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03/31/2011 40427SQX0 Financial Company Commercial Paper First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 3000000.00 2998840.00 0.0102 N/A N 2998590.00 2998590.00 FNMA FNMA 313588EP6 GDC 04/20/2011 313588EP6 Government Agency Debt First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 1000000.00 999610.00 0.0034 N/A N 999697.00 999697.00 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137SP28 DCP 02/02/2011 98137SP28 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 1241000.00 1240990.69 0.0042 N/A N 1240987.59 1240987.59 FNMA FNMA 313588EG6 GDC 04/13/2011 313588EG6 Government Agency Debt First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 2000000.00 1999309.72 0.0068 N/A N 1999448.00 1999448.00 STATE STREET BANK AND TRUST CO STATE STREET BANK AND TRUST C 00.3400 02/08/2011 8574P0X86 Certificate of Deposit First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 3000000.00 3000069.82 0.0102 N/A N 3000120.00 3000120.00 VARIABLE FUNDING CAPITAL CO LLC VARIABLE FUNDING CAPITAL CO L 92217MQW0 DCP 03/30/2011 92217MQW0 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-30 2011-03-30 N N N 600000.00 599762.50 0.0020 N/A N 599730.00 599730.00 DNB NOR BANK ASA DNB NOR BANK ASA 00.2450 04/01/2011 8465SB9E4 Certificate of Deposit First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 2500000.00 2500020.48 0.0085 N/A N 2500020.48 2500020.48 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. REPO TRIPA CORPO 0.32 02/01/2011 TRIPARTY2 Other Repurchase Agreement N CARGILL INC 2013-01-22 5.20% Other Note 118647.94 127987.90 CATERPLR FIN SRV 2013-02-08 4.25% Other Note 971944.20 1051783.21 CREDIT SUISSE 2020-08-05 4.38% Other Note 1003561.30 993785.50 HSBC FINANCE CORP 2014-01-15 0.78% Other Note 601566.40 581639.43 HSBC FNC 2014-09-15 5.65% Other Note 8336.10 8918.33 HSBC FNC CORP INTNTS 2011-08-15 5.40% Other Note 12391.50 12726.94 JP MORGAN & CO 2037-05-15 6.00% Other Note 9612.80 9249.40 JPMORGAN & CO. JPMORGA 2037-11-16 6.25% Other Note 13668.20 13373.62 LLOYDS TSB BANK PLC 2015-01-12 4.38% Other Note 1083467.70 1081527.24 MORGAN STANLEY 2030-08-26 0.00% Other Note 7510.00 7265.93 NATL AGRICULT 2016-01-28 4.25% Other Note 146445.00 147173.49 NAT'L CITY BK CLEVELAN 2011-12-15 6.20% Other Note 429696.74 452493.11 NATIONWIDE LIFE GLOBAL 2011-03-15 5.35% Other Note 1126500.00 1154314.54 ROYAL BANK OF SCOTLAND 2014-08-25 4.88% Other Note 1126500.00 1178718.91 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 6500000.00 6500000.00 0.0222 N/A N 6500000.00 6500000.00 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.28 02/01/2011 TRIPARTY2 Other Repurchase Agreement N BNK OF AMERICA CORP 2014-09-15 0.63% Other Note 771569.40 746444.78 FEDERATIVE REPUBLIC OF BRAZIL 2034-01-20 8.25% Treasury Debt 879594.33 1195716.86 GOLDMAN SACHS INC 2016-03-22 0.75% Other Note 4176000.00 3974489.39 PCCW-HKT CAPITAL LIMITED 2011-11-15 8.00% Other Note 380062.09 386498.98 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 6000000.00 6000000.00 0.0205 N/A N 6000000.00 6000000.00 DEUTSCHE BANK SECURITIES INC REPO TRIPA CORPO 0.3 02/01/2011 TRIPARTY2 Other Repurchase Agreement N AMERICAN EXPRESS CR ACCT SEC 2014-01-15 5.65% Other Note 317854.73 324348.54 BUSINESS LOAN EXPRESS BUS LOAN TRU 2031-02-25 0.69% Other Note 1086851.77 141433.86 CDC MORTGAGE CAPITAL TRUST 2034-03-25 1.24% Other Note 429252.69 312155.96 CITIBANK CREDIT CARD ISSUANCE TRUST 2014-07-15 0.00% Other Note 567555.00 559312.40 L AIRLINES 99-1 2020-08-02 6.55% Other Note 766343.85 384405.22 GABS DELTA FDG98-1 2030-05-25 7.79% Other Note 747573.25 366410.86 EASTL 2007-1A 2022-05-01 0.00% Other Note 723000.00 571728.30 ABS GREENTREE95-6 2026-10-15 8.10% Other Note 326905.46 285940.28 THE KROGER CO 2017-08-15 6.40% Other Note 570979.71 673505.46 MESA WEST CAPITAL 2047-06-25 0.00% Other Note 1538327.10 1250736.85 NATIONWIDE MUTUAL INS CO 2024-12-15 5.81% Other Note 455490.00 422054.25 RESI ASSET MTG PROD 2034-05-25 1.16% Other Note 680333.17 299167.17 2010 U HAUL S FLEET LLC 2010 T1 LLC 2023-10-25 4.90% Other Note 723000.00 709745.89 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 6000000.00 6000000.00 0.0205 N/A N 6000000.00 