0001145549-12-006414.txt : 20120829 0001145549-12-006414.hdr.sgml : 20120829 20120709135326 ACCESSION NUMBER: 0001145549-12-006414 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120709 DATE AS OF CHANGE: 20120709 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 12952784 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-06-30 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 43 55 33608705684.05 8890854.31 7137283.74 33610459254.62 0.0030 1.0001 2012-06-30 1.0001 2012-06-30 C000012378 1.00 33610459254.62 1.00 131139202.98 5854782123.95 5723642920.97 0.0007 1.0001 2012-06-30 1.0001 2012-06-30 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 02086LH66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 35000000.00 34989791.67 0.0010 N 34991950.00 34991950.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 12000000.00 11991046.67 0.0004 N 11991480.00 11991480.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 4000000.00 3996977.78 0.0001 N 3997120.00 3997120.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.320000% 04915TG22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Cash Rabobank Nederland N/A N/A 276000000.00 276000000.00 0.0082 N 275997240.00 275997240.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915TK43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N Y Cash Rabobank Nederland N/A N/A 71000000.00 70944383.34 0.0021 N 70937520.00 70937520.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TM66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N Y Cash Rabobank Nederland N/A N/A 7000000.00 6983820.27 0.0002 N 6985510.00 6985510.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.170000% 05253AGR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 29000000.00 28996850.28 0.0009 N 28997390.00 28997390.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.295300% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-11-26 N N N 126000000.00 126000000.00 0.0037 N 126000000.00 126000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 500000000.00 500000000.00 0.0149 Security is a time deposit. N 500005000.00 500005000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.330000% 972DEJ000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 99000000.00 99000000.00 0.0029 N 99041580.00 99041580.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NJB000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 56000000.00 56000000.00 0.0017 N 56028000.00 56028000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NKF009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 53000000.00 53000000.00 0.0016 N 53027030.00 53027030.00 Bank of America, NA Bank of America, NA 0.815700% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-07-23 2012-08-22 N N N 174000000.00 174000000.00 0.0052 N 173993040.00 173993040.00 Bank of Montreal Bank of Montreal 0.200000% 06366VMQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 Bank of Montreal Bank of Montreal 0.200000% 06366VNY8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 228000000.00 228000000.00 0.0068 N 228011400.00 228011400.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPJ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 46000000.00 46000000.00 0.0014 N 46002300.00 46002300.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 149000000.00 149000000.00 0.0044 N 149008940.00 149008940.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPR1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 97000000.00 97000000.00 0.0029 N 97004850.00 97004850.00 Bank of Montreal Bank of Montreal 0.200000% 06366VQN9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 2000000.00 2000000.00 0.0001 N 2000120.00 2000120.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417E2V4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 7000000.00 6999720.12 0.0002 N 6999860.00 6999860.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 31000000.00 31000000.00 0.0009 N 31004030.00 31004030.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 112000000.00 112000000.00 0.0033 N 112020160.00 112020160.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417ES79 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 7000000.00 7000000.00 0.0002 N 7000000.00 7000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-11-15 N N N 190000000.00 190000000.00 0.0057 N 190000000.00 190000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.325300% 06417EXR9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 323000000.00 323000000.00 0.0096 N 323009690.00 323009690.00 Bank of the West Bank of the West 0.440000% 0642G0XQ9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 100000000.00 100000000.00 0.0030 N 100020000.00 100020000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EA64 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 66000000.00 66000000.00 0.0020 N 65998680.00 65998680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538EC96 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 243000000.00 243000000.00 0.0072 N 242961120.00 242961120.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538ED46 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 92000000.00 92000000.00 0.0027 N 91985280.00 91985280.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 78000000.00 78000000.00 0.0023 N 78008580.00 78008580.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 169000000.00 169000000.00 0.0050 N 168996620.00 168996620.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZB6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N N 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZK6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 4000000.00 4000000.00 0.0001 N 3999920.00 3999920.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZN0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 69000000.00 69000000.00 0.0021 N 68998620.00 68998620.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZU4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 67000000.00 67000000.00 0.0020 N 66998660.00 66998660.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 45000000.00 45000000.00 0.0013 N 44999100.00 44999100.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 63000000.00 63000000.00 0.0019 N 63056070.00 63056070.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 32000000.00 32000000.00 0.0010 N 32013760.00 32013760.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 333000000.00 333000000.00 0.0099 N 333206460.00 333206460.