0001145549-14-002775.txt : 20140318 0001145549-14-002775.hdr.sgml : 20140318 20140318113848 ACCESSION NUMBER: 0001145549-14-002775 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120831 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: 14699898 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 2012-08-31 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 47 68 14993910055.96 4692446.74 1170042.66 14997432460.04 0.0034 1.0001 2012-08-31 1.0001 2012-08-31 C000012383 25000.00 10322061793.09 1.00 -121777844.10 140775400.27 262553244.37 0.0001 1.0001 2012-08-31 1.0001 2012-08-31 C000012384 1000000.00 1601463721.66 1.00 -55656504.47 48928911.02 104585415.49 0.0001 1.0001 2012-08-31 1.0001 2012-08-31 C000012385 3000000.00 1281685871.57 1.00 16586132.60 102236769.31 85650636.71 0.0011 1.0001 2012-08-31 1.0001 2012-08-31 C000038267 10000000.00 1792221073.71 1.00 -13801416.10 134584216.22 148385632.32 0.0013 1.0001 2012-08-31 1.0001 2012-08-31 Alpine Securitization Corp Alpine Securitization Corp 0.220000% 02086LJE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 60000000.00 59996333.33 0.0040 N 59995200.00 59995200.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 15000000.00 14997875.00 0.0010 N 14998350.00 14998350.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 57000000.00 56991386.66 0.0038 N 56993730.00 56993730.00 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 9980450.00 0.0007 N 9980200.00 9980200.00 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 31992000.00 0.0021 N 31995840.00 31995840.00 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 28521522.80 0.0019 N 28533142.08 28533142.08 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 39925800.00 0.0027 N 39941600.00 39941600.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.286000% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-11-26 N N N 131000000.00 131000000.00 0.0087 N 131002620.00 131002620.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 220000000.00 220000000.00 0.0147 Security is a time deposit. N 220000000.00 220000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.180000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 13000000.00 13000000.00 0.0009 Security is a time deposit. N 13000000.00 13000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.180000% 052992005_M120907 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 15000000.00 15000000.00 0.0010 Security is a time deposit. N 15000000.00 15000000.00 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 24014640.00 24014640.00 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 30000900.00 30000900.00 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 15000649.00 0.0010 N 15003300.00 15003300.00 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 87020010.00 87020010.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 12000000.00 12000000.00 0.0008 N 12000120.00 12000120.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417E2V4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 16000000.00 15999928.91 0.0011 N 16000480.00 16000480.00 Bank of Nova Scotia Bank of Nova Scotia 0.430000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2013-07-26 N N N 127000000.00 127000000.00 0.0085 N 126994920.00 126994920.00 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 0.0063 N 95018050.00 95018050.00 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 7001890.00 7001890.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-11-15 N N N 57000000.00 57000000.00 0.0038 N 56999430.00 56999430.00 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 9003420.00 9003420.00 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 36004680.00 36004680.00 Bank of the West Bank of the West 0.240000% 0642G0YA3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-25 2012-09-25 N N N 6000000.00 6000000.00 0.0004 N 6000480.00 6000480.00 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 0.0078 N 117039780.00 117039780.00 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 35011900.00 35011900.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYS0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 45000000.00 45000000.00 0.0030 N 45001350.00 45001350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 111000000.00 111000000.00 0.0074 N 111005550.00 111005550.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZK6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 28000000.00 28000000.00 0.0019 N 28001680.00 28001680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 83000000.00 83000000.00 0.0055 N 83006640.00 83006640.00 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 54040500.00 54040500.00 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 15009000.00 15009000.00 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 0.0092 N 138106260.00 138106260.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M120904_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2039-04-25 3.000000 Government Agency Debt 146862110.00 154708952.54 GNMA 2039-06-20 2.600000 Government Agency Debt 134896473.00 123541047.93 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 265000000.00 265000000.00 0.0177 N 265000000.00 265000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120907_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.604000 Government Agency Debt 22714567.00 22787848.59 Fannie Mae 2017-02-01 2.395000 Government Agency Debt 6173932.00 822477.88 Fannie Mae 2033-07-01 2.405000 Government Agency Debt 19328270.00 842517.93 Fannie Mae 2035-11-01 2.784000 Government Agency Debt 1437322.00 1419259.92 Fannie Mae 2035-12-01 5.108000 Government Agency Debt 5250500.00 1541695.55 Fannie Mae 2036-09-01 2.635000 Government Agency Debt 14143030.00 988796.98 Fannie Mae 2036-09-01 6.266000 Government Agency Debt 13351050.00 1521688.48 Fannie Mae 2036-10-01 5.928000 Government Agency Debt 12794573.00 1184057.04 Fannie Mae 2037-07-01 6.067000 Government Agency Debt 6432433.00 1040629.86 Fannie Mae 2037-08-01 5.719000 Government Agency Debt 1384603.00 306053.19 Fannie Mae 2038-02-01 5.864000 Government Agency Debt 28262118.00 20493712.12 Fannie Mae 2038-04-01 4.795000 Government Agency Debt 5514904.00 1415281.86 Fannie Mae 2038-07-01 5.059000 Government Agency Debt 3157653.00 1017132.88 Fannie Mae 2038-07-01 5.139000 Government Agency Debt 68114346.00 21773753.55 Fannie Mae 2039-03-01 5.270000 Government Agency Debt 2352000.00 783433.01 Fannie Mae 2039-05-01 4.240000 Government Agency Debt 2774000.00 1229121.98 Fannie Mae 2039-10-01 4.001000 Government Agency Debt 50000000.00 19831852.31 Fannie Mae 2040-05-01 3.641000 Government Agency Debt 50000000.00 22234946.59 Fannie Mae 2040-07-01 4.086000 Government Agency Debt 14279429.00 9121624.76 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 378963.00 209393.80 Fannie Mae 2041-12-01 2.528000 Government Agency Debt 692046.00 680647.56 Fannie Mae 2042-02-01 2.178000 Government Agency Debt 25284941.00 22853422.05 Fannie Mae 2042-04-01 2.441000 Government Agency Debt 19577059.00 19332946.01 Fannie Mae 2042-05-01 2.687000 Government Agency Debt 678739.00 684517.77 Fannie Mae 2042-08-01 1.864000 Government Agency Debt 1272000.00 1302034.08 Fannie Mae 2042-08-01 1.900000 Government Agency Debt 1033499.00 1068197.01 Fannie Mae 2042-08-01 2.461000 Government Agency Debt 9991932.00 10246654.58 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 4720.00 4902.03 Fannie Mae 2042-09-01 3.238000 Government Agency Debt 1226000.00 1295628.63 Freddie Mac 2039-01-01 6.500000 Government Agency Debt 415066.00 205771.99 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 181000000.00 181000000.00 0.0121 N 181000000.00 181000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M120907_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.604000 Government Agency Debt 221028.00 221741.08 Fannie Mae 2016-03-01 7.000000 Government Agency Debt 15000000.00 106198.20 Fannie Mae 2016-04-01 8.500000 Government Agency Debt 1289229.00 28627.57 Fannie Mae 2016-05-01 7.000000 Government Agency Debt 2628252.00 68629.30 Fannie Mae 2017-05-01 7.000000 Government Agency Debt 2945552.00 183617.31 Fannie Mae 2017-09-01 5.500000 Government Agency Debt 4450000.00 203947.84 Fannie Mae 2017-11-01 7.000000 Government Agency Debt 1840000.00 40816.39 Fannie Mae 2017-12-01 7.500000 Government Agency Debt 2545972.00 33582.11 Fannie Mae 2018-08-01 6.500000 Government Agency Debt 9670679.00 124726.22 Fannie Mae 2019-06-01 4.500000 Government Agency Debt 1111911.00 214386.60 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 142655.00 159050.63 Fannie Mae 2020-04-01 4.500000 Government Agency Debt 174554.00 59952.29 Fannie Mae 2020-12-01 4.500000 Government Agency Debt 2430126.00 739874.98 Fannie Mae 2021-11-01 6.000000 Government Agency Debt 1040238.00 190284.84 Fannie Mae 2022-07-01 2.500000 Government Agency Debt 4000000.00 4154912.93 Fannie Mae 2022-12-01 6.000000 Government Agency Debt 714847.00 151199.19 Fannie Mae 2023-06-01 4.500000 Government Agency Debt 548977.00 151009.69 Fannie Mae 2024-09-01 4.500000 Government Agency Debt 158531.00 58634.55 Fannie Mae 2024-10-01 4.500000 Government Agency Debt 115041.00 53310.04 Fannie Mae 2024-12-01 2.873000 Government Agency Debt 19434054.00 225104.38 Fannie Mae 2025-04-01 4.000000 Government Agency Debt 327280.00 179577.62 Fannie Mae 2025-04-01 5.000000 Government Agency Debt 600000.00 129942.02 Fannie Mae 2025-09-01 4.500000 Government Agency Debt 600000.00 119887.42 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 16446561.00 7749704.16 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 3596168.00 3403258.70 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 3425112.00 3278266.14 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 136358.00 108997.02 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 547082.00 560193.46 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 1021802.00 1030202.03 Fannie Mae 2027-06-01 3.000000 Government Agency Debt 14238644.00 14925519.90 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 778786.00 810103.58 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 260781.00 271268.92 Fannie Mae 2027-12-01 7.000000 Government Agency Debt 3209523.00 37568.16 Fannie Mae 2028-06-25 3.500000 Government Agency Debt 2505000.00 1314658.95 Fannie Mae 2028-07-01 5.500000 Government Agency Debt 258198.00 66662.02 Fannie Mae 2028-09-01 5.000000 Government Agency Debt 505286.00 109711.72 Fannie Mae 2028-09-01 6.500000 Government Agency Debt 876879.00 45493.59 Fannie Mae 2029-01-01 6.500000 Government Agency Debt 1427623.00 42827.44 Fannie Mae 2029-02-01 7.000000 Government Agency Debt 865659.00 32569.87 Fannie Mae 2029-03-01 7.000000 Government Agency Debt 6000000.00 139037.76 Fannie Mae 2029-05-01 7.000000 Government Agency Debt 4618166.00 34928.31 Fannie Mae 2029-06-01 6.500000 Government Agency Debt 553697.00 36087.52 Fannie Mae 2029-06-01 7.000000 Government Agency Debt 500050.00 38351.53 Fannie Mae 2029-09-01 2.493000 Government Agency Debt 10416529.00 254547.95 Fannie Mae 2029-09-01 7.000000 Government Agency Debt 4131868.00 62349.96 Fannie Mae 2030-01-01 2.410000 Government Agency Debt 5000000.00 282950.77 Fannie Mae 2030-01-01 4.000000 Government Agency Debt 218956.00 117956.62 Fannie Mae 2030-05-01 7.000000 Government Agency Debt 1000527.00 157064.95 Fannie Mae 2030-05-01 8.000000 Government Agency Debt 9800966.00 73135.18 Fannie Mae 2030-07-01 8.000000 Government Agency Debt 5279469.00 31993.67 Fannie Mae 2031-05-01 8.000000 Government Agency Debt 1268073.00 56106.36 Fannie Mae 2031-08-01 7.000000 Government Agency