 0.0003 N 1599644.80 1599644.80 Federal Home Loan Bank Federal Home Loan Bank 0.330400% 313384SS9 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 1400000.00 1399550.83 0.0002 N 1399689.20 1399689.20 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 15300000.00 15297658.26 0.0026 N 15296282.10 15296282.10 Federal Home Loan Bank Federal Home Loan Bank 0.200200% 313384SW0 Government Agency Debt N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 50000000.00 49989166.68 0.0086 N 49987500.00 49987500.00 Federal Home Loan Bank Federal Home Loan Bank 0.229100% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 100000000.00 99974555.56 0.0171 N 99974300.00 99974300.00 Federal Home Loan Bank Federal Home Loan Bank 0.190100% 313384TG4 Government Agency Debt N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 18016000.00 18011340.86 0.0031 N 18010252.90 18010252.90 Federal Home Loan Bank Federal Home Loan Bank 0.295400% 313384TM1 Government Agency Debt N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 100000000.00 99955749.96 0.0171 N 99964600.00 99964600.00 Federal Home Loan Bank Federal Home Loan Bank 0.480600% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 50000000.00 49954666.67 0.0086 N 49972900.00 49972900.00 Federal Home Loan Bank Federal Home Loan Bank 0.330600% 313384UB3 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 4500000.00 4497195.00 0.0008 N 4497561.00 4497561.00 Federal Home Loan Bank Federal Home Loan Bank 0.329500% 313384UD9 Government Agency Debt N First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 50000000.00 49968013.89 0.0086 N 49972100.00 49972100.00 Federal Home Loan Bank Federal Home Loan Bank 0.480600% 313384UD9 Government Agency Debt N First Tier Security N/A N/A 2016-03-11 2016-03-11 N N N 50000000.00 49953333.33 0.0086 N 49972100.00 49972100.00 Federal Home Loan Bank Federal Home Loan Bank 0.460500% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 25000000.00 24976041.67 0.0043 N 24985000.00 24985000.00 Federal Home Loan Bank Federal Home Loan Bank 0.380700% 313384UL1 Government Agency Debt N First Tier Security N/A N/A 2016-03-18 2016-03-18 N N N 50000000.00 49959361.11 0.0086 N 49969150.00 49969150.00 Federal Home Loan Bank Federal Home Loan Bank 0.500900% 313384VU0 Government Agency Debt N First Tier Security N/A N/A 2016-04-19 2016-04-19 N N N 50000000.00 49924305.56 0.0085 N 49948450.00 49948450.00 Federal Home Loan Bank Federal Home Loan Bank 0.400800% 313384WU9 Government Agency Debt N First Tier Security N/A N/A 2016-05-13 2016-05-13 N N N 50000000.00 49926111.12 0.0085 N 49924150.00 49924150.00 Federal Home Loan Bank Federal Home Loan Bank 0.491200% 313384XP9 Government Agency Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 47700000.00 47601314.00 0.0081 N 47607223.50 47607223.50 Federal Home Loan Bank Federal Home Loan Bank 0.541500% 313384XR5 Government Agency Debt N First Tier Security N/A N/A 2016-06-03 2016-06-03 N N N 100000000.00 99769000.00 0.0171 N 99802900.00 99802900.00 Federal Home Loan Bank Federal Home Loan Bank 0.652100% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2016-06-08 2016-06-08 N N N 50000000.00 49856458.34 0.0085 N 49898150.00 49898150.00 Federal Home Loan Bank Federal Home Loan Bank 0.652100% 313384XY0 Government Agency Debt N First Tier Security N/A N/A 2016-06-10 2016-06-10 N N N 50000000.00 49854652.77 0.0085 N 49896850.00 49896850.00 Federal Home Loan Bank Federal Home Loan Bank 0.626000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2016-06-15 2016-06-15 N N N 75000000.00 74784200.00 0.0128 N 74840400.00 74840400.00 Federal Home Loan Bank Federal Home Loan Bank 0.591800% 313384YL7 Government Agency Debt N First Tier Security N/A N/A 2016-06-22 2016-06-22 N N N 9000000.00 8974482.50 0.0015 N 8980029.00 8980029.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215200% 313396RL9 Government Agency Debt N First Tier Security N/A N/A 2016-01-06 2016-01-06 N N N 25000000.00 24999253.47 0.0043 N 24999800.00 24999800.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.215200% 313396RM7 Government Agency Debt N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 75000000.00 74997312.50 0.0128 N 74999025.00 74999025.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.270200% 313396RN5 Government Agency Debt N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 13850000.00 13849272.87 0.0024 N 13849764.55 13849764.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.220200% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 25000000.00 24998319.44 0.0043 N 24999175.00 24999175.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250200% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 10000000.00 9999236.11 0.0017 N 9999670.00 9999670.