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RBS Securities, Inc. 0.010000% 52010455779163RBS 0000808379 Treasury Repurchase Agreement N US TREASURY 2011-10-31 1.000000 Treasury Debt 193925000.00 194845684.00 US TREASURY 2012-01-15 1.125000 Treasury Debt 199439500.00 201551342.00 US TREASURY 2013-01-31 0.625000 Treasury Debt 206212000.00 207522290.00 US TREASURY 2013-07-15 1.000000 Treasury Debt 13255000.00 13454563.00 US TREASURY 2013-08-15 4.250000 Treasury Debt 207920000.00 227653569.00 US TREASURY 2018-04-30 2.625000 Treasury Debt 214199000.00 218751803.00 US TREASURY 2018-05-15 3.875000 Treasury Debt 6538400.00 7223387.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 1050000000.00 1050000000.00 0.0792 N 1050000000.00 1050000000.00 Societe Generale Societe Generale 0.010000% 52010462779163SOC 0000865845 Treasury Repurchase Agreement N US TREASURY 2011-12-22 0.000000 Treasury Debt 29171300.00 29158465.00 US TREASURY 2012-04-15 1.375000 Treasury Debt 24568500.00 24868118.00 US TREASURY 2012-09-15 1.375000 Treasury Debt 80700000.00 82075771.00 US TREASURY 2013-08-15 0.750000 Treasury Debt 51070000.00 51484023.00 US TREASURY 2013-11-30 2.000000 Treasury Debt 50000000.00 51761467.00 US TREASURY 2014-02-28 1.875000 Treasury Debt 64000000.00 66412546.00 US TREASURY 2014-07-31 2.625000 Treasury Debt 50000000.00 53289854.00 US TREASURY 2015-10-31 1.250000 Treasury Debt 60020000.00 59787843.00 US TREASURY 2016-07-15 2.500000 Treasury Debt 52000000.00 67024561.00 US TREASURY 2016-08-15 0.000000 Treasury Debt 75000000.00 68259000.00 US TREASURY 2016-12-31 3.250000 Treasury Debt 53500000.00 57278705.00 US TREASURY 2018-05-15 0.000000 Treasury Debt 75000000.00 63180750.00 US TREASURY 2018-07-15 1.375000 Treasury Debt 48800000.00 55675831.00 US TREASURY 2020-05-15 8.750000 Treasury Debt 50000000.00 73835875.00 US TREASURY 2022-02-15 0.000000 Treasury Debt 35000000.00 23861950.00 US TREASURY 2022-05-15 0.000000 Treasury Debt 41000000.00 27560200.00 US TREASURY 2024-11-15 7.500000 Treasury Debt 34160000.00 48635471.00 US TREASURY 2039-11-15 0.000000 Treasury Debt 17500000.00 4603550.00 US TREASURY 2040-02-15 0.000000 Treasury Debt 11000000.00 2861430.00 US TREASURY 2040-08-15 3.875000 Treasury Debt 90000000.00 83875587.00 US TREASURY 2041-02-15 0.000000 Treasury Debt 47000000.00 11620280.00 US TREASURY 2041-02-15 4.750000 Treasury Debt 59008000.00 63888793.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 1050000000.00 1050000000.00 0.0792 N 1050000000.00 1050000000.00 U.S. Treasury Note U.S. Treasury Note 4.875000% 912828FN5 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 31000000.00 31113545.21 0.0023 N 31123504.00 31123504.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LG3 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 249000000.00 249127102.59 0.0188 N 249194469.00 249194469.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LT5 Treasury Debt N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 675000000.00 676630942.02 0.0510 N 677056725.00 677056725.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 229000000.00 229264868.51 0.0173 N 229357698.00 229357698.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828LW8 Treasury Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 175000000.00 175294158.19 0.0132 N 175410200.00 175410200.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828ML1 Treasury Debt N First Tier Security N/A N/A 2011-12-31 2011-12-31 N N N 750000000.00 752962972.65 0.0568 N 753252000.00 753252000.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828MM9 Treasury Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 100000000.00 100176885.24 0.0076 N 100269500.00 100269500.00 UBS Securities LLC UBS Securities LLC 0.010000% 52010438779163UBS 0000865845 Treasury Repurchase Agreement N US TREASURY 2015-02-15 11.250000 Treasury Debt 20961300.00 29424518.00 US TREASURY 2015-07-15 1.875000 Treasury Debt 76286000.00 98075543.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 125000000.00 125000000.00 0.0094 N 125000000.00 125000000.00 UBS Securities LLC Joint Account 0.010000% 52016974779163UBS 0000865845 Treasury Repurchase Agreement N US TREASURY 2012-09-30 0.375000 Treasury Debt 106808200.00 107012458.00 US TREASURY 2029-01-15 2.500000 Treasury Debt 120133100.00 147987615.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 250000000.00 250000000.00 0.0188 N 250000000.00 250000000.00 Wells Fargo Securities LLC Joint Account 0.010000% 52016974779163WEL 0000072971 Treasury Repurchase Agreement N U.S. TREASURY 2041-05-15 4.375000 Treasury Debt 86801100.00 87330478.00 US TREASURY 2011-07-21 0.000000 Treasury Debt 68063500.00 68062819.00 US TREASURY 2013-02-15 3.875000 Treasury Debt 93033000.00 99606802.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 250000000.00 250000000.00 0.0188 N 250000000.00 250000000.00