0001145549-14-002760.txt : 20140318 0001145549-14-002760.hdr.sgml : 20140318 20140318111417 ACCESSION NUMBER: 0001145549-14-002760 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20140318 DATE AS OF CHANGE: 20140318 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14699806 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-09-30 0000857156 S000004508 4 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 44 64 14892474349.89 5098527.98 761808.92 14896811068.95 0.0033 1.0002 2012-09-30 1.0002 2012-09-30 C000012383 25000.00 10189563205.32 1.00 -132498587.77 128821289.96 261319877.73 0.0001 1.0002 2012-09-30 1.0002 2012-09-30 C000012384 1000000.00 1563735715.36 1.00 -37728006.30 33256011.12 70984017.42 0.0001 1.0002 2012-09-30 1.0002 2012-09-30 C000012385 3000000.00 1309573345.61 1.00 27887474.04 111339069.20 83451595.16 0.0010 1.0002 2012-09-30 1.0002 2012-09-30 C000038267 10000000.00 1833938802.65 1.00 41717728.94 128469866.54 86752137.60 0.0012 1.0002 2012-09-30 1.0002 2012-09-30 Alpine Securitization Corp Alpine Securitization Corp 0.460000% 02086LP42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 10000000.00 9983900.00 0.0007 N 9987100.00 9987100.00 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 32000000.00 31999200.00 0.0021 N 31999360.00 31999360.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N Y Cash Rabobank Nederland N/A N/A 28572000.00 28532880.17 0.0019 N 28554571.08 28554571.08 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N Y Cash Rabobank Nederland N/A N/A 40000000.00 39941700.00 0.0027 N 39973200.00 39973200.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TQ47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Cash Rabobank Nederland N/A N/A 11000000.00 10976472.22 0.0007 N 10986360.00 10986360.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.266500% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-11-26 N N N 131000000.00 131000000.00 0.0088 N 131002620.00 131002620.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 17000000.00 17000000.00 0.0011 Security is a time deposit. N 17000000.00 17000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005_M121003 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 274000000.00 274000000.00 0.0184 Security is a time deposit. N 274000000.00 274000000.00 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 24000000.00 24000000.00 0.0016 N 24011280.00 24011280.00 Bank of America, NA Bank of America, NA 0.350000% 06052WQU0 Other Note N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 30000000.00 30000000.00 0.0020 N 30002700.00 30002700.00 Bank of America, NA Bank of America, NA 0.420000% 06052WRC9 Other Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 97000000.00 97000000.00 0.0065 N 97003880.00 97003880.00 Bank of America, NA Bank of America, NA 0.400000% 06052WRP0 Other Note N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Bank of Montreal Bank of Montreal 0.310000% 06366VD86 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 15000000.00 15000536.68 0.0010 N 15007200.00 15007200.00 Bank of Montreal Bank of Montreal 0.310000% 06366VD94 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 87000000.00 87000000.00 0.0058 N 87042630.00 87042630.00 Bank of Nova Scotia Bank of Nova Scotia 0.430000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2013-07-26 N N N 127000000.00 127000000.00 0.0085 N 127160020.00 127160020.00 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 95000000.00 95000000.00 0.0064 N 95003800.00 95003800.00 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 7000000.00 7000000.00 0.0005 N 7000770.00 7000770.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-11-15 N N N 57000000.00 57000000.00 0.0038 N 57013110.00 57013110.00 Bank of Nova Scotia Bank of Nova Scotia 0.070000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 100000000.00 100000000.00 0.0067 Security is a time deposit. N 100000000.00 100000000.00 Bank of the West Bank of the West 0.450000% 0642G0XU0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 9000000.00 9000000.00 0.0006 N 9002250.00 9002250.00 Bank of the West Bank of the West 0.450000% 0642G0XZ9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 36000000.00 36000000.00 0.0024 N 36012600.00 36012600.00 Bank of the West Bank of the West 0.380000% 0642G0YD7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 3000000.00 3000000.00 0.0002 N 3000169.80 3000169.80 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4E4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 55000000.00 55000000.00 0.0037 N 55006050.00 55006050.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4P9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-19 2012-12-19 N N N 112000000.00 112000000.00 0.0075 N 112015680.00 112015680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000% 06538E5C7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 26000000.00 26000000.00 0.0017 N 26003380.00 26003380.00 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 117000000.00 117000000.00 0.0079 N 117077220.00 117077220.00 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 35000000.00 35000000.00 0.0023 N 35023100.00 35023100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000% 06538EJ99 Certificate of Deposit N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 6000000.00 6003526.14 0.0004 N 6003660.00 6003660.00 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 54000000.00 54000000.00 0.0036 N 54024840.00 54024840.00 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 15000000.00 15000000.00 0.0010 N 15007650.00 15007650.00 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 138000000.00 138000000.00 0.0093 N 138093840.00 138093840.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFP8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 15000000.00 15000000.00 0.0010 N 15004050.00 15004050.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M121005_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-06-01 5.000000 Government Agency Debt 10250000.00 1120472.33 Fannie Mae 2018-07-01 5.000000 Government Agency Debt 10040000.00 1132626.82 Fannie Mae 2018-09-01 4.000000 Government Agency Debt 2676811.00 633098.02 Fannie Mae 2018-09-01 5.000000 Government Agency Debt 10000000.00 1553555.51 Fannie Mae 2019-03-01 4.000000 Government Agency Debt 9910000.00 1777372.55 Fannie Mae 2021-01-01 4.071000 Government Agency Debt 1500000.00 1713706.88 Fannie Mae 2022-05-01 2.500000 Government Agency Debt 2948963.00 2953312.47 Fannie Mae 2025-09-01 3.500000 Government Agency Debt 398083.00 223653.21 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 2540719.00 2064865.99 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 70417.00 62010.46 Fannie Mae 2026-05-01 4.500000 Government Agency Debt 2000000.00 1591450.46 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 2500000.00 2063620.93 Fannie Mae 2027-04-01 3.500000 Government Agency Debt 1521095.00 1579544.02 Fannie Mae 2027-04-01 3.500000 Government Agency Debt 1172625.00 1085875.07 Fannie Mae 2027-05-01 3.500000 Government Agency Debt 1064382.00 1125361.39 Fannie Mae 2027-06-01 2.500000 Government Agency Debt 1981891.00 2081692.23 Fannie Mae 2027-06-01 3.500000 Government Agency Debt 1923098.00 2047145.62 Fannie Mae 2027-06-01 3.500000 Government Agency Debt 1058332.00 1124179.86 Fannie Mae 2027-07-01 3.500000 Government Agency Debt 1297304.00 1371880.89 Fannie Mae 2027-08-01 3.500000 Government Agency Debt 1418582.00 1522386.57 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1687009.00 1796625.78 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1539297.00 1639315.90 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1451151.00 1545896.65 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1427224.00 1519960.73 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1138100.00 1212050.32 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 1115057.00 1187510.06 Fannie Mae 2027-09-01 3.000000 Government Agency Debt 1439680.00 1550412.99 Fannie Mae 2027-09-01 3.000000 Government Agency Debt 1277350.00 1372404.00 Fannie Mae 2027-09-01 3.500000 Government Agency Debt 1116770.00 1196266.09 Fannie Mae 2029-06-01 4.500000 Government Agency Debt 1016073.00 601439.76 Fannie Mae 2029-11-01 4.500000 Government Agency Debt 625165.00 349653.74 Fannie Mae 2033-08-01 2.345000 Government Agency Debt 14543162.00 1594111.10 Fannie Mae 2033-11-01 2.340000 Government Agency Debt 10311848.00 1687399.15 Fannie Mae 2034-01-01 5.000000 Government Agency Debt 6600000.00 1483948.43 Fannie Mae 2034-02-01 4.808000 Government Agency Debt 22100995.00 1603899.21 Fannie Mae 2035-01-01 5.500000 Government Agency Debt 6056000.00 1273238.55 Fannie Mae 2035-01-01 7.000000 Government Agency Debt 4042096.00 902590.56 Fannie Mae 2035-02-01 4.735000 Government Agency Debt 1954625.00 271442.29 Fannie Mae 2035-03-01 2.608000 Government Agency Debt 1239686.00 236351.02 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 2865.00 2271.82 Fannie Mae 2035-05-01 5.000000 Government Agency Debt 5144499.00 1378614.57 Fannie Mae 2035-10-01 2.018000 Government Agency Debt 48942940.00 6307627.98 Fannie Mae 2036-02-01 6.000000 Government Agency Debt 7750992.00 3941498.81 Fannie Mae 2036-03-01 4.000000 Government Agency Debt 1226968.00 1182854.23 Fannie Mae 2036-04-01 2.636000 Government Agency Debt 7041848.00 1629548.52 Fannie Mae 2036-04-01 5.500000 Government Agency Debt 5441961.00 1630969.03 Fannie Mae 2036-09-01 2.485000 Government Agency Debt 36292198.00 5200477.85 Fannie Mae 2036-11-01 6.050000 Government Agency Debt 4117694.00 517907.17 Fannie Mae 2037-03-01 6.000000 Government Agency Debt 5000000.00 1445504.31 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 3225998.00 1121743.18 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 2166786.00 1272582.46 Fannie Mae 2039-07-01 5.500000 Government Agency Debt 1630555.00 1369206.36 Fannie Mae 2039-09-01 4.275000 Government Agency Debt 2714377.00 1499451.19 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 2975441.00 2571449.83 Fannie Mae 2040-06-01 3.604000 Government Agency Debt 2900000.00 1587063.66 Fannie Mae 2040-07-01 4.000000 Government Agency Debt 842327.00 639658.38 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 2866019.00 2066877.60 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 1000000.00 1065965.51 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 2142364.00 2089095.98 Fannie Mae 2041-06-01 3.374000 Government Agency Debt 7515647.00 6277026.18 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 1205754.00 1169674.91 Fannie Mae 2041-07-01 3.460000 Government Agency Debt 1984528.00 1703915.68 Fannie Mae 2041-07-01 4.000000 Government Agency Debt 2000000.00 1499258.81 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 3013641.00 3231748.72 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 1950823.00 2068792.36 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 609105.00 599291.32 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 568650.00 551851.46 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 1696329.00 1806669.11 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 1155227.00 1273443.37 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 1166899.00 1203940.23 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 618273.00 595606.78 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 184804.00 200119.42 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1315376.00 1448005.44 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 1264222.00 1290553.32 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 1084142.00 1143688.06 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 3482640.00 3766299.98 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 1502948.00 1620022.06 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 1363155.00 1472480.70 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 1027522.00 1116697.50 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1931847.00 1953996.32 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1079011.00 1198563.86 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1008303.00 1122622.48 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3549206.00 3843278.60 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 3520562.00 3882701.90 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 2045921.00 2167532.04 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 3496323.00 3801977.98 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 1473969.00 1594603.04 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 1031497.00 1123436.05 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 1143820.00 1275856.80 Fannie Mae 2042-09-01 2.516000 Government Agency Debt 4023096.00 4221108.76 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 2418616.00 2563505.61 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 1731277.00 1834990.88 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 210653.00 223272.38 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 3325903.00 3598104.88 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 3013810.00 3260469.25 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 2777984.00 3005342.54 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 1632553.00 1766166.04 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 1588094.00 1718068.38 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 1311861.00 1419227.64 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 2266320.00 2406335.52 Fannie Mae 2042-10-01 4.000000 Government Agency Debt 1505450.00 1643575.04 Freddie Mac 2020-10-01 5.500000 Government Agency Debt 5145014.00 1118561.08 Freddie Mac 2022-05-01 5.500000 Government Agency Debt 660204.00 116163.53 Freddie Mac 2024-01-01 6.000000 Government Agency Debt 1855945.00 1498068.42 Freddie Mac 2024-12-01 5.500000 Government Agency Debt 4750760.00 2029476.10 Freddie Mac 2024-12-01 5.500000 Government Agency Debt 1100114.00 1099649.75 Freddie Mac 2025-12-01 3.000000 Government Agency Debt 1303391.00 1133766.41 Freddie Mac 2026-02-01 3.500000 Government Agency Debt 1862370.00 1659687.63 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 1436033.00 1329552.14 Freddie Mac 2026-09-01 3.500000 Government Agency Debt 1219042.00 903537.03 Freddie Mac 2026-10-01 4.000000 Government Agency Debt 1717632.00 1748982.18 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 1412529.00 1298642.39 Freddie Mac 2027-09-01 2.500000 Government Agency Debt 1100685.00 1167954.46 Freddie Mac 2030-03-01 5.000000 Government Agency Debt 4204224.00 2900166.72 Freddie Mac 2031-03-01 7.500000 Government Agency Debt 275365.00 67510.05 Freddie Mac 2031-10-01 7.500000 Government Agency Debt 25006373.00 1131081.37 Freddie Mac 2032-04-01 7.500000 Government Agency Debt 98658289.00 2900639.84 Freddie Mac 2032-05-01 3.000000 Government Agency Debt 2000000.00 2082334.06 Freddie Mac 2034-11-01 7.500000 Government Agency Debt 2445479.00 1787926.16 Freddie Mac 2035-03-01 5.500000 Government Agency Debt 3234054.00 604294.19 Freddie Mac 2036-07-01 5.500000 Government Agency Debt 7500000.00 1297775.67 Freddie Mac 2037-09-15 7.500000 Government Agency Debt 1186542.00 1163427.53 Freddie Mac 2038-05-01 5.500000 Government Agency Debt 3541125.00 1175974.40 Freddie Mac 2039-07-01 5.000000 Government Agency Debt 2868057.00 1130398.70 Freddie Mac 2040-09-01 5.000000 Government Agency Debt 1375600.00 1141005.98 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 1299438.00 1369244.68 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 2097861.00 1625244.24 Freddie Mac 2041-09-01 4.500000 Government Agency Debt 1990519.00 2080347.84 Freddie Mac 2041-12-01 4.500000 Government Agency Debt 1005900.00 1113642.94 Freddie Mac 2042-02-01 4.500000 Government Agency Debt 1040634.00 1123252.14 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 2284204.00 1772540.80 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 1220903.00 1335842.67 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1920173.00 2096497.56 