Debt 4234853.00 95119.19 Fannie Mae 2031-09-01 7.000000 Government Agency Debt 1120881.00 41389.73 Fannie Mae 2031-09-01 7.000000 Government Agency Debt 2187681.00 29439.20 Fannie Mae 2031-11-01 8.000000 Government Agency Debt 986682.00 33164.41 Fannie Mae 2031-12-01 7.000000 Government Agency Debt 3170000.00 90752.81 Fannie Mae 2031-12-01 7.000000 Government Agency Debt 607937.00 27291.67 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 13716776.00 14376378.46 Fannie Mae 2032-02-01 7.000000 Government Agency Debt 2170000.00 55666.57 Fannie Mae 2032-02-01 7.000000 Government Agency Debt 2986797.00 53094.50 Fannie Mae 2032-03-01 2.374000 Government Agency Debt 10000000.00 261447.96 Fannie Mae 2032-04-01 2.375000 Government Agency Debt 15000000.00 264620.81 Fannie Mae 2032-04-01 7.000000 Government Agency Debt 335000.00 35479.29 Fannie Mae 2032-05-01 7.000000 Government Agency Debt 800000.00 115103.37 Fannie Mae 2032-06-01 3.500000 Government Agency Debt 13226838.00 13951311.22 Fannie Mae 2032-06-01 7.000000 Government Agency Debt 1265573.00 52629.21 Fannie Mae 2032-06-01 7.000000 Government Agency Debt 1870000.00 52502.84 Fannie Mae 2032-06-01 7.500000 Government Agency Debt 4325860.00 129484.99 Fannie Mae 2032-07-01 7.000000 Government Agency Debt 1999888.00 47211.79 Fannie Mae 2032-10-01 6.500000 Government Agency Debt 295334.00 52753.79 Fannie Mae 2032-11-01 2.400000 Government Agency Debt 2499750.00 236538.76 Fannie Mae 2032-12-01 2.502000 Government Agency Debt 5000000.00 278014.22 Fannie Mae 2032-12-01 5.000000 Government Agency Debt 200000.00 37306.68 Fannie Mae 2032-12-01 6.000000 Government Agency Debt 344609.00 47710.85 Fannie Mae 2033-01-01 6.000000 Government Agency Debt 1700000.00 121862.15 Fannie Mae 2033-01-01 6.000000 Government Agency Debt 630000.00 101956.39 Fannie Mae 2033-01-01 6.000000 Government Agency Debt 847994.00 92735.49 Fannie Mae 2033-02-01 6.000000 Government Agency Debt 2439802.00 176898.63 Fannie Mae 2033-02-01 6.000000 Government Agency Debt 925000.00 88936.79 Fannie Mae 2033-03-01 2.402000 Government Agency Debt 2200000.00 230799.50 Fannie Mae 2033-03-01 6.000000 Government Agency Debt 1305000.00 77552.74 Fannie Mae 2033-04-01 2.162000 Government Agency Debt 1600000.00 311553.63 Fannie Mae 2033-04-01 2.790000 Government Agency Debt 8527411.00 312119.01 Fannie Mae 2033-05-01 6.000000 Government Agency Debt 604311.00 180004.59 Fannie Mae 2033-05-01 6.500000 Government Agency Debt 1615518.00 184318.77 Fannie Mae 2033-05-01 6.500000 Government Agency Debt 4755505.00 72702.65 Fannie Mae 2033-06-01 1.650000 Government Agency Debt 2786412.00 300417.99 Fannie Mae 2033-06-01 6.500000 Government Agency Debt 1560345.00 58484.46 Fannie Mae 2033-07-01 2.061900 Government Agency Debt 1734200.00 292390.63 Fannie Mae 2033-07-01 2.485000 Government Agency Debt 2800000.00 331792.66 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 300315.00 94039.95 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 200000.00 44724.69 Fannie Mae 2033-07-01 6.500000 Government Agency Debt 1384075.00 120915.32 Fannie Mae 2033-08-01 6.500000 Government Agency Debt 567197.00 146070.29 Fannie Mae 2033-09-01 2.166900 Government Agency Debt 1500000.00 322513.23 Fannie Mae 2033-09-01 6.500000 Government Agency Debt 1600000.00 217522.34 Fannie Mae 2033-09-01 6.500000 Government Agency Debt 4220861.00 172305.99 Fannie Mae 2033-10-01 2.415000 Government Agency Debt 1945101.00 317071.97 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 1163373.00 197188.71 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 582946.00 185466.09 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 1753983.00 127446.94 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 2322529.00 93515.19 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 662868.00 85063.41 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 517638.00 78491.12 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 515579.00 63830.47 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 556878.00 54333.42 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 1513355.00 38086.67 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 444052.00 33619.60 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 528869.00 30698.27 Fannie Mae 2033-11-01 2.482000 Government Agency Debt 1000000.00 260509.65 Fannie Mae 2033-11-01 2.539000 Government Agency Debt 4000000.00 354862.58 Fannie Mae 2033-11-01 4.000000 Government Agency Debt 220470.00 103047.83 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 2305828.00 219767.47 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 1839739.00 134617.88 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 1672374.00 116216.52 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 1196867.00 98804.49 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 1777573.00 60033.92 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 306339.00 58103.71 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 230428.00 42866.41 Fannie Mae 2033-11-01 7.000000 Government Agency Debt 1126207.00 146677.13 Fannie Mae 2033-12-01 2.625000 Government Agency Debt 2000000.00 240370.71 Fannie Mae 2033-12-01 2.625000 Government Agency Debt 3000000.00 237986.52 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 702475.00 61875.59 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 471382.00 43552.12 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 1159634.00 39705.13 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 387915.00 33010.39 Fannie Mae 2034-01-01 6.500000 Government Agency Debt 2764614.00 179629.02 Fannie Mae 2034-01-01 6.500000 Government Agency Debt 661250.00 156330.19 Fannie Mae 2034-02-01 2.624000 Government Agency Debt 3000000.00 194275.87 Fannie Mae 2034-02-01 6.500000 Government Agency Debt 1522927.00 67249.48 Fannie Mae 2034-04-01 2.170000 Government Agency Debt 467071.00 195428.40 Fannie Mae 2034-04-01 6.500000 Government Agency Debt 556514.00 48908.99 Fannie Mae 2034-05-01 6.500000 Government Agency Debt 959320.00 66882.57 Fannie Mae 2034-07-01 2.305000 Government Agency Debt 1450000.00 311214.65 Fannie Mae 2034-07-01 2.657000 Government Agency Debt 2000000.00 275663.37 Fannie Mae 2034-07-01 2.725000 Government Agency Debt 9399816.00 631154.59 Fannie Mae 2034-07-01 6.500000 Government Agency Debt 1080000.00 145109.04 Fannie Mae 2034-07-01 6.500000 Government Agency Debt 199678.00 72837.54 Fannie Mae 2034-07-01 6.500000 Government Agency Debt 609223.00 64178.72 Fannie Mae 2034-07-01 6.500000 Government Agency Debt 1023170.00 43802.05 Fannie Mae 2034-08-01 6.500000 Government Agency Debt 1161704.00 152376.05 Fannie Mae 2034-08-01 6.500000 Government Agency Debt 500000.00 87177.34 Fannie Mae 2034-09-01 2.457000 Government Agency Debt 576800.00 240713.54 Fannie Mae 2034-09-01 6.500000 Government Agency Debt 223889.00 33167.08 Fannie Mae 2034-11-01 2.614000 Government Agency Debt 560861.00 340459.06 Fannie Mae 2034-12-01 2.625000 Government Agency Debt 3696264.00 292767.00 Fannie Mae 2035-01-01 2.273000 Government Agency Debt 1045000.00 300241.55 Fannie Mae 2035-01-01 2.458000 Government Agency Debt 1250000.00 198192.10 Fannie Mae 2035-01-01 2.633000 Government Agency Debt 2000000.00 325427.89 Fannie Mae 2035-02-01 2.160000 Government Agency Debt 1200000.00 238434.89 Fannie Mae 2035-02-01 2.320000 Government Agency Debt 617000.00 218439.42 Fannie Mae 2035-02-01 2.335000 Government Agency Debt 2000000.00 277060.65 Fannie Mae 2035-02-01 2.546000 Government Agency Debt 689549.00 270581.68 Fannie Mae 2035-02-01 5.000000 Government Agency Debt 1171116.00 172542.53 Fannie Mae 2035-02-01 6.500000 Government Agency Debt 917167.00 143284.11 Fannie Mae 2035-03-01 2.712000 Government Agency Debt 1000000.00 218178.97 Fannie Mae 2035-03-01 3.000000 Government Agency Debt 1946429.00 271957.36 Fannie Mae 2035-03-01 3.598000 Government Agency Debt 1000000.00 342798.58 Fannie Mae 2035-03-01 6.000000 Government Agency Debt 452884.00 121472.55 Fannie Mae 2035-03-01 7.000000 Government Agency Debt 1330000.00 127353.96 Fannie Mae 2035-04-01 2.403000 Government Agency Debt 1546234.00 530304.71 Fannie Mae 2035-04-01 2.875000 Government Agency Debt 2249994.00 316083.35 Fannie Mae 2035-04-01 6.500000 Government Agency Debt 609001.00 96201.30 Fannie Mae 2035-05-01 2.185000 Government Agency Debt 747000.00 224005.85 Fannie Mae 2035-05-01 2.350000 Government Agency Debt 1175810.00 347638.06 Fannie Mae 2035-05-01 2.620000 Government Agency Debt 853187.00 209497.40 Fannie Mae 2035-05-01 2.815000 Government Agency Debt 1793924.00 284354.24 Fannie Mae 2035-06-01 5.500000 Government Agency Debt 894076.00 157615.67 Fannie Mae 2035-07-01 6.500000 Government Agency Debt 254708.00 43312.62 Fannie Mae 2035-08-01 2.035000 Government Agency Debt 3367200.00 328346.48 Fannie Mae 2035-08-01 5.092000 Government Agency Debt 900000.00 192797.65 Fannie Mae 2035-09-01 2.508000 Government Agency Debt 550000.00 200169.47 Fannie Mae 2035-09-01 5.000000 Government Agency Debt 53000.00 21701.81 Fannie Mae 2035-10-01 6.500000 Government Agency Debt 699000.00 159361.52 Fannie Mae 2035-11-01 6.000000 Government Agency Debt 34440.00 8388.93 Fannie Mae 2035-12-01 2.420000 Government Agency Debt 1004539.00 243833.94 Fannie Mae 2035-12-01 2.844000 Government Agency Debt 1565205.00 274735.41 Fannie Mae 2036-01-01 2.370000 Government Agency Debt 790000.00 205147.72 Fannie Mae 2036-01-01 2.711000 Government Agency Debt 682371.00 277944.50 Fannie Mae 2036-01-01 4.500000 Government Agency Debt 237045.00 86932.02 Fannie Mae 2036-01-01 5.500000 Government Agency Debt 6667637.00 1818174.55 Fannie Mae 2036-03-01 2.649000 Government Agency Debt 1500000.00 255619.64 Fannie Mae 2036-04-01 2.745000 Government Agency Debt 766122.00 231288.94 Fannie Mae 2036-04-25 0.596200 Government Agency Debt 5000000.00 1139277.22 Fannie Mae 2036-05-01 2.722000 Government Agency Debt 915000.00 231369.01 Fannie Mae 2036-05-01 3.545000 Government Agency Debt 5071092.00 225141.63 Fannie Mae 2036-05-01 3.922000 Government Agency Debt 3095950.00 266704.56 Fannie Mae 2036-05-25 0.646200 Government Agency Debt 5000000.00 1229451.25 Fannie Mae 2036-06-01 2.870000 Government Agency Debt 1290000.00 313236.88 Fannie Mae 2036-06-01 5.000000 Government Agency Debt 417686.00 109602.61 Fannie Mae 2036-07-01 6.000000 Government Agency Debt 590220.00 128518.18 Fannie Mae 2036-07-01 6.000000 Government Agency Debt 442638.00 89563.24 Fannie Mae 2036-08-01 2.644000 Government Agency Debt 1000000.00 198164.29 Fannie Mae 2036-09-01 6.000000 Government Agency Debt 71403.00 9457.06 Fannie Mae 2036-10-01 6.500000 Government Agency Debt 1263247.00 158118.00 Fannie Mae 2036-11-01 2.125000 Government Agency Debt 522600.00 194743.25 Fannie Mae 2036-12-01 2.572000 Government Agency Debt 1060000.00 253052.09 Fannie Mae 2036-12-01 5.500000 Government Agency Debt 531662.00 105806.30 Fannie Mae 2036-12-01 7.000000 Government Agency Debt 5379576.00 3237192.11 Fannie Mae 2037-01-01 6.000000 Government Agency Debt 271315.00 44514.50 Fannie Mae 2037-02-01 2.953000 Government Agency Debt 2289564.00 424570.30 Fannie Mae 2037-02-01 5.000000 Government Agency Debt 548748.00 164717.60 Fannie Mae 2037-03-25 4.000000 Government Agency Debt 1697020.00 1255115.02 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 70699.00 29243.38 Fannie Mae 2037-06-01 5.513000 Government Agency Debt 900000.00 251199.42 Fannie Mae 2037-07-01 2.320000 Government Agency Debt 2410000.00 354655.18 Fannie Mae 2037-08-01 5.719000 Government Agency Debt 1595267.00 352618.45 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 257447.00 76392.24 