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M120702_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-07-01 2.481000 Government Agency Debt 43783271.00 11012866.31 Fannie Mae 2037-02-01 2.974000 Government Agency Debt 60033581.00 11299865.37 Fannie Mae 2037-11-01 5.672000 Government Agency Debt 24726065.00 5851884.81 Fannie Mae 2038-07-01 2.593000 Government Agency Debt 19484809.00 8565757.60 Fannie Mae 2041-01-01 3.448000 Government Agency Debt 12093000.00 11212954.27 Fannie Mae 2041-07-01 3.542000 Government Agency Debt 13794685.00 11500344.66 Fannie Mae 2042-02-01 2.533000 Government Agency Debt 10808307.00 11099659.12 Fannie Mae 2042-03-01 2.460000 Government Agency Debt 11137784.00 11253969.82 Fannie Mae 2042-03-01 2.606000 Government Agency Debt 10926708.00 11094797.28 Fannie Mae 2042-06-01 2.282000 Government Agency Debt 10703781.00 11107901.06 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 100000000.00 100000000.00 0.0030 N 100000000.00 100000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.210000% 07699U005_0.2100_M120706_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2020-01-01 4.505000 Government Agency Debt 71586.00 78897.04 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 40911.00 45089.22 Fannie Mae 2023-01-01 4.238000 Government Agency Debt 98457299.00 33985652.93 Fannie Mae 2035-04-01 2.279000 Government Agency Debt 90137786.00 31121750.37 Fannie Mae 2035-05-01 3.279000 Government Agency Debt 41527602.00 12055247.25 Fannie Mae 2035-12-01 4.500000 Government Agency Debt 37714.00 16340.06 Fannie Mae 2036-03-01 2.795000 Government Agency Debt 5095509.00 4964080.99 Fannie Mae 2036-07-01 2.534000 Government Agency Debt 278726.00 70465.85 Fannie Mae 2036-11-01 5.853000 Government Agency Debt 32894766.00 7076729.65 Fannie Mae 2037-02-01 2.798000 Government Agency Debt 36390968.00 8100916.86 Fannie Mae 2037-04-01 2.828000 Government Agency Debt 1000.00 241.40 Fannie Mae 2037-11-01 5.871000 Government Agency Debt 42417933.00 7557133.45 Fannie Mae 2038-04-01 4.400000 Government Agency Debt 26163480.00 10255983.86 Fannie Mae 2038-09-01 2.279000 Government Agency Debt 16011178.00 9014923.77 Fannie Mae 2039-12-01 4.836000 Government Agency Debt 64597964.00 65455600.96 Fannie Mae 2040-03-01 3.633000 Government Agency Debt 39536736.00 28829142.47 Fannie Mae 2040-07-01 3.820000 Government Agency Debt 58569642.00 38921469.47 Fannie Mae 2040-12-01 3.665000 Government Agency Debt 12946858.00 10478353.65 Fannie Mae 2041-01-01 2.829000 Government Agency Debt 52787367.00 36434007.88 Fannie Mae 2041-01-01 2.829000 Government Agency Debt 3137913.00 2165797.49 Fannie Mae 2041-01-01 2.970000 Government Agency Debt 5591829.00 3475780.48 Fannie Mae 2041-06-01 3.622000 Government Agency Debt 7945340.00 8264120.81 Fannie Mae 2041-09-01 3.392000 Government Agency Debt 648723.00 630010.78 Fannie Mae 2041-10-01 3.240000 Government Agency Debt 18644507.00 16480884.59 Fannie Mae 2041-10-01 3.299000 Government Agency Debt 3186395.00 2995617.23 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 719380.00 747633.72 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 431742.00 448698.71 Fannie Mae 2041-11-01 3.169000 Government Agency Debt 33836893.00 32395793.65 Fannie Mae 2041-12-01 3.321000 Government Agency Debt 10076519.00 10512423.96 Fannie Mae 2042-02-01 2.529000 Government Agency Debt 58325063.00 56901668.47 Fannie Mae 2042-02-01 2.985000 Government Agency Debt 10003686.00 10281489.54 Fannie Mae 2042-04-01 2.712000 Government Agency Debt 44033065.00 45560870.61 Fannie Mae 2042-04-01 2.800000 Government Agency Debt 12441000.00 12779971.08 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 40525.00 42704.81 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 15621.00 16461.24 Fannie Mae 2042-06-01 2.594000 Government Agency Debt 2259673.00 2350926.63 Fannie Mae 2042-06-01 2.594000 Government Agency Debt 79860.00 83085.03 Fannie Mae 2042-06-01 3.249000 Government Agency Debt 7943489.00 8361949.00 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 1000.00 1042.76 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 1000.00 1042.76 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 499000000.00 499000000.00 0.0148 N 498995010.00 498995010.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 07699U005_0.2200_M120706_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-12-01 6.000000 Government Agency Debt 1948836.00 591751.24 Fannie Mae 2019-06-01 5.500000 Government Agency Debt 27900000.00 4402945.07 Fannie Mae 2019-07-01 4.000000 Government Agency Debt 1290123.00 590033.63 Fannie Mae 2019-10-01 5.000000 Government Agency Debt 2500000.00 606252.09 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 1079932.00 1190224.95 Fannie Mae 2020-03-01 5.000000 Government Agency Debt 1928101.00 589690.40 Fannie Mae 2021-01-01 5.000000 Government Agency Debt 3799001.00 592063.06 Fannie Mae 2021-05-01 5.000000 Government Agency Debt 2305000.00 613776.12 Fannie Mae 2023-02-01 5.185000 Government Agency Debt 3546732.00 2194880.36 Fannie Mae 2025-04-01 4.000000 Government Agency Debt 806711.00 483525.50 Fannie Mae 2025-05-01 4.000000 Government Agency Debt 1000000.00 591021.30 Fannie Mae 2025-11-01 3.000000 Government Agency Debt 750000.00 600575.20 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 5177692.00 5020065.49 Fannie Mae 2025-12-01 4.500000 Government Agency Debt 4950186.00 4916773.62 Fannie Mae 2026-01-01 3.000000 Government Agency Debt 5200000.00 4963808.06 Fannie Mae 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592378.18 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 705611.00 602114.96 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 851650.00 577568.03 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 817581.00 595063.82 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 750000.00 584045.61 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 690335.00 583794.27 Fannie Mae 2040-10-01 3.032000 Government Agency Debt 1166362.00 846728.93 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 663477.00 608390.96 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 432059.00 319269.01 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 639290.00 590271.47 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 594326.00 585237.29 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 600000.00 584273.72 Fannie Mae 2040-12-01 5.000000 Government Agency Debt 4573009.00 4597185.47 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 654120.00 615395.27 Fannie Mae 2041-01-01 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587998.00 598022.63 Fannie Mae 2041-10-01 3.500000 Government Agency Debt 4966799.00 5041977.59 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 4361125.00 4613197.13 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 552726.00 607342.08 Fannie Mae 2041-12-01 2.526000 Government Agency Debt 3440026.00 3406860.79 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 4252059.00 4554862.74 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 4275567.00 4767540.93 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 579367.00 609032.76 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 4269456.00 4511928.08 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 220073.00 238897.60 