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1174792.00 1280910.20 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1040329.00 1125473.45 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 2656780.00 2965898.19 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 1141845.00 1268012.58 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 217000000.00 217000000.00 0.0146 N 217000000.00 217000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M121005_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.604000 Government Agency Debt 22179047.00 22171967.61 Fannie Mae 2017-02-01 2.395000 Government Agency Debt 6173932.00 819685.97 Fannie Mae 2017-10-01 6.134000 Government Agency Debt 1247000.00 1223582.36 Fannie Mae 2019-08-01 4.172000 Government Agency Debt 5467074.00 4397649.86 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 1297177.00 1457415.26 Fannie Mae 2020-11-01 3.379000 Government Agency Debt 5314000.00 5844237.56 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 523193.00 95105.61 Fannie Mae 2033-06-01 2.250000 Government Agency Debt 10000000.00 1267700.16 Fannie Mae 2033-07-01 2.405000 Government Agency Debt 19328270.00 839572.67 Fannie Mae 2035-02-01 2.470000 Government Agency Debt 33985000.00 1247426.59 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 15416.00 12224.19 Fannie Mae 2035-07-01 2.789000 Government Agency Debt 3988600.00 814808.33 Fannie Mae 2035-11-01 2.793000 Government Agency Debt 1437322.00 1369125.90 Fannie Mae 2035-12-01 5.106000 Government Agency Debt 4488700.00 1238418.55 Fannie Mae 2036-02-01 2.001000 Government Agency Debt 40007450.00 1948863.13 Fannie Mae 2036-03-01 5.645000 Government Agency Debt 10200000.00 2245711.48 Fannie Mae 2036-08-01 2.608000 Government Agency Debt 4610000.00 1228871.03 Fannie Mae 2036-08-01 2.889000 Government Agency Debt 23680000.00 5775490.43 Fannie Mae 2036-09-01 2.635000 Government Agency Debt 14143030.00 987342.71 Fannie Mae 2036-09-01 6.266000 Government Agency Debt 13351050.00 1522925.58 Fannie Mae 2036-10-01 5.918000 Government Agency Debt 12794573.00 1051674.95 Fannie Mae 2037-04-01 1.738000 Government Agency Debt 10185158.00 1722147.28 Fannie Mae 2037-08-01 5.558000 Government Agency Debt 1384603.00 284533.12 Fannie Mae 2037-08-01 5.763000 Government Agency Debt 30013267.00 5615829.18 Fannie Mae 2037-11-01 5.910000 Government Agency Debt 2980000.00 1258688.52 Fannie Mae 2038-02-01 5.856000 Government Agency Debt 28262118.00 18863775.77 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 53668.00 24482.31 Fannie Mae 2038-04-01 4.784000 Government Agency Debt 5514904.00 1347445.64 Fannie Mae 2038-05-01 4.674000 Government Agency Debt 10500000.00 1237157.67 Fannie Mae 2038-07-01 5.057000 Government Agency Debt 3157653.00 982490.66 Fannie Mae 2038-09-01 5.598000 Government Agency Debt 3830600.00 1218513.90 Fannie Mae 2039-03-01 5.267000 Government Agency Debt 2352000.00 718087.81 Fannie Mae 2039-10-01 4.001000 Government Agency Debt 50000000.00 19467055.16 Fannie Mae 2040-03-01 3.877000 Government Agency Debt 2000000.00 1265653.46 Fannie Mae 2040-05-01 3.645000 Government Agency Debt 10375971.00 5103357.26 Fannie Mae 2040-05-01 4.134000 Government Agency Debt 9065000.00 2268471.97 Fannie Mae 2040-07-01 4.086000 Government Agency Debt 14279429.00 9134965.62 Fannie Mae 2040-09-01 3.820000 Government Agency Debt 2680000.00 1222610.03 Fannie Mae 2041-01-01 2.826000 Government Agency Debt 35947167.00 22021852.32 Fannie Mae 2041-07-01 2.563000 Government Agency Debt 2020000.00 1220659.87 Fannie Mae 2041-08-01 3.760000 Government Agency Debt 3130000.00 2263917.89 Fannie Mae 2041-12-01 2.528000 Government Agency Debt 692046.00 671229.57 Fannie Mae 2042-02-01 2.178000 Government Agency Debt 25188016.00 21444582.75 Fannie Mae 2042-02-01 2.266000 Government Agency Debt 3736.00 3268.64 Fannie Mae 2042-03-01 2.882000 Government Agency Debt 17830079.00 16441065.82 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 1096680.00 1216308.76 Fannie Mae 2042-08-01 2.461000 Government Agency Debt 1448430.00 1473249.61 Fannie Mae 2042-08-01 2.615000 Government Agency Debt 3187619.00 3361517.62 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 4720.00 5000.56 Fannie Mae 2042-09-01 2.370000 Government Agency Debt 25597776.00 26838794.58 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 1932117.00 2047862.40 Fannie Mae 2042-09-01 3.238000 Government Agency Debt 1226000.00 1305287.26 Fannie Mae 2042-10-01 2.238900 Government Agency Debt 1261420.00 1320249.07 Fannie Mae 2044-03-01 1.348000 Government Agency Debt 16213947.00 1169459.51 Freddie Mac 2027-02-01 5.000000 Government Agency Debt 33150.00 7129.01 Freddie Mac 2027-09-01 3.000000 Government Agency Debt 552462.00 590058.70 Freddie Mac 2032-03-01 3.500000 Government Agency Debt 2749354.00 2917439.17 Freddie Mac 2039-07-01 6.000000 Government Agency Debt 1280970.00 1218706.62 Freddie Mac 2042-04-01 4.500000 Government Agency Debt 265276.00 287296.09 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 228000000.00 228000000.00 0.0153 N 228000000.00 228000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M121005_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2012-10-01 6.000000 Government Agency Debt 746912.00 73.93 Fannie Mae 2012-11-01 7.500000 Government Agency Debt 784996.00 23.33 Fannie Mae 2013-02-01 6.000000 Government Agency Debt 800000.00 263.28 Fannie Mae 2013-03-01 6.000000 Government Agency Debt 3000000.00 6139.17 Fannie Mae 2013-03-01 8.000000 Government Agency Debt 4900000.00 401.46 Fannie Mae 2013-04-01 6.000000 Government Agency Debt 270879.00 929.79 Fannie Mae 2013-05-01 6.500000 Government Agency Debt 65316.00 88.66 Fannie Mae 2013-06-01 6.000000 Government Agency Debt 600000.00 948.18 Fannie Mae 2013-07-01 6.000000 Government Agency Debt 3650000.00 6414.76 Fannie Mae 2013-07-01 6.000000 Government Agency Debt 460318.00 1521.77 Fannie Mae 2013-07-01 6.500000 Government Agency Debt 8708374.00 14218.50 Fannie Mae 2013-08-01 6.000000 Government Agency Debt 1000001.00 1926.05 Fannie Mae 2013-08-01 6.000000 Government Agency Debt 3427576.00 760.93 Fannie Mae 2013-08-01 6.500000 Government Agency Debt 439815.00 684.11 Fannie Mae 2013-09-01 6.000000 Government Agency Debt 2873044.00 4558.24 Fannie Mae 2013-10-01 6.000000 Government Agency Debt 1350000.00 3149.20 Fannie Mae 2013-11-01 6.000000 Government Agency Debt 1000000.00 5610.73 Fannie Mae 2013-12-01 5.500000 Government Agency Debt 1980000.00 14055.70 Fannie Mae 2013-12-01 5.500000 Government Agency Debt 235000.00 2177.82 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 1000000.00 4800.51 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 900000.00 2649.60 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 2027596.00 2045.11 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 500000.00 1515.99 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 350000.00 1279.73 Fannie Mae 2013-12-01 6.000000 Government Agency Debt 200000.00 1002.26 Fannie Mae 2014-01-01 5.500000 Government Agency Debt 1875965.00 11875.36 Fannie Mae 2014-01-01 6.000000 Government Agency Debt 4476803.00 8927.87 Fannie Mae 2014-01-01 6.000000 Government Agency Debt 1137500.00 6219.19 Fannie Mae 2014-01-01 6.000000 Government Agency Debt 500000.00 2669.49 Fannie Mae 2014-02-01 6.000000 Government Agency Debt 2075000.00 8048.65 Fannie Mae 2014-02-01 6.000000 Government Agency Debt 487181.00 2493.76 Fannie Mae 2014-02-01 6.000000 Government Agency Debt 217692.00 1089.53 Fannie Mae 2014-02-01 7.000000 Government Agency Debt 4100000.00 14506.93 Fannie Mae 2014-03-01 6.000000 Government Agency Debt 740000.00 3753.89 Fannie Mae 2014-03-01 6.000000 Government Agency Debt 404000.00 1973.63 Fannie Mae 2014-03-01 7.000000 Government Agency Debt 1500000.00 5664.75 Fannie Mae 2014-04-01 6.000000 Government Agency Debt 34234.00 6508.23 Fannie Mae 2014-04-01 6.000000 Government Agency Debt 2003568.00 4168.21 Fannie Mae 2014-04-01 6.500000 Government Agency Debt 1128934.00 1796.59 Fannie Mae 2014-05-01 6.000000 Government Agency Debt 2328160.00 12919.28 Fannie Mae 2014-05-01 6.000000 Government Agency Debt 2800000.00 8932.65 Fannie Mae 2014-05-01 6.000000 Government Agency Debt 550000.00 2271.88 Fannie Mae 2014-06-01 6.000000 Government Agency Debt 3035680.00 11270.77 Fannie Mae 2014-06-01 6.000000 Government Agency Debt 1350000.00 10275.49 Fannie Mae 2014-06-01 7.500000 Government Agency Debt 654584.00 6849.71 Fannie Mae 2014-07-01 6.000000 Government Agency Debt 495768.00 2908.58 Fannie Mae 2014-07-01 6.000000 Government Agency Debt 400000.00 1214.53 Fannie Mae 2014-07-01 7.500000 Government Agency Debt 140444.00 545.72 Fannie Mae 2014-08-01 7.500000 Government Agency Debt 529992.00 139.98 Fannie Mae 2014-09-01 7.500000 Government Agency Debt 475000.00 3227.07 Fannie Mae 2014-11-01 6.000000 Government Agency Debt 1950000.00 9796.82 Fannie Mae 2014-11-01 6.000000 Government Agency Debt 856534.00 5692.20 Fannie Mae 2014-11-01 6.000000 Government Agency Debt 1145115.00 4599.90 Fannie Mae 2014-11-01 6.500000 Government Agency Debt 98794.00 651.50 Fannie Mae 2014-11-01 7.000000 Government Agency Debt 612000.00 1640.37 Fannie Mae 2015-03-01 6.000000 Government Agency Debt 20575.00 6733.16 Fannie Mae 2015-03-01 7.500000 Government Agency Debt 53896.00 353.79 Fannie Mae 2015-05-01 5.500000 Government Agency Debt 115282.00 12437.05 Fannie Mae 2015-05-01 7.500000 Government Agency Debt 500000.00 4735.31 Fannie Mae 2015-06-01 8.000000 Government Agency Debt 1016537.00 8886.63 Fannie Mae 2015-08-01 8.000000 Government Agency Debt 204991.00 954.35 Fannie Mae 2015-09-01 8.000000 Government Agency Debt 309908.00 2202.67 Fannie Mae 2015-09-01 11.000000 Government Agency Debt 140000.00 11.78 Fannie Mae 2015-10-01 8.000000 Government Agency Debt 501413.00 14347.28 Fannie Mae 2015-12-01 6.500000 Government Agency Debt 325000.00 8240.07 Fannie Mae 2016-01-01 6.500000 Government Agency Debt 3000000.00 6469.25 Fannie Mae 2016-01-01 8.000000 Government Agency Debt 375000.00 0.40 Fannie Mae 2016-02-01 5.604000 Government Agency Debt 221028.00 220957.45 Fannie Mae 2016-03-01 5.500000 Government Agency Debt 47951.00 1714.32 Fannie Mae 2016-03-01 5.500000 Government Agency Debt 349033.00 1028.25 Fannie Mae 2016-04-01 5.500000 Government Agency Debt 300000.00 11785.96 Fannie Mae 2016-04-01 5.500000 Government Agency Debt 535107.00 6369.81 Fannie Mae 2016-04-01 5.500000 Government Agency Debt 254909.00 4337.41 Fannie Mae 2016-04-01 5.500000 Government Agency Debt 77413.00 1235.05 Fannie Mae 2016-04-01 6.000000 Government Agency Debt 1000100.00 14238.27 Fannie Mae 2016-04-01 6.000000 Government Agency Debt 986020.00 9732.47 Fannie Mae 2016-04-01 6.000000 Government Agency Debt 25511.00 718.44 Fannie Mae 2016-04-01 7.000000 Government Agency Debt 2730000.00 13453.74 Fannie Mae 2016-04-01 7.000000 Government Agency Debt 350000.00 4239.56 Fannie Mae 2016-05-01 5.500000 Government Agency Debt 1010474.00 9982.50 Fannie Mae 2016-05-01 6.000000 Government Agency Debt 371987.00 8726.18 Fannie Mae 2016-06-01 5.500000 Government Agency Debt 673000.00 8192.56 Fannie Mae 2016-06-01 6.000000 Government Agency Debt 319000.00 14617.53 Fannie Mae 2016-06-01 6.000000 Government Agency Debt 95466.00 1477.36 Fannie Mae 2016-07-01 5.500000 Government Agency Debt 325500.00 7149.69 Fannie Mae 2016-08-01 5.500000 Government Agency Debt 115361.00 3204.82 Fannie Mae 2016-09-01 6.000000 Government Agency Debt 1000000.00 14039.29 Fannie Mae 2016-09-01 6.000000 Government Agency Debt 1000000.00 12965.78 Fannie Mae 2016-10-01 6.000000 Government Agency Debt 54935.00 2339.53 Fannie Mae 2016-10-01 7.500000 Government Agency Debt 955637.00 10633.68 Fannie Mae 2016-10-01 7.500000 Government Agency Debt 498479.00 6019.67 Fannie Mae 2016-11-01 6.000000 Government Agency Debt 73917.00 2186.58 Fannie Mae 2016-11-01 6.500000 Government Agency Debt 86899.00 13577.06 Fannie Mae 2017-01-01 6.000000 Government Agency Debt 50500.00 1708.10 Fannie Mae 2017-02-01 6.000000 Government Agency Debt 193120.00 8277.46 Fannie Mae 2017-02-01 6.000000 Government Agency Debt 47948.00 2158.77 Fannie Mae 2017-02-01 6.500000 Government Agency Debt 44111.00 998.83 Fannie Mae 2017-03-01 6.000000 Government Agency Debt 54754.00 2011.97 Fannie Mae 2017-03-01 6.000000 Government Agency Debt 89533.00 1847.54 Fannie Mae 2017-03-01 6.000000 Government Agency Debt 73495.00 1479.33 Fannie Mae 2017-03-01 6.500000 Government Agency Debt 39815.00 4133.47 Fannie Mae 2017-04-01 6.000000 Government Agency Debt 107299.00 4962.36 Fannie Mae 2017-04-01 6.000000 Government Agency Debt 1042572.00 3379.83 Fannie Mae 2017-04-01 6.000000 Government Agency Debt 49860.00 1412.97 Fannie Mae 2017-04-01 7.500000 Government Agency Debt 425000.00 4602.00 Fannie Mae 2017-05-01 6.000000 Government Agency Debt 66350.00 3966.45 Fannie Mae 2017-05-01 6.000000 Government Agency Debt 67794.00 1782.74 Fannie Mae 2017-05-01 6.500000 Government Agency Debt 74870.00 13658.27 Fannie Mae 2017-05-01 6.500000 Government Agency Debt 314874.00 7516.54 Fannie Mae 2017-06-01 6.000000 Government Agency Debt 594279.00 5394.29 Fannie Mae 2017-07-01 5.500000 Government Agency Debt 54000.00 9742.56 Fannie Mae 2017-07-01 6.000000 Government Agency Debt 88998.00 4038.54 Fannie Mae 2017-08-01 6.000000 Government Agency Debt 176000.00 4837.45 Fannie Mae 2017-09-01 5.500000 Government Agency Debt 4450000.00 197854.00 Fannie Mae 2017-09-01 5.500000 Government Agency Debt 90395.00 3115.78 Fannie Mae 2017-10-01 5.500000 Government Agency Debt 135000.00 7301.22 Fannie Mae 2017-10-01 6.000000 Government Agency Debt 130000.00 3750.55 Fannie Mae 2017-11-01 5.500000 Government Agency Debt 225000.00 11445.89 Fannie Mae 2017-11-01 6.000000 Government Agency Debt 188130.00 12451.67 Fannie Mae 2017-11-01 6.000000 Government Agency Debt 200000.00 2238.35 Fannie Mae 2017-12-01 5.500000 Government Agency Debt 98000.00 5781.02 Fannie Mae 2017-12-01 6.500000 Government Agency Debt 44282.00 12490.52 Fannie Mae 2017-12-01 8.000000 Government Agency Debt 740000.00 3057.98 Fannie Mae 2018-01-01 5.500000 Government Agency Debt 83802.00 8327.38 Fannie Mae 2018-01-01 6.500000 Government Agency Debt 2200000.00 14075.69 Fannie Mae 2018-02-01 6.500000 Government Agency Debt 1000000.00 9326.91 Fannie Mae 2018-02-01 6.500000 Government Agency Debt 1010000.00 3341.07 Fannie Mae 2018-03-01 6.000000 Government Agency Debt 156393.00 10910.89 Fannie Mae 2018-03-01 6.500000 Government Agency Debt 1010000.00 7835.48 Fannie Mae 2018-04-01 5.500000 Government Agency Debt 96872.00 10033.70 Fannie Mae 2018-04-01 6.000000 Government Agency Debt 25000.00 482.73 Fannie Mae 2018-04-01 6.500000 Government Agency Debt 1370281.00 11030.34 Fannie Mae 2018-04-01 6.500000 Government Agency Debt 100000.00 6282.47 Fannie Mae 2018-05-01 6.000000 Government Agency Debt 20000.00 1244.31 Fannie Mae 2018-05-01 7.000000 Government Agency Debt 100000.00 327.54 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 9330.00 5531.94 Fannie Mae 2018-06-01 5.000000 Government Agency Debt 130000.00 9685.41 Fannie Mae 2018-06-01 5.500000 Government Agency Debt 79091.00 9137.59 Fannie Mae 2018-07-01 6.000000 Government Agency Debt 257960.00 10245.68 Fannie Mae 2018-07-01 6.500000 Government Agency Debt 1000000.00 10566.76 Fannie Mae 2018-08-01 5.000000 Government Agency Debt 50000.00 7393.46 Fannie Mae 2018-08-01 5.000000 Government Agency Debt 125000.00 4722.69 Fannie Mae 2018-08-01 6.500000 Government Agency Debt 9670679.00 118525.04 Fannie Mae 2018-08-01 6.500000 Government Agency Debt 658290.00 9828.76 Fannie Mae 2018-09-01 5.500000 Government Agency Debt 30000.00 7099.77 Fannie Mae 2018-11-01 5.000000 Government Agency Debt 50000.00 9203.44 Fannie Mae 2018-12-01 5.500000 Government Agency Debt 65000.00 9921.57 Fannie Mae 2019-01-01 5.000000 Government Agency Debt 100000.00 14628.55 Fannie Mae 2019-01-01 5.500000 Government Agency Debt 30229.00 5610.47 Fannie Mae 2019-01-01 10.000000 Government Agency Debt 165000.00 2257.11 Fannie Mae 2019-02-01 4.500000 Government Agency Debt 