6000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.35 02/01/2011 TRIPARTY2 Other Repurchase Agreement N AVNET INC 2015-09-01 6.00% Other Note 69099.00 76334.59 CNA FINANCIAL CORP 2020-08-15 5.88% Other Note 665728.00 688850.77 CONSOL ENERGY INC 2012-03-01 7.88% Other Note 52010.00 56955.82 DELHAIZE GROUP 2017-06-15 6.50% Other Note 58697.00 68259.23 DELHAIZE GROUP 2014-02-01 5.88% Other Note 119548.70 135425.79 DELHAIZE GROUP 2040-10-01 5.70% Other Note 743000.00 712688.10 ENERGY TRANSFER PART 2018-07-01 6.70% Other Note 328406.00 383277.89 CB ENTERPRISE PRODUC 2011-02-01 7.50% Other Note 44580.00 46242.46 ENTERPRISE PRODUCTS 2014-01-31 9.75% Other Note 514156.00 631889.13 ENTERPRISE PRODUCTS 2039-10-15 6.13% Other Note 3715.00 3808.56 ENTERPRISE PRODUCTS 2020-09-01 5.20% Other Note 202616.10 212240.58 ENTERPRISE PRODUCTS 2041-02-01 5.95% Other Note 7430.00 7327.76 NEXEN, INC. 2013-11-20 5.05% Other Note 107809.30 116477.10 NEXEN INC 2037-05-15 6.40% Other Note 356640.00 346929.90 NEXEN INC 2019-07-30 6.20% Other Note 2972.00 3211.90 NISOURCE FINANCE COR 2018-03-15 6.40% Other Note 451446.80 523180.20 NISOURCE FINANCE COR 2019-01-15 6.80% Other Note 608442.70 707620.16 PANHANDLE EAST PIPE 2018-06-15 7.00% Other Note 66870.00 74822.18 QWEST CORPORATION 2015-06-15 7.63% Other Note 118880.00 137845.07 QWEST CORP 2016-05-01 8.38% Other Note 49186.60 59919.35 REYNOLDS AMERICAN IN 2015-07-15 7.30% Other Note 297.20 337.87 CB SOUTHERN UNION CO 2029-11-15 8.25% Other Note 52010.00 57176.54 SUNOCO INC 2015-04-15 9.63% Other Note 43837.00 53403.26 TECO ENERGY INC 2015-05-01 6.75% Other Note 451298.20 518328.39 TECO FINANCE INC 2017-11-01 6.57% Other Note 107289.20 123680.50 UIL HOLDINGS CORPORA 2020-10-01 4.63% Other Note 32543.40 31298.53 UNITED BUSINESS 2020-11-03 5.75% Other Note 30463.00 29611.74 US WEST COMM CORP BO 2033-09-15 6.88% Other Note 373803.30 378774.37 US WESTCOMMUNITN 10/ 2035-10-15 7.25% Other Note 169775.50 175063.30 VULCAN MATERIALS 5.6 2012-11-30 5.60% Other Note 2080.40 2201.21 WILLIAMS PARTNERS LP 2020-11-15 4.13% Other Note 484807.50 463559.00 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 6500000.00 6500000.00 0.0222 N/A N 6500000.00 6500000.00 CITIGROUP GLOBAL MARKETS INC REPO TRIPA CORPO 0.35 02/01/2011 TRIPARTY2 Other Repurchase Agreement N ALTRIA GROUP INC 2038-11-10 9.95% Other Note 176486.36 241852.94 AMER EXP BANK,FSB 2012-06-12 0.49% Other Note 790320.00 788371.86 AMERICAN EXP 2012-10-17 5.55% Other Note 89000.00 96516.35 AMEX CENTURION BANK 2017-06-12 5.95% Other Note 7120.00 8004.37 MAEX CENTURION BK 2012-10-17 5.55% Other Note 53400.00 57909.81 AMERICAN EXP CRT CP 2012-02-24 0.38% Other Note 374868.00 374167.86 AMERICAN EXP CRT 2015-09-15 2.75% Other Note 108936.00 108449.54 AMERICAN INTL 2016-10-18 5.60% Other Note 49840.00 53345.86 AMERICAN INTL 2011-10-18 0.63% Other Note 17800.00 17717.83 AVALONBAY COMM INC 2020-03-16 6.10% Other Note 46137.60 52935.72 BP CAPITAL MARKETS PLC,GB 2015-03-10 3.88% Other Note 157209.96 167494.17 CATERPILAR FIN SRV CO 2013-09-30 6.20% Other Note 190744.80 219007.24 CATERPLR FIN SRV CO 2019-02-15 7.15% Other Note 356.00 450.19 CITGROUP FDG 2025-04-28 5.25% Other Note 3560.00 3440.96 JOHN DEERE CAPITAL CO 2017-04-13 5.50% Other Note 92560.00 106048.77 JOHN DEERE CAPITAL CO 2012-01-17 5.35% Other Note 70701.60 74047.24 JOHN DEERE CAP 2012-12-17 4.95% Other Note 70132.00 75911.58 DIRECTV HOLDINGS LLC 2021-02-15 4.60% Other Note 261658.43 263257.46 MNWALT DISNEY CO 2039-04-01 4.75% Other Note 148238.40 147504.37 R R DONNELLEY & SONS CO 2017-01-15 6.13% Other Note 123536.56 126510.36 GOLDMAN SACHS GRP INC 2012-08-01 3.63% Other Note 96404.80 101620.78 HBOS PLC 2018-05-21 6.75% Other Note 80812.00 75803.68 ITAU UNIBANCO HOLDING 2021-01-22 5.75% Other Note 3987.20 3883.28 KINDER MORGAN 2020-09-15 5.30% Other Note 151359.81 161464.93 KROGER CO 2018-05-01 7.00% Other Note 120328.00 139803.09 LLOYDS PLC 2020-09-14 6.50% Other Note 32752.00 31489.61 MDC HLDGS INC 2015-07-01 5.38% Other Note 402992.00 422194.23 MACQUARIE GROUP LIMITE 2021-01-14 6.25% Other Note 323034.40 326087.52 MAYTAG CORP. 2015-05-15 5.00% Other Note 171592.00 179817.36 MCDONALDS CORP 2012-03-01 5.75% Other Note 35600.00 38178.09 MCDONALDS CORP 2019-02-01 5.00% Other Note 33820.00 