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 4596511.00 4879399.42 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 4680702.00 5005248.02 Fannie Mae 2042-06-01 2.594000 Government Agency Debt 1000.00 1040.38 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 550271.00 592028.38 Fannie Mae 2042-07-01 2.379000 Government Agency Debt 14520953.00 15071737.59 Freddie Mac 2019-02-01 6.500000 Government Agency Debt 28810000.00 612714.46 Freddie Mac 2019-03-01 4.500000 Government Agency Debt 2736110.00 593157.19 Freddie Mac 2021-12-01 5.500000 Government Agency Debt 3658149.00 589550.22 Freddie Mac 2024-08-01 4.500000 Government Agency Debt 1400000.00 592600.05 Freddie Mac 2031-10-01 7.000000 Government Agency Debt 40000000.00 612554.84 Freddie Mac 2033-10-01 6.500000 Government Agency Debt 4453409.00 608718.96 Freddie Mac 2036-09-01 6.000000 Government Agency Debt 1910755.00 581372.67 Freddie Mac 2037-02-01 6.000000 Government Agency Debt 2445070.00 590754.41 Freddie Mac 2037-02-01 7.000000 Government Agency Debt 5868181.00 4700418.11 Freddie Mac 2037-05-01 7.000000 Government Agency Debt 2691744.00 598853.72 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 1320000.00 618721.69 Freddie Mac 2039-08-01 5.000000 Government Agency Debt 5657520.00 4565750.43 Freddie Mac 2040-05-01 5.500000 Government Agency Debt 472538.00 477370.95 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 4856215.00 4916812.88 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 6228173.00 4554237.71 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 4278261.00 4525308.52 Freddie Mac 2041-10-01 4.000000 Government Agency Debt 5000000.00 4621830.40 Freddie Mac 2042-03-01 3.500000 Government Agency Debt 2498609.00 2623833.72 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 4737404.00 4935602.46 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 4498053.00 4738646.79 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 4472023.00 4711209.77 GNMA 2042-05-20 3.500000 Government Agency Debt 8605797.00 9268238.26 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 273000000.00 273000000.00 0.0081 N 273000000.00 273000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M120706_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-10-01 6.134000 Government Agency Debt 1247000.00 1220501.79 Fannie Mae 2018-09-01 2.550000 Government Agency Debt 42926086.00 2194148.51 Fannie Mae 2020-01-01 3.360000 Government Agency Debt 1990874.00 1214467.94 Fannie Mae 2020-01-01 3.365000 Government Agency Debt 3250000.00 2350405.74 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 43088.00 47488.56 Fannie Mae 2020-05-01 4.660000 Government Agency Debt 700000.00 783758.33 Fannie Mae 2020-06-01 1.754000 Government Agency Debt 155993285.00 1591587.42 Fannie Mae 2020-12-01 3.647000 Government Agency Debt 2000000.00 2180071.11 Fannie Mae 2021-01-01 2.286000 Government Agency Debt 43250332.00 3811661.28 Fannie Mae 2023-02-01 5.185000 Government Agency Debt 2693783.00 1667036.42 Fannie Mae 2023-02-01 5.185000 Government Agency Debt 1000.00 618.85 Fannie Mae 2024-11-01 5.135000 Government Agency Debt 2000000.00 2250221.16 Fannie Mae 2026-06-01 4.000000 Government Agency Debt 419691.00 413072.71 Fannie Mae 2029-11-01 2.612000 Government Agency Debt 5681329.00 1899226.09 Fannie Mae 2030-08-01 2.212000 Government Agency Debt 13725812.00 550564.61 Fannie Mae 2031-01-01 2.386000 Government Agency Debt 41697593.00 693730.82 Fannie Mae 2032-05-01 2.250000 Government Agency Debt 375000.00 3874.02 Fannie Mae 2032-05-01 2.375000 Government Agency Debt 12445674.00 572403.83 Fannie Mae 2032-06-01 2.143000 Government Agency Debt 43000000.00 378886.18 Fannie Mae 2032-06-01 2.400000 Government Agency Debt 15138608.00 297979.89 Fannie Mae 2032-08-15 7.285000 Government Agency Debt 2258101.00 729994.53 Fannie Mae 2032-09-01 2.340000 Government Agency Debt 300000.00 4237.59 Fannie Mae 2032-11-01 1.528000 Government Agency Debt 31281385.00 2407309.58 Fannie Mae 2032-11-01 2.161000 Government Agency Debt 290000.00 3483.34 Fannie Mae 2032-12-01 2.125000 Government Agency Debt 300000.00 2835.45 Fannie Mae 2033-01-01 2.127000 Government Agency Debt 1000000.00 21526.08 Fannie Mae 2033-02-01 2.268000 Government Agency Debt 15000000.00 940996.60 Fannie Mae 2033-03-01 2.225000 Government Agency Debt 8000000.00 971414.79 Fannie Mae 2033-04-01 2.260000 Government Agency Debt 8000000.00 1146745.00 Fannie Mae 2033-04-01 2.277000 Government Agency Debt 28760869.00 1987919.51 Fannie Mae 2033-04-01 2.294000 Government Agency Debt 11666615.00 1197961.44 Fannie Mae 2033-04-01 2.340000 Government Agency Debt 12000000.00 730575.39 Fannie Mae 2033-04-01 2.415000 Government Agency Debt 1100000.00 34335.29 Fannie Mae 2033-05-01 2.335000 Government Agency Debt 425000.00 5950.37 Fannie Mae 2033-05-01 2.340000 Government Agency Debt 35400000.00 833113.67 Fannie Mae 2033-05-01 2.473000 Government Agency Debt 11000000.00 976556.13 Fannie Mae 2033-06-01 2.837000 Government Agency Debt 11083978.00 793262.09 Fannie Mae 2033-07-01 2.333000 Government Agency Debt 19100859.00 2525232.08 Fannie Mae 2033-07-01 2.403000 Government Agency Debt 17847230.00 716863.76 Fannie Mae 2033-08-01 2.285000 Government Agency Debt 525000.00 23313.08 Fannie Mae 2033-08-01 2.355000 Government Agency Debt 14543162.00 1653707.38 Fannie Mae 2033-08-01 2.366000 Government Agency Debt 40000562.00 3281168.56 Fannie Mae 2033-08-01 2.500000 Government Agency Debt 1529761.00 138837.85 Fannie Mae 2033-08-01 2.560000 Government Agency Debt 25000000.00 3843909.05 Fannie Mae 2033-08-01 3.000000 Government Agency Debt 5400000.00 443580.39 Fannie Mae 2033-09-01 2.343000 Government Agency Debt 22000000.00 3214619.83 Fannie Mae 2033-09-01 2.384000 Government Agency Debt 14043483.00 1453287.26 Fannie Mae 2033-09-01 2.403000 Government Agency Debt 20030252.00 3169613.02 Fannie Mae 2033-09-01 2.750000 Government Agency Debt 3910807.00 568368.84 Fannie Mae 2033-09-15 7.855000 Government Agency Debt 2524572.00 615399.20 Fannie Mae 2033-10-01 2.063000 Government Agency Debt 5003667.00 604897.95 Fannie Mae 2033-10-01 2.250000 Government Agency Debt 7000000.00 859645.93 Fannie Mae 2033-10-01 2.367000 Government Agency Debt 10000000.00 494433.86 Fannie Mae 2033-10-01 2.405000 Government Agency Debt 3800000.00 479153.41 Fannie Mae 2033-10-01 2.520000 Government Agency Debt 3884261.00 332391.41 Fannie Mae 2033-10-01 4.592000 Government Agency Debt 3000000.00 375042.27 Fannie Mae 2033-11-01 2.030000 Government Agency Debt 2940112.00 342396.13 Fannie Mae 2033-11-01 2.340000 Government Agency Debt 10311848.00 1683021.22 Fannie Mae 2033-12-01 2.514000 Government Agency Debt 5948416.00 311137.02 Fannie Mae 2034-01-01 2.252000 Government Agency Debt 18811650.00 2718626.45 Fannie Mae 2034-01-01 2.415000 Government Agency Debt 50000000.00 3779624.87 Fannie Mae 2034-03-01 2.179000 Government Agency Debt 5000000.00 