60077.00 10326.64 Fannie Mae 2019-02-01 5.000000 Government Agency Debt 30503.00 8746.21 Fannie Mae 2019-02-01 10.500000 Government Agency Debt 200000.00 200.82 Fannie Mae 2019-03-01 4.500000 Government Agency Debt 116525.00 14320.26 Fannie Mae 2019-03-01 4.500000 Government Agency Debt 48272.00 9046.23 Fannie Mae 2019-04-01 4.500000 Government Agency Debt 119652.00 13671.66 Fannie Mae 2019-04-01 4.500000 Government Agency Debt 15835.00 2994.65 Fannie Mae 2019-04-01 5.000000 Government Agency Debt 38129.00 10060.11 Fannie Mae 2019-04-01 5.000000 Government Agency Debt 41000.00 6713.69 Fannie Mae 2019-04-01 7.000000 Government Agency Debt 401847.00 4956.15 Fannie Mae 2019-05-01 4.000000 Government Agency Debt 20099.00 3754.06 Fannie Mae 2019-05-01 4.500000 Government Agency Debt 55000.00 13418.33 Fannie Mae 2019-05-01 4.500000 Government Agency Debt 13347.00 3739.17 Fannie Mae 2019-05-01 4.500000 Government Agency Debt 13460.00 3007.18 Fannie Mae 2019-05-01 4.500000 Government Agency Debt 15005.00 1604.48 Fannie Mae 2019-06-01 4.500000 Government Agency Debt 1111911.00 209020.56 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 78321.00 14732.85 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 56724.00 11910.91 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 67044.00 11887.49 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 48427.00 10469.27 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 45915.00 8514.40 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 40464.00 7001.27 Fannie Mae 2019-06-01 10.500000 Government Agency Debt 120000.00 7.64 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 65211.00 7949.81 Fannie Mae 2019-08-01 4.500000 Government Agency Debt 40000.00 7885.48 Fannie Mae 2019-09-01 6.000000 Government Agency Debt 80000.00 11901.33 Fannie Mae 2019-10-01 4.000000 Government Agency Debt 6000.00 1589.37 Fannie Mae 2019-10-01 4.500000 Government Agency Debt 25000.00 4416.91 Fannie Mae 2019-10-01 5.000000 Government Agency Debt 17000.00 5937.96 Fannie Mae 2019-11-01 4.000000 Government Agency Debt 10000.00 2210.19 Fannie Mae 2019-11-01 4.500000 Government Agency Debt 34000.00 4881.31 Fannie Mae 2019-11-01 5.000000 Government Agency Debt 5258.00 1016.20 Fannie Mae 2019-11-01 8.000000 Government Agency Debt 13000.00 286.30 Fannie Mae 2019-12-01 4.500000 Government Agency Debt 25256.00 5402.68 Fannie Mae 2019-12-01 5.000000 Government Agency Debt 53092.00 10834.95 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 142655.00 160276.95 Fannie Mae 2020-01-01 5.000000 Government Agency Debt 29091.00 4112.79 Fannie Mae 2020-02-01 4.500000 Government Agency Debt 27116.00 4746.90 Fannie Mae 2020-02-01 5.000000 Government Agency Debt 51607.00 13344.15 Fannie Mae 2020-02-01 5.000000 Government Agency Debt 32000.00 5375.18 Fannie Mae 2020-03-01 5.000000 Government Agency Debt 7000.00 1167.09 Fannie Mae 2020-03-01 8.000000 Government Agency Debt 942796.00 12431.96 Fannie Mae 2020-04-01 5.000000 Government Agency Debt 31260.00 6537.05 Fannie Mae 2020-04-01 10.000000 Government Agency Debt 989362.00 1938.74 Fannie Mae 2020-05-01 4.000000 Government Agency Debt 23000.00 4665.95 Fannie Mae 2020-05-01 10.000000 Government Agency Debt 500000.00 347.19 Fannie Mae 2020-06-01 5.000000 Government Agency Debt 55000.00 10249.43 Fannie Mae 2020-06-01 5.000000 Government Agency Debt 50000.00 9380.82 Fannie Mae 2020-06-01 5.000000 Government Agency Debt 40790.00 7246.98 Fannie Mae 2020-06-01 8.000000 Government Agency Debt 357023.00 3321.08 Fannie Mae 2020-06-01 10.500000 Government Agency Debt 1500000.00 4394.32 Fannie Mae 2020-07-01 4.500000 Government Agency Debt 47501.00 11113.99 Fannie Mae 2020-07-01 4.500000 Government Agency Debt 31587.00 10945.46 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 40000.00 7430.45 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 32000.00 5406.63 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 25000.00 5137.50 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 19000.00 3536.96 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 7000.00 806.56 Fannie Mae 2020-07-01 5.500000 Government Agency Debt 27000.00 5208.39 Fannie Mae 2020-08-01 5.000000 Government Agency Debt 25000.00 4537.69 Fannie Mae 2020-09-01 4.500000 Government Agency Debt 68105.00 8569.27 Fannie Mae 2020-09-01 4.500000 Government Agency Debt 26456.00 4014.44 Fannie Mae 2020-09-01 4.500000 Government Agency Debt 17000.00 2884.30 Fannie Mae 2020-09-01 5.000000 Government Agency Debt 28303.00 7293.18 Fannie Mae 2020-09-01 10.500000 Government Agency Debt 149442.00 135.95 Fannie Mae 2020-10-01 4.500000 Government Agency Debt 68038.00 12173.15 Fannie Mae 2020-10-01 4.500000 Government Agency Debt 30320.00 5676.30 Fannie Mae 2020-10-01 5.000000 Government Agency Debt 53049.00 10311.54 Fannie Mae 2020-10-01 5.000000 Government Agency Debt 18265.00 4657.00 Fannie Mae 2020-11-01 4.500000 Government Agency Debt 20708.00 4120.84 Fannie Mae 2020-11-01 5.000000 Government Agency Debt 125000.00 12590.25 Fannie Mae 2020-11-01 5.000000 Government Agency Debt 5962.00 1430.12 Fannie Mae 2020-11-01 5.000000 Government Agency Debt 7000.00 900.17 Fannie Mae 2020-12-01 4.500000 Government Agency Debt 75229.00 13143.83 Fannie Mae 2020-12-01 5.000000 Government Agency Debt 14000.00 3521.36 Fannie Mae 2020-12-01 5.000000 Government Agency Debt 23000.00 3325.18 Fannie Mae 2021-01-01 5.000000 Government Agency Debt 59348.00 14161.08 Fannie Mae 2021-01-01 5.500000 Government Agency Debt 41000.00 9052.07 Fannie Mae 2021-01-01 10.000000 Government Agency Debt 40000.00 61.98 Fannie Mae 2021-01-04 8.000000 Government Agency Debt 93000.00 2156.48 Fannie Mae 2021-02-01 4.500000 Government Agency Debt 40561.00 6490.03 Fannie Mae 2021-02-01 4.500000 Government Agency Debt 72493.00 3186.18 Fannie Mae 2021-02-01 5.000000 Government Agency Debt 8000.00 1143.78 Fannie Mae 2021-02-01 5.500000 Government Agency Debt 95163.00 9775.06 Fannie Mae 2021-03-01 4.500000 Government Agency Debt 87563.00 10327.78 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 60200.00 13217.99 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 45448.00 12546.60 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 32662.00 9702.10 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 20000.00 5893.44 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 36201.00 4458.16 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 19000.00 2030.51 Fannie Mae 2021-03-01 5.500000 Government Agency Debt 47000.00 6837.24 Fannie Mae 2021-04-01 4.500000 Government Agency Debt 70158.00 12112.67 Fannie Mae 2021-04-01 4.500000 Government Agency Debt 35000.00 7129.56 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 73435.00 13386.65 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 57517.00 13120.72 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 33561.00 7661.04 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 2000.00 327.86 Fannie Mae 2021-05-01 5.000000 Government Agency Debt 96221.00 14168.84 Fannie Mae 2021-05-01 5.000000 Government Agency Debt 118659.00 8642.49 Fannie Mae 2021-05-01 6.000000 Government Agency Debt 49370.00 1217.08 Fannie Mae 2021-06-01 5.000000 Government Agency Debt 40258.00 10547.56 Fannie Mae 2021-06-01 5.000000 Government Agency Debt 45885.00 7873.69 Fannie Mae 2021-07-01 5.000000 Government Agency Debt 32883.00 11978.32 Fannie Mae 2021-08-01 5.000000 Government Agency Debt 43862.00 9036.50 Fannie Mae 2021-09-01 5.000000 Government Agency Debt 81454.00 11844.69 Fannie Mae 2021-09-01 5.000000 Government Agency Debt 34266.00 2526.63 Fannie Mae 2021-10-01 5.000000 Government Agency Debt 64913.00 12884.72 Fannie Mae 2021-10-01 5.000000 Government Agency Debt 50000.00 10737.09 Fannie Mae 2021-10-01 8.500000 Government Agency Debt 3059000.00 6957.21 Fannie Mae 2021-11-01 5.500000 Government Agency Debt 100000.00 10925.95 Fannie Mae 2021-11-01 5.500000 Government Agency Debt 71239.00 7042.32 Fannie Mae 2021-12-01 5.000000 Government Agency Debt 48219.00 9583.40 Fannie Mae 2021-12-01 6.000000 Government Agency Debt 25211.00 803.27 Fannie Mae 2022-03-01 5.500000 Government Agency Debt 41000.00 7287.64 Fannie Mae 2022-04-01 10.500000 Government Agency Debt 245000.00 22.64 Fannie Mae 2022-08-01 2.500000 Government Agency Debt 3250000.00 3357029.62 Fannie Mae 2022-12-01 6.000000 Government Agency Debt 138528.00 29015.59 Fannie Mae 2023-09-01 8.000000 Government Agency Debt 8262.00 498.77 Fannie Mae 2023-11-01 5.500000 Government Agency Debt 31000.00 8015.48 Fannie Mae 2024-07-01 6.250000 Government Agency Debt 160000.00 13341.78 Fannie Mae 2025-03-01 4.000000 Government Agency Debt 10000.00 5607.36 Fannie Mae 2025-04-01 4.000000 Government Agency Debt 327280.00 175968.91 Fannie Mae 2025-04-01 5.000000 Government Agency Debt 600000.00 124823.36 Fannie Mae 2025-05-01 4.000000 Government Agency Debt 22068.00 11316.95 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 16446561.00 7527958.37 Fannie Mae 2026-01-01 4.000000 Government Agency Debt 2826.00 1773.85 Fannie Mae 2026-01-01 5.500000 Government Agency Debt 25000.00 5936.41 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 3596168.00 3265832.74 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 3425112.00 3206702.68 Fannie Mae 2026-04-01 5.500000 Government Agency Debt 53000.00 10719.95 Fannie Mae 2026-05-01 4.000000 Government Agency Debt 5000.00 4128.50 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 547082.00 559297.68 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 1021802.00 1022860.48 Fannie Mae 2027-04-01 8.500000 Government Agency Debt 281790.00 4727.83 Fannie Mae 2027-05-01 3.500000 Government Agency Debt 1265627.00 1328687.46 Fannie Mae 2027-05-01 4.000000 Government Agency Debt 67405.00 72690.63 Fannie Mae 2027-06-01 3.000000 Government Agency Debt 14238644.00 14900259.67 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 778786.00 820925.20 Fannie Mae 2027-12-01 7.000000 Government Agency Debt 16000.00 142.95 Fannie Mae 2028-05-01 7.500000 Government Agency Debt 383759.00 5485.23 Fannie Mae 2028-06-25 3.500000 Government Agency Debt 2505000.00 1245785.75 Fannie Mae 2028-07-01 5.500000 Government Agency Debt 258198.00 64154.17 Fannie Mae 2028-09-01 6.000000 Government Agency Debt 5000.00 229.29 Fannie Mae 2029-01-01 5.500000 Government Agency Debt 1476473.00 14041.85 Fannie Mae 2029-09-01 7.500000 Government Agency Debt 27661.00 332.91 Fannie Mae 2029-10-01 7.500000 Government Agency Debt 11000.00 96.55 Fannie Mae 2030-01-01 4.000000 Government Agency Debt 218956.00 112316.96 Fannie Mae 2030-01-01 7.500000 Government Agency Debt 35363.00 291.95 Fannie Mae 2030-02-01 7.500000 Government Agency Debt 500000.00 4792.04 Fannie Mae 2030-03-01 7.500000 Government Agency Debt 37488.00 25.56 Fannie Mae 2030-06-01 7.500000 Government Agency Debt 37375.00 219.50 Fannie Mae 2030-11-01 7.500000 Government Agency Debt 18000.00 155.37 Fannie Mae 2031-03-01 6.000000 Government Agency Debt 50000.00 986.34 Fannie Mae 2031-03-01 7.000000 Government Agency Debt 8000.00 97.32 Fannie Mae 2031-09-01 7.000000 Government Agency Debt 655000.00 14560.31 Fannie Mae 2031-09-01 7.500000 Government Agency Debt 272264.00 2901.14 Fannie Mae 2031-10-01 7.000000 Government Agency Debt 50000.00 10119.16 Fannie Mae 2031-10-01 8.000000 Government Agency Debt 253927.00 7998.94 Fannie Mae 2031-11-01 6.000000 Government Agency Debt 411950.00 10770.96 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 13716776.00 14414015.57 Fannie Mae 2032-04-01 7.000000 Government Agency Debt 231736.00 5495.72 Fannie Mae 2032-06-01 3.500000 Government Agency Debt 13226838.00 14008146.74 Fannie Mae 2032-06-01 7.000000 Government Agency Debt 20000.00 601.60 Fannie Mae 2032-07-01 7.000000 Government Agency Debt 110492.00 4792.93 Fannie Mae 2032-07-01 7.000000 Government Agency Debt 35734.00 1163.74 Fannie Mae 2032-08-01 6.000000 Government Agency Debt 300769.00 9471.56 Fannie Mae 2032-09-01 7.000000 Government Agency Debt 62903.00 3886.46 Fannie Mae 2032-10-01 6.000000 Government Agency Debt 34385.00 2263.52 Fannie Mae 2032-11-01 6.000000 Government Agency Debt 147672.00 9101.21 Fannie Mae 2032-12-01 5.000000 Government Agency Debt 200000.00 37240.30 Fannie Mae 2033-01-01 6.000000 Government Agency Debt 43000.00 2431.71 Fannie Mae 2033-02-01 4.500000 Government Agency Debt 19000.00 3382.34 Fannie Mae 2033-03-01 6.000000 Government Agency Debt 1305000.00 75559.92 Fannie Mae 2033-05-01 6.000000 Government Agency Debt 604311.00 180615.44 Fannie Mae 2033-06-01 5.500000 Government Agency Debt 28052.00 5675.22 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 19000.00 3408.28 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 7000.00 1591.82 Fannie Mae 2033-08-01 5.000000 Government Agency Debt 21000.00 3779.08 Fannie Mae 2033-09-01 4.500000 Government Agency Debt 15000.00 4422.79 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 20000.00 4228.59 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 10000.00 1674.20 Fannie Mae 2033-10-01 5.000000 Government Agency Debt 10021.00 1712.91 Fannie Mae 2033-10-01 5.000000 Government Agency Debt 10000.00 1288.65 Fannie Mae 2033-12-01 4.500000 Government Agency Debt 19000.00 7989.31 Fannie Mae 2033-12-01 5.000000 Government Agency Debt 5000.00 1327.53 Fannie Mae 2033-12-01 5.500000 Government Agency Debt 8000.00 4068.95 Fannie Mae 2034-03-01 4.500000 Government Agency Debt 20029.00 5122.24 Fannie Mae 2034-03-01 5.000000 Government Agency Debt 9000.00 3198.37 Fannie Mae 2034-04-01 6.000000 Government Agency Debt 48757.00 3594.65 Fannie Mae 2034-05-01 4.500000 Government Agency Debt 5000.00 703.19 Fannie Mae 2034-09-01 6.000000 Government Agency Debt 45458.00 5397.63 Fannie Mae 2034-09-01 6.000000 Government Agency Debt 1170.00 239.37 Fannie Mae 2034-10-01 6.000000 Government Agency Debt 70000.00 12666.50 Fannie Mae 2035-01-01 6.000000 Government Agency Debt 38965.00 8621.32 Fannie Mae 2035-02-01 5.000000 Government Agency Debt 1171116.00 171864.99 Fannie Mae 2035-03-01 4.500000 Government Agency Debt 14000.00 4185.35 Fannie Mae 2035-04-01 2.405000 Government Agency Debt 1546234.00 523744.92 Fannie Mae 2035-05-01 5.500000 Government Agency Debt 4000.00 942.26 Fannie Mae 2035-06-01 5.500000 Government Agency Debt 894076.00 157660.57 Fannie Mae 2035-07-01 4.500000 Government Agency Debt 23000.00 5501.93 Fannie Mae 2035-10-01 7.000000 Government Agency Debt 17174.00 2740.74 Fannie Mae 2035-11-01 5.000000 Government Agency Debt 20000.00 5297.70 Fannie Mae 2035-11-01 5.500000 Government Agency Debt 34000.00 9144.49 Fannie Mae 2035-12-01 5.500000 Government Agency Debt 44940.00 11969.01 Fannie Mae 2035-12-01 5.500000 Government Agency Debt 2000.00 532.28 Fannie Mae 2035-12-01 6.000000 Government Agency Debt 32628.00 9975.83 Fannie Mae 2035-12-01 6.000000 Government Agency Debt 28944.00 8222.47 Fannie Mae 2035-12-01 6.000000 Government Agency Debt 25000.00 5673.10 Fannie Mae 2036-01-01 2.335000 Government Agency Debt 9187809.00 1756810.78 Fannie Mae 2036-01-01 4.500000 Government Agency Debt 237045.00 83222.74 Fannie Mae 2036-01-01 5.500000 Government Agency Debt 6667637.00 1734537.12 Fannie Mae 2036-03-01 6.000000 Government Agency Debt 1186.00 271.01 Fannie Mae 2036-04-25 0.585500 Government Agency Debt 5000000.00 1098609.09 Fannie Mae 2036-05-25 0.616500 Government Agency Debt 5000000.00 1183372.19 Fannie Mae 2036-07-01 5.000000 Government Agency Debt 1000.00 392.21 Fannie Mae 2036-07-01 5.500000 Government Agency Debt 2000.00 784.45 Fannie Mae 2036-11-01 6.000000 Government Agency Debt 12000.00 3227.29 Fannie Mae 2036-12-01 5.500000 Government Agency Debt 17000.00 3752.88 Fannie Mae 2036-12-01 7.000000 Government Agency Debt 5379576.00 3278562.17 Fannie Mae 2037-01-01 5.500000 Government Agency Debt 1000.00 792.85 Fannie Mae 2037-02-01 2.953000 Government Agency Debt 2289564.00 409283.31 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 12000.00 2762.10 Fannie Mae 2037-03-01 5.500000 Government Agency Debt 32302.00 8156.69 Fannie Mae 2037-03-01 8.000000 Government Agency Debt 59326.00 