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 675802.00 142172.66 Fannie Mae 2037-12-01 6.500000 Government Agency Debt 325196.00 60392.49 Fannie Mae 2038-01-01 6.000000 Government Agency Debt 393833.00 95836.99 Fannie Mae 2038-02-01 6.500000 Government Agency Debt 370000.00 210062.78 Fannie Mae 2038-03-01 5.376000 Government Agency Debt 1000000.00 246076.71 Fannie Mae 2038-03-01 6.000000 Government Agency Debt 362792.00 80550.01 Fannie Mae 2038-04-01 4.375000 Government Agency Debt 616644.00 281108.06 Fannie Mae 2038-04-01 4.795000 Government Agency Debt 2549195.00 654196.24 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 10000.00 6711.67 Fannie Mae 2038-05-01 6.000000 Government Agency Debt 675000.00 167720.71 Fannie Mae 2038-06-01 4.500000 Government Agency Debt 397881.00 198202.86 Fannie Mae 2038-06-01 6.000000 Government Agency Debt 197086.00 61619.09 Fannie Mae 2038-06-01 6.500000 Government Agency Debt 295774.00 127055.77 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 5015993.00 3383922.21 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 639047.00 114703.59 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 636607.00 100001.05 Fannie Mae 2039-01-01 5.500000 Government Agency Debt 147872.00 67645.34 Fannie Mae 2039-02-01 4.500000 Government Agency Debt 19520.00 7899.76 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 200000.00 191743.25 Fannie Mae 2039-03-01 4.000000 Government Agency Debt 304660.00 123352.46 Fannie Mae 2039-03-01 5.000000 Government Agency Debt 464674.00 169828.55 Fannie Mae 2039-05-01 4.000000 Government Agency Debt 28634.00 20829.34 Fannie Mae 2039-07-01 4.500000 Government Agency Debt 148025.00 81351.12 Fannie Mae 2039-07-01 4.755000 Government Agency Debt 85203.00 37832.69 Fannie Mae 2039-09-01 5.500000 Government Agency Debt 85232.00 51656.08 Fannie Mae 2039-11-01 3.500000 Government Agency Debt 178068.00 175885.64 Fannie Mae 2039-12-01 3.838000 Government Agency Debt 500000.00 328562.05 Fannie Mae 2040-01-01 4.500000 Government Agency Debt 132380.00 79185.39 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 383418.00 218846.89 Fannie Mae 2040-04-01 2.649000 Government Agency Debt 6260126.00 219417.76 Fannie Mae 2040-04-01 3.794000 Government Agency Debt 4897508.00 2278711.50 Fannie Mae 2040-04-01 4.500000 Government Agency Debt 358417.00 217559.57 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 280000.00 205702.49 Fannie Mae 2040-07-01 3.833000 Government Agency Debt 64075.00 38457.87 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 105506.00 68278.15 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 30606.00 16492.38 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 133906.00 119115.87 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 33719.00 22928.98 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 20796.00 13424.44 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 17290.00 10168.87 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 200287.00 163089.94 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 97782.00 55637.53 Fannie Mae 2040-09-01 4.204000 Government Agency Debt 382577.00 208915.97 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 1084177.00 599055.70 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 111112.00 97773.55 Fannie Mae 2040-10-01 3.500000 Government Agency Debt 20405.00 15819.79 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1708298.00 1558403.24 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 100431.00 105783.61 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 65898.00 58488.51 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 21478.00 16154.32 Fannie Mae 2040-10-01 6.000000 Government Agency Debt 80000.00 60704.11 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 4821746.00 3279074.75 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 240178.00 154831.27 Fannie Mae 2040-12-01 3.000000 Government Agency Debt 92334.00 74732.87 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 15000000.00 14645326.53 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 669231.00 613480.12 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 212471.00 214557.23 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 237451.00 176819.97 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 86589.00 68780.57 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 63000.00 54166.33 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 40068.00 39574.19 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 17483.00 13084.40 Fannie Mae 2041-01-01 2.967000 Government Agency Debt 361640.00 222330.25 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 148814.00 142856.66 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 120440.00 106281.53 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 71093.00 62849.27 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 45283.00 41738.65 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 14178386.00 14354575.94 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 153352.00 128163.79 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 95108.00 76409.51 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 29394.00 27883.58 Fannie Mae 2041-04-01 4.000000 Government Agency Debt 70125.00 66690.11 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 1096813.00 625774.48 Fannie Mae 2041-05-01 2.600000 Government Agency Debt 683007.00 345059.74 Fannie Mae 2041-05-01 3.180000 Government Agency Debt 607686.00 536550.28 Fannie Mae 2041-06-01 3.373000 Government Agency Debt 329856.00 281557.95 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 15018630.00 14277743.23 Fannie Mae 2041-07-01 3.296000 Government Agency Debt 425030.00 333067.96 Fannie Mae 2041-07-01 4.000000 Government Agency Debt 200000.00 129798.10 Fannie Mae 2041-07-01 4.000000 Government Agency Debt 140077.00 118387.70 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 154909.00 159980.97 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 122245.00 134995.29 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 115407.00 127196.36 Fannie Mae 2041-07-01 5.500000 Government Agency Debt 125878.00 140461.98 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 3086458.00 3417406.85 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 148811.00 164831.34 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 3013641.00 3206399.97 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 14002350.00 15012719.59 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 134307.00 149009.09 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 125822.00 129485.48 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 55270.00 48539.85 Fannie Mae 2041-10-25 2.500000 Government Agency Debt 1200000.00 1201096.15 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 153182.00 137064.28 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 147621.00 164124.02 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 138878.00 154029.75 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 148911.00 142634.18 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 123605.00 137033.64 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 126790.00 136911.14 Fannie Mae 2041-12-01 2.528000 Government Agency Debt 8617751.00 8475811.14 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 127397.00 141609.41 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 13335766.00 13986056.21 Fannie Mae 2042-02-01 2.178000 Government Agency Debt 33562.00 30334.52 Fannie Mae 2042-02-01 2.507000 Government Agency Debt 303001.00 277053.09 Fannie Mae 2042-02-01 3.000000 Government Agency Debt 79157.00 81233.81 Fannie Mae 2042-02-01 3.500000 Government Agency Debt 800000.00 838528.89 Fannie Mae 2042-04-01 2.710000 Government Agency Debt 88135.00 90204.37 Fannie Mae 2042-05-01 2.501000 Government Agency Debt 264113.00 270804.67 Fannie Mae 2042-05-01 2.687000 Government Agency Debt 1802135.00 1817478.34 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 4327052.00 4612298.50 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1781338.00 1972937.85 Fannie Mae 2042-07-01 1.347000 Government Agency Debt 5100000.00 189304.55 Fannie Mae 2042-07-01 2.394000 Government Agency Debt 155688.00 162090.10 Fannie Mae 2042-07-01 2.770000 Government Agency Debt 966796.00 1005516.66 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 36792.00 38898.98 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 35326.00 37954.02 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 199422.00 214857.59 Fannie Mae 2042-08-01 2.461000 Government Agency Debt 71588.00 73412.98 Fannie Mae 2042-08-01 2.639000 Government Agency Debt 79203.00 83124.04 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 431000.00 446965.10 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 171415.00 177764.21 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 69466.00 72145.03 Fannie Mae 2044-03-01 1.347000 Government Agency Debt 2900000.00 264213.12 Freddie Mac 2013-07-01 7.000000 Government Agency Debt 74600000.00 29952.09 Freddie Mac 2014-09-01 7.000000 Government Agency Debt 25000000.00 125564.71 Freddie Mac 2017-04-01 6.000000 Government Agency Debt 3999600.00 91598.72 Freddie Mac 2021-05-01 4.500000 Government Agency Debt 500000.00 95866.11 Freddie Mac 2021-05-01 7.500000 Government Agency Debt 265786.00 32916.41 Freddie Mac 2021-08-01 7.000000 Government Agency Debt 1672015.00 185438.84 Freddie Mac 2022-05-01 5.500000 Government Agency Debt 867037.00 159224.55 Freddie Mac 2024-08-01 8.000000 Government Agency Debt 4480435.00 64736.76 Freddie Mac 2025-11-15 3.500000 Government Agency Debt 2000000.00 1320452.85 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 68187.00 51092.70 Freddie Mac 2026-04-15 3.000000 Government Agency Debt 2175000.00 1397636.30 Freddie Mac 2026-06-01 7.500000 Government Agency Debt 5991538.00 106834.35 Freddie Mac 2026-06-01 7.500000 Government Agency Debt 1463668.00 40966.51 Freddie Mac 2026-07-01 4.500000 Government Agency Debt 197854.00 154416.18 Freddie Mac 2026-07-01 7.500000 Government Agency Debt 2028352.00 43826.53 Freddie Mac 2026-07-01 7.500000 Government Agency Debt 877638.00 41288.57 Freddie Mac 2026-07-01 7.500000 Government Agency Debt 4125442.00 31372.48 Freddie Mac 2026-10-01 3.000000 Government Agency Debt 235702.00 178906.20 Freddie Mac 2026-12-01 7.500000 Government Agency Debt 3099159.00 28144.32 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 3707758.00 3410830.92 Freddie Mac 2027-05-01 5.000000 Government Agency Debt 1067592.00 213784.46 Freddie Mac 2028-06-15 3.500000 Government Agency Debt 1750000.00 1363853.99 Freddie Mac 2031-03-01 7.000000 Government Agency Debt 1789000.00 82885.85 Freddie Mac 2032-01-01 7.000000 Government Agency Debt 2162167.00 200910.91 Freddie Mac 2032-01-01 7.000000 Government Agency Debt 249000.00 58952.64 Freddie Mac 2032-04-01 7.000000 Government Agency Debt 1836285.00 41183.11 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 401207.00 263670.93 Freddie Mac 2035-06-15 6.000000 Government Agency Debt 1481916.00 207445.07 Freddie Mac 2036-04-15 5.000000 Government Agency Debt 1959853.00 1190292.08 Freddie Mac 2037-04-01 7.500000 Government Agency Debt 334946.00 171382.81 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 932257.00 220527.49 Freddie Mac 2037-11-01 6.500000 Government Agency Debt 230489.00 111019.77 Freddie Mac 2038-06-01 6.000000 Government Agency Debt 221000.00 61335.23 Freddie Mac 2038-08-01 6.000000 Government Agency Debt 436961.00 171688.55 Freddie Mac 2038-08-01 6.000000 Government Agency Debt 79599.00 32521.12 Freddie Mac 2038-09-01 6.500000 Government Agency Debt 77262.00 49963.89 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 249256.00 187342.46 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 278862.00 253196.88 Freddie Mac 2041-01-01 4.000000 Government Agency Debt 74529.00 68237.45 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 1510106.00 1596591.40 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 15028134.00 15065302.81 Freddie Mac 2041-10-01 4.000000 Government Agency Debt 935056.00 932236.17 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 1978888.00 1713914.69 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 114066.00 101722.52 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 34371.00 37454.24 Freddie Mac 2042-02-01 4.000000 Government Agency Debt 181078.00 169409.71 Freddie Mac 2042-05-01 4.000000 Government Agency Debt 899534.00 981749.75 Freddie Mac 2042-05-01 4.000000 Government Agency Debt 724542.00 790372.50 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 85431.00 91889.70 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 789176.00 856355.40 GNMA 2038-04-20 2.750000 Government Agency Debt 3075444.00 2805566.02 GNMA 2040-07-20 0.687000 Government Agency Debt 45242380.00 31555718.34 GNMA 2042-03-20 4.000000 Government Agency Debt 13725161.00 14517435.12 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 301000000.00 301000000.00 0.0201 N 301003010.00 301003010.