1120691.98 Fannie Mae 2034-03-01 2.270000 Government Agency Debt 20000411.00 1332365.04 Fannie Mae 2034-03-01 2.355000 Government Agency Debt 33830314.00 3582947.19 Fannie Mae 2034-03-01 2.711000 Government Agency Debt 30008668.00 3389259.77 Fannie Mae 2034-03-01 2.875000 Government Agency Debt 11700000.00 2009340.11 Fannie Mae 2034-04-01 2.680000 Government Agency Debt 15689417.00 3417286.95 Fannie Mae 2034-04-01 2.681000 Government Agency Debt 5231239.00 1300748.91 Fannie Mae 2034-04-01 2.727000 Government Agency Debt 4429949.00 1084162.94 Fannie Mae 2034-05-01 2.282000 Government Agency Debt 7000000.00 1096392.69 Fannie Mae 2034-05-01 2.342000 Government Agency Debt 4906367.00 1126353.66 Fannie Mae 2034-05-01 2.596000 Government Agency Debt 5400000.00 697114.90 Fannie Mae 2034-05-01 2.802000 Government Agency Debt 3020370.00 476872.44 Fannie Mae 2034-06-01 2.221000 Government Agency Debt 3140000.00 976223.91 Fannie Mae 2034-06-01 2.335000 Government Agency Debt 2000000.00 305298.89 Fannie Mae 2034-06-01 2.386000 Government Agency Debt 8754308.00 1515038.63 Fannie Mae 2034-07-01 2.087000 Government Agency Debt 1950000.00 427388.90 Fannie Mae 2034-07-01 2.190000 Government Agency Debt 45787072.00 3235167.73 Fannie Mae 2034-07-01 2.194000 Government Agency Debt 3675502.00 478321.22 Fannie Mae 2034-07-01 2.257000 Government Agency Debt 810000.00 91117.45 Fannie Mae 2034-07-01 2.482000 Government Agency Debt 18094942.00 3748120.05 Fannie Mae 2034-07-01 2.725000 Government Agency Debt 6542048.00 489421.35 Fannie Mae 2034-08-01 2.364000 Government Agency Debt 1750947.00 742623.75 Fannie Mae 2034-08-01 2.418000 Government Agency Debt 19387053.00 1275308.40 Fannie Mae 2034-08-01 2.478000 Government Agency Debt 17903127.00 1492026.91 Fannie Mae 2034-08-01 2.499000 Government Agency Debt 20000000.00 2792750.15 Fannie Mae 2034-08-01 2.775000 Government Agency Debt 11455904.00 2056504.89 Fannie Mae 2034-09-01 2.423000 Government Agency Debt 6200000.00 333902.16 Fannie Mae 2034-09-01 2.516000 Government Agency Debt 2235159.00 500282.00 Fannie Mae 2034-10-01 2.310000 Government Agency Debt 12461929.00 1501897.54 Fannie Mae 2034-10-01 5.096000 Government Agency Debt 2544000.00 305785.36 Fannie Mae 2034-11-01 2.134000 Government Agency Debt 22933345.00 2993601.69 Fannie Mae 2034-11-01 2.339000 Government Agency Debt 2299313.00 343146.69 Fannie Mae 2034-11-01 2.688000 Government Agency Debt 2800000.00 690947.71 Fannie Mae 2034-11-01 2.708000 Government Agency Debt 7413541.00 760763.29 Fannie Mae 2034-12-01 2.307000 Government Agency Debt 27490937.00 3297663.93 Fannie Mae 2035-01-01 2.120000 Government Agency Debt 19757200.00 2682151.84 Fannie Mae 2035-01-01 2.409000 Government Agency Debt 23834582.00 3527143.63 Fannie Mae 2035-01-01 2.506000 Government Agency Debt 32195000.00 3094754.25 Fannie Mae 2035-01-01 2.550000 Government Agency Debt 5549000.00 956039.05 Fannie Mae 2035-01-01 2.703000 Government Agency Debt 10004898.00 1154068.23 Fannie Mae 2035-02-01 2.480000 Government Agency Debt 33985000.00 1285612.58 Fannie Mae 2035-02-01 3.384000 Government Agency Debt 13066344.00 3186113.18 Fannie Mae 2035-02-01 4.732000 Government Agency Debt 20155248.00 3312345.87 Fannie Mae 2035-03-01 2.608000 Government Agency Debt 9000000.00 1715975.36 Fannie Mae 2035-03-01 2.796000 Government Agency Debt 21493663.00 3523051.58 Fannie Mae 2035-04-01 2.234000 Government Agency Debt 57309521.00 19733642.93 Fannie Mae 2035-04-01 2.234000 Government Agency Debt 47486681.00 16351300.63 Fannie Mae 2035-05-01 2.195000 Government Agency Debt 20019329.00 2459609.19 Fannie Mae 2035-05-01 2.405000 Government Agency Debt 5150000.00 1183409.38 Fannie Mae 2035-05-01 2.504000 Government Agency Debt 3750000.00 830760.18 Fannie Mae 2035-05-01 5.150000 Government Agency Debt 5673000.00 1067853.69 Fannie Mae 2035-06-01 2.375000 Government Agency Debt 4200000.00 1188724.33 Fannie Mae 2035-06-01 2.567000 Government Agency Debt 1000.00 654.44 Fannie Mae 2035-06-01 2.603000 Government Agency Debt 5000000.00 1023843.09 Fannie Mae 2035-06-01 2.825000 Government Agency Debt 3000000.00 2714419.22 Fannie Mae 2035-07-01 2.312000 Government Agency Debt 965070.00 308202.73 Fannie Mae 2035-07-01 2.436000 Government Agency Debt 1695000.00 351519.85 Fannie Mae 2035-07-01 2.442000 Government Agency Debt 770000.00 181012.19 Fannie Mae 2035-08-01 2.455000 Government Agency Debt 1655000.00 451042.41 Fannie Mae 2035-09-01 2.137000 Government Agency Debt 4604880.00 948058.42 Fannie Mae 2035-09-01 2.318000 Government Agency Debt 4170000.00 1036060.81 Fannie Mae 2035-09-01 5.237000 Government Agency Debt 5100000.00 825544.59 Fannie Mae 2035-10-01 1.929000 Government Agency Debt 50000000.00 7679780.42 Fannie Mae 2035-11-01 2.266000 Government Agency Debt 4200000.00 1386648.36 Fannie Mae 2035-12-01 2.397000 Government Agency Debt 4000000.00 1021538.00 Fannie Mae 2035-12-01 2.478000 Government Agency Debt 11727000.00 2842457.33 Fannie Mae 2035-12-01 2.632000 Government Agency Debt 4756496.00 1424299.94 Fannie Mae 2035-12-01 5.040000 Government Agency Debt 6446718.00 1234431.96 Fannie Mae 2036-01-01 2.331000 Government Agency Debt 9187809.00 1816638.07 Fannie Mae 2036-01-01 2.373000 Government Agency Debt 2500000.00 589628.69 Fannie Mae 2036-01-01 2.825000 Government Agency Debt 4000000.00 749458.16 Fannie Mae 2036-02-01 2.122000 Government Agency Debt 8448791.00 1715213.90 Fannie Mae 2036-02-01 2.849000 Government Agency Debt 14001361.00 3208128.44 Fannie Mae 2036-03-01 2.537000 Government Agency Debt 4245836.00 970579.86 Fannie Mae 2036-03-01 2.795000 Government Agency Debt 3218088.00 3135084.14 Fannie Mae 2036-03-01 5.460000 Government Agency Debt 3219339.00 871727.61 Fannie Mae 2036-03-01 5.645000 Government Agency Debt 10200000.00 2528762.00 Fannie Mae 2036-04-01 2.438000 Government Agency Debt 56849085.00 3642699.09 Fannie Mae 2036-04-01 2.536000 Government Agency Debt 16381183.00 2941273.32 Fannie Mae 2036-04-01 2.598000 Government Agency Debt 3000000.00 573659.61 Fannie Mae 2036-04-01 2.636000 Government Agency Debt 7041848.00 1663980.60 Fannie Mae 2036-04-01 5.439000 Government Agency Debt 10835099.00 1340259.03 Fannie Mae 2036-04-01 5.496000 Government Agency Debt 2000000.00 290535.95 Fannie Mae 2036-05-01 5.841000 Government Agency Debt 882303.00 331970.23 Fannie Mae 2036-06-01 2.779000 Government Agency Debt 600000.00 155341.32 Fannie Mae 2036-07-01 2.534000 Government Agency Debt 31778680.00 8034096.48 Fannie Mae 2036-07-01 2.856000 Government Agency Debt 8450000.00 2518427.08 Fannie Mae 2036-07-01 2.895000 Government Agency Debt 15688521.00 2653457.30 Fannie Mae 2036-07-01 6.049000 Government Agency Debt 4244815.00 887841.22 Fannie Mae 2036-07-01 6.137000 Government Agency Debt 32828884.00 8030375.85 Fannie Mae 2036-08-01 2.470000 Government Agency Debt 10735472.00 3733368.58 Fannie Mae 2036-08-01 2.528000 Government