4906.55 Fannie Mae 2037-03-25 4.000000 Government Agency Debt 1697020.00 1171695.66 Fannie Mae 2037-05-01 5.000000 Government Agency Debt 8000.00 2159.52 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 86381.00 34813.53 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 6000.00 1612.26 Fannie Mae 2037-05-01 6.000000 Government Agency Debt 17000.00 5933.97 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 25935.00 10625.40 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 10000.00 3921.73 Fannie Mae 2037-08-01 5.500000 Government Agency Debt 2000.00 769.22 Fannie Mae 2037-08-01 5.558000 Government Agency Debt 1595267.00 327824.15 Fannie Mae 2037-08-01 5.643000 Government Agency Debt 12000000.00 1820511.86 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 257447.00 74959.20 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 39227.00 14376.75 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 7000.00 2146.32 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 1099.00 51.19 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 11630.00 4283.61 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 4000.00 900.19 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 1381729.00 630318.21 Fannie Mae 2038-04-01 4.784000 Government Agency Debt 2549195.00 622839.80 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 25963.00 12449.36 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 10000.00 6492.78 Fannie Mae 2038-04-01 6.000000 Government Agency Debt 28000.00 13455.10 Fannie Mae 2038-05-01 5.000000 Government Agency Debt 6000.00 2473.29 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 7000.00 1918.06 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 5000.00 1315.87 Fannie Mae 2038-05-01 6.000000 Government Agency Debt 675000.00 160287.90 Fannie Mae 2038-05-01 6.000000 Government Agency Debt 1000.00 417.09 Fannie Mae 2038-05-01 6.500000 Government Agency Debt 47141.00 9206.20 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 24000.00 6729.78 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 19184.00 5515.60 Fannie Mae 2038-06-01 6.000000 Government Agency Debt 12000.00 4406.01 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 27890.00 7420.98 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 18256.00 3732.72 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 4000.00 1163.39 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 2000.00 481.80 Fannie Mae 2038-08-01 5.745000 Government Agency Debt 5423409.00 1487035.49 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 5015993.00 3390437.51 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 11000.00 4355.45 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 6000.00 1833.02 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 2000.00 364.82 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 35000.00 5031.18 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 6398.00 1425.89 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 1000.00 229.48 Fannie Mae 2039-02-01 6.000000 Government Agency Debt 7000.00 2201.64 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 200000.00 185351.37 Fannie Mae 2039-03-01 4.500000 Government Agency Debt 9343.00 6425.41 Fannie Mae 2039-03-01 4.500000 Government Agency Debt 7386.00 2363.53 Fannie Mae 2039-03-01 5.500000 Government Agency Debt 27874.00 13073.81 Fannie Mae 2039-04-01 4.500000 Government Agency Debt 2000.00 1447.40 Fannie Mae 2039-05-01 4.000000 Government Agency Debt 28634.00 19790.34 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 12000.00 7550.42 Fannie Mae 2039-09-01 4.275000 Government Agency Debt 2285623.00 1262602.85 Fannie Mae 2039-09-01 5.500000 Government Agency Debt 85232.00 51145.56 Fannie Mae 2040-01-01 6.000000 Government Agency Debt 7000.00 3341.95 Fannie Mae 2040-02-01 4.000000 Government Agency Debt 15388.00 10913.99 Fannie Mae 2040-04-01 3.787000 Government Agency Debt 4897508.00 2187086.33 Fannie Mae 2040-04-01 6.000000 Government Agency Debt 19173.00 9523.64 Fannie Mae 2040-04-01 6.000000 Government Agency Debt 7353.00 4326.14 Fannie Mae 2040-07-01 3.836000 Government Agency Debt 64075.00 35301.21 Fannie Mae 2040-09-01 4.210000 Government Agency Debt 382577.00 196081.25 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 3000.00 2171.12 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 2000.00 1413.67 Fannie Mae 2040-10-01 3.126000 Government Agency Debt 3188018.00 1510606.97 Fannie Mae 2040-10-01 3.500000 Government Agency Debt 20405.00 15188.75 Fannie Mae 2040-10-01 6.000000 Government Agency Debt 80000.00 57966.09 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 15698.00 13012.09 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 7000.00 6920.29 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 1560.00 1016.57 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 15000000.00 14398837.53 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 212471.00 215551.18 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 115198.00 104533.33 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 40068.00 39761.95 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 14000.00 13727.10 Fannie Mae 2041-01-01 2.968000 Government Agency Debt 361640.00 220721.77 Fannie Mae 2041-02-01 3.097000 Government Agency Debt 7777200.00 4579476.47 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 14178386.00 14847850.76 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 6000.00 5093.76 Fannie Mae 2041-03-01 5.000000 Government Agency Debt 13315.00 8007.82 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 9000.00 5695.26 Fannie Mae 2041-05-01 2.596000 Government Agency Debt 683007.00 315161.26 Fannie Mae 2041-05-01 3.183000 Government Agency Debt 607686.00 533181.76 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 12000.00 11470.30 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 8000.00 5851.54 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 3000.00 2641.55 Fannie Mae 2041-06-01 3.374000 Government Agency Debt 329856.00 275493.88 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 15018630.00 14117798.84 Fannie Mae 2041-07-01 3.296000 Government Agency Debt 425030.00 325427.23 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 154909.00 160210.66 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 122245.00 135200.78 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 115407.00 127355.87 Fannie Mae 2041-07-01 5.500000 Government Agency Debt 125878.00 140563.87 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 10136.00 6508.06 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 148811.00 165090.18 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 5000.00 3863.05 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 11849.00 11344.11 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 14002350.00 14684701.41 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 134307.00 149242.70 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 125822.00 129653.63 Fannie Mae 2041-10-01 2.781000 Government Agency Debt 1783153.00 1811244.95 Fannie Mae 2041-10-01 4.609000 Government Agency Debt 1070776.00 1100268.30 Fannie Mae 2041-10-25 2.500000 Government Agency Debt 1200000.00 1202382.21 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 509819.00 556304.39 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 147621.00 164369.49 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 138878.00 154216.15 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 148911.00 143376.81 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 123605.00 137194.83 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 126790.00 136835.97 Fannie Mae 2041-12-01 2.528000 Government Agency Debt 8617751.00 8358532.91 Fannie Mae 2041-12-01 3.500000 Government Agency Debt 2000.00 1832.29 Fannie Mae 2041-12-01 3.500000 Government Agency Debt 1556.00 1584.14 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 1470.00 1071.12 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 127397.00 141826.93 Fannie Mae 2042-01-01 3.500000 Government Agency Debt 7000.00 6953.75 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 13335766.00 14091804.61 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 3000.00 3263.95 Fannie Mae 2042-02-01 2.178000 Government Agency Debt 33562.00 28574.03 Fannie Mae 2042-02-01 2.266000 Government Agency Debt 344435.00 301347.16 Fannie Mae 2042-02-01 2.506000 Government Agency Debt 303001.00 272045.65 Fannie Mae 2042-02-01 3.500000 Government Agency Debt 800000.00 854286.25 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 12000.00 11399.91 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 3000.00 2919.97 Fannie Mae 2042-04-01 2.709000 Government Agency Debt 88135.00 88483.54 Fannie Mae 2042-05-01 2.500000 Government Agency Debt 264113.00 270722.75 Fannie Mae 2042-05-01 2.681000 Government Agency Debt 34984660.00 35084904.25 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 4327052.00 4669898.77 Fannie Mae 2042-06-01 3.114000 Government Agency Debt 1728532.00 1737679.89 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 13000.00 13608.75 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 7000.00 7497.18 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1781338.00 1973307.31 Fannie Mae 2042-07-01 2.393000 Government Agency Debt 155688.00 161034.06 Fannie Mae 2042-07-01 2.615000 Government Agency Debt 1404428.00 1469290.32 Fannie Mae 2042-07-01 2.769000 Government Agency Debt 966796.00 1009246.40 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 35326.00 38389.44 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 199422.00 216960.23 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 1152953.00 1221485.37 Fannie Mae 2042-09-01 2.516000 Government Agency Debt 2518814.00 2642787.51 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 5910059.00 6363283.69 Freddie Mac 2012-11-01 7.000000 Government Agency Debt 9182392.00 455.85 Freddie Mac 2013-02-01 7.000000 Government Agency Debt 20000000.00 662.98 Freddie Mac 2013-04-01 7.000000 Government Agency Debt 139123.00 97.46 Freddie Mac 2013-06-01 6.500000 Government Agency Debt 1100000.00 1301.33 Freddie Mac 2013-07-01 6.500000 Government Agency Debt 1499425.00 9878.84 Freddie Mac 2013-07-01 6.500000 Government Agency Debt 1703879.00 3444.71 Freddie Mac 2013-08-01 7.000000 Government Agency Debt 148815.00 357.56 Freddie Mac 2013-11-01 5.500000 Government Agency Debt 1250000.00 3324.88 Freddie Mac 2013-11-01 6.500000 Government Agency Debt 3900000.00 8516.68 Freddie Mac 2013-11-01 6.500000 Government Agency Debt 675000.00 1781.14 Freddie Mac 2013-12-01 6.000000 Government Agency Debt 2400000.00 13186.88 Freddie Mac 2013-12-01 6.500000 Government Agency Debt 4000000.00 12453.09 Freddie Mac 2014-04-01 6.500000 Government Agency Debt 500000.00 2869.05 Freddie Mac 2014-05-01 7.500000 Government Agency Debt 2379999.00 13936.61 Freddie Mac 2014-07-01 6.000000 Government Agency Debt 1000552.00 13263.63 Freddie Mac 2014-09-01 6.000000 Government Agency Debt 1714528.00 1178.92 Freddie Mac 2014-09-01 6.500000 Government Agency Debt 2500000.00 12038.04 Freddie Mac 2014-09-01 7.000000 Government Agency Debt 63500.00 299.42 Freddie Mac 2014-10-01 8.000000 Government Agency Debt 839379.00 11447.41 Freddie Mac 2014-11-01 7.500000 Government Agency Debt 1421809.00 2658.59 Freddie Mac 2015-01-01 7.000000 Government Agency Debt 118574.00 3445.06 Freddie Mac 2015-01-01 7.000000 Government Agency Debt 213916.00 1204.58 Freddie Mac 2015-01-01 7.500000 Government Agency Debt 515856.00 3292.48 Freddie Mac 2015-01-01 7.500000 Government Agency Debt 39000.00 109.14 Freddie Mac 2015-02-01 7.000000 Government Agency Debt 1999800.00 7699.57 Freddie Mac 2015-02-01 7.000000 Government Agency Debt 1668377.00 6865.74 Freddie Mac 2015-02-01 7.000000 Government Agency Debt 999900.00 5060.57 Freddie Mac 2015-04-01 7.000000 Government Agency Debt 3812800.00 14113.27 Freddie Mac 2015-05-01 7.500000 Government Agency Debt 50509.00 229.01 Freddie Mac 2015-06-01 7.500000 Government Agency Debt 101429.00 1005.16 Freddie Mac 2015-06-01 7.500000 Government Agency Debt 137564.00 435.70 Freddie Mac 2015-07-01 7.000000 Government Agency Debt 3286675.00 8085.31 Freddie Mac 2015-07-01 7.000000 Government Agency Debt 1077864.00 2191.53 Freddie Mac 2015-07-01 7.000000 Government Agency Debt 500000.00 1811.84 Freddie Mac 2015-08-01 7.500000 Government Agency Debt 501490.00 2117.85 Freddie Mac 2015-09-01 7.000000 Government Agency Debt 1150000.00 3944.26 Freddie Mac 2015-09-01 7.000000 Government Agency Debt 723288.00 1367.48 Freddie Mac 2015-10-01 7.000000 Government Agency Debt 325000.00 1315.96 Freddie Mac 2016-01-01 7.000000 Government Agency Debt 118395.00 717.38 Freddie Mac 2016-01-01 7.500000 Government Agency Debt 2183499.00 2788.25 Freddie Mac 2016-02-01 7.500000 Government Agency Debt 776014.00 5760.53 Freddie Mac 2016-02-01 7.500000 Government Agency Debt 239000.00 998.01 Freddie Mac 2016-04-01 6.000000 Government Agency Debt 398000.00 4639.88 Freddie Mac 2016-06-01 6.000000 Government Agency Debt 1000000.00 14220.74 Freddie Mac 2016-12-01 9.500000 Government Agency Debt 800000.00 3227.02 Freddie Mac 2017-02-01 6.000000 Government Agency Debt 721135.00 6278.51 Freddie Mac 2017-03-01 6.000000 Government Agency Debt 275656.00 4615.23 Freddie Mac 2017-06-01 6.000000 Government Agency Debt 42740.00 813.44 Freddie Mac 2017-07-01 6.000000 Government Agency Debt 1003455.00 13073.23 Freddie Mac 2017-07-01 6.000000 Government Agency Debt 538997.00 10150.76 Freddie Mac 2017-08-01 6.000000 Government Agency Debt 499950.00 13026.57 Freddie Mac 2017-09-01 5.000000 Government Agency Debt 203745.00 8467.20 Freddie Mac 2017-09-01 5.500000 Government Agency Debt 114000.00 11264.57 Freddie Mac 2017-12-01 6.500000 Government Agency Debt 1195000.00 14178.31 Freddie Mac 2018-02-01 10.000000 Government Agency Debt 750000.00 783.79 Freddie Mac 2018-04-01 5.500000 Government Agency Debt 20234.00 1806.17 Freddie Mac 2018-04-01 5.500000 Government Agency Debt 24000.00 1000.06 Freddie Mac 2018-05-01 5.000000 Government Agency Debt 85632.00 9605.83 Freddie Mac 2018-05-01 6.000000 Government Agency Debt 80000.00 3087.79 Freddie Mac 2018-09-01 4.500000 Government Agency Debt 50000.00 14345.50 Freddie Mac 2018-10-01 4.500000 Government Agency Debt 72500.00 11953.20 Freddie Mac 2018-11-01 4.500000 Government Agency Debt 100000.00 14611.83 Freddie Mac 2018-11-01 4.500000 Government Agency Debt 30000.00 4889.25 Freddie Mac 2018-12-01 8.500000 Government Agency Debt 526522.00 2103.06 Freddie Mac 2019-01-01 4.500000 Government Agency Debt 80000.00 14181.29 Freddie Mac 2019-01-01 4.500000 Government Agency Debt 51056.00 8490.74 Freddie Mac 2019-01-01 4.500000 Government Agency Debt 62500.00 8174.19 Freddie Mac 2019-02-01 4.500000 Government Agency Debt 60251.00 11443.10 Freddie Mac 2019-03-01 5.000000 Government Agency Debt 80000.00 12406.19 Freddie Mac 2019-03-01 7.500000 Government Agency Debt 1284517.00 8690.43 Freddie Mac 2019-03-01 9.000000 Government Agency Debt 3052079.00 2755.40 Freddie Mac 2019-05-01 8.000000 Government Agency Debt 855514.00 124.70 Freddie Mac 2019-09-01 5.500000 Government Agency Debt 70000.00 10019.23 Freddie Mac 2019-10-01 4.500000 Government Agency Debt 75000.00 13861.74 Freddie Mac 2020-04-01 4.500000 Government Agency Debt 60000.00 10790.13 Freddie Mac 2020-04-01 5.000000 Government Agency Debt 45522.00 10949.02 Freddie Mac 2020-04-01 6.000000 Government Agency Debt 100000.00 13285.82 Freddie Mac 2020-04-01 8.500000 Government Agency Debt 417725.00 3203.05 Freddie Mac 2020-05-01 10.000000 Government Agency Debt 845359.00 2242.14 Freddie Mac 2020-07-01 5.000000 Government Agency Debt 43000.00 11548.73 Freddie Mac 2020-09-01 8.500000 Government Agency Debt 110000.00 1363.71 Freddie Mac 2020-09-01 8.500000 Government Agency Debt 172321.00 243.03 Freddie Mac 2020-10-01 5.500000 Government Agency Debt 80000.00 8682.15 Freddie Mac 2020-12-01 5.000000 Government Agency Debt 60638.00 12600.06 Freddie Mac 2020-12-01 