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.170000% 977BXL003_0.1700_M120905_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2029-03-25 4.000000 Government Agency Debt 28469245.00 31379755.34 Fannie Mae 2039-12-25 3.500000 Government Agency Debt 6881441.00 6693238.44 Fannie Mae 2040-05-25 4.000000 Government Agency Debt 58200000.00 31286855.70 Fannie Mae 2040-10-25 4.500000 Government Agency Debt 31350000.00 27336664.97 Freddie Mac 2032-05-15 5.500000 Government Agency Debt 40000000.00 29419436.02 Freddie Mac 2041-08-15 3.750000 Government Agency Debt 24040000.00 23287002.82 GNMA 2038-02-20 0.737000 Government Agency Debt 136371534.00 29347947.66 GNMA 2038-03-20 0.787000 Government Agency Debt 34480354.00 7979583.89 GNMA 2038-03-20 0.917000 Government Agency Debt 100000000.00 23269515.34 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 200000000.00 200000000.00 0.0133 N 200000000.00 200000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.200000% 987WVU007_0.2000_M120904_2MN4 0001197610 Government Agency Repurchase Agreement Y GNMA 2041-08-15 4.000000 Government Agency Debt 145973772.00 144579749.05 GNMA 2041-08-15 4.000000 Government Agency Debt 35574112.00 34640251.08 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 174000000.00 174000000.00 0.0116 N 174000000.00 174000000.00 CAFCO, LLC CAFCO, LLC 0.620000% 12476EJE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7998622.22 0.0005 N 7999360.00 7999360.00 CAFCO, LLC CAFCO, LLC 0.610000% 12476EJH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999118.89 0.0003 N 3999640.00 3999640.00 CAFCO, LLC CAFCO, LLC 0.590000% 12476EJQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N Y Letter of Credit Citibank NA N/A N/A 80000000.00 79973777.78 0.0053 N 79989600.00 79989600.00 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 21979448.33 0.0015 N 21990760.00 21990760.00 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 33966085.00 0.0023 N 33984360.00 33984360.00 CAFCO, LLC CAFCO, LLC 1.005000% 12476ENR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3984111.11 0.0003 N 3995160.00 3995160.00 California RAN Series A1 0.210000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-04 2012-09-04 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 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 3000000.00 3000000.00 0.0002 N 3001200.00 3001200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.606500% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2013-04-16 N N N 124000000.00 124000000.00 0.0083 N 123988840.00 123988840.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 13738JJQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 28000000.00 27993000.00 0.0019 N 27995800.00 27995800.00 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 29989500.00 29989500.00 Chariot Funding, LLC Chariot Funding, LLC 0.200000% 15963TJJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75000000.00 74994166.67 0.0050 N 74997000.00 74997000.00 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 0.0105 N 158025280.00 158025280.00 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 40006800.00 40006800.00 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 2000380.00 2000380.00 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 43008600.00 43008600.00 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 57011400.00 57011400.00 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 17979850.03 0.0012 N 17991540.00 17991540.00 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 12985375.00 0.0009 N 12991160.00 12991160.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BNN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N Y Letter of Credit Citibank NA N/A N/A 52000000.00 51797777.78 0.0035 N 51938640.00 51938640.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BNR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12948361.11 0.0009 N 12984270.00 12984270.00 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 20912500.00 0.0014 N 20972700.00 20972700.00 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 57053010.00 57053010.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.668100% 20271FAP1 Other Note N First Tier Security N/A N/A 2012-10-29 2013-09-27 N N N 50000000.00 50000000.00 0.0033 N 50033850.00 50033850.00 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 78927320.00 0.0053 N 78953390.00 78953390.00 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 20004400.00 20004400.00 CRC Funding, LLC CRC Funding, LLC 0.610000% 12622UJE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Letter of Credit Citibank NA N/A N/A 38000000.00 37993561.11 0.0025 N 37996960.00 37996960.00 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 4995333.33 0.0003 N 4997950.00 4997950.00 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 43958444.44 0.0029 N 43981080.00 43981080.00 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 31967484.45 0.0021 N 31982720.00 31982720.00 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 60745833.33 0.0041 N 60840180.00 60840180.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550DTB5 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 8000000.00 8000000.00 0.0005 N 8000320.00 8000320.00 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 48036960.00 48036960.00 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 103069010.00 103069010.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 22799D001_0.2000_M120904_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2038-04-15 5.000000 Government Agency Debt 12423000.00 4206037.32 Freddie Mac 2038-10-20 5.500000 Government Agency Debt 12117546.00 4144761.66 Freddie Mac 2038-12-20 5.500000 Government Agency Debt 12733660.00 14269147.94 Freddie Mac 2038-12-20 6.500000 Government Agency Debt 12100819.00 12663114.32 Freddie Mac 2039-02-15 5.000000 Government Agency Debt 13070257.00 6765227.35 Freddie Mac 2040-09-15 4.500000 Government Agency Debt 12202170.00 12446427.00 Freddie Mac 2040-10-15 5.000000 Government Agency Debt 12803000.00 8843108.34 Freddie Mac 2041-04-20 4.500000 Government Agency Debt 12740600.00 12803496.46 Freddie Mac 2041-05-20 5.000000 Government Agency Debt 12943830.00 12309257.97 Freddie Mac 2041-06-20 4.000000 Government Agency Debt 12500000.00 11788406.22 Freddie Mac 2041-08-15 4.500000 Government Agency Debt 457342.00 488783.62 Freddie Mac 2041-09-15 4.500000 Government Agency Debt 12178924.00 12370617.81 Freddie Mac 2041-10-15 2.950000 Government Agency Debt 10285000.00 10686723.48 Freddie Mac 2042-07-20 4.000000 Government Agency Debt 12596406.00 14019933.97 Freddie Mac 2042-08-20 4.000000 Government Agency Debt 12939528.00 14389507.73 Freddie Mac 2044-08-15 2.140000 Government Agency Debt 11910300.00 12572825.60 Freddie Mac 2047-07-15 2.140000 Government Agency Debt 12015059.00 11831919.98 Freddie Mac 2047-09-15 2.000000 Government Agency Debt 12400000.00 12823678.83 Freddie Mac 2047-09-15 2.800000 Government Agency Debt 12680700.00 13010581.40 Freddie Mac 2053-04-15 3.950000 Government Agency Debt 12072318.00 12875102.06 Freddie Mac 2053-07-15 4.450000 Government Agency Debt 12266922.00 13559533.45 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 224379547.00 224379547.00 0.0150 N 224379547.00 224379547.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120913_2MN4 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2037-08-25 4.000000 Government Agency Debt 4000000.00 3787954.81 Fannie Mae 2041-10-25 2.000000 Government Agency Debt 65380000.00 61902691.57 GNMA 2027-12-18 6.850000 Government Agency Debt 1700000.00 416034.94 GNMA 2032-03-20 6.500000 Government Agency Debt 1385000.00 603534.89 GNMA 2032-05-20 0.535800 Government Agency Debt 150000.00 14573.20 GNMA 2032-06-20 6.500000 Government Agency Debt 150000.00 51115.68 GNMA 2032-10-20 4.500000 Government Agency Debt 1000000.00 556762.28 GNMA 2032-11-20 4.500000 Government Agency Debt 3000000.00 2133611.98 GNMA 2033-02-20 5.500000 Government Agency Debt 750000.00 699203.92 GNMA 2033-05-20 4.500000 Government Agency Debt 1000000.00 688206.08 GNMA 2036-04-20 4.500000 Government Agency Debt 1500000.00 315236.92 GNMA 2037-01-20 3.500000 Government Agency Debt 674000.00 170950.65 GNMA 2037-02-20 4.200000 Government Agency Debt 2000000.00 448677.66 GNMA 2037-04-20 4.000000 Government Agency Debt 1650000.00 1256496.54 GNMA 2037-07-20 4.000000 Government Agency Debt 848689.00 281322.57 GNMA 2037-08-20 4.000000 Government Agency Debt 1155000.00 390821.23 GNMA 2037-12-20 4.000000 Government Agency Debt 1500000.00 1210876.11 GNMA 2037-12-20 4.000000 Government Agency Debt 1500000.00 1210864.75 GNMA 2038-01-20 3.000000 Government Agency Debt 1000000.00 887939.16 GNMA 2038-08-20 4.000000 Government Agency Debt 1000000.00 860397.16 GNMA 2038-08-20 5.000000 Government Agency Debt 1950000.00 1574717.41 GNMA 2038-09-20 4.000000 Government Agency Debt 1550000.00 1282887.27 GNMA 2039-03-20 3.500000 Government Agency Debt 1000000.00 430493.71 GNMA 2039-04-20 4.000000 Government Agency Debt 500000.00 432761.01 GNMA 2039-06-20 4.000000 Government Agency Debt 2000000.00 1004629.85 GNMA 2039-06-20 4.000000 Government Agency Debt 400000.00 224466.85 GNMA 2039-08-20 2.500000 Government Agency Debt 2050000.00 1818577.93 GNMA 2039-08-20 4.000000 Government Agency Debt 3060000.00 1397039.09 GNMA 2039-11-20 3.000000 Government Agency Debt 5000000.00 4197053.02 GNMA 2039-12-20 3.500000 Government Agency Debt 5000000.00 4565665.72 GNMA 2040-05-20 4.500000 Government Agency Debt 2124000.00 796505.32 GNMA 2041-07-20 4.500000 Government Agency Debt 4714488.00 5369419.94 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 99000000.00 99000000.00 0.0066 Y 99000990.00 99000990.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120914_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-11-01 4.000000 Government Agency Debt 51555000.00 46923667.81 First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 46000000.00 46000000.00 0.0031 Y 46000460.00 46000460.00 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 149029156.00 154227867.73 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 120185000.00 126277155.59 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 275000000.00 275000000.00 0.0183 Y 275005500.00 275005500.