Agency Debt 5629000.00 1417575.43 Fannie Mae 2036-08-01 2.598000 Government Agency Debt 4610000.00 1277458.37 Fannie Mae 2036-08-01 3.644000 Government Agency Debt 5600000.00 1072615.39 Fannie Mae 2036-08-01 4.208000 Government Agency Debt 10646900.00 2408674.92 Fannie Mae 2036-08-01 6.204000 Government Agency Debt 2001281.00 517027.53 Fannie Mae 2036-09-01 2.512000 Government Agency Debt 11350000.00 1920180.58 Fannie Mae 2036-09-01 2.602000 Government Agency Debt 26500296.00 2906948.98 Fannie Mae 2036-09-01 2.667000 Government Agency Debt 3076000.00 940380.34 Fannie Mae 2036-10-01 6.133000 Government Agency Debt 15098384.00 3202102.79 Fannie Mae 2036-11-01 2.649000 Government Agency Debt 20005364.00 3232563.28 Fannie Mae 2036-11-01 2.797000 Government Agency Debt 12501108.00 3170739.00 Fannie Mae 2036-11-01 2.825000 Government Agency Debt 3000000.00 685485.28 Fannie Mae 2036-11-01 4.088000 Government Agency Debt 10884651.00 2120406.02 Fannie Mae 2036-11-01 6.017000 Government Agency Debt 12581000.00 1855045.31 Fannie Mae 2036-12-01 5.421000 Government Agency Debt 2000000.00 636871.17 Fannie Mae 2036-12-01 5.830000 Government Agency Debt 2139329.00 655882.63 Fannie Mae 2036-12-01 5.850000 Government Agency Debt 8403000.00 1466597.03 Fannie Mae 2037-01-01 2.787000 Government Agency Debt 2283127.00 311178.86 Fannie Mae 2037-01-01 5.936000 Government Agency Debt 9260000.00 1868810.76 Fannie Mae 2037-02-01 2.302000 Government Agency Debt 1388931.00 1421200.09 Fannie Mae 2037-03-01 6.029000 Government Agency Debt 20019507.00 6553868.20 Fannie Mae 2037-04-01 1.758000 Government Agency Debt 16950000.00 2987910.80 Fannie Mae 2037-04-01 2.821000 Government Agency Debt 11978000.00 2174000.29 Fannie Mae 2037-04-01 2.828000 Government Agency Debt 716891.00 173059.00 Fannie Mae 2037-05-01 4.960000 Government Agency Debt 5954209.00 1182289.28 Fannie Mae 2037-05-01 5.657000 Government Agency Debt 2000000.00 460119.80 Fannie Mae 2037-05-01 5.863000 Government Agency Debt 18457479.00 3212943.33 Fannie Mae 2037-07-01 4.579000 Government Agency Debt 2347324.00 2035368.84 Fannie Mae 2037-07-01 5.604000 Government Agency Debt 13518584.00 3790954.00 Fannie Mae 2037-07-01 6.682000 Government Agency Debt 7902944.00 1191715.87 Fannie Mae 2037-08-01 5.426000 Government Agency Debt 6600000.00 1759632.57 Fannie Mae 2037-08-01 5.646000 Government Agency Debt 12000000.00 2021403.44 Fannie Mae 2037-08-01 5.687000 Government Agency Debt 15200000.00 2252996.78 Fannie Mae 2037-08-01 5.698000 Government Agency Debt 12589000.00 3689501.76 Fannie Mae 2037-08-01 5.719000 Government Agency Debt 6250000.00 1407718.07 Fannie Mae 2037-08-01 6.135000 Government Agency Debt 15271324.00 3912562.27 Fannie Mae 2037-08-01 6.159000 Government Agency Debt 5000000.00 1255786.82 Fannie Mae 2037-09-01 4.934000 Government Agency Debt 11000299.00 8155012.35 Fannie Mae 2037-09-01 5.055000 Government Agency Debt 3083081.00 2106044.42 Fannie Mae 2037-09-01 5.963000 Government Agency Debt 12494779.00 1926093.55 Fannie Mae 2037-10-01 5.640000 Government Agency Debt 32509188.00 3607117.46 Fannie Mae 2037-10-01 5.752000 Government Agency Debt 1940000.00 533423.53 Fannie Mae 2037-10-01 5.946000 Government Agency Debt 2000000.00 542391.70 Fannie Mae 2037-11-01 5.832000 Government Agency Debt 11066035.00 1659821.74 Fannie Mae 2037-11-01 5.846000 Government Agency Debt 17179506.00 3107088.61 Fannie Mae 2037-11-01 5.907000 Government Agency Debt 2980000.00 1485376.28 Fannie Mae 2037-11-01 6.106000 Government Agency Debt 3418200.00 1070646.44 Fannie Mae 2037-11-01 6.138000 Government Agency Debt 16276233.00 2396459.40 Fannie Mae 2037-12-01 5.380000 Government Agency Debt 1849500.00 559620.11 Fannie Mae 2037-12-01 5.791000 Government Agency Debt 10070181.00 2870252.14 Fannie Mae 2037-12-01 6.149000 Government Agency Debt 5000000.00 832408.96 Fannie Mae 2038-01-01 2.545000 Government Agency Debt 4673774.00 1643327.77 Fannie Mae 2038-01-01 5.686000 Government Agency Debt 20041172.00 3501148.48 Fannie Mae 2038-01-01 5.700000 Government Agency Debt 1505823.00 224491.21 Fannie Mae 2038-02-01 5.857000 Government Agency Debt 9842484.00 8399933.10 Fannie Mae 2038-03-01 2.330000 Government Agency Debt 500000.00 123285.00 Fannie Mae 2038-03-01 2.335000 Government Agency Debt 900000.00 225283.00 Fannie Mae 2038-03-01 2.356000 Government Agency Debt 730000.00 318190.88 Fannie Mae 2038-03-01 4.536000 Government Agency Debt 3496555.00 1593644.25 Fannie Mae 2038-03-01 4.615000 Government Agency Debt 3850000.00 2152175.84 Fannie Mae 2038-03-01 5.082000 Government Agency Debt 2000000.00 556868.93 Fannie Mae 2038-04-01 4.505000 Government Agency Debt 4100000.00 1577706.44 Fannie Mae 2038-04-01 4.873000 Government Agency Debt 2000000.00 1073068.92 Fannie Mae 2038-04-01 5.149000 Government Agency Debt 4100000.00 542373.31 Fannie Mae 2038-04-01 5.163000 Government Agency Debt 23929817.00 7777077.41 Fannie Mae 2038-05-01 2.340000 Government Agency Debt 810000.00 407692.26 Fannie Mae 2038-05-01 4.677000 Government Agency Debt 10500000.00 1719715.10 Fannie Mae 2038-05-01 4.800000 Government Agency Debt 3500000.00 1004599.06 Fannie Mae 2038-05-01 4.854000 Government Agency Debt 8300000.00 2517056.39 Fannie Mae 2038-05-01 4.925000 Government Agency Debt 4000000.00 1156147.20 Fannie Mae 2038-07-01 3.666000 Government Agency Debt 3616248.00 3190973.11 Fannie Mae 2038-07-01 4.723000 Government Agency Debt 4269763.00 857270.92 Fannie Mae 2038-07-01 4.933000 Government Agency Debt 4526167.00 681493.29 Fannie Mae 2038-08-01 5.745000 Government Agency Debt 10006464.00 2846006.15 Fannie Mae 2038-09-01 4.584000 Government Agency Debt 2406213.00 2235781.02 Fannie Mae 2038-09-01 5.611000 Government Agency Debt 1514900.00 581733.20 Fannie Mae 2038-10-01 2.113000 Government Agency Debt 9213285.00 3459354.36 Fannie Mae 2039-03-01 3.836000 Government Agency Debt 4398915.00 2037755.01 Fannie Mae 2039-03-01 4.387000 Government Agency Debt 1400000.00 448283.39 Fannie Mae 2039-03-01 5.245000 Government Agency Debt 3532000.00 1333652.48 Fannie Mae 2039-07-01 4.833000 Government Agency Debt 16000000.00 8451596.87 Fannie Mae 2039-07-01 5.006000 Government Agency Debt 31015209.00 14690108.82 Fannie Mae 2039-09-01 4.306000 Government Agency Debt 5000000.00 2764260.68 Fannie Mae 2039-10-01 3.708000 Government Agency Debt 5100000.00 2050516.91 Fannie Mae 2039-12-01 4.836000 Government Agency Debt 1710145.00 1732849.80 Fannie Mae 2040-01-01 2.889000 Government Agency Debt 3200000.00 1897722.78 Fannie Mae 2040-01-01 3.670000 Government Agency Debt 3923063.00 2541076.65 Fannie Mae 2040-01-01 3.713000 Government Agency Debt 5200000.00 1979540.52 Fannie Mae 2040-01-01 4.076000 Government Agency Debt 609000.00 418076.07 Fannie Mae 2040-03-01 3.633000 Government Agency Debt 468366.00 341520.10 Fannie Mae 2040-03-01 4.395000 Government Agency Debt 4602559.00 2468977.63 Fannie Mae 2040-04-01 