5.500000 Government Agency Debt 100637.00 11182.65 Freddie Mac 2020-12-01 5.500000 Government Agency Debt 25300.00 6185.94 Freddie Mac 2021-01-01 5.500000 Government Agency Debt 41371.00 8400.51 Freddie Mac 2021-02-01 6.000000 Government Agency Debt 1316649.00 3758.81 Freddie Mac 2021-02-01 6.500000 Government Agency Debt 1927259.00 13077.19 Freddie Mac 2021-02-01 8.000000 Government Agency Debt 212662.00 3544.39 Freddie Mac 2021-03-01 5.000000 Government Agency Debt 108376.00 11617.11 Freddie Mac 2021-03-01 5.500000 Government Agency Debt 48000.00 8344.38 Freddie Mac 2021-03-01 6.500000 Government Agency Debt 750000.00 11161.78 Freddie Mac 2021-04-01 5.000000 Government Agency Debt 36000.00 3206.90 Freddie Mac 2021-04-01 5.500000 Government Agency Debt 50000.00 10836.71 Freddie Mac 2021-04-01 5.500000 Government Agency Debt 37000.00 8792.63 Freddie Mac 2021-05-01 4.500000 Government Agency Debt 500000.00 92605.11 Freddie Mac 2021-05-01 6.000000 Government Agency Debt 60000.00 6790.84 Freddie Mac 2021-05-01 8.500000 Government Agency Debt 365000.00 440.69 Freddie Mac 2021-07-01 6.000000 Government Agency Debt 75335.00 12444.60 Freddie Mac 2021-07-01 6.500000 Government Agency Debt 1746736.00 10431.27 Freddie Mac 2021-08-01 8.500000 Government Agency Debt 365000.00 687.46 Freddie Mac 2021-09-01 5.000000 Government Agency Debt 27000.00 7078.35 Freddie Mac 2021-12-01 5.000000 Government Agency Debt 36000.00 8830.16 Freddie Mac 2021-12-01 5.500000 Government Agency Debt 27813.00 4455.39 Freddie Mac 2022-02-01 5.000000 Government Agency Debt 132000.00 14072.96 Freddie Mac 2022-02-01 8.500000 Government Agency Debt 760000.00 2111.56 Freddie Mac 2022-04-01 5.000000 Government Agency Debt 59000.00 9764.72 Freddie Mac 2022-04-01 6.000000 Government Agency Debt 22131.00 4590.21 Freddie Mac 2022-05-01 5.500000 Government Agency Debt 867037.00 152556.00 Freddie Mac 2022-05-17 9.500000 Government Agency Debt 1770.00 30.32 Freddie Mac 2022-06-01 5.000000 Government Agency Debt 71000.00 13060.86 Freddie Mac 2022-08-01 5.500000 Government Agency Debt 67000.00 3215.18 Freddie Mac 2022-10-01 5.000000 Government Agency Debt 65667.00 9297.77 Freddie Mac 2022-11-01 5.000000 Government Agency Debt 73000.00 14518.39 Freddie Mac 2022-11-01 5.000000 Government Agency Debt 5000.00 867.11 Freddie Mac 2023-01-01 5.000000 Government Agency Debt 60000.00 9883.60 Freddie Mac 2023-06-01 6.000000 Government Agency Debt 5380000.00 1323605.75 Freddie Mac 2023-07-01 5.500000 Government Agency Debt 79937.00 13819.96 Freddie Mac 2024-01-01 5.000000 Government Agency Debt 42361.00 6969.37 Freddie Mac 2024-02-01 4.500000 Government Agency Debt 48000.00 10752.09 Freddie Mac 2024-06-01 6.500000 Government Agency Debt 432012.00 3794.30 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 46505.00 14566.23 Freddie Mac 2024-07-01 8.500000 Government Agency Debt 185000.00 1275.66 Freddie Mac 2024-08-01 8.500000 Government Agency Debt 153119.00 1297.29 Freddie Mac 2024-11-01 8.500000 Government Agency Debt 73867.00 453.09 Freddie Mac 2024-12-01 8.500000 Government Agency Debt 28454.00 311.83 Freddie Mac 2024-12-01 8.500000 Government Agency Debt 58643.00 218.56 Freddie Mac 2025-06-01 8.500000 Government Agency Debt 44433.00 405.52 Freddie Mac 2025-11-15 3.500000 Government Agency Debt 2000000.00 1249875.82 Freddie Mac 2026-02-01 3.500000 Government Agency Debt 225182.00 200675.37 Freddie Mac 2026-04-15 3.000000 Government Agency Debt 2175000.00 1353608.43 Freddie Mac 2026-10-01 3.000000 Government Agency Debt 29784.00 20665.06 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 3707758.00 3244522.31 Freddie Mac 2027-04-01 5.500000 Government Agency Debt 56875.00 12846.93 Freddie Mac 2027-05-01 5.000000 Government Agency Debt 1067592.00 209912.49 Freddie Mac 2027-06-01 8.000000 Government Agency Debt 813000.00 6278.26 Freddie Mac 2027-10-01 8.000000 Government Agency Debt 458336.00 9338.16 Freddie Mac 2028-02-01 5.000000 Government Agency Debt 31829.00 5299.44 Freddie Mac 2028-04-01 6.000000 Government Agency Debt 409000.00 9231.39 Freddie Mac 2028-06-15 3.500000 Government Agency Debt 1750000.00 1299026.76 Freddie Mac 2028-11-01 6.500000 Government Agency Debt 990000.00 14477.74 Freddie Mac 2029-07-01 6.500000 Government Agency Debt 512685.00 4630.11 Freddie Mac 2029-07-01 6.500000 Government Agency Debt 212446.00 4610.30 Freddie Mac 2030-04-01 7.500000 Government Agency Debt 1000651.00 4465.67 Freddie Mac 2030-08-01 6.500000 Government Agency Debt 305000.00 3416.49 Freddie Mac 2030-08-01 8.000000 Government Agency Debt 289144.00 895.59 Freddie Mac 2031-02-01 6.000000 Government Agency Debt 145000.00 2241.28 Freddie Mac 2031-06-01 6.000000 Government Agency Debt 280000.00 1134.79 Freddie Mac 2031-12-01 6.000000 Government Agency Debt 117040.00 7033.24 Freddie Mac 2032-01-01 6.000000 Government Agency Debt 79063.00 983.63 Freddie Mac 2034-05-01 6.500000 Government Agency Debt 101148.00 14673.74 Freddie Mac 2034-11-01 6.000000 Government Agency Debt 41000.00 8656.75 Freddie Mac 2035-06-15 6.000000 Government Agency Debt 1481916.00 191733.90 Freddie Mac 2036-04-15 5.000000 Government Agency Debt 1959853.00 1125262.69 Freddie Mac 2036-07-01 7.000000 Government Agency Debt 161382.00 13276.00 Freddie Mac 2036-08-01 7.000000 Government Agency Debt 75657.00 12078.79 Freddie Mac 2036-09-01 6.500000 Government Agency Debt 53484.00 10436.97 Freddie Mac 2037-04-01 7.500000 Government Agency Debt 334946.00 166491.23 Freddie Mac 2037-06-01 5.000000 Government Agency Debt 3000.00 869.77 Freddie Mac 2037-06-01 5.500000 Government Agency Debt 18000.00 3359.26 Freddie Mac 2037-09-01 6.500000 Government Agency Debt 27184.00 13895.39 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 932257.00 209061.46 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 23403.00 11289.27 Freddie Mac 2037-11-01 6.500000 Government Agency Debt 230489.00 107378.60 Freddie Mac 2037-11-01 7.000000 Government Agency Debt 49219.00 8568.66 Freddie Mac 2037-12-01 6.000000 Government Agency Debt 38000.00 11917.23 Freddie Mac 2037-12-01 6.500000 Government Agency Debt 38419.00 11502.55 Freddie Mac 2038-02-01 5.500000 Government Agency Debt 9000.00 2038.41 Freddie Mac 2038-05-01 5.500000 Government Agency Debt 458875.00 152388.08 Freddie Mac 2038-06-01 6.000000 Government Agency Debt 221000.00 61282.82 Freddie Mac 2038-10-01 7.000000 Government Agency Debt 17282.00 7010.15 Freddie Mac 2038-12-01 7.000000 Government Agency Debt 1736500.00 1230196.95 Freddie Mac 2040-01-01 5.500000 Government Agency Debt 3000.00 1583.90 Freddie Mac 2040-04-01 5.000000 Government Agency Debt 2000000.00 1326420.43 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 249256.00 182510.24 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 278862.00 255349.14 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 1510106.00 1595895.01 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 15028134.00 15622497.27 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 2232.00 1930.17 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 34371.00 37839.24 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 6000.00 6253.91 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 1403.00 1536.83 Freddie Mac 2042-07-01 3.000000 Government Agency Debt 13470.00 14207.98 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 85431.00 93837.17 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 789176.00 856137.28 GNMA 2038-04-20 2.750000 Government Agency Debt 3075444.00 2779074.70 GNMA 2040-07-20 0.668500 Government Agency Debt 43722608.00 29875578.20 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 301000000.00 301000000.00 0.0202 N 300996990.00 300996990.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.250000% 987WVU007_0.2500_M121001_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2042-05-20 4.000000 Government Agency Debt 84024000.00 89155778.26 Freddie Mac 2039-08-15 5.000000 Government Agency Debt 72614847.00 42127823.74 GNMA 2040-05-15 5.000000 Government Agency Debt 107920310.00 69517095.40 GNMA 2042-06-20 4.000000 Government Agency Debt 97304485.00 106139302.64 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 298000000.00 298000000.00 0.0200 N 298000000.00 298000000.00 CAFCO, LLC CAFCO, LLC 0.570000% 12476EL23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21988853.33 0.0015 N 21996480.00 21996480.00 CAFCO, LLC CAFCO, LLC 0.570000% 12476EL64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Letter of Credit Citibank NA N/A N/A 34000000.00 33980620.00 0.0023 N 33993540.00 33993540.00 CAFCO, LLC CAFCO, LLC 0.440000% 12476EM48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11990613.33 0.0008 N 11995680.00 11995680.00 CAFCO, LLC CAFCO, LLC 0.600000% 12476EPN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-22 2013-02-22 N N Y Letter of Credit Citibank NA N/A N/A 79000000.00 78810399.99 0.0053 N 78920320.60 78920320.60 CAFCO, LLC CAFCO, LLC 1.004600% 12476EQ44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3982888.89 0.0003 N 3995560.00 3995560.00 California RAN 2012-2013 Series A1 0.210000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-01 2012-10-01 Y JP Morgan Chase & Co N/A N/A N N 26000000.00 26000000.00 0.0017 N 26000000.00 26000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.390800% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2013-04-16 N N N 124000000.00 124000000.00 0.0083 N 124064480.00 124064480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.316800% 13606YNW2 Certificate of Deposit N First Tier Security N/A N/A 2012-10-11 2013-06-11 N N N 100000000.00 100000000.00 0.0067 N 100003000.00 100003000.00 Catholic Health Initiatives Taxable CP Notes Series A 0.210000% 1491M0MM4 Other Commercial Paper N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 30000000.00 30000000.00 0.0020 N 29997000.00 29997000.00 Catholic Health Initiatives Taxable CP Notes Series A 0.210000% 1491M0MR3 Other Commercial Paper N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 6000000.00 6000000.00 0.0004 N 5996040.00 5996040.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRU9 Certificate of Deposit N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 158000000.00 158000000.00 0.0106 N 158009480.00 158009480.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRW5 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 40000000.00 40000000.00 0.0027 N 40003200.00 40003200.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSB0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 2000000.00 2000000.00 0.0001 N 2000180.00 2000180.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSC8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 43000000.00 43000000.00 0.0029 N 43004730.00 43004730.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSF1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 57000000.00 57000000.00 0.0038 N 57010830.00 57010830.00 Ciesco, LLC Ciesco, LLC 0.620000% 17178BL86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N Y Letter of Credit Citibank NA N/A N/A 18000000.00 17988220.02 0.0012 N 17996400.00 17996400.00 Ciesco, LLC Ciesco, LLC 0.450000% 17178BM36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12989762.50 0.0009 N 12995320.00 12995320.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BP17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N Y Letter of Credit Citibank NA N/A N/A 21000000.00 20928250.00 0.0014 N 20983410.00 20983410.00 Ciesco, LLC Ciesco, LLC 1.004600% 17178BQ40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 65000000.00 64721944.49 0.0043 N 64927850.00 64927850.00 Citibank, NA Citibank, NA 0.580000% 1730D25B4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 57000000.00 57000000.00 0.0038 N 57035910.00 57035910.00 Citibank, NA Citibank, NA 0.200000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 121000000.00 121000000.00 0.0081 Security is a time deposit. N 121000000.00 121000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.668100% 20271FAP1 Other Note N First Tier Security N/A N/A 2012-10-29 2013-10-25 N N N 50000000.00 50000000.00 0.0034 N 50032750.00 50032750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.200000% 20272DM49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 5000000.00 4998222.22 0.0003 N 4998450.00 4998450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.360000% 20272DM56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 79000000.00 78948650.00 0.0053 N 78975510.00 78975510.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.220000% 972YQZ005 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 21000000.00 21000000.00 0.0014 N 21001260.00 21001260.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.330000% 988BPK001 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 20000000.00 20000000.00 0.0013 N 20007400.00 20007400.00 CRC Funding, LLC CRC Funding, LLC 0.700000% 12622UKN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4997958.33 0.0003 N 4999300.00 4999300.00 CRC Funding, LLC CRC Funding, LLC 0.680000% 12622UKQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43980884.44 0.0030 N 43992960.00 43992960.00 CRC Funding, LLC CRC Funding, LLC 0.620000% 12622UL20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Letter of Credit Citibank NA N/A N/A 32000000.00 31982364.45 0.0021 N 31992640.00 31992640.00 CRC Funding, LLC CRC Funding, LLC 0.440000% 12622UMH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N Y Letter of Credit Citibank NA N/A N/A 36000000.00 35966120.00 0.0024 N 35972640.00 35972640.00 CRC Funding, LLC CRC Funding, LLC 1.004900% 12622UP18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N Y Letter of Credit Citibank NA N/A N/A 61000000.00 60791583.33 0.0041 N 60895690.00 60895690.00 Credit Suisse AG Credit Suisse AG 0.540000% 22550DVC0 Certificate of Deposit N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 48000000.00 48000000.00 0.0032 N 48044160.00 48044160.00 Credit Suisse AG Credit Suisse AG 0.500000% 22550DVY2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 103000000.00 103000000.00 0.0069 N 103091670.00 103091670.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 22799D001_0.2100_M121001_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2018-10-15 5.000000 Government Agency Debt 15000000.00 2352971.66 Freddie Mac 2020-07-15 5.000000 Government Agency Debt 14573051.00 3571089.64 Freddie Mac 2022-06-15 6.500000 Government Agency Debt 13700000.00 2723118.19 Freddie Mac 2024-09-20 4.500000 Government Agency Debt 16600000.00 10151842.36 Freddie Mac 2025-03-15 4.500000 Government Agency Debt 16520549.00 11236539.57 Freddie Mac 2027-09-20 2.500000 Government Agency Debt 15905381.00 16852247.61 Freddie Mac 2028-11-15 6.000000 Government Agency Debt 15000000.00 507288.20 Freddie Mac 2028-12-15 6.000000 Government Agency Debt 15000000.00 411541.42 Freddie Mac 2029-02-15 6.000000 Government Agency Debt 14670000.00 791365.19 Freddie Mac 2029-03-15 6.000000 Government Agency Debt 15750000.00 1049467.54 Freddie Mac 2034-04-15 5.000000 Government Agency Debt 15390280.00 4633167.77 Freddie Mac 2038-03-15 5.500000 Government Agency Debt 5295000.00 2011687.32 Freddie Mac 2038-04-20 5.000000 Government Agency Debt 16000000.00 6378588.20 Freddie Mac 2038-09-20 6.500000 Government Agency Debt 17435000.00 1091679.01 Freddie Mac 2038-12-20 5.500000 Government Agency Debt 13418257.00 13293647.25 Freddie Mac 2039-01-20 6.500000 Government Agency Debt 16358048.00 1381140.25 Freddie Mac 2039-08-15 5.000000 Government Agency Debt 13605200.00 10857043.37 Freddie Mac 2039-09-15 2.140000 Government Agency Debt 13200000.00 13802288.96 Freddie Mac 2039-09-15 5.000000 Government Agency Debt 15132914.00 12418520.72 Freddie Mac 2039-09-20 5.000000 Government Agency Debt 15669214.00 5911635.24 Freddie Mac 2040-12-15 4.000000 Government Agency Debt 15299062.00 15972374.38 Freddie Mac 2041-08-20 4.500000 Government Agency Debt 14415158.00 8740053.73 Freddie Mac 2042-05-20 4.500000 Government Agency Debt 15335384.00 16481242.45 Freddie Mac 2042-07-20 5.000000 Government Agency Debt 13357460.00 14724291.85 Freddie Mac 2042-09-20 3.500000 Government Agency Debt 12802152.00 13785917.22 Freddie Mac 2047-09-15 2.150000 Government Agency Debt 12380000.00 12928172.29 Freddie Mac 2047-09-15 2.650000 Government Agency Debt 12583300.00 13590239.05 Freddie Mac 2052-09-15 1.730000 Government Agency Debt 14179300.00 14587065.62 Freddie Mac 2052-09-15 2.970000 Government Agency Debt 11014600.00 11982480.50 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 239429900.00 239429900.00 0.0161 N 239429900.00 239429900.