38152.68 MCDONALD CORP 2039-02-01 5.70% Other Note 53044.00 57794.09 MORGAN & CO 2012-02-15 7.18% Other Note 178000.00 188538.71 MYRAID INTL HLDGS B V 2017-07-28 6.38% Other Note 111805.36 117175.51 NATL AGRICULT 2016-01-28 4.25% Other Note 28480.00 28621.67 NATIONWIDE BLDG SOC 2015-08-03 5.00% Other Note 21360.00 21304.04 NATIONWIDE BLDG SOC 2014-01-15 5.25% Other Note 106800.00 113025.91 PNC BANK NA 2017-09-21 4.88% Other Note 99680.00 105210.66 PEMEX PJT FDG MST TRST 2012-12-03 1.14% Other Note 28480.00 28389.74 PEMEX PJT FDG MST TRST 2012-12-03 0.90% Other Note 120826.40 120398.14 PETROLEOS MEXICANOS 2049-09-29 6.63% Other Note 14667.20 14998.84 PITNEY BOWES 2037-01-15 5.25% Other Note 18512.00 19298.08 PROTECTIVE LIFE SEC TR 2012-10-15 4.00% Other Note 3916.00 3994.62 PRUDENTIAL FINACIAL INC 2013-07-15 4.50% Other Note 213600.00 227195.64 PRUDENTIAL FINANCIAL INC 2019-06-15 7.38% Other Note 28124.00 33695.47 PUBLIC SER ELEC & GAS 2020-08-17 3.50% Other Note 35600.00 34731.20 SOC GEN 2049-09-29 0.00% Other Note 101649.04 76236.78 TELEFONICA EMISIONES S.A.U 2017-07-03 6.22% Other Note 194295.47 213250.66 UBS AG 2016-07-15 5.88% Other Note 14240.00 15376.37 UNICREDIT LUX FIN 2017-10-31 6.00% Other Note 24208.00 23202.56 UNION BANK OF CA NA 2016-05-11 5.95% Other Note 21360.00 23539.84 UTD MEXICAN STS 2033-04-08 7.50% Other Note 42.72 51.04 UTD MEXICAN STS 2012-10-12 5.75% Other Note 284.80 254.16 XEROX CORPORATION 2016-04-01 7.20% Other Note 106800.00 125216.59 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 5800000.00 5800000.00 0.0198 N/A N 5800000.00 5800000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2036-07-01 5.50% Government Agency Debt 1237946.54 462388.44 FMAC 2040-04-01 4.50% Government Agency Debt 492077.60 446160.85 FMAC 2039-06-01 5.00% Government Agency Debt 574490.00 453668.19 FMAC 2037-09-01 6.00% Government Agency Debt 867275.01 475411.37 FMAC 2037-06-01 5.56% Government Agency Debt 1422246.92 492967.93 FMAC 2037-05-01 5.40% Government Agency Debt 1417353.06 492224.74 FMAC 2041-01-01 3.50% Government Agency Debt 509400.00 487649.98 FMAC 2040-07-01 5.00% Government Agency Debt 444760.68 462068.40 FMAC 2040-07-01 5.00% Government Agency Debt 491146.50 473157.08 FMAC 2040-08-01 5.00% Government Agency Debt 443981.21 464183.33 FMAC 2041-01-01 4.50% Government Agency Debt 465499.54 477666.73 FMAC 2040-12-01 5.00% Government Agency Debt 9760.22 10268.51 FMAC 2037-01-01 5.80% Government Agency Debt 1584800.00 488602.25 FNMA 2040-12-01 5.00% Government Agency Debt 426050.10 448535.99 FNMA 2040-12-01 5.00% Government Agency Debt 427615.01 454100.49 FNMA 2041-02-01 4.50% Government Agency Debt 371689.00 382262.81 FNMA 2036-01-01 3.22% Government Agency Debt 1273500.00 438271.86 FNMA 2036-06-01 5.19% Government Agency Debt 1215401.46 450333.43 FNMA 2035-12-01 2.56% Government Agency Debt 1698944.09 483638.53 FNMA 2036-03-01 2.98% Government Agency Debt 3089721.41 491695.90 FNMA 2036-09-01 2.91% Government Agency Debt 841786.30 475923.21 FNMA 2037-09-01 3.40% Government Agency Debt 1563758.53 476699.12 FNMA 2038-05-01 4.98% Government Agency Debt 676285.52 452693.01 FNMA 2038-04-01 5.05% Government Agency Debt 709009.97 453070.80 FNMA 2037-12-01 5.54% Government Agency Debt 1422292.66 488649.39 FNMA 2038-03-01 5.00% Government Agency Debt 712397.91 446895.19 FNMA 2038-05-01 4.92% Government Agency Debt 711811.19 493395.16 FNMA 2038-06-01 5.01% Government Agency Debt 708558.08 438846.86 FNMA 2040-10-01 5.00% Government Agency Debt 463409.73 486101.58 FNMA 2034-07-01 5.00% Government Agency Debt 634153.98 484656.59 FNMA 2030-08-01 4.50% Government Agency Debt 477062.16 464612.02 FNMA 2040-10-01 5.00% Government Agency Debt 431616.83 453010.88 FNMA 2040-11-01 5.00% Government Agency Debt 437009.36 459298.62 FNMA 2040-08-01 4.50% Government Agency Debt 511522.64 493764.76 FNMA 2025-11-01 4.00% Government Agency Debt 443430.55 453737.01 FNMA 2040-12-01 5.00% Government Agency Debt 427696.15 452679.03 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 16000000.00 16000000.00 0.0546 N/A N 16000000.00 16000000.00 BNP PARIBAS SECURITIES CORP. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2035-07-01 4.70% Government Agency Debt 813000.00 162955.10 FMAC 2036-04-01 3.28% Government Agency Debt 762316.04 212226.75 FMAC 2038-04-01 4.86% Government Agency Debt 613746.98 212937.93 FMAC 2038-02-01 5.61% Government Agency Debt 542975.52 236671.46 FMAC 2037-09-01 6.02% Government Agency Debt 459593.37 160912.27 FMAC 2035-03-01 2.41% Government Agency Debt 593761.00 156981.87 FMAC 2025-10-01 3.50% Government Agency Debt 242804.78 237922.91 FMAC 2025-10-01 4.00% Government Agency Debt 233723.73 238134.48 FMAC 2026-01-01 3.50% Government Agency Debt 237003.56 238481.47 FMAC 2036-09-01 6.03% Government Agency Debt 618487.61 174083.51 FMAC 2035-11-01 5.06% Government Agency Debt 488865.27 237491.49 FMAC 2036-05-01 5.78% Government Agency Debt 514900.00 197427.56 FMAC 2040-12-01 2.94% Government Agency Debt 227153.96 232632.96 FMAC 2037-07-01 5.68% Government Agency Debt 366353.63 168658.29 FMAC 2036-07-01 6.14% Government Agency Debt 932111.93 233473.62 FMAC 2035-10-01 2.37% Government Agency Debt 438401.04 180327.11 FMAC 2037-07-01 3.59% Government Agency Debt 485721.81 156857.24 FMAC 2035-05-01 2.95% Government Agency Debt 446218.49 169053.46 FMAC 2038-08-01 5.01% Government Agency Debt 245026.87 206510.51 FMAC 2040-11-01 3.04% Government Agency Debt 35690.29 36468.99 FMAC 2040-10-01 4.00% Government Agency Debt 246468.78 240972.32 FMAC 2035-07-01 4.50% Government Agency Debt 406500.00 237855.81 FMAC 2036-11-01 5.19% Government Agency Debt 321637.52 177660.28 FMAC 2033-04-01 2.35% Government Agency Debt 2162527.53 162534.03 FNMA 2017-02-01 2.26% Government Agency Debt 1148591.96 175259.00 FNMA 2019-08-01 4.43% Government Agency Debt 198181.89 178351.78 FNMA 2020-01-01 4.51% Government Agency Debt 162600.00 166385.20 FNMA 2020-03-01 4.53% Government Agency Debt 176150.00 180387.84 FNMA 2033-04-01 1.98% Government Agency Debt 815199.30 183583.34 FNMA 2034-12-01 5.14% Government Agency Debt 860369.93 198550.09 FNMA 2036-04-01 2.56% Government Agency Debt 494647.44 178386.85 FNMA 2044-10-01 1.53% Government Agency Debt 796206.21 218967.70 FNMA 2036-09-01 5.85% Government Agency Debt 567507.28 181013.58 FNMA 2033-09-01 2.64% Government Agency Debt 1272156.14 212528.66 FNMA 2034-12-01 6.00% Government Agency Debt 870702.30 215108.35 FNMA 2044-09-01 1.53% Government Agency Debt 1084000.00 206540.56 FNMA 2035-03-01 4.80% Government Agency Debt 632384.38 177227.75 FNMA 2036-02-01 5.39% Government Agency Debt 610996.60 231734.47 FNMA 2035-07-01 2.81% Government Agency Debt 543735.65 176675.95 FNMA 2035-05-01 2.65% Government Agency Debt 551798.90 176665.91 FNMA 2035-05-01 2.77% Government Agency Debt 677500.00 184141.96 FNMA 2036-02-01 5.34% Government Agency Debt 644980.00 171277.38 FNMA 2035-01-01 2.78% Government Agency Debt 443509.47 158010.84 FNMA 2036-04-01 2.80% Government Agency Debt 808935.00 240281.85 FNMA 2036-05-01 5.58% Government Agency Debt 672622.00 167665.99 FNMA 2036-07-01 6.27% Government Agency Debt 731049.06 153336.25 FNMA 2036-07-01 6.17% Government Agency Debt 602670.40 168558.06 FNMA 2036-08-01 5.37% Government Agency Debt 916295.28 230910.19 FNMA 2036-09-01 6.16% Government Agency Debt 672730.13 160113.87 FNMA 2035-03-01 2.74% Government Agency Debt 420393.95 155243.46 FNMA 2036-05-01 5.60% Government Agency Debt 571715.53 161602.30 FNMA 2036-05-01 5.48% Government Agency Debt 813073.25 157666.99 FNMA 2036-06-01 6.31% Government Agency Debt 1366158.64 216370.94 FNMA 2036-11-01 6.00% Government Agency Debt 702648.80 223593.76 FNMA 2036-11-01 5.95% Government Agency Debt 607040.00 180517.95 FNMA 2036-11-01 6.00% Government Agency Debt 596200.00 168292.71 FNMA 2037-01-01 5.80% Government Agency Debt 813459.89 234270.40 FNMA 2037-03-01 5.50% Government Agency Debt 390868.91 241567.20 FNMA 2037-06-01 5.00% Government Agency Debt 459559.42 240862.54 FNMA 2037-12-01 5.47% Government Agency Debt 298437.31 168847.44 FNMA 2038-05-01 4.64% Government Agency Debt 381235.05 167801.26 FNMA 2038-10-01 5.18% Government Agency Debt 266969.42 157565.87 FNMA 2037-10-01 5.83% Government Agency Debt 341781.70 165763.40 FNMA 2037-09-01 5.73% Government Agency Debt 480615.87 178346.37 FNMA 2037-11-01 5.95% Government Agency Debt 677871.65 174004.03 FNMA 2037-08-01 5.84% Government Agency Debt 705706.55 232656.57 FNMA 2037-11-01 5.96% Government Agency Debt 556201.86 