3.719000 Government Agency Debt 4013000.00 2397162.77 Fannie Mae 2040-04-01 3.784000 Government Agency Debt 3174471.00 1505141.65 Fannie Mae 2040-04-01 3.980000 Government Agency Debt 1822000.00 1456989.81 Fannie Mae 2040-05-01 4.183000 Government Agency Debt 9065000.00 2789479.73 Fannie Mae 2040-06-01 3.596000 Government Agency Debt 2900000.00 1724125.35 Fannie Mae 2040-06-01 3.672000 Government Agency Debt 1733100.00 638355.79 Fannie Mae 2040-07-01 3.463000 Government Agency Debt 1432000.00 937692.43 Fannie Mae 2040-07-01 3.510000 Government Agency Debt 9753354.00 5946472.21 Fannie Mae 2040-07-01 3.574000 Government Agency Debt 1800000.00 1215862.66 Fannie Mae 2040-07-01 3.820000 Government Agency Debt 1663372.00 1105365.86 Fannie Mae 2040-07-01 4.902000 Government Agency Debt 46156577.00 47874037.00 Fannie Mae 2040-09-01 2.854000 Government Agency Debt 1163488.00 528204.72 Fannie Mae 2040-09-01 3.809000 Government Agency Debt 2680000.00 1423643.26 Fannie Mae 2040-09-01 4.755000 Government Agency Debt 7244438.00 7580856.68 Fannie Mae 2040-10-01 1.403000 Government Agency Debt 4849067.00 307770.34 Fannie Mae 2040-10-01 3.650000 Government Agency Debt 1183078.00 890126.76 Fannie Mae 2040-12-01 2.323000 Government Agency Debt 605000.00 414760.25 Fannie Mae 2040-12-01 3.006000 Government Agency Debt 1300000.00 618933.42 Fannie Mae 2041-01-01 2.523000 Government Agency Debt 18263873.00 10008210.93 Fannie Mae 2041-01-01 2.850000 Government Agency Debt 2000000.00 1774711.01 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 2083723.00 2054236.53 Fannie Mae 2041-02-01 3.036000 Government Agency Debt 1000000.00 445222.10 Fannie Mae 2041-02-01 3.474000 Government Agency Debt 2000000.00 1709875.07 Fannie Mae 2041-03-01 2.989000 Government Agency Debt 1500000.00 1266379.39 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 2612665.00 2510113.88 Fannie Mae 2041-04-01 3.158000 Government Agency Debt 760531.00 716524.97 Fannie Mae 2041-04-01 3.418000 Government Agency Debt 1270000.00 811406.24 Fannie Mae 2041-05-01 4.000000 Government Agency Debt 808662.00 782443.33 Fannie Mae 2041-06-01 2.764000 Government Agency Debt 2000000.00 1616555.11 Fannie Mae 2041-06-01 3.217000 Government Agency Debt 1700000.00 1370933.02 Fannie Mae 2041-06-01 3.539000 Government Agency Debt 695292.00 598055.99 Fannie Mae 2041-06-01 4.108000 Government Agency Debt 3624374.00 2815207.04 Fannie Mae 2041-07-01 3.295000 Government Agency Debt 2002335.00 1604879.26 Fannie Mae 2041-07-01 3.460000 Government Agency Debt 1984528.00 1746405.02 Fannie Mae 2041-07-01 3.542000 Government Agency Debt 205315.00 171166.89 Fannie Mae 2041-08-01 3.085000 Government Agency Debt 2042000.00 1843666.79 Fannie Mae 2041-08-01 3.760000 Government Agency Debt 3130000.00 2761264.38 Fannie Mae 2041-08-01 3.793000 Government Agency Debt 1046152.00 895896.09 Fannie Mae 2041-09-01 1.353000 Government Agency Debt 12005617.00 300340.07 Fannie Mae 2041-09-01 2.421000 Government Agency Debt 2000000.00 1854063.48 Fannie Mae 2041-09-01 2.693000 Government Agency Debt 2000000.00 1932227.79 Fannie Mae 2041-09-01 3.392000 Government Agency Debt 6293148.00 6111624.02 Fannie Mae 2041-09-01 3.486000 Government Agency Debt 4222399.00 3826543.27 Fannie Mae 2041-10-01 2.780000 Government Agency Debt 1783153.00 1816002.30 Fannie Mae 2041-10-01 3.240000 Government Agency Debt 1310160.00 1158121.04 Fannie Mae 2041-10-01 3.299000 Government Agency Debt 3488060.00 3279220.76 Fannie Mae 2041-11-01 3.169000 Government Agency Debt 2479630.00 2374023.58 Fannie Mae 2042-03-01 3.098000 Government Agency Debt 47598102.00 48659339.29 Fannie Mae 2042-03-01 3.098000 Government Agency Debt 3163967.00 3234510.14 Fannie Mae 2042-04-01 2.499000 Government Agency Debt 1009258.00 1038266.36 Fannie Mae 2042-04-01 2.543000 Government Agency Debt 3998975.00 3891122.39 Fannie Mae 2042-05-01 2.323000 Government Agency Debt 1206730.00 1251200.48 Fannie Mae 2042-05-01 2.385000 Government Agency Debt 3384126.00 3506237.07 Fannie Mae 2042-06-01 2.253900 Government Agency Debt 2980850.00 3096071.88 Fannie Mae 2042-06-01 2.767000 Government Agency Debt 1765000.00 1850733.31 Fannie Mae 2042-07-01 1.353000 Government Agency Debt 64390317.00 2386316.60 Fannie Mae 2044-03-01 1.353000 Government Agency Debt 4105675.00 302794.44 Fannie Mae 2048-09-01 5.225000 Government Agency Debt 2670000.00 932888.22 Freddie Mac 2027-05-01 3.000000 Government Agency Debt 2072784.00 2173028.45 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159712366.79 GNMA 2027-04-20 3.000000 Government Agency Debt 150923918.00 158596381.81 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 789000000.00 789000000.00 0.0235 N 789000000.00 789000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.230000% 0556X0GD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-13 2012-07-13 N Y Bank of New Zealand N/A N/A N 44000000.00 43996907.78 0.0013 N 43996920.00 43996920.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X0GD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-13 2012-07-13 N Y Bank of New Zealand N/A N/A N 4000000.00 3999731.11 0.0001 N 3999720.00 3999720.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.235000% 0556X0GT5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-27 2012-07-27 N Y Bank of New Zealand N/A N/A N 34000000.00 33994451.39 0.0010 N 33994560.00 33994560.00 Branch Banking & Trust Co 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12576000.00 13625518.90 Fannie Mae 2032-12-25 3.500000 Government Agency Debt 5991097.00 6375409.23 Fannie Mae 2032-12-25 4.500000 Government Agency Debt 12792600.00 13603881.11 Fannie Mae 2033-01-25 6.000000 Government Agency Debt 77800065.00 13668000.90 Fannie Mae 2034-08-25 6.000000 Government Agency Debt 54930000.00 12218729.84 Fannie Mae 2041-10-25 4.000000 Government Agency Debt 1799411.00 1980010.88 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0030 N 100000000.00 100000000.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCH7 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 137000000.00 137000000.00 0.0041 N 137001370.00 137001370.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCL8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 1000000.00 1000000.00 0.0000 N 1000010.00 1000010.00 DNB Bank ASA DNB Bank ASA 0.270000% 23330LDV5 Certificate of Deposit 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Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49982277.78 0.0015 N 49984500.00 49984500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124LHG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 45000000.00 44983687.50 0.0013 N 44986050.00 44986050.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LHG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 6250000.00 6247656.25 0.0002 N 6248062.50 6248062.50 Sheffield Receivables Corp Sheffield Receivables Corp 0.320000% 82124LJC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 87000000.00 86944320.00 0.0026 N 86946930.00 86946930.