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.250000% 992JYD004_0.2500_M121120_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2027-07-01 2.500000 Government Agency Debt 27244156.00 28246569.54 Freddie Mac 2029-04-01 6.500000 Government Agency Debt 168845061.00 3487347.33 Freddie Mac 2032-06-01 3.500000 Government Agency Debt 69190000.00 73808221.48 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 165000005.00 174960774.72 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 275000000.00 275000000.00 0.0185 Y 274997250.00 274997250.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.430000% 2284K0MA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A 2000000.00 1998327.78 0.0001 N 1998900.00 1998900.00 Deutsche Bank AG Deutsche Bank AG 0.420000% 25154U2Y9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 32000000.00 32000000.00 0.0021 N 32008320.00 32008320.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25154U3N2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 155000000.00 155000000.00 0.0104 N 155043400.00 155043400.00 Deutsche Bank AG Deutsche Bank AG 0.390000% 25154U3S1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 36000000.00 36000000.00 0.0024 N 36009000.00 36009000.00 Deutsche Bank AG Deutsche Bank AG 0.340000% 25154U4X9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 91000000.00 91000000.00 0.0061 N 91025480.00 91025480.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25154UZ49 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 25000000.00 25000000.00 0.0017 N 25006000.00 25006000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 21599B009_0.1500_M121001_2MN4 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2040-08-15 3.875000 Treasury Debt 45669790.00 56100000.60 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 55000000.00 55000000.00 0.0037 N 55000000.00 55000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M121001_2MN4 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2027-05-15 3.000000 Government Agency Debt 44839473.00 46931720.64 Freddie Mac 2041-12-15 4.500000 Government Agency Debt 41660501.00 41468279.45 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 85000000.00 85000000.00 0.0057 N 85000000.00 85000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 991JCA005_0.2300_M121001_2MN4 0001074042 Other Repurchase Agreement N AEROFLEX HLDG CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 540558.90 ALPHA NATURAL RESOURCES INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.25 AMERICAN INTL GROUP INC COM NEW 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749988.00 AMN HEALTHCARE SERVICES INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 448303.68 AVX CORP NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749990.69 BANK OF AMERICA CORPORATION COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.64 BLUEGREEN CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 54568.80 CAPITAL ONE FINL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749992.32 CARRIAGE SVCS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 33495.00 COOPER INDUSTRIES PLC SHS 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749998.92 ENTRAVISION COMMUNICATIONS CCL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 161597.23 FIVE STAR QUALITY CARE INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 407682.00 HEADWATERS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.20 IMATION CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 8610.00 KEY ENERGY SVCS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749995.68 KEYCORP NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749995.30 METROPOLITAN HEALTH NETWORKSCOM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 233427.45 MONSTER WORLDWIDE INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.88 NORANDA ALUM HLDG CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749997.58 OMEGA PROTEIN CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 314694.30 ORION MARINE GROUP INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 287250.00 PIONEER ENERGY SVCS CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 652887.44 QUIKSILVER INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.20 RENTECH INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749999.12 SPRINT NEXTEL CORP COM SER 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749996.80 STATE STR CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749993.60 WELLS FARGO & CO NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 443016.20 WILLBROS GROUP INC DEL COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 163968.70 XO GROUP INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 749996.65 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 15000000.00 15000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 991JCA005_0.2800_M121001_2MN4 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999941.00 AES CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 304898.22 ALPHA NATURAL RESOURCES INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999999.00 ALTRIA GROUP INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999982.20 AMERICAN INTL GROUP INC COM NEW 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999984.00 AVX CORP NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 209949.62 BANK OF AMERICA CORPORATION COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999993.54 CAPITAL ONE FINL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999989.76 CARDINAL HEALTH INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999983.79 CHEVRON CORP NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999950.40 COOPER INDUSTRIES PLC SHS 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999973.59 ENTRAVISION COMMUNICATIONS CCL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 161597.23 HEADWATERS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999994.40 KEY ENERGY SVCS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999994.24 KEYCORP NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999996.67 MCDONALDS CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999947.67 MONSTER WORLDWIDE INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999999.84 NORANDA ALUM HLDG CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999994.47 QUIKSILVER INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 323897.60 RENTECH INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999998.00 SPRINT NEXTEL CORP COM SER 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999997.60 STATE STR CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999963.44 WELLS FARGO & CO NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999975.68 XO GROUP INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 999998.35 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 20000000.00 20000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M121005_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-05-25 4.000000 Government Agency Debt 123611087.00 52046967.72 First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M121015_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-25 7.000000 Government Agency Debt 77169181.00 88883308.34 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 31397701.00 36258630.27 First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 120000000.00 120000000.00 0.0081 Y 120000000.00 120000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M121024_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 4.000000 Government Agency Debt 28045786.00 29800778.11 Fannie Mae 2032-02-01 3.500000 Government Agency Debt 42278830.00 42938746.21 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 61044.00 60476.41 First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 70000000.00 70000000.00 0.0047 Y 70000000.00 70000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121009_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2030-10-25 6.500000 Government Agency Debt 22616316.00 14319456.18 Fannie Mae 2032-09-01 3.000000 Government Agency Debt 504152.00 535470.52 Fannie Mae 2038-07-25 1.166500 Government Agency Debt 9326128.00 3301203.19 Fannie Mae 2040-07-25 7.000000 Government Agency Debt 30122000.00 34720507.08 Fannie Mae 2041-02-25 7.000000 Government Agency Debt 31250000.00 36047183.27 Fannie Mae 2042-05-25 3.500000 Government Agency Debt 3087228.00 2977757.16 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 26552359.00 30582953.99 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 16255074.00 18647602.83 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 6326245.00 6267423.57 Freddie Mac 2039-03-01 7.000000 Government Agency Debt 47042183.00 31480443.01 First Tier Security N/A N/A 2012-10-09 2012-10-09 N N N 172000000.00 172000000.00 0.0115 Y 171996560.00 171996560.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121120_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 4.000000 Government Agency Debt 68850391.00 71069955.93 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 68000000.00 68000000.00 0.0046 Y 68000000.00 68000000.00 DNB Bank ASA DNB Bank ASA 0.530000% 23330LHA7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 18000000.00 18000000.00 0.0012 N 18013500.00 18013500.00 DNB Bank ASA DNB Bank ASA 0.510000% 23330LJA5 Certificate of Deposit N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 57000000.00 57000000.00 0.0038 N 57044460.00 57044460.00 DNB Bank ASA DNB Bank ASA 0.330000% 23330LJM9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 20000000.00 20000000.00 0.0013 N 20003600.00 20003600.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKN5 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 75000000.00 75000000.00 0.0050 N 75008250.00 75008250.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKT2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 9000000.00 9000000.00 0.0006 N 9001080.00 9001080.00 EMF LLC Bonds (One Workplace) Series 2012 0.350000% 26868TAA0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-05 2012-10-05 Y Comerica Bank N/A N/A Y Comerica Bank N/A N/A N 4600000.00 4600000.00 0.0003 N 4600000.00 4600000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.240000% 30601VN98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 17000000.00 16988666.66 0.0011 N 16985380.00 16985380.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384J42 Government Agency Debt N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 5500000.00 5499940.42 0.0004 N 5499994.50 5499994.50 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384J59 Government Agency Debt N First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 57000000.00 56999208.34 0.0038 N 56999943.00 56999943.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384K24 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 5000000.00 4999850.00 0.0003 N 4999985.00 4999985.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384K40 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 153000000.00 152994156.26 0.0103 N 152999541.00 152999541.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384K99 Government Agency Debt N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 31000000.00 30998415.55 0.0021 N 30999876.00 30999876.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384M71 Government Agency Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 15700000.00 15698822.50 0.0011 N 15699874.40 15699874.40 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384M97 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 3000000.00 2999693.33 0.0002 N 2999946.00 2999946.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 2400000.00 2399792.00 0.0002 N 2399947.20 2399947.20 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384P78 Government Agency Debt N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 60200000.00 60190769.35 0.0040 N 60198434.80 60198434.80 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384Q69 Government Agency Debt N First Tier Security N/A N/A 2012-11-23 2012-11-23 N N N 9000000.00 8998542.50 0.0006 N 8999739.00 8999739.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384R35 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 10000000.00 9998227.78 0.0007 N 9999680.00 9999680.00 Freddie Mac Freddie Mac 0.100000% 313396N41 Government Agency Debt N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 20000000.00 19998055.55 0.0013 N 19999620.00 19999620.00 Freddie Mac Freddie Mac 0.407600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2013-08-09 N N N 350000000.00 350000000.00 0.0235 N 350272300.00 350272300.00 General Electric Capital Corp General Electric Capital Corp 0.340000% 36959HKH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 96000000.00 95985493.33 0.0064 N 95995200.00 95995200.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKP1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 41000000.00 40991731.67 0.0028 N 40997130.00 40997130.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 25000000.00 24994729.17 0.0017 N 24998250.00 24998250.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL62 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 78000000.00 77975040.00 0.0052 N 77991420.00 77991420.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 100000000.00 99967111.12 0.0067 N 99989000.00 99989000.00 General Electric Capital Corp General Electric Capital Corp 0.350000% 36959HMB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 15000000.00 14989645.83 0.0010 N 14995950.00 14995950.00 General Electric Capital Corp General Electric Capital Corp 0.370000% 36959HMH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N N 29000000.00 28977049.72 0.0019 N 28991300.00 28991300.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.220000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-05 2012-10-05 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2810000.00 2810000.00 0.0002 N 2810000.00 2810000.