187872.62 FNMA 2022-09-01 5.59% Government Agency Debt 167788.19 174801.06 FNMA 2020-11-01 4.67% Government Agency Debt 178702.85 178452.56 FNMA 2037-12-01 5.86% Government Agency Debt 406843.19 179940.91 FNMA 2036-06-01 2.40% Government Agency Debt 441868.81 232703.13 FNMA 2038-03-01 5.18% Government Agency Debt 329857.14 211832.81 FNMA 2038-03-01 4.62% Government Agency Debt 271059.97 196200.52 FNMA 2038-04-01 4.74% Government Agency Debt 419665.34 202079.75 FNMA 2038-06-01 4.74% Government Agency Debt 286995.10 201595.80 FNMA 2033-08-01 2.64% Government Agency Debt 577512.06 208073.92 FNMA 2036-05-01 6.04% Government Agency Debt 499650.21 184315.05 FNMA 2039-07-01 3.97% Government Agency Debt 379400.00 224790.97 FNMA 2039-08-01 4.13% Government Agency Debt 271382.68 208008.52 FNMA 2039-09-01 5.00% Government Agency Debt 258263.00 240426.80 FNMA 2039-12-01 3.77% Government Agency Debt 311650.00 156466.73 FNMA 2040-01-01 3.78% Government Agency Debt 203250.00 180786.68 FNMA 2039-12-01 3.49% Government Agency Debt 298100.00 239642.40 FNMA 2038-04-01 6.12% Government Agency Debt 573200.85 180062.19 FNMA 2036-02-01 3.04% Government Agency Debt 295100.30 201353.97 FNMA 2040-02-01 3.79% Government Agency Debt 183196.00 164953.50 FNMA 2040-03-01 3.64% Government Agency Debt 273256.18 172404.67 FNMA 2040-05-01 3.94% Government Agency Debt 193642.45 172289.89 FNMA 2040-08-01 4.50% Government Agency Debt 250368.55 240965.82 FNMA 2040-09-01 4.50% Government Agency Debt 235362.28 241416.75 FNMA 2040-09-01 3.51% Government Agency Debt 228703.73 227567.11 FNMA 2025-09-01 4.00% Government Agency Debt 239911.26 242620.80 FNMA 2040-07-01 3.65% Government Agency Debt 184928.29 178077.07 FNMA 2040-09-01 4.00% Government Agency Debt 183145.00 180984.45 FNMA 2040-12-01 3.21% Government Agency Debt 182805.62 185375.50 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 18000000.00 18000000.00 0.0614 N/A N 18000000.00 18000000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2038-09-01 2041-02-01 3.5000%-6.000% Government Agency Debt 4162787.06 4075929.15 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 4000000.00 4000000.00 0.0136 N/A N 4000000.00 4000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.24 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2018-08-01 4.50% Government Agency Debt 681750.00 179881.51 FMAC 2034-10-01 3.09% Government Agency Debt 865784.63 176957.97 FMAC 2035-03-01 2.70% Government Agency Debt 689325.00 174029.45 FMAC 2038-04-01 5.50% Government Agency Debt 289832.56 177821.32 FMAC 2040-01-01 5.00% Government Agency Debt 181800.00 174131.07 FMAC 2037-02-01 5.75% Government Agency Debt 524786.91 178921.94 FMAC 2025-08-01 4.00% Government Agency Debt 176562.80 172911.97 FMAC 2025-04-01 4.50% Government Agency Debt 209379.51 177806.78 FMAC 2021-01-01 3.00% Government Agency Debt 173735.93 174504.01 FMAC 2037-06-01 6.09% Government Agency Debt 525215.78 174710.50 FMAC 2040-08-01 4.50% Government Agency Debt 176561.13 179787.27 FMAC 2040-11-01 4.50% Government Agency Debt 172661.28 177121.83 FMAC 2018-10-01 5.00% Government Agency Debt 760376.20 177900.53 FMAC 2018-11-01 5.00% Government Agency Debt 760267.97 177825.18 FMAC 2033-09-01 5.50% Government Agency Debt 909000.00 174278.06 FMAC 2034-03-01 6.00% Government Agency Debt 498274.62 177516.94 FNMA 2033-06-01 5.50% Government Agency Debt 768407.61 177482.37 FNMA 2035-08-01 5.00% Government Agency Debt 341689.04 173705.96 FNMA 2033-01-01 5.50% Government Agency Debt 1128826.50 173789.19 FNMA 2018-01-01 5.00% Government Agency Debt 999900.00 173741.74 FNMA 2035-06-01 5.00% Government Agency Debt 393597.00 172884.92 FNMA 2034-04-01 5.00% Government Agency Debt 454500.00 174812.89 FNMA 2035-05-01 2.12% Government Agency Debt 1115915.34 177935.79 FNMA 2036-07-01 6.00% Government Agency Debt 457209.73 176518.80 FNMA 2035-08-01 5.00% Government Agency Debt 23157.68 12884.69 FNMA 2036-07-01 5.48% Government Agency Debt 465624.71 178903.61 FNMA 2022-04-01 4.00% Government Agency Debt 308846.72 176113.51 FNMA 2036-08-01 6.00% Government Agency Debt 412080.00 178637.01 FNMA 2032-12-01 6.50% Government Agency Debt 364278.57 178721.66 FNMA 2023-06-01 4.50% Government Agency Debt 295515.90 173897.98 FNMA 2038-03-01 