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.310000% 82124LJC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 70000000.00 69956600.00 0.0021 N 69957300.00 69957300.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.400000% 82124LKH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49940555.55 0.0015 N 49945500.00 49945500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.500000% 83050TG96 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 5000000.00 4999513.89 0.0001 N 4999800.00 4999800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 127000000.00 127000000.00 0.0038 N 127034290.00 127034290.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 135000000.00 135000000.00 0.0040 N 135021600.00 135021600.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2GR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 124000000.00 123976233.34 0.0037 N 123982640.00 123982640.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2H68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 43000000.00 42987458.34 0.0013 N 42990540.00 42990540.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2HF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Letter of Credit HSBC Bank Plc N/A N/A 14000000.00 13994866.67 0.0004 N 13995940.00 13995940.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 255000000.00 255000000.00 0.0076 N 255002550.00 255002550.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P06L7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 3000000.00 3000000.00 0.0001 N 3000390.00 3000390.00 State Street Corp State Street Corp 0.220000% 85747JJB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N N 92000000.00 91960082.23 0.0027 N 91965040.00 91965040.00 State Street Corp State Street Corp 0.270000% 85747JKF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 71000000.00 70944087.50 0.0021 N 70952430.00 70952430.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHV3 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39000000.00 39000000.00 0.0012 N 38999610.00 38999610.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHX9 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19999300.00 0.0006 N 19999400.00 19999400.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EJJ8 Government Agency Debt N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 77000000.00 76994225.00 0.0023 N 76995380.00 76995380.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGQ2 Government Agency Debt N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49995750.00 0.0015 N 49996500.00 49996500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGR0 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 33850000.00 33846953.50 0.0010 N 33847630.50 33847630.50 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGZ2 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49992000.00 0.0015 N 49992500.00 49992500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHA6 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 125000000.00 124978125.00 0.0037 N 124978750.00 124978750.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GY64 Government Agency Debt N First Tier Security N/A N/A 2012-08-07 2012-08-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11997840.00 0.0004 N 11997840.00 11997840.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JQ75 Government Agency Debt N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35000000.00 34999825.00 0.0010 N 34999650.00 34999650.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JS32 Government Agency Debt N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 73000000.00 72986495.00 0.0022 N 72986860.00 72986860.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24997750.00 0.0007 N 24998250.00 24998250.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K5X8 Government Agency Debt N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 83000000.00 82976760.00 0.0025 N 82974270.00 82974270.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K6B5 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14995650.00 0.0004 N 14995200.00 14995200.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YDR2 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49999000.00 0.0015 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YFB5 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14996175.00 0.0004 N 14995800.00 14995800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-08-03 Y Sumitomo Mitsui Banking Corp N/A N/A N N 116000000.00 116000000.00 0.0035 N 116026680.00 116026680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DEH9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 117000000.00 117000000.00 0.0035 N 117010530.00 117010530.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHP8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 119000000.00 119000000.00 0.0035 N 118992860.00 118992860.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHY9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 156000000.00 156000000.00 0.0046 N 155990640.00 155990640.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 111000000.00 111000000.00 0.0033 N 110993340.00 110993340.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 167000000.00 167000000.00 0.0050 N 166996660.00 166996660.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.190000% 86562WB31 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 284000000.00 284000000.00 0.0084 N 283997160.00 283997160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.190000% 86562WB98 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 17000000.00 17000000.00 0.0005 N 16999830.00 16999830.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WC97 Certificate of Deposit N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 28000000.00 28000000.00 0.0008 N 28000000.00 28000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.265000% 86959B6P5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 143000000.00 143000000.00 0.0043 N 143005720.00 143005720.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959B7G4 Certificate of 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0.0007 N 23410000.00 23410000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.430000% 88324LG50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 27792000.00 27791004.12 0.0008 N 27790888.32 27790888.32 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.430000% 88324LG68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36000000.00 35998280.00 0.0011 N 35998560.00 35998560.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.440000% 88324LG68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25000000.00 24998777.78 0.0007 N 24999000.00 24999000.00 Thames Asset Global Securitization No. 