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.250300% 313396SP9 Government Agency Debt N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 13030000.00 13027104.44 0.0022 N 13027380.97 13027380.97 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145100% 313396SR5 Government Agency Debt N First Tier Security N/A N/A 2016-02-04 2016-02-04 N N N 34800000.00 34795234.34 0.0060 N 34792518.00 34792518.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.257300% 313396SS3 Government Agency Debt N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 25000000.00 24993753.47 0.0043 N 24994450.00 24994450.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160100% 313396SX2 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 50000000.00 49991111.11 0.0086 N 49987150.00 49987150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.397100% 3134G6AE3 Government Agency Debt N First Tier Security N/A N/A 2016-01-21 2016-07-21 N N N 9000000.00 9001592.09 0.0015 N 8997057.00 8997057.00 Federal National Mortgage Association Federal National Mortgage Association 0.150100% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 10008000.00 10007874.90 0.0017 N 10008000.00 10008000.00 Federal National Mortgage Association Federal National Mortgage Association 0.225200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 35400000.00 35397123.75 0.0061 N 35398513.20 35398513.20 Federal National Mortgage Association Federal National Mortgage Association 0.300300% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 6600000.00 6599285.00 0.0011 N 6599722.80 6599722.80 Federal National Mortgage Association Federal National Mortgage Association 0.260200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 4900000.00 4899539.95 0.0008 N 4899794.20 4899794.20 Federal National Mortgage Association Federal National Mortgage Association 0.270200% 313588RU1 Government Agency Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 1800000.00 1799824.50 0.0003 N 1799924.40 1799924.40 Federal National Mortgage Association Federal National Mortgage Association 0.250300% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 25000000.00 24994618.05 0.0043 N 24995150.00 24995150.00 Federal National Mortgage Association Federal National Mortgage Association 0.252800% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 10000000.00 9997825.69 0.0017 N 9998060.00 9998060.00 Federal National Mortgage Association Federal National Mortgage Association 0.260300% 313588SV8 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 46450000.00 46437252.05 0.0079 N 46438712.65 46438712.65 Federal National Mortgage Association Federal National Mortgage Association 0.145100% 313588SV8 Government Agency Debt N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 5350000.00 5349181.16 0.0009 N 5348699.95 5348699.95 Federal National Mortgage Association Federal National Mortgage Association 0.165100% 313588SX4 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 5100000.00 5099065.00 0.0009 N 5098689.30 5098689.30 Federal National Mortgage Association Federal National Mortgage Association 0.265300% 313588SX4 Government Agency Debt N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 3500000.00 3498969.45 0.0006 N 3499100.50 3499100.50 Federal National Mortgage Association Federal National Mortgage Association 0.280400% 313588TM7 Government Agency Debt N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 81690000.00 81655690.20 0.0140 N 81661081.74 81661081.74 Federal National Mortgage Association Federal National Mortgage Association 0.491200% 313588XP5 Government Agency Debt N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 25000000.00 24948277.78 0.0043 N 24951375.00 24951375.00 Federal National Mortgage Association Federal National Mortgage Association 2.375000% 3135G0BA0 Government Agency Debt N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 5040000.00 5065060.43 0.0009 N 5066097.12 5066097.12 Federal National Mortgage Association Federal National Mortgage Association 0.431600% 3135G0YG2 Government Agency Debt N First Tier Security N/A N/A 2016-01-25 2016-07-25 N N N 4000000.00 4001527.67 0.0007 N 3999220.00 3999220.00 Federal National Mortgage Association Federal National Mortgage Association 0.350500% 3135G0YH0 Government Agency Debt N First Tier Security N/A N/A 2016-01-15 2016-08-15 N N N 38000000.00 38017818.96 0.0065 N 37990728.00 37990728.00 Federal National Mortgage Association Federal National Mortgage Association 0.441600% 3135G0YQ0 Government Agency Debt N First Tier Security N/A N/A 2016-01-26 2016-08-26 N N N 13190000.00 13196397.46 0.0023 N 13185238.41 13185238.41 Federal National Mortgage Association Federal National Mortgage Association 0.275500% 3136FRGA5 Government Agency Debt N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 1180000.00 1180042.53 0.0002 N 1180459.02 1180459.02 HSBC USA, Inc. HSBC USA, Inc. 