6.50% Government Agency Debt 242400.00 174002.40 FNMA 2038-06-01 5.50% Government Agency Debt 302722.03 178058.05 FNMA 2038-04-01 4.97% Government Agency Debt 499048.27 179138.47 FNMA 2023-02-01 5.50% Government Agency Debt 295598.29 173787.84 FNMA 2036-10-01 5.05% Government Agency Debt 392183.44 149714.35 FNMA 2024-03-01 4.50% Government Agency Debt 303000.00 176910.50 FNMA 2034-11-01 5.50% Government Agency Debt 275715.52 174769.70 FNMA 2036-06-01 5.50% Government Agency Debt 229695.82 176440.02 FNMA 2025-02-01 4.00% Government Agency Debt 181800.00 173988.86 FNMA 2029-05-01 5.00% Government Agency Debt 248134.73 179971.13 FNMA 2030-08-01 5.00% Government Agency Debt 175315.10 176601.68 FNMA 2025-06-01 4.00% Government Agency Debt 226128.66 176861.67 FNMA 2025-04-01 5.00% Government Agency Debt 177103.35 175473.24 FNMA 2040-05-01 5.00% Government Agency Debt 186496.50 172736.57 FNMA 2025-07-01 4.00% Government Agency Debt 199269.62 176442.27 FNMA 2039-07-01 5.00% Government Agency Debt 329190.41 173039.32 GNMA 2044-08-15 5.25% Government Agency Debt 177873.12 173962.07 GNMA 2033-06-20 4.50% Government Agency Debt 455257.50 179254.47 GNMA 2035-02-20 5.00% Government Agency Debt 424200.00 178823.60 GNMA 2037-09-20 6.00% Government Agency Debt 515100.00 173245.50 GNMA 2025-04-20 4.00% Government Agency Debt 181800.00 179974.83 GNMA 2040-09-20 6.50% Government Agency Debt 173398.57 174638.83 GNMA 2030-08-20 4.50% Government Agency Debt 166586.22 174047.60 GNMA 2040-11-15 4.50% Government Agency Debt 167753.47 174186.04 GNMA 2041-01-15 3.50% Government Agency Debt 181800.00 175776.36 GNMA 2041-01-15 4.50% Government Agency Debt 167750.86 176494.03 GNMA 2038-08-15 6.50% Government Agency Debt 681776.18 173206.56 GNMA 2040-11-15 4.00% Government Agency Debt 171284.11 172595.20 GNMA 2039-07-15 5.50% Government Agency Debt 195554.29 178702.41 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 10000000.00 10000000.00 0.0341 N/A N 10000000.00 10000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2034-04-01 5.50% Government Agency Debt 9090969.94 2451929.61 FNMA 2038-08-01 5.50% Government Agency Debt 5440000.00 2622677.61 FNMA 2039-05-01 5.50% Government Agency Debt 2234469.12 1389853.16 FNMA 2029-04-01 4.50% Government Agency Debt 3256203.85 2490302.07 FNMA 2037-07-01 5.00% Government Agency Debt 3604000.00 2646348.80 FNMA 2039-01-01 5.50% Government Agency Debt 4302972.00 2638597.81 FNMA 2025-07-01 4.00% Government Agency Debt 2415549.88 2390675.92 FNMA 2040-06-01 4.50% Government Agency Debt 1179663.76 1043528.16 FNMA 2040-09-01 4.00% Government Agency Debt 2448000.00 2423174.61 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 19725000.00 19725000.00 0.0673 N/A N 19725000.00 19725000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2014-11-01 4.50% Government Agency Debt 274712.98 45789.91 FMAC 2017-05-01 6.00% Government Agency Debt 565095.00 46382.31 FMAC 2032-07-01 6.50% Government Agency Debt 1221724.09 47384.43 FMAC 2032-04-01 6.50% Government Agency Debt 1581437.81 45564.04 FMAC 2013-09-01 4.00% Government Agency Debt 438874.84 50295.47 FMAC 2030-01-01 2.67% Government Agency Debt 1163622.32 45340.40 FMAC 2036-11-01 6.10% Government Agency Debt 186345.00 49197.87 FMAC 2038-03-01 6.00% Government Agency Debt 69891.89 50982.63 FMAC 2036-07-01 6.00% Government Agency Debt 93690.18 46658.38 FMAC 2036-10-01 6.50% Government Agency Debt 124046.90 49927.79 FMAC 2021-10-01 6.00% Government Agency Debt 142333.01 50198.03 FMAC 2033-12-01 7.00% Government Agency Debt 85749.00 48331.81 FMAC 2038-02-01 5.50% Government Agency Debt 75750.00 47825.15 FMAC 2038-08-01 6.00% Government Agency Debt 96869.10 47825.71 FMAC 2019-11-01 5.50% Government Agency Debt 75696.10 46326.10 FMAC 2024-10-01 5.00% Government Agency Debt 76712.60 48304.00 FMAC 2024-07-01 5.50% Government Agency Debt 45753.00 49561.22 FMAC 2036-07-01 5.98% Government Agency Debt 127260.00 47885.84 FMAC 2026-08-01 6.50% Government Agency Debt 142259.80 50539.27 FMAC 2027-10-01 6.50% Government Agency Debt 124203.03 51046.30 FMAC 2031-01-01 5.00% Government Agency Debt 42954.52 45472.50 FMAC 2021-10-01 6.00% Government Agency Debt 126772.29 49187.43 FMAC 2023-09-01 6.00% Government Agency Debt 72722.79 48740.77 FMAC 2024-09-01 