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.570000% 2284K0J63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Freddie Mac N/A N/A 50000000.00 49998416.67 0.0033 N 49998000.00 49998000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.450000% 2284K0JC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Freddie Mac N/A N/A 104000000.00 103989600.00 0.0069 N 103992720.00 103992720.00 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 32007040.00 32007040.00 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 0.0103 N 155032550.00 155032550.00 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 36006120.00 36006120.00 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 91009100.00 91009100.00 Deutsche Bank AG Deutsche Bank AG 0.470000% 25154UM43 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 73000000.00 73000000.00 0.0049 N 73009490.00 73009490.00 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 25009250.00 25009250.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 21599B009_0.1900_M120904_2MN4 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2016-10-31 1.000000 Treasury Debt 83015300.00 84927174.84 United States Treasury Department 2019-08-31 1.000000 Treasury Debt 68447200.00 68072862.26 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 150000000.00 150000000.00 0.0100 N 150000000.00 150000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 21599B009_0.2100_M120904_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2022-02-25 2.717000 Government Agency Debt 25000.00 26103.80 Fannie Mae 2027-09-25 1.500000 Government Agency Debt 4934728.00 4669802.19 Fannie Mae 2027-09-25 1.500000 Government Agency Debt 3746921.00 3562197.79 Fannie Mae 2027-09-25 1.500000 Government Agency Debt 2233768.00 2100561.71 Fannie Mae 2030-10-25 5.000000 Government Agency Debt 1017000.00 1213511.52 Fannie Mae 2032-03-25 3.500000 Government Agency Debt 2012000.00 2112836.75 Fannie Mae 2032-03-25 3.500000 Government Agency Debt 658333.00 689602.94 Fannie Mae 2032-07-25 3.000000 Government Agency Debt 605000.00 599766.75 Fannie Mae 2032-08-25 6.000000 Government Agency Debt 20000000.00 5472847.34 Fannie Mae 2032-09-25 1.750000 Government Agency Debt 8734139.00 8644058.00 Fannie Mae 2033-05-25 4.000000 Government Agency Debt 1250000.00 76144.18 Fannie Mae 2033-06-25 5.500000 Government Agency Debt 100000.00 116799.13 Fannie Mae 2035-02-25 5.500000 Government Agency Debt 8776370.00 2515754.18 Fannie Mae 2036-03-25 5.500000 Government Agency Debt 3717000.00 4379292.58 Fannie Mae 2036-08-25 5.750000 Government Agency Debt 21507000.00 2032900.99 Fannie Mae 2037-02-25 5.500000 Government Agency Debt 2836000.00 3338664.93 Fannie Mae 2037-02-25 6.000000 Government Agency Debt 18838000.00 581179.21 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 5651000.00 6725667.62 Fannie Mae 2039-05-25 2.000000 Government Agency Debt 2990889.00 3052090.56 Fannie Mae 2039-09-25 4.500000 Government Agency Debt 25664000.00 9986509.80 Fannie Mae 2039-10-25 4.500000 Government Agency Debt 28175000.00 11647549.21 Fannie Mae 2039-11-25 7.000000 Government Agency Debt 66000.00 84919.45 Fannie Mae 2039-12-25 5.000000 Government Agency Debt 1405898.00 1613035.51 Fannie Mae 2039-12-25 5.000000 Government Agency Debt 770652.00 878768.05 Fannie Mae 2040-02-25 4.500000 Government Agency Debt 137000.00 153436.30 Fannie Mae 2040-06-25 4.500000 Government Agency Debt 2500000.00 2699790.00 Fannie Mae 2040-08-25 4.500000 Government Agency Debt 189000.00 206879.59 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 3328518.00 3568748.24 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 2821000.00 3076913.60 Fannie Mae 2040-12-25 7.000000 Government Agency Debt 3333333.00 3679327.45 Fannie Mae 2041-01-25 4.000000 Government Agency Debt 825833.00 896288.39 Fannie Mae 2041-01-25 4.500000 Government Agency Debt 1854000.00 2119235.09 Fannie Mae 2041-02-25 7.000000 Government Agency Debt 16965859.00 17285416.61 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 410000.00 431179.10 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 407000.00 425661.09 Fannie Mae 2041-04-25 4.500000 Government Agency Debt 5583069.00 6305177.56 Fannie Mae 2041-05-25 4.500000 Government Agency Debt 5229000.00 5966126.90 Fannie Mae 2041-09-25 4.000000 Government Agency Debt 1325000.00 1475467.44 Fannie Mae 2041-12-25 4.000000 Government Agency Debt 4866000.00 5168540.31 Fannie Mae 2042-02-25 4.000000 Government Agency Debt 5339000.00 5679581.93 Fannie Mae 2042-04-25 3.000000 Government Agency Debt 4865000.00 4824654.55 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 82000.00 88651.29 Fannie Mae 2042-04-25 7.000000 Government Agency Debt 8000000.00 8433051.22 Fannie Mae 2042-05-25 3.500000 Government Agency Debt 6503.00 6836.89 Fannie Mae 2042-06-25 3.500000 Government Agency Debt 134000.00 138016.47 Fannie Mae 2042-06-25 3.500000 Government Agency Debt 106000.00 108945.81 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 677191.00 778879.58 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 7137000.00 7115624.68 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 1506000.00 1511834.24 Fannie Mae 2042-09-25 2.500000 Government Agency Debt 16397000.00 16679886.51 Fannie Mae 2042-09-25 2.500000 Government Agency Debt 6244000.00 6338136.63 Fannie Mae 2042-09-25 2.500000 Government Agency Debt 5746000.00 5542501.58 Fannie Mae 2042-09-25 2.500000 Government Agency Debt 597000.00 564664.29 Fannie Mae 2042-09-25 2.500000 Government Agency Debt 433000.00 410331.30 Fannie Mae 2042-09-25 3.000000 Government Agency Debt 16804789.00 17573624.90 Fannie Mae 2042-09-25 3.000000 Government Agency Debt 1501000.00 1518732.81 Fannie Mae 2042-09-25 3.000000 Government Agency Debt 767000.00 776061.34 Fannie Mae 2042-09-25 3.500000 Government Agency Debt 14715000.00 15289880.71 Fannie Mae 2042-09-25 3.500000 Government Agency Debt 5017000.00 5324901.65 Fannie Mae 2047-06-25 6.000000 Government Agency Debt 3878000.00 4529372.15 GNMA 2047-03-16 2.694000 Government Agency Debt 4000000.00 4200265.30 GNMA 2050-12-16 3.074000 Government Agency Debt 2100000.00 2186812.60 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 230000000.00 230000000.00 0.0153 N 230000000.00 230000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 991JCA005_0.1800_M120905_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-06-01 5.500000 Government Agency Debt 57086100.00 15608501.37 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 15000000.00 15000000.00 0.0010 N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 991JCA005_0.3000_M120904_2MN4 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199959.20 ADVANCE AUTO PARTS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199953.92 AETNA INC NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199967.60 ALPHA NATURAL RESOURCES INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199998.80 BARD C R INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199956.16 BOEING CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199974.08 BOSTON SCIENTIFIC CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199997.42 CAREFUSION CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199985.60 CF INDS HLDGS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199986.20 CITIGROUP INC COM NEW 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199994.80 COEUR D ALENE MINES CORP IDACOM NEW 2012-08-31 N/A Other Instrument common stock or ETF 0.00 871985.70 COOPER INDUSTRIES PLC SHS 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199952.78 ENTRAVISION COMMUNICATIONS CCL A 2012-08-31 N/A Other Instrument common stock or ETF 0.00 117291.33 GENERAL ELECTRIC CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199988.96 HONEYWELL INTL INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199971.50 MERCK & CO INC NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199986.48 PFIZER INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199986.40 PG&E CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199990.88 PPG INDS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199899.40 SPECTRA ENERGY CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199979.00 SPRINT NEXTEL CORP COM SER 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199999.01 WELLS FARGO & CO NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1199980.23 XO GROUP INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 211215.60 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 24000000.00 24000000.00 0.0016 Repurchase agreement collateralized by common stock and ETFs. N 24000000.00 24000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.350000% 991JCA005_0.3500_M120904_2MN4 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999966.00 ADVANCE AUTO PARTS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999961.60 AETNA INC NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999992.40 ALPHA NATURAL RESOURCES INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999999.00 BARD C R INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999996.06 BOSTON SCIENTIFIC CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999999.66 CAREFUSION CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999979.20 CF INDS HLDGS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999886.72 CITIGROUP INC COM NEW 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999975.90 COOPER INDUSTRIES PLC SHS 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999960.65 ENTRAVISION COMMUNICATIONS CCL A 2012-08-31 N/A Other Instrument common stock or ETF 0.00 117280.80 GENERAL ELECTRIC CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999987.36 HONEYWELL INTL INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999956.88 MERCK & CO INC NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999995.92 PFIZER INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999992.64 PG&E CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 630400.32 PIONEER ENERGY SVCS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 763556.14 PPG INDS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999952.33 QUIKSILVER INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 534424.86 SPECTRA ENERGY CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999996.76 SPRINT NEXTEL CORP COM SER 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999998.37 WELLS FARGO & CO NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 999977.88 XO GROUP INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 954763.20 First Tier Security N/A N/A 2012-09-04 2012-09-04 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 0.200000% 99ETSZ007_0.2000_M120907_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-01 4.000000 Government Agency Debt 278085.00 291615.01 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 160156603.00 169552394.33 First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 163000000.00 163000000.00 0.0109 N 162998370.00 162998370.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120917_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-01 5.500000 Government Agency Debt 52177408.00 31238454.70 First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 30000000.00 30000000.00 0.0020 Y 30000000.00 30000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120924_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-12-01 3.000000 Government Agency Debt 2311129.00 2354018.49 Fannie Mae 2036-12-01 6.000000 Government Agency Debt 12465000.00 3672767.10 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 157477.00 50084.98 Fannie Mae 2041-03-25 0.896000 Government Agency Debt 151976.00 104629.81 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 4401102.00 3679297.20 Fannie Mae 2041-10-01 5.000000 Government Agency Debt 4558456.00 3711727.60 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3494608.00 3705006.70 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3462667.00 3665745.85 First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 20000000.00 20000000.00 0.0013 Y 19999800.00 19999800.