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Thunder Bay Funding, LLC 0.230000% 88602TH63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 35000000.00 34992173.61 0.0010 N 34991250.00 34991250.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602THL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17074000.00 17069352.08 0.0005 N 17068024.10 17068024.10 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 53000000.00 53000000.00 0.0016 N 53001060.00 53001060.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112XXP5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 318000000.00 318000000.00 0.0095 N 318000000.00 318000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYA7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 308000000.00 308000000.00 0.0092 N 308006160.00 308006160.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 334000000.00 334000000.00 0.0099 N 333986640.00 333986640.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ56 Other Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 200000000.00 199837500.00 0.0059 N 199940000.00 199940000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 66000000.00 65945550.00 0.0020 N 65979540.00 65979540.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 101000000.00 100952894.73 0.0030 N 100962630.00 100962630.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49914444.44 0.0015 N 49935000.00 49935000.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 500000000.00 500000000.00 0.0149 N 500000000.00 500000000.00 UBS Securities LLC UBS Securities LLC 0.200000% 936991009_0.2000_M120706_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2040-09-01 4.500000 Government Agency Debt 17061110.00 13757896.50 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 73444965.00 62742103.67 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 22719838.00 24411641.81 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 15606986.00 16388358.83 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y UBS Securities LLC N/A N/A N N 115000000.00 115000000.00 0.0034 N 114998500.00 114998500.00 UBS Securities LLC UBS Securities LLC 0.190000% 99EPPA003_0.1900_M120702_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-04-01 4.000000 Government Agency Debt 47328512.00 42376194.42 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 45006344.00 45095648.09 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 67509408.00 44901583.69 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 42929547.00 46342578.81 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 44216184.00 45683995.74 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 220000000.00 220000000.00 0.0065 N 220000000.00 220000000.00 Union Bank, NA Union Bank, NA 0.430000% 90527MD45 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 27000000.00 27000000.00 0.0008 N 27004320.00 27004320.00 Union Bank, NA Union Bank, NA 0.420000% 90527MD94 Certificate of Deposit N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 8000000.00 8000000.00 0.0002 N 8001760.00 8001760.00 Union Bank, NA Union Bank, NA 0.450000% 90527MH58 Certificate of Deposit N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 69000000.00 69000000.00 0.0021 N 69011730.00 69011730.00 Union Bank, NA Union Bank, NA 0.400000% 90527MS23 Certificate of Deposit N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 30000000.00 30000000.00 0.0009 N 29984400.00 29984400.00 Univ of California CP Series B 0.180000% 91411SGJ3 Other Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 45000000.00 44996400.00 0.0013 N 44995950.00 44995950.00 Univ of California CP Series B 0.190000% 91411SGK0 Other Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 54000000.00 53995155.00 0.0016 N 53994600.00 53994600.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.190000% 92217LGG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 11000000.00 10999187.22 0.0003 N 10999010.00 10999010.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 77000000.00 76990161.11 0.0023 N 76989220.00 76989220.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.537600% 94985HD27 Other Note N First Tier Security N/A N/A 2012-09-22 2013-07-19 N N N 275000000.00 275000000.00 0.0082 N 275000000.00 275000000.00 Westpac Banking Corp Westpac Banking Corp 0.615900% 91621CAT8 Other Note N First Tier Security N/A N/A 2012-07-30 2013-07-26 N N N 100000000.00 100000000.00 0.0030 N 99993600.00 99993600.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TMR6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 4000000.00 4000000.00 0.0001 N 3999120.00 3999120.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 96121TPC6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 18000000.00 18000000.00 0.0005 N 17995860.00 17995860.00 Westpac Banking Corp Westpac Banking Corp 0.540000% 9612C0H10 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 155000000.00 154930250.00 0.0046 N 154975200.00 154975200.00 Westpac Banking Corp Westpac Banking Corp 0.440000% 9612C0H36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 33000000.00 32987093.33 0.0010 N 32994390.00 32994390.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 79000000.00 78959402.79 0.0023 N 78955760.00 78955760.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 53000000.00 52891644.44 0.0016 N 52874390.00 52874390.00 Westpac Banking Corp Westpac Banking Corp 0.429800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-07 2013-02-07 N N N 152000000.00 152000000.00 0.0045 N 152000000.00 152000000.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.230000% 96122GGB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N Y Westpac New Zealand Ltd N/A N/A N 20000000.00 19998850.00 0.0006 N 19999000.00 19999000.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.245000% 96122GHA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N Y Westpac New Zealand Ltd N/A N/A N 62000000.00 61983544.17 0.0018 N 61985740.00 61985740.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 165611.00 165611.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 134611.46 134611.46 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 517454.86 517454.86 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 952095.07 952095.07 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 144919.91 144919.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 103527.22 103527.22 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 41402.55 41402.55 Windmill Funding Corp Windmill Funding Corp 0.400000% 97342GGA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8999200.00 0.0003 N 8999550.00 8999550.00 Windmill Funding Corp Windmill Funding Corp 0.400000% 97342GGB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9999000.00 0.0003 N 9999400.00 9999400.00 Windmill Funding Corp Windmill Funding Corp 0.500000% 97342GGT8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 186000000.00 185935416.67 0.0055 N 185964660.00 185964660.00