6.00% Government Agency Debt 55963.16 47759.20 FMAC 2025-09-01 4.00% Government Agency Debt 50220.52 48526.52 FMAC 2020-12-01 3.50% Government Agency Debt 47257.21 48437.61 FMAC 2026-01-01 4.00% Government Agency Debt 45632.92 47337.49 FMAC 2040-10-01 3.28% Government Agency Debt 48328.50 47569.87 FMAC 2038-08-01 5.50% Government Agency Debt 66937.94 47183.55 FMAC 2038-10-01 7.00% Government Agency Debt 83654.88 47125.08 FMAC 2038-11-01 5.50% Government Agency Debt 64178.49 47461.65 FMAC 2039-09-01 6.00% Government Agency Debt 53606.85 48925.35 FMAC 2039-11-01 5.50% Government Agency Debt 46499.77 48088.77 FMAC 2040-04-01 5.50% Government Agency Debt 48888.84 46976.85 FMAC 2040-05-01 6.00% Government Agency Debt 53115.93 46582.32 FMAC 2040-05-01 5.50% Government Agency Debt 42725.88 45731.98 FMAC 2040-05-01 5.50% Government Agency Debt 49134.30 49301.59 FMAC 2040-08-01 5.00% Government Agency Debt 43543.28 46123.77 FMAC 2040-06-01 5.50% Government Agency Debt 42861.35 45917.35 FMAC 2040-07-01 5.50% Government Agency Debt 45056.43 48052.50 FMAC 2040-07-01 5.50% Government Agency Debt 42494.60 45547.38 FMAC 2040-07-01 5.00% Government Agency Debt 48932.71 48832.21 FMAC 2040-08-01 5.00% Government Agency Debt 42897.16 45259.38 FMAC 2040-08-01 5.00% Government Agency Debt 50365.45 51049.38 FMAC 2040-10-01 5.00% Government Agency Debt 43859.92 46037.75 FMAC 2040-09-01 4.50% Government Agency Debt 47083.35 46516.08 FMAC 2040-09-01 5.00% Government Agency Debt 44524.03 46783.65 FMAC 2040-10-01 5.00% Government Agency Debt 46181.47 48545.17 FMAC 2040-10-01 4.00% Government Agency Debt 47733.41 46952.45 FMAC 2040-11-01 4.50% Government Agency Debt 45507.18 46624.80 FMAC 2040-11-01 4.00% Government Agency Debt 49130.90 48781.45 FMAC 2040-11-01 5.50% Government Agency Debt 45924.98 49643.78 FMAC 2016-12-01 6.00% Government Agency Debt 135752.73 48289.71 FMAC 2015-01-01 5.00% Government Agency Debt 269087.42 48662.04 FMAC 2034-07-01 6.00% Government Agency Debt 213674.54 50038.10 FMAC 2034-12-01 5.00% Government Agency Debt 104097.47 48694.22 FMAC 2047-09-01 6.50% Government Agency Debt 116527.83 45834.80 FMAC 2025-11-01 3.50% Government Agency Debt 46742.60 46890.18 FMAC 2025-05-01 4.50% Government Agency Debt 46739.81 47830.64 FMAC 2025-09-01 4.00% Government Agency Debt 44748.89 45533.67 FMAC 2026-01-01 4.00% Government Agency Debt 48811.79 50547.84 FMAC 2030-09-01 4.50% Government Agency Debt 48425.43 49619.07 FMAC 2030-12-01 4.00% Government Agency Debt 47882.94 47650.08 FNMA 2018-05-01 5.50% Government Agency Debt 248280.75 49582.32 FNMA 2023-01-01 6.00% Government Agency Debt 459850.71 46808.72 FNMA 2024-04-01 5.00% Government Agency Debt 151500.00 48853.22 FNMA 2024-07-01 5.50% Government Agency Debt 145349.10 45783.15 FNMA 2025-06-01 5.00% Government Agency Debt 124961.56 47615.57 FNMA 2025-04-01 5.00% Government Agency Debt 139077.00 50793.18 FNMA 2028-11-01 5.00% Government Agency Debt 115671.89 49766.83 FNMA 2027-07-01 7.00% Government Agency Debt 169756.96 47102.73 FNMA 2025-05-01 9.00% Government Agency Debt 3712143.90 46978.93 FNMA 2034-03-01 5.50% Government Agency Debt 115968.71 46226.40 FNMA 2035-07-01 5.50% Government Agency Debt 94340.17 47189.24 FNMA 2023-01-01 6.00% Government Agency Debt 561988.70 49129.37 FNMA 2033-04-01 6.00% Government Agency Debt 223401.90 50919.99 FNMA 2040-12-01 5.00% Government Agency Debt 45881.47 48990.96 FNMA 2040-12-01 5.50% Government Agency Debt 45761.54 49958.49 FNMA 2041-01-01 4.50% Government Agency Debt 44931.11 46560.36 FNMA 2040-12-01 3.50% Government Agency Debt 51836.85 49630.97 FNMA 2041-01-01 5.00% Government Agency Debt 44165.83 46554.65 FNMA 2026-01-01 4.00% Government Agency Debt 45323.50 47126.71 FNMA 2026-01-01 4.00% Government Agency Debt 44560.45 46500.32 FNMA 2041-01-01 4.50% Government Agency Debt 46292.70 47971.28 FNMA 2026-01-01 3.50% Government Agency Debt 46200.77 46685.50 FNMA 2040-10-01 4.50% Government Agency Debt 46343.09 47803.27 FNMA 2033-03-01 5.50% Government Agency Debt 130744.50 45190.63 FNMA 2033-08-01 5.00% Government Agency Debt 121200.00 49013.01 FNMA 2034-04-01 5.00% Government Agency Debt 132289.80 46692.23 FNMA 2034-01-01 5.50% Government Agency Debt 113079.60 46142.41 FNMA 2023-08-01 5.00% Government Agency