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 38399H002_0.2100_M121001_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-05-01 3.000000 Government Agency Debt 38000000.00 38901276.91 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 8137529.00 6297915.82 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 103499404.00 38898076.28 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 30516454.00 32701765.21 Fannie Mae 2042-05-01 2.088000 Government Agency Debt 39966211.00 38743864.73 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 35950189.00 38707101.14 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 185000000.00 185000000.00 0.0124 N 185000000.00 185000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 992JYE002_0.2100_M121004_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2038-10-01 6.000000 Government Agency Debt 79890196.00 26832346.17 Fannie Mae 2040-08-01 5.500000 Government Agency Debt 28109458.00 26963254.73 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 11520756.00 12121621.03 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 25076552.00 26999547.39 Freddie Mac 2040-07-01 4.500000 Government Agency Debt 31022276.00 27005157.39 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 9465526.00 10278073.59 First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 124000000.00 124000000.00 0.0083 N 124000000.00 124000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 992JYE002_0.2100_M121005_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 3.500000 Government Agency Debt 26772640.00 28409519.04 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 13006763.00 10440481.24 First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 37000000.00 37000000.00 0.0025 N 37000000.00 37000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 992JYE002_0.2200_M121003_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-07-01 3.000000 Government Agency Debt 32339753.00 31999321.84 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 5788920.00 5564034.60 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 30375081.00 31946085.37 Freddie Mac 2032-02-01 4.000000 Government Agency Debt 1826766.00 1890558.66 First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 68000000.00 68000000.00 0.0046 N 68000000.00 68000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2MN4 0000769993 Other Repurchase Agreement N ALLIED NEVADA GOLD CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249970.43 AMERICAN AXLE & MFG HLDGS INCOM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 289653.15 BALL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1157721.95 BLOCK H & R INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 11524.45 BORGWARNER INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 517227.90 CAMERON INTERNATIONAL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 185733.90 COACH INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249998.96 CONSTELLATION BRANDS INC CL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 261126.00 CYS INVTS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249990.24 EQUIFAX INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249969.50 EVERBANK FINL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 117585.95 FAIR ISAAC CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249976.75 GANNETT INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249996.96 HOWARD HUGHES CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249980.65 INGREDION INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249958.40 K12 INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 59710.80 KORN FERRY INTL COM NEW 2012-09-28 N/A Other Instrument common stock or ETF 0.00 223049.44 L-3 COMMUNICATIONS HLDGS INCCOM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 200017.20 MEADWESTVACO CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 101944.50 MURPHY OIL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 118996.08 QUIKSILVER INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 258019.20 RPM INTL INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249982.80 SCHLUMBERGER LTD COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249987.08 SKECHERS U S A INC CL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249992.80 SUNCOKE ENERGY INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249985.50 SWIFT TRANSN CO CL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 227568.72 TENET HEALTHCARE CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249994.40 TITANIUM METALS CORP COM NEW 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249994.86 TJX COS INC NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249957.30 UNUM GROUP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249990.19 VERIFONE SYS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249998.75 WASHINGTON POST CO CL B 2012-09-28 N/A Other Instrument common stock or ETF 0.00 20437.35 WASTE CONNECTIONS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 1249983.20 First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 25000000.00 25000000.00 0.0017 Repurchase agreement collateralized by common stock and ETFs. Y 25000000.00 25000000.00 Govco, LLC Govco, LLC 0.630000% 38362VL27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Credit / Liquidity Citibank NA N/A N/A 62000000.00 61965280.00 0.0042 N 61987600.00 61987600.00 Govco, LLC Govco, LLC 0.620000% 38362VL68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Credit / Liquidity Citibank NA N/A N/A 54000000.00 53966520.00 0.0036 N 53987040.00 53987040.00 Govco, LLC Govco, LLC 0.570000% 38362VLE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Credit / Liquidity Citibank NA N/A N/A 72000000.00 71949840.00 0.0048 N 71978400.00 71978400.00 Govco, LLC Govco, LLC 0.520000% 38362VLF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 14000000.00 13990900.00 0.0009 N 13995660.00 13995660.00 Govco, LLC Govco, LLC 0.440000% 38362VMH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N Y Credit / Liquidity Citibank NA N/A N/A 14000000.00 13986824.45 0.0009 N 13991180.00 13991180.00 Govco, LLC Govco, LLC 0.440000% 38362VMJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Citibank NA N/A N/A 22000000.00 21979026.66 0.0015 N 21985920.00 21985920.00 HSBC Bank Plc HSBC Bank Plc 0.425000% 972XGJ004 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 59000000.00 59000891.28 0.0040 N 59026550.00 59026550.00 HSBC USA, Inc HSBC USA, Inc 0.320000% 40427RKW0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 75000000.00 74980666.67 0.0050 N 74985750.00 74985750.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.370000% 4497W0KH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N Y ING Bank NV N/A N/A N 148000000.00 147975662.23 0.0099 N 147983720.00 147983720.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.360000% 4497W0L63 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N Y ING Bank NV N/A N/A N 40000000.00 39985600.00 0.0027 N 39989600.00 39989600.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0K27 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 11000000.00 10999917.50 0.0007 N 10999890.00 10999890.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.280000% 4662J0LK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 35000000.00 34986661.11 0.0023 N 34993350.00 34993350.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0N40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 23000000.00 22983612.50 0.0015 N 22990340.00 22990340.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0Q88 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N N N 43000000.00 42943383.33 0.0029 N 42960010.00 42960010.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.383500% 46636JAW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-01 2013-03-01 N N N 109000000.00 109000000.00 0.0073 N 109006540.00 109006540.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.250000% 46899T004_0.2500_M121001_2MN4 0001168163 Government Agency Repurchase Agreement Y Freddie Mac 2038-11-15 2.000000 Government Agency Debt 150000000.00 86479758.30 Freddie Mac 2039-12-15 2.000000 Government Agency Debt 58515158.00 49024888.34 GNMA 2038-04-20 2.750000 Government Agency Debt 33223638.00 29295353.51 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 160000000.00 160000000.00 0.0107 N 160000000.00 160000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.338500% 48125LBA9 Other Note N First Tier Security N/A N/A 2012-10-22 2012-12-21 N N N 500000000.00 500000000.00 0.0336 N 500050000.00 500050000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2KJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 51000000.00 50994701.67 0.0034 N 50994390.00 50994390.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.400000% 53943RM55 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 16000000.00 15988444.44 0.0011 N 15990400.00 15990400.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEW7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 90000000.00 90000000.00 0.0060 N 90001800.00 90001800.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEZ0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 33000000.00 33000000.00 0.0022 N 33002970.00 33002970.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LK29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 16000000.00 15999897.78 0.0011 N 15999680.00 15999680.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LKC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 7000000.00 6999508.06 0.0005 N 6999510.00 6999510.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LKK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 8000000.00 7999120.00 0.0005 N 7999040.00 7999040.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.270000% 56274LKN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 27000000.00 26995747.50 0.0018 N 26996490.00 26996490.00 Market Street Funding Corp Market Street Funding Corp 0.050000% 5705X4K11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N Y Credit / Liquidity PNC Bank NA N/A N/A 38000000.00 38000000.00 0.0026 N 37999525.00 37999525.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4M76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 60070000.00 60046522.64 0.0040 N 60047173.40 60047173.40 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4MC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 27000000.00 26988660.00 0.0018 N 26988660.00 26988660.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4N75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 19000000.00 18988103.89 0.0013 N 18988600.00 18988600.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399U000_0.1900_M121001_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2022-01-25 2.911000 Government Agency Debt 21226361.00 22499183.69 Fannie Mae 2029-03-25 4.000000 Government Agency Debt 18572755.00 20775335.16 Fannie Mae 2033-05-25 5.250000 Government Agency Debt 18000000.00 20879613.00 Fannie Mae 2037-03-25 6.000000 Government Agency Debt 75000000.00 17939683.36 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 16917000.00 18794770.08 Freddie Mac 2029-08-15 3.000000 Government Agency Debt 25000000.00 22508426.51 Freddie Mac 2029-11-15 3.000000 Government Agency Debt 25000000.00 21162625.35 Freddie Mac 2032-02-15 6.500000 Government Agency Debt 22600000.00 21202310.56 Freddie Mac 2035-04-15 5.500000 Government Agency Debt 19200000.00 22601971.20 Freddie Mac 2036-09-15 6.000000 Government Agency Debt 18175000.00 20924568.52 Freddie Mac 2037-02-15 5.700000 Government Agency Debt 93700000.00 20087705.19 Freddie Mac 2040-10-15 1.500000 Government Agency Debt 37026425.00 16902883.96 GNMA 2032-10-20 6.000000 Government Agency Debt 15023753.00 18176307.28 GNMA 2033-11-20 5.500000 Government Agency Debt 18843333.00 21976074.80 GNMA 2037-06-20 4.350000 Government Agency Debt 25000000.00 18703311.80 GNMA 2038-04-20 2.000000 Government Agency Debt 25000000.00 21170045.17 GNMA 2038-05-16 4.000000 Government Agency Debt 18646890.00 11005450.09 GNMA 2038-08-20 3.500000 Government Agency Debt 20415333.00 20472041.24 GNMA 2038-08-20 5.500000 Government Agency Debt 15750000.00 18235381.50 GNMA 2038-09-20 4.150000 Government Agency Debt 25000000.00 20428371.68 GNMA 2038-12-20 4.500000 Government Agency Debt 27000000.00 22524154.52 GNMA 2039-08-20 4.000000 Government Agency Debt 50000000.00 18779785.72 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 425000000.00 425000000.00 0.0285 N 425000000.00 425000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000% 06399V008_0.1800_M121005_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2041-10-25 4.000000 Government Agency Debt 1863997.00 1777903.30 Freddie Mac 2041-04-15 3.500000 Government Agency Debt 69579000.00 62376431.40 GNMA 2026-11-16 3.000000 Government Agency Debt 74538486.00 64595665.40 GNMA 2041-03-20 3.000000 Government Agency Debt 42847797.00 42089447.65 GNMA 2041-10-20 2.500000 Government Agency Debt 68526628.00 68120553.17 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 232000000.00 232000000.00 0.0156 N 232000000.00 232000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399V008_0.1900_M121005_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2040-10-25 4.000000 Government Agency Debt 3857705.00 3336559.61 Freddie Mac 2041-04-15 0.789000 Government Agency Debt 130231890.00 77003440.66 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 78000000.00 78000000.00 0.0052 N 77997660.00 77997660.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.400000% 59157TP56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 44000000.00 43937911.11 0.0029 N 43944120.00 43944120.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.395000% 59157TPB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 76000000.00 75889092.78 0.0051 N 75892840.00 75892840.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.535000% 60681P6N9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 14000000.00 14000000.00 0.0009 N 14008820.00 14008820.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.530000% 60681P7H1 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 24000000.00 24000000.00 0.0016 N 24014880.00 24014880.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.485000% 60682AAT3 Certificate of Deposit N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 55000000.00 55000000.00 0.0037 N 54964800.00 54964800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.480000% 60682AAU0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-06 2013-03-06 N N N 55000000.00 55000000.00 0.0037 N 54963700.00 54963700.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.315000% 60682AAW6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 20000000.00 20000000.00 0.0013 N 19998200.00 19998200.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.400000% 60687GG77 Certificate of Deposit N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 76000000.00 76000000.00 0.0051 N 76008360.00 76008360.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.330000% 60687GQ50 Certificate of Deposit N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 70000000.00 70000000.00 0.0047 N 70009100.00 70009100.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.320000% 60687GW61 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 2000000.00 2000000.00 0.0001 N 2000200.00 2000200.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.310000% 60687GY85 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 76000000.00 76000000.00 0.0051 N 76006840.00 76006840.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.250000% 55799C003_0.2500_M121001_2MN4 0000068136 Government Agency Repurchase Agreement Y Freddie Mac 2027-09-01 2.500000 Government Agency Debt 96756293.00 102000000.30 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 100000000.00 100000000.00 0.0067 N 100000000.00 100000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.120000% 992JYJ001_0.1200_M121001_2MN4 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 4.000000 Government Agency Debt 96674824.00 102306904.09 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 37001062.00 39714701.89 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 139000000.00 139000000.00 0.0093 N 139000000.00 139000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 70000000.00 70000000.00 0.0047 N 70010500.00 70010500.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972CAZ000_M121022 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 4000000.00 4000000.00 0.0003 N 4000600.00 4000600.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972DLK009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 38000000.00 38000000.00 0.0026 N 38007220.00 38007220.00 National Australia Bank Ltd National Australia Bank Ltd 0.410000% 972WCD003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 51000000.00 51000000.00 0.0034 N 51034680.00 51034680.00 National Australia Bank Ltd National Australia Bank Ltd 0.380000% 988DCK001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 75000000.00 75000000.00 0.0050 N 75066000.00 75066000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988FTY008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 13000000.00 13000000.00 0.0009 N 13005720.00 13005720.00 Nationwide Building Society Nationwide Building Society 0.450000% 6385E0NA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 49000000.00 48938137.50 0.0033 N 48941690.00 48941690.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.300000% 64577M3F5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-01 2012-10-01 N Y General Electric Co N/A N/A N 200000.00 200000.00 0.0000 N 200000.00 200000.