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M120920_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2025-09-01 4.000000 Government Agency Debt 484225.00 285834.91 Fannie Mae 2025-11-01 3.500000 Government Agency Debt 286257.00 236235.73 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 85034.00 66393.03 Fannie Mae 2026-05-01 4.500000 Government Agency Debt 322482.00 312440.23 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 842583.00 775347.01 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 351722.00 299152.45 Fannie Mae 2026-11-01 3.500000 Government Agency Debt 71727.00 66002.34 Fannie Mae 2027-05-01 3.500000 Government Agency Debt 71087.00 74110.73 Fannie Mae 2029-02-01 6.500000 Government Agency Debt 543582.00 15101.53 Fannie Mae 2035-11-01 5.000000 Government Agency Debt 135000.00 41394.52 Fannie Mae 2036-06-01 6.000000 Government Agency Debt 587000.00 142873.79 Fannie Mae 2037-04-01 5.526000 Government Agency Debt 2550000.00 590861.94 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 58358.00 15401.28 Fannie Mae 2039-04-01 4.000000 Government Agency Debt 76922.00 29086.49 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 153789.00 113006.51 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 136773.00 104360.56 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 48397.00 33656.38 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 213304.00 159583.23 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 112990.00 62280.31 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 55074.00 44446.06 Fannie Mae 2041-03-25 0.896000 Government Agency Debt 21411.00 14740.68 Fannie Mae 2041-04-25 4.500000 Government Agency Debt 4416931.00 4988212.44 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 7248630.00 6116717.02 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 187177.00 135633.56 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 499347.00 459796.96 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 67558.00 65195.34 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 54006.00 56569.80 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 930121.00 964887.62 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 1412889.00 1545743.83 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 38610.00 43243.67 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 3306165.00 3802626.45 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 232225.00 245686.24 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 34234.00 37745.98 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 21747.00 25016.13 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 21036.00 24242.04 Freddie Mac 2026-12-01 3.000000 Government Agency Debt 1316563.00 1344873.62 GNMA 2034-12-20 3.000000 Government Agency Debt 705392.00 707393.34 GNMA 2041-10-20 3.500000 Government Agency Debt 876412.00 939451.53 GNMA 2042-01-20 4.000000 Government Agency Debt 1068895.00 1085285.92 First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 25000000.00 25000000.00 0.0017 Y 25000250.00 25000250.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 99ETSZ007_0.2800_M120924_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-25 4.000000 Government Agency Debt 16736000.00 16344595.05 Fannie Mae 2029-07-25 4.500000 Government Agency Debt 16539007.00 15754106.58 Fannie Mae 2032-09-25 6.500000 Government Agency Debt 17929148.00 18236071.11 Fannie Mae 2032-12-25 3.500000 Government Agency Debt 6083903.00 6504907.06 Fannie Mae 2037-08-25 4.000000 Government Agency Debt 4717469.00 5087339.01 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 215495.00 56871.37 Fannie Mae 2040-03-25 0.735500 Government Agency Debt 32500000.00 17931230.02 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 96188.00 66891.32 Fannie Mae 2041-03-25 0.896000 Government Agency Debt 191363.00 131746.30 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 346706.00 292565.97 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 12278.00 12860.87 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 169329.00 177567.57 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 304655.00 350402.71 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 15504571.00 17835305.97 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 52516.00 57903.48 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 145848.00 168076.30 GNMA 2034-12-20 3.000000 Government Agency Debt 544139.00 545682.84 GNMA 2040-03-15 5.000000 Government Agency Debt 191956.00 170813.95 GNMA 2040-08-16 2.500000 Government Agency Debt 237426.00 248759.37 GNMA 2040-11-15 5.000000 Government Agency Debt 2102477.00 1925946.54 First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 98000000.00 98000000.00 0.0065 Y 97999020.00 97999020.00 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 18011160.00 18011160.00 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 57034200.00 57034200.00 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 20003000.00 20003000.00 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 75000000.00 75000000.00 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 9000000.00 9000000.00 EMF LLC Bonds (One Workplace) Series 2012 0.380000% 26868TAA0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-07 2012-09-07 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 Fannie Mae Fannie Mae 0.115000% 313588H40 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2012-09-26 N N N 2000000.00 1999859.45 0.0001 N 1999938.00 1999938.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384E70 Government Agency Debt N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 3000000.00 2999990.00 0.0002 N 2999997.00 2999997.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384E96 Government Agency Debt N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 47000000.00 46999569.17 0.0031 N 46999812.00 46999812.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384F61 Government Agency Debt N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 21000000.00 20999440.00 0.0014 N 20999769.00 20999769.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384F87 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 105000000.00 104996791.64 0.0070 N 104998530.00 104998530.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384F87 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 48250000.00 48248257.68 0.0032 N 48249324.50 48249324.50 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384G52 Government Agency Debt N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N N 50000000.00 49998229.17 0.0033 N 49998950.00 49998950.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384H28 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 32000000.00 31998044.44 0.0021 N 31999104.00 31999104.00 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 30995741.80 0.0021 N 30997024.00 30997024.00 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 0.0233 N 350316750.00 350316750.00 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 95961013.33 0.0064 N 95987520.00 95987520.00 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 40981584.17 0.0027 N 40993440.00 40993440.00 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 24988541.67 0.0017 N 24995750.00 24995750.00 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 77956320.00 0.0052 N 77980500.00 77980500.00 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 99943111.12 0.0067 N 99974000.00 99974000.00 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 14985708.33 0.0010 N 14990850.00 14990850.00 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 28969002.22 0.0019 N 28980280.00 28980280.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.280000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-07 2012-09-07 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 0.180000% 992JYE002_0.1800_M120905_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2024-08-01 4.500000 Government Agency Debt 69526408.00 24606056.79 Fannie Mae 2042-05-01 2.337000 Government Agency Debt 27161036.00 27893944.02 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 50000000.00 50000000.00 0.0033 N 50000000.00 50000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M120904_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-08-01 3.000000 Government Agency Debt 38214044.00 40418573.98 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 25248056.00 27875200.39 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 27893273.00 26206226.24 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 90000000.00 90000000.00 0.0060 N 90000000.00 90000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M120907_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2024-08-01 5.500000 Government Agency Debt 72283000.00 13761393.72 Fannie Mae 2025-09-01 3.500000 Government Agency Debt 23000000.00 13619981.96 Fannie Mae 2026-07-01 4.000000 Government Agency Debt 15105873.00 13531264.98 Fannie Mae 2027-06-01 3.000000 Government Agency Debt 13092711.00 13786272.03 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 12610648.00 13275623.52 Fannie Mae 2027-08-01 3.000000 Government Agency Debt 12943642.00 13727204.53 Fannie Mae 2032-08-01 3.500000 Government Agency Debt 12389850.00 13334249.80 Fannie Mae 2034-04-01 4.697000 Government Agency Debt 111098681.00 13835543.91 Fannie Mae 2035-12-01 5.000000 Government Agency Debt 46615000.00 13322943.65 Fannie Mae 2037-08-01 5.500000 Government Agency Debt 36200000.00 13538526.41 Fannie Mae 2040-01-01 3.827000 Government Agency Debt 30652498.00 13808537.12 Fannie Mae 2040-04-01 4.500000 Government Agency Debt 15960260.00 13491261.93 Fannie Mae 2040-06-01 4.500000 Government Agency Debt 14395639.00 13324205.64 Fannie Mae 2041-05-01 5.500000 Government Agency Debt 13302625.00 13567205.02 Fannie Mae 2041-07-01 3.466000 Government Agency Debt 15007008.00 13790167.46 Fannie Mae 2041-09-01 2.846000 Government Agency Debt 16536807.00 13863009.13 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 14213174.00 13610010.75 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 1863800.00 1723233.80 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 15682514.00 13527875.30 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 12353852.00 13350596.99 Fannie Mae 2042-04-01 2.645000 Government Agency Debt 13500000.00 13580793.90 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 13086596.00 13622019.92 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 12405181.00 13344011.73 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 12935442.00 13713750.30 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 12679848.00 13646352.51 Freddie Mac 2020-12-01 5.000000 Government Agency Debt 40099000.00 13530239.11 Freddie Mac 2038-07-01 6.000000 Government Agency Debt 22136197.00 13329129.24 Freddie Mac 2039-02-01 4.500000 Government Agency Debt 22977851.00 13410009.02 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 5405486.00 5720510.52 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 12888114.00 13764076.15 First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 