Debt 152761.60 48672.28 FNMA 2035-07-01 5.00% Government Agency Debt 112655.40 49094.34 FNMA 2036-05-01 5.00% Government Agency Debt 98020.50 46438.08 FNMA 2036-08-01 5.86% Government Agency Debt 170303.00 47224.46 FNMA 2033-11-01 6.00% Government Agency Debt 100656.60 48609.60 FNMA 2034-01-01 5.50% Government Agency Debt 136350.00 47062.27 FNMA 2033-11-01 5.50% Government Agency Debt 113473.50 46099.57 FNMA 2034-01-01 5.50% Government Agency Debt 185128.64 50450.85 FNMA 2034-03-01 5.50% Government Agency Debt 135744.00 46975.76 FNMA 2019-09-01 5.50% Government Agency Debt 156619.64 49412.55 FNMA 2034-05-01 5.50% Government Agency Debt 151500.00 46522.56 FNMA 2034-09-01 6.50% Government Agency Debt 10127.87 3617.45 FNMA 2019-10-01 5.50% Government Agency Debt 145230.57 47957.34 FNMA 2020-01-01 5.50% Government Agency Debt 139654.00 45318.44 FNMA 2021-01-01 5.50% Government Agency Debt 224730.34 46988.81 FNMA 2035-06-01 5.50% Government Agency Debt 98839.02 48537.51 FNMA 2035-07-01 5.50% Government Agency Debt 72720.00 47135.23 FNMA 2035-09-01 5.50% Government Agency Debt 95363.16 50780.11 FNMA 2035-11-01 6.50% Government Agency Debt 112988.70 45802.77 FNMA 2036-01-01 5.50% Government Agency Debt 113439.23 49158.15 FNMA 2036-01-01 6.50% Government Agency Debt 127108.50 46332.56 FNMA 2035-12-01 6.50% Government Agency Debt 137029.51 48305.03 FNMA 2036-03-01 6.00% Government Agency Debt 146068.94 47811.26 FNMA 2036-06-01 6.50% Government Agency Debt 87346.96 49170.05 FNMA 2036-04-01 6.00% Government Agency Debt 87567.00 49622.98 FNMA 2036-06-01 6.00% Government Agency Debt 121200.00 50203.66 FNMA 2037-03-01 7.00% Government Agency Debt 237855.00 49927.74 FNMA 2022-11-01 4.50% Government Agency Debt 99345.70 46679.64 FNMA 2020-03-01 4.50% Government Agency Debt 75750.00 46368.53 FNMA 2036-05-01 5.50% Government Agency Debt 90900.00 46640.20 FNMA 2036-10-01 6.00% Government Agency Debt 186997.51 49895.51 FNMA 2036-11-01 6.00% Government Agency Debt 90900.00 50340.76 FNMA 2038-06-01 5.00% Government Agency Debt 73032.57 47386.62 FNMA 2038-02-01 6.50% Government Agency Debt 50638.45 46775.99 FNMA 2025-12-01 4.50% Government Agency Debt 43842.89 46156.57 FNMA 2024-01-01 6.00% Government Agency Debt 72044.73 49087.81 FNMA 2024-02-01 5.00% Government Agency Debt 65490.84 47863.74 FNMA 2037-09-01 6.50% Government Agency Debt 57396.99 46437.08 FNMA 2037-08-01 6.50% Government Agency Debt 116258.77 50816.39 FNMA 2037-07-01 6.50% Government Agency Debt 114814.94 47123.44 FNMA 2022-07-01 6.00% Government Agency Debt 90900.00 48978.78 FNMA 2022-08-01 6.00% Government Agency Debt 150314.91 46207.61 FNMA 2037-09-01 6.50% Government Agency Debt 91657.50 49338.16 FNMA 2038-01-01 5.00% Government Agency Debt 96515.04 45927.64 FNMA 2038-02-01 6.50% Government Agency Debt 125227.23 45625.45 FNMA 2038-02-01 5.00% Government Agency Debt 108891.87 47450.45 FNMA 2038-02-01 5.50% Government Agency Debt 69278.04 45473.40 FNMA 2038-06-01 5.50% Government Agency Debt 72259.68 47672.11 FNMA 2037-10-01 6.50% Government Agency Debt 45069.25 48686.75 FNMA 2023-06-01 5.00% Government Agency Debt 68569.02 45807.05 FNMA 2023-09-01 5.00% Government Agency Debt 79029.43 48806.97 FNMA 2024-01-01 5.00% Government Agency Debt 60396.51 48673.96 FNMA 2024-01-01 5.50% Government Agency Debt 65732.27 46437.67 FNMA 2039-01-01 6.00% Government Agency Debt 93627.00 50565.18 FNMA 2039-01-01 5.00% Government Agency Debt 199612.67 51051.34 FNMA 2025-11-01 4.00% Government Agency Debt 49598.83 50980.38 FNMA 2040-04-01 5.50% Government Agency Debt 46333.97 49242.19 FNMA 2039-07-01 6.50% Government Agency Debt 46269.16 45204.60 FNMA 2039-08-01 6.50% Government Agency Debt 48488.33 48427.57 FNMA 2040-07-01 5.50% Government Agency Debt 45076.10 48788.54 FNMA 2040-09-01 5.50% Government Agency Debt 54482.64 47511.17 FNMA 2040-10-01 4.50% Government Agency Debt 48720.16 50180.03 FNMA 2030-10-01 3.50% Government Agency Debt 52240.23 50884.14 FNMA 2039-10-01 6.50% Government Agency Debt 48429.58 46892.28 FNMA 2039-08-01 4.50% Government Agency Debt 49117.24 46646.31 FNMA 2040-05-01 5.50% Government Agency Debt 42456.48 45509.91 FNMA 2019-06-01 4.00% Government Agency Debt 59016.67 46498.00 FNMA 2040-10-01 4.50% Government Agency Debt 45451.52 