0.260000% ARP0AQSP0_0.2600_M160104_64BA 0000083246 Treasury Repurchase Agreement Y U.S. Treasury Bill 2028-08-15 5.500000 Treasury Debt 18756000.00 25273805.52 U.S. Treasury Notes 2017-05-15 4.500000 Treasury Debt 24415000.00 25727959.13 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 50000000.00 50000000.00 0.0086 N 50000000.00 50000000.00 Mizuho Securites USA, Inc. Mizuho Securites USA, Inc. 0.270000% ARP0AQU77_0.2700_M160104_64BA Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2019-08-31 1.625000 Treasury Debt 121510400.00 122400029.71 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 120000000.00 120000000.00 0.0205 N 120000000.00 120000000.00 Royal Bank of Canada Royal Bank of Canada 0.280000% ARP0AQU69_0.2800_M160104_64BA 0000352613 Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2028-10-01 3.000000 Government Agency Debt 5512307.00 4168631.16 Federal Farm Credit Bank 2036-04-01 1.988000 Government Agency Debt 371902.00 161183.09 Federal Farm Credit Bank 2036-05-01 2.680000 Government Agency Debt 727040.00 155244.18 Federal Farm Credit Bank 2041-10-15 4.000000 Government Agency Debt 16555656.00 8296055.08 Federal Farm Credit Bank 2043-10-01 4.500000 Government Agency Debt 7277778.00 4320274.11 Federal Farm Credit Bank 2044-01-20 4.500000 Government Agency Debt 10100553.00 6464041.60 Federal Farm Credit Bank 2044-07-01 4.000000 Government Agency Debt 4753271.00 4297918.77 Federal Farm Credit Bank 2044-07-20 3.000000 Government Agency Debt 9069420.00 5509832.79 Federal Farm Credit Bank 2045-06-01 3.500000 Government Agency Debt 71104.00 71361.45 Federal Farm Credit Bank 2045-09-01 4.000000 Government Agency Debt 10651090.00 11127826.97 Federal Farm Credit Bank 2045-10-20 4.000000 Government Agency Debt 4000000.00 4230547.16 Federal Farm Credit Bank 2045-11-01 3.500000 Government Agency Debt 13567200.00 13923742.85 Federal Farm Credit Bank 2045-11-01 3.500000 Government Agency Debt 4304761.00 4436624.43 Federal Farm Credit Bank 2045-12-01 3.500000 Government Agency Debt 2770262.00 2862017.69 Federal Farm Credit Bank 2045-12-01 3.500000 Government Agency Debt 41117.00 42478.86 Federal Farm Credit Bank 2046-01-01 2.652000 Government Agency Debt 6256757.00 6359317.76 Federal Farm Credit Bank 2046-01-01 3.500000 Government Agency Debt 70565.00 72902.23 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 75000000.00 75000000.00 0.0128 N 75000000.00 75000000.00 Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) 0.340000% ARP0AQU44_0.3400_M160104_64BA Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2017-03-30 0.419999 Government Agency Debt 15163000.00 15132396.01 Federal Farm Credit Bank 2018-04-09 0.332000 Government Agency Debt 5168000.00 5154629.81 Federal National Mortgage Association 2029-06-21 3.500000 Government Agency Debt 35300000.00 35020149.44 Federal National Mortgage Association 2029-12-21 3.549999 Government Agency Debt 21450000.00 21222975.58 U.S. Treasury Notes 2020-05-31 1.375000 Treasury Debt 3385100.00 3335896.28 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 78300000.00 78300000.00 0.0134 N 78300000.00 78300000.00 U.S. Treasury Bills U.S. Treasury Bills 0.548000% 912796HW2 Treasury Debt N First Tier Security N/A N/A 2016-06-09 2016-06-09 N N N 75000000.00 74817833.34 0.0128 N 74852925.00 74852925.00 U.S. Treasury Bills U.S. Treasury Bills 0.582200% 912796HX0 Treasury Debt N First Tier Security N/A N/A 2016-06-16 2016-06-16 N N N 100000000.00 99730712.50 0.0171 N 99789100.00 99789100.00 U.S. Treasury Notes U.S. Treasury Notes 0.250000% 912828B82 Treasury Debt N First Tier Security N/A N/A 2016-02-29 2016-02-29 N N N 100000000.00 100003353.72 0.0171 N 99992200.00 99992200.00 U.S. Treasury Notes U.S. Treasury Notes 0.329200% 912828D31 Treasury Debt N First Tier Security N/A N/A 2016-01-05 2016-04-30 N N N 230000000.00 230011927.55 0.0394 N 230051520.00 230051520.00 U.S. Treasury Notes U.S. Treasury Notes 3.250000% 912828KZ2 Treasury Debt N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 50000000.00 50644028.47 0.0087 N 50648450.00 50648450.00 U.S. Treasury Notes U.S. Treasury Notes 0.428200% 912828M23 Treasury Debt N First Tier Security N/A N/A 2016-01-05 2017-10-31 N N N 50000000.00 49850378.75 0.0085 N 49954400.00 49954400.00 U.S. Treasury Notes U.S. Treasury Notes 2.125000% 912828QJ2 Treasury Debt N First Tier Security N/A N/A 2016-02-29 2016-02-29 N N N 50000000.00 50153148.93 0.0086 N 50138650.00 50138650.00 U.S. Treasury Notes U.S. Treasury Notes 0.375000% 912828UM0 Treasury Debt N First Tier Security N/A N/A 2016-02-15 2016-02-15 N N N 200000000.00 200040967.33 0.0342 N 200000000.00 200000000.00 U.S. Treasury Notes U.S. Treasury Notes 0.305200% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2016-01-05 2016-01-31 N N N 150000000.00 149999729.20 0.0257 N 150005100.00 150005100.00