369000000.00 369000000.00 0.0246 N 369000000.00 369000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2MN4 0000769993 Other Repurchase Agreement N ALPHA NATURAL RESOURCES INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 525268.26 ASTORIA FINL CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249998.78 CBS CORP NEW CL B 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249992.00 COLE KENNETH PRODTNS INC CL A 2012-08-31 N/A Other Instrument common stock or ETF 0.00 150365.04 CONSTELLATION BRANDS INC CL A 2012-08-31 N/A Other Instrument common stock or ETF 0.00 371194.20 DEVRY INC DEL COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 326949.48 DUKE REALTY CORP COM NEW 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249987.35 EAGLE MATERIALS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 445053.94 FEDERATED INVS INC PA CL B 2012-08-31 N/A Other Instrument common stock or ETF 0.00 630720.42 GATX CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 665623.92 HEWLETT PACKARD CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249992.54 INTL PAPER CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 384385.32 JABIL CIRCUIT INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249990.89 JPMORGAN CHASE & CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249987.50 KODIAK OIL & GAS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249998.23 LOWES COS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 451697.22 MARKEL CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 513172.40 MCDONALDS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 85861.60 NEW YORK CMNTY BANCORP INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 818557.08 POST PPTYS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 499948.92 PROGRESSIVE CORP OHIO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249982.72 PROLOGIS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249994.23 QUEST DIAGNOSTICS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 550641.84 RENTECH INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 737979.06 ROBBINS & MYERS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 514526.46 ROLLINS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 821962.80 ROPER INDS INC NEW COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 541408.12 SOUTHERN CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249992.10 SOUTHERN COPPER CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249970.75 TUPPERWARE BRANDS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 1249991.04 UDR INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 805399.25 WAL MART STORES INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 637606.25 WYNDHAM WORLDWIDE CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 771800.40 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 0.620000% 38362VJE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity Citibank NA N/A N/A 16000000.00 15997244.45 0.0011 N 15998560.00 15998560.00 Govco, LLC Govco, LLC 0.610000% 38362VJH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Credit / Liquidity Citibank NA N/A N/A 22000000.00 21995153.89 0.0015 N 21997800.00 21997800.00 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 61935985.00 0.0041 N 61970860.00 61970860.00 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 53941410.00 0.0036 N 53972460.00 53972460.00 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 71919060.00 0.0048 N 71956800.00 71956800.00 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 13985440.00 0.0009 N 13991320.00 13991320.00 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 59001112.06 0.0039 N 59024190.00 59024190.00 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 74962666.67 0.0050 N 74967750.00 74967750.00 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 147934592.23 0.0099 N 147946720.00 147946720.00 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 39974800.00 0.0027 N 39976000.00 39976000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.240000% 4662J0J78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 43000000.00 42999140.00 0.0029 N 42999570.00 42999570.00 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 10997690.00 0.0007 N 10998790.00 10998790.00 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 34979311.11 0.0023 N 34985650.00 34985650.00 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 109000000.00 109000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.190000% 992JYG007_0.1900_M120907_2MN4 0001168163 Government Agency Repurchase Agreement Y Freddie Mac 2039-12-15 2.000000 Government Agency Debt 50599633.00 42720250.28 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 92738658.00 98389749.95 First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 137000000.00 137000000.00 0.0091 N 137000000.00 137000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.357000% 48125LBA9 Other Note N First Tier Security N/A N/A 2012-09-21 2012-12-21 N N N 500000000.00 500000000.00 0.0333 N 500053500.00 500053500.00 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 50986286.67 0.0034 N 50983170.00 50983170.00 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 15983644.44 0.0011 N 15982080.00 15982080.00 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 90013500.00 90013500.00 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 33006600.00 33006600.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LJK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 8000000.00 7999233.34 0.0005 N 7999040.00 7999040.00 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 15997137.78 0.0011 N 15996800.00 15996800.00 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 26990280.00 0.0018 N 26990280.00 26990280.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 20000000.00 19998611.11 0.0013 N 19998400.00 19998400.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 50463000.00 50458444.31 0.0034 N 50458458.33 50458458.33 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M120904_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2023-03-25 4.500000 Government Agency Debt 100000000.00 8400169.71 Fannie Mae 2023-09-25 3.500000 Government Agency Debt 11462000.00 11931594.34 Fannie Mae 2023-09-25 4.000000 Government Agency Debt 8533000.00 9241014.31 Fannie Mae 2027-10-25 4.000000 Government Agency Debt 24500000.00 9426826.14 Fannie Mae 2029-02-25 4.000000 Government Agency Debt 10238000.00 11335250.82 Fannie Mae 2029-03-25 4.000000 Government Agency Debt 10586000.00 11725088.89 Fannie Mae 2031-10-25 0.596000 Government Agency Debt 42784500.00 7731720.78 Fannie Mae 2032-11-25 5.500000 Government Agency Debt 15829499.00 11290388.31 Fannie Mae 2033-09-25 6.000000 Government Agency Debt 53070000.00 8860920.53 Fannie Mae 2035-08-25 5.500000 Government Agency Debt 11377000.00 12312909.94 Fannie Mae 2036-02-25 6.000000 Government Agency Debt 7455587.00 9001443.32 Fannie Mae 2036-03-25 5.500000 Government Agency Debt 8433000.00 9935586.32 Fannie Mae 2037-02-25 5.000000 Government Agency Debt 24840000.00 11590956.22 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 8428554.00 10031437.40 Fannie Mae 2037-10-25 4.000000 Government Agency Debt 29444000.00 10618963.56 Fannie Mae 2038-03-25 4.000000 Government Agency Debt 10000000.00 10697873.33 Fannie Mae 2038-06-25 3.000000 Government Agency Debt 11900243.00 8738564.47 Fannie Mae 2039-11-25 4.000000 Government Agency Debt 15912216.00 10195260.11 Fannie Mae 2040-05-25 1.076000 Government Agency Debt 21346362.00 9782247.07 Fannie Mae 2040-07-25 3.250000 Government Agency Debt 10000000.00 10235635.43 Fannie Mae 2040-07-25 4.000000 Government Agency Debt 18005641.00 11783926.10 Fannie Mae 2041-11-25 3.500000 Government Agency Debt 11710000.00 11997019.91 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10325000.00 11272838.44 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10000000.00 10920273.33 Fannie Mae 2051-10-25 7.000000 Government Agency Debt 10000000.00 8376962.97 Freddie Mac 2024-12-15 2.300000 Government Agency Debt 78059885.00 10643063.10 Freddie Mac 2025-08-15 4.000000 Government Agency Debt 2814192.00 3111537.65 Freddie Mac 2027-05-15 5.500000 Government Agency Debt 8000000.00 9193770.67 Freddie Mac 2027-07-15 4.000000 Government Agency Debt 19500000.00 7706797.06 Freddie Mac 2028-07-15 4.500000 Government Agency Debt 22200000.00 11907469.02 Freddie Mac 2029-01-15 3.500000 Government Agency Debt 10845000.00 8210781.06 Freddie Mac 2032-04-15 5.750000 Government Agency Debt 66619000.00 12226460.24 Freddie Mac 2032-11-15 5.000000 Government Agency Debt 75000000.00 9782918.95 Freddie Mac 2033-02-15 5.500000 Government Agency Debt 10000000.00 9599591.43 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 9100000.00 10177236.77 Freddie Mac 2034-03-15 6.000000 Government Agency Debt 50000000.00 9875962.66 Freddie Mac 2034-06-15 6.000000 Government Agency Debt 11692000.00 8133752.10 Freddie Mac 2035-10-15 6.000000 Government Agency Debt 163210000.00 9837007.37 Freddie Mac 2035-11-15 1.249000 Government Agency Debt 45578421.00 12032727.20 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 6824270.00 8104518.98 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 9890823.00 11849888.42 Freddie Mac 2037-05-15 5.500000 Government Agency Debt 6767000.00 8026354.49 Freddie Mac 2038-11-15 2.500000 Government Agency Debt 10950000.00 8375990.29 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 10200000.00 9110774.20 Freddie Mac 2041-09-15 2.500000 Government Agency Debt 8000000.00 8134666.04 Freddie Mac 2041-11-15 3.500000 Government Agency Debt 10000000.00 10417996.67 Freddie Mac 2042-04-15 0.799000 Government Agency Debt 13000000.00 12010433.29 GNMA 2036-08-20 6.000000 Government Agency Debt 10000000.00 11742370.00 GNMA 2036-09-20 6.000000 Government Agency Debt 10575845.00 12416856.37 GNMA 2040-03-20 3.500000 Government Agency Debt 11471000.00 12484631.09 GNMA 2040-08-20 4.500000 Government Agency Debt 17478546.00 12451573.97 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 500000000.00 500000000.00 0.0333 N 500000000.00 500000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399V008_0.1900_M120907_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-25 3.500000 Government Agency Debt 26334832.00 23127357.03 Freddie Mac 2033-06-15 4.000000 Government Agency Debt 106871955.00 28372643.12 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 50000000.00 50000000.00 0.0033 N 49999000.00 49999000.00 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 43924711.11 0.0029 N 43913760.00 43913760.00 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 75866577.78 0.0051 N 75841160.00 75841160.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.380000% 60681P6D1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 68000000.00 68000000.00 0.0045 N 68001360.00 68001360.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.370000% 60681P6E9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 20000000.00 20000000.00 0.0013 N 20000800.00 20000800.00 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 14003780.00 14003780.00 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 24005280.00 24005280.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.360000% 60687GB98 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 76000000.00 76000000.00 0.0051 N 76002280.00 76002280.00 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 76014440.00 76014440.00 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 69998600.00 69998600.