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0P86 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-08 2013-02-08 N Y Nordea Bank AB N/A N/A N 41000000.00 40948180.55 0.0027 N 40965560.00 40965560.00 Nordea North America, Inc Nordea North America, Inc 0.360000% 6555P0PK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N Y Nordea Bank AB N/A N/A N 8000000.00 7988720.00 0.0005 N 7992480.00 7992480.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PN3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-22 2013-02-22 N Y Nordea Bank AB N/A N/A N 22000000.00 21969200.00 0.0015 N 21978660.00 21978660.00 Nordea North America, Inc Nordea North America, Inc 0.365000% 6555P0PN3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-22 2013-02-22 N Y Nordea Bank AB N/A N/A N 19000000.00 18972260.00 0.0013 N 18981570.00 18981570.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-25 2013-02-25 N Y Nordea Bank AB N/A N/A N 51000000.00 50927112.50 0.0034 N 50949000.00 50949000.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-27 2013-02-27 N Y Nordea Bank AB N/A N/A N 83000000.00 82879765.29 0.0056 N 82914510.00 82914510.00 NRW.BANK NRW.BANK 0.240000% 62939LLV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 143000000.00 142943753.33 0.0096 N 142942800.00 142942800.00 Old Line Funding, LLC Old Line Funding, LLC 0.200000% 67983TLK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50066000.00 50052370.92 0.0034 N 50060492.74 50060492.74 Rabobank Nederland Rabobank Nederland 0.510000% 74977JRQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 120000000.00 120000000.00 0.0081 N 120097200.00 120097200.00 Rabobank Nederland Rabobank Nederland 0.480000% 74977JRZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 15000000.00 15000000.00 0.0010 N 15005700.00 15005700.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 159000000.00 159000000.00 0.0107 N 159054060.00 159054060.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.500000% 74927JLW1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-30 2012-11-30 N Y Royal Bank of Scotland Plc N/A N/A N 15000000.00 14987500.00 0.0010 N 14991900.00 14991900.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.490000% 74927JMJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N Y Royal Bank of Scotland Plc N/A N/A N 19000000.00 18979828.33 0.0013 N 18985370.00 18985370.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K54 Other Commercial Paper N First Tier Security N/A N/A 2012-10-05 2012-10-05 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17999000.00 0.0012 N 17999280.00 17999280.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.480000% 7562E0MB9 Other Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 999053.33 0.0001 N 999430.00 999430.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0MC7 Other Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4995000.00 0.0003 N 4997100.00 4997100.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.540000% 7562E0MD5 Other Commercial Paper N First Tier Security N/A N/A 2012-12-13 2012-12-13 N Y Reckitt Benckiser Group Plc N/A N/A N 13000000.00 12985765.00 0.0009 N 12992330.00 12992330.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.560000% 7562E0NP7 Other Commercial Paper N First Tier Security N/A N/A 2013-01-23 2013-01-23 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24955666.66 0.0017 N 24975750.00 24975750.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.640000% 7562E0Q82 Other Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N Y Reckitt Benckiser Group Plc N/A N/A N 28000000.00 27921351.11 0.0019 N 27959400.00 27959400.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0TA4 Other Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N Y Reckitt Benckiser Group Plc N/A N/A N 21000000.00 20927970.00 0.0014 N 20923350.00 20923350.00 Royal Bank of Canada Royal Bank of Canada 0.080000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 55000000.00 55000000.00 0.0037 Security is a time deposit. N 55000000.00 55000000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2999425.00 0.0002 N 2999610.00 2999610.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 30000000.00 29994000.00 0.0020 N 29996100.00 29996100.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19995833.33 0.0013 N 19997200.00 19997200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 44000000.00 43989366.67 0.0030 N 43992960.00 43992960.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.360000% 83050TKK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 12000000.00 11997840.00 0.0008 N 11999400.00 11999400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83050TMM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 13000000.00 12990932.50 0.0009 N 12991680.00 12991680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.410000% 83051A3X7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 31000000.00 31000000.00 0.0021 N 31006200.00 31006200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83051A5J6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 15000000.00 15000000.00 0.0010 N 15003600.00 15003600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.315000% 83051A7F2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 45000000.00 45000000.00 0.0030 N 45003600.00 45003600.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.180000% 8574P07G7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 112000000.00 112000000.00 0.0075 N 112019040.00 112019040.00 State Street Corp State Street Corp 0.250000% 85747JKB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 58000000.00 57995972.22 0.0039 N 57996520.00 57996520.00 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 14000000.00 13998530.00 0.0009 N 13998880.00 13998880.00 State Street Corp State Street Corp 0.230000% 85747JN94 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 1000000.00 999361.11 0.0001 N 999410.00 999410.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FJW6 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25186000.00 25184111.05 0.0017 N 25184992.56 25184992.56 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-11-02 N N N 55000000.00 55000000.00 0.0037 N 55007150.00 55007150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.510000% 86562DLA6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 104000000.00 104000000.00 0.0070 N 104058240.00 104058240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.470000% 86562DNZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 46000000.00 46000000.00 0.0031 N 46017480.00 46017480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562DRF9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 25000000.00 25001964.15 0.0017 N 25004000.00 25004000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUA6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 15000000.00 15000000.00 0.0010 N 15000300.00 15000300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUG3 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 63000000.00 63000000.00 0.0042 N 63001260.00 63001260.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 27000000.00 27000000.00 0.0018 N 27000540.00 27000540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DUZ1 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 18000000.00 18000000.00 0.0012 N 18000540.00 18000540.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.390000% 86562WF37 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 33000000.00 33000000.00 0.0022 N 33005610.00 33005610.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WG77 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 32000000.00 32000000.00 0.0021 N 32006080.00 32006080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86562WM70 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 77000000.00 77000000.00 0.0052 N 77008470.00 77008470.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.320000% 86562WN61 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 6000000.00 6000000.00 0.0004 N 6000180.00 6000180.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.310000% 86562WP69 Certificate of Deposit N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 22000000.00 22000000.00 0.0015 N 22000000.00 22000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.290000% 86958CEM2 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 21000000.00 21000000.00 0.0014 N 21001470.00 21001470.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.280000% 86958CEY6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 9000000.00 9000000.00 0.0006 N 9000720.00 9000720.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86958CFJ8 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 72000000.00 72000000.00 0.0048 N 72004320.00 72004320.00 Swedbank AB Swedbank AB 0.325000% 87019RL79 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 8000000.00 7997327.78 0.0005 N 7997840.00 7997840.00 Swedbank AB Swedbank AB 0.310000% 87019RL87 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 35000000.00 34988547.22 0.0023 N 34990200.00 34990200.00 Swedbank AB Swedbank AB 0.300000% 87019RLU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 16000000.00 15992266.67 0.0011 N 15991840.00 15991840.00 Texas TRAN Series 2012 0.200000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-01 2012-10-01 Y JPMorgan Chase Bank NA N/A N/A N N 11000000.00 11000000.00 0.0007 N 11000000.00 11000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.400000% 88324LKB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 79000000.00 78991222.22 0.0053 N 78994470.00 78994470.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 67983TNJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 19085000.00 19070553.71 0.0013 N 19076602.60 19076602.60 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TL50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 22412000.00 22407424.21 0.0015 N 22406845.24 22406845.24 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TL92 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14924000.00 14920604.79 0.0010 N 14920269.00 14920269.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TLE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 70700000.00 70682717.78 0.0047 N 70679497.00 70679497.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112WAP2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 67000000.00 67000000.00 0.0045 N 66951760.00 66951760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112X5F8 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 144000000.00 144000000.00 0.0097 N 144005760.00 144005760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.308500% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2013-04-22 N N N 74000000.00 74000000.00 0.0050 N 74027380.00 74027380.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89112XT47 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 96000000.00 96000000.00 0.0064 N 96048000.00 96048000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XV36 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 7000000.00 7000000.00 0.0005 N 7003360.00 7003360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XW27 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 50000000.00 50000000.00 0.0034 N 50024000.00 50024000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XX83 Certificate of Deposit N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 10000000.00 10000000.00 0.0007 N 10005000.00 10005000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.400000% 89233GL79 Other Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N Y Support Agreement Toyota Motor Corp N/A N/A 9000000.00 8996300.00 0.0006 N 8998830.00 8998830.00 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 30000000.00 29982033.33 0.0020 N 29994600.00 29994600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQB5 Other Commercial Paper N First Tier Security N/A N/A 2013-03-11 2013-03-11 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49928444.45 0.0034 N 49945500.00 49945500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQJ8 Other Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N Y Support Agreement Toyota Motor Corp N/A N/A 8000000.00 7988053.33 0.0005 N 7990880.00 7990880.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQL3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 44000000.00 43933511.11 0.0029 N 43949400.00 43949400.00 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 228000000.00 228000000.00 0.0153 N 228116280.00 228116280.00 UBS Securities LLC UBS Securities LLC 0.180000% 936991009_0.1800_M121005_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2027-01-01 3.500000 Government Agency Debt 182942.00 160780.23 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 7581118.00 8167552.48 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 59284156.00 60508137.96 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 5931749.00 6488904.95 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 5882.00 6314.34 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 137962.00 148310.60 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y UBS Securities LLC N/A N/A N N 74000000.00 74000000.00 0.0050 N 74000000.00 74000000.00 UBS Securities LLC UBS Securities LLC 0.200000% 992JYH005_0.2000_M121001_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2032-06-01 3.000000 Government Agency Debt 7360593.00 7690912.33 Fannie Mae 2032-09-01 3.000000 Government Agency Debt 20104371.00 21410353.34 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 43564656.00 47561713.19 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 75000000.00 75000000.00 0.0050 N 75000000.00 75000000.00 United States Treasury Department United States Treasury Department 0.037000% 9127956N6 Treasury Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 20000000.00 19999506.66 0.0013 N 19999260.00 19999260.00 Univ of California CP Series B 0.180000% 91411SMB3 Other Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 5000000.00 4998225.00 0.0003 N 4998200.00 4998200.00 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 0.0003 N 4000640.00 4000640.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-11-26 N N N 116000000.00 116000000.00 0.0078 N 116008120.00 116008120.00 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 72000000.00 71925600.00 0.0048 N 71967600.00 71967600.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N39 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 28000000.00 27970755.56 0.0019 N 27987120.00 27987120.00 Westpac Banking Corp Westpac Banking Corp 0.418000% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-09 2013-02-07 N N N 118000000.00 118000000.00 0.0079 N 118067260.00 118067260.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.200000% 96122GMM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N Y Westpac New Zealand Ltd N/A N/A N 36000000.00 35983800.00 0.0024 N 35987040.00 35987040.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 451426.02 451426.02 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 418372.51 418372.51 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 365155.53 365155.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 536649.68 536649.68 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 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 644027.76 644027.76 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0001 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 1609369.29 1609369.29 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 579766.55 579766.55 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 204018.58 204018.58 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 322134.77 322134.77 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 110703.48 110703.48 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 96622.00 96622.00 Windmill Funding Corp Windmill Funding Corp 0.400000% 97342GK97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19998222.22 0.0013 N 19999000.00 19999000.00