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.170000% 992JYJ001_0.1700_M120904_2MN4 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2018-12-01 5.000000 Government Agency Debt 32491373.00 10470887.81 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 15600000.00 9787292.89 Fannie Mae 2021-12-01 5.000000 Government Agency Debt 17036000.00 10130665.29 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 43791792.00 10330935.54 Fannie Mae 2023-10-01 5.000000 Government Agency Debt 19829468.00 4708633.66 Fannie Mae 2023-11-01 5.000000 Government Agency Debt 86447689.00 9667254.35 Fannie Mae 2026-04-01 4.500000 Government Agency Debt 1478278.00 1401875.93 Fannie Mae 2026-11-01 3.500000 Government Agency Debt 11395666.00 9901064.18 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 17080000.00 10235190.91 Fannie Mae 2038-12-01 5.000000 Government Agency Debt 29069779.00 10272908.02 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 9711861.00 9605355.46 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 2810302.00 2895755.14 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 9885740.00 10614789.12 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 9179185.00 9717445.04 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 9102986.00 9678332.02 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 9174289.00 9888952.68 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 10032107.00 10828318.55 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 7525726.00 8123015.28 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 155000000.00 155000000.00 0.0103 N 155000000.00 155000000.00 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 70020300.00 70020300.00 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 4001160.00 4001160.00 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 0.0025 N 38012920.00 38012920.00 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 51033150.00 51033150.00 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 75017250.00 75017250.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.350000% 63253JJH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N Y National Australia Bank Ltd N/A N/A N 47000000.00 46994059.72 0.0031 N 46999060.00 46999060.00 Nationwide Building Society Nationwide Building Society 0.630000% 6385E0J46 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 25000000.00 25000000.00 0.0017 N 24999500.00 24999500.00 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 48921600.00 0.0033 N 48902980.00 48902980.00 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 2012-09-01 2012-09-04 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 200000.00 200000.00 0.0000 N 200000.00 200000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.210000% 65409RJA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 16000000.00 15999440.00 0.0011 N 15999040.00 15999040.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6V8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 31000000.00 31000000.00 0.0021 N 31002170.00 31002170.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6X4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 11000000.00 11000000.00 0.0007 N 11000770.00 11000770.00 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 40937418.05 0.0027 N 40942190.00 40942190.00 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 7986560.00 0.0005 N 7986960.00 7986960.00 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 21963425.00 0.0015 N 21962820.00 21962820.00 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 18967058.75 0.0013 N 18967890.00 18967890.00 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 50913725.00 0.0034 N 50910240.00 50910240.00 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 82857977.79 0.0055 N 82850600.00 82850600.00 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 142918013.33 0.0095 N 142904190.00 142904190.00 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 50044861.02 0.0033 N 50050980.20 50050980.20 PNC Bank NA PNC Bank NA 0.230000% 69349JJC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 23000000.00 22998824.44 0.0015 N 22998850.00 22998850.00 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 0.0080 N 120048000.00 120048000.00 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 14996250.00 14996250.00 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 0.0106 N 159063600.00 159063600.00 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 14981875.00 0.0010 N 14984719.50 14984719.50 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 17992250.00 0.0012 N 17995500.00 17995500.00 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 998693.33 0.0001 N 999110.00 999110.00 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 4993125.00 0.0003 N 4995500.00 4995500.00 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 12980500.00 0.0009 N 12988170.00 12988170.00 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 24945166.66 0.0017 N 24965250.00 24965250.00 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 27907911.11 0.0019 N 27941760.00 27941760.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.310000% 82124LJC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 11000000.00 10999242.22 0.0007 N 10999230.00 10999230.00 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 2998750.00 0.0002 N 2998950.00 2998950.00 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 29987250.00 0.0020 N 29989200.00 29989200.00 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 19991333.33 0.0013 N 19992600.00 19992600.00 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 43979466.67 0.0029 N 43982400.00 43982400.00 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 11994600.00 0.0008 N 11997000.00 11997000.00 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 31008990.00 31008990.00 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 15002400.00 15002400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 62000000.00 62000000.00 0.0041 N 62004340.00 62004340.00 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 57985097.22 0.0039 N 57988400.00 57988400.00 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 13995695.00 0.0009 N 13996920.00 13996920.00 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 25180710.94 0.0017 N 25179451.64 25179451.64 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-10-05 N N N 55000000.00 55000000.00 0.0037 N 55008250.00 55008250.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHP8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 17000000.00 17000000.00 0.0011 N 17000510.00 17000510.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 154000000.00 154000000.00 0.0103 N 154009240.00 154009240.00 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 0.0069 N 104033280.00 104033280.00 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 46005980.00 46005980.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 77000000.00 77000000.00 0.0051 N 77002310.00 77002310.00 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 33003300.00 33003300.00 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 32003200.00 32003200.00 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 21002940.00 21002940.00 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 9000630.00 9000630.00 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 72001440.00 72001440.00 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 7995377.78 0.0005 N 7995040.00 7995040.00 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 34980409.72 0.0023 N 34977950.00 34977950.00 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 15988666.67 0.0011 N 15984320.00 15984320.00 Texas TRAN Series 2012 0.200000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-04 2012-09-04 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 78967522.21 0.0053 N 78978670.00 78978670.00 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 22403894.32 0.0015 N 22402586.96 22402586.96 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 14918254.26 0.0010 N 14917284.20 14917284.20 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 70672112.78 0.0047 N 70666064.00 70666064.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.327000% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-09-20 2013-04-22 N N N 74000000.00 74000000.00 0.0049 N 74017020.00 74017020.00 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 96035520.00 96035520.00 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 7000280.00 7000280.00 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 0.0033 N 50002000.00 50002000.00 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 10000500.00 10000500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYL3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 8000000.00 8000000.00 0.0005 N 8000080.00 8000080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYR0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 61000000.00 61000000.00 0.0041 N 61000610.00 61000610.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZD0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 291000000.00 291000000.00 0.0194 N 291002910.00 291002910.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 47000000.00 46998825.00 0.0031 N 46999530.00 46999530.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 75000000.00 74995687.50 0.0050 N 74998500.00 74998500.00 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 8993600.00 0.0006 N 8997300.00 8997300.00 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 29972133.33 0.0020 N 29987400.00 29987400.00 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 49916444.45 0.0033 N 49912000.00 49912000.00 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 0.0152 N 228127680.00 228127680.00 Union Bank, NA Union Bank, NA 0.420000% 90527MN44 Certificate of Deposit N First Tier Security N/A N/A 2012-09-26 2012-09-26 N N N 46000000.00 46000000.00 0.0031 N 46009660.00 46009660.00 Union Bank, NA Union Bank, NA 0.420000% 90527MP26 Certificate of Deposit N First Tier Security N/A N/A 2012-09-25 2012-09-25 N N N 14000000.00 14000000.00 0.0009 N 14002800.00 14002800.00 United States Treasury Department United States Treasury Department 0.105000% 9127955C1 Treasury Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 32000000.00 31998506.67 0.0021 N 31998784.00 31998784.00 United States Treasury Department United States Treasury Department 0.120000% 9127956J5 Treasury Debt N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 25000000.00 24998083.40 0.0017 N 24998675.00 24998675.00 Univ of California CP Series B 0.190000% 91411SJL5 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 33000000.00 32997213.33 0.0022 N 32996700.00 32996700.00 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 4000760.00 4000760.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-11-26 N N N 116000000.00 116000000.00 0.0077 N 116011600.00 116011600.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 29000000.00 28997986.11 0.0019 N 28998550.00 28998550.00 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 71904000.00 0.0048 N 71935920.00 71935920.00 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 27962355.56 0.0019 N 27974520.00 27974520.00 Westpac Banking Corp Westpac Banking Corp 0.433800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2013-02-07 N N N 118000000.00 118000000.00 0.0079 N 118082600.00 118082600.00 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 0.320000% 97342GJK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9998666.67 0.0007 N 9998900.00 9998900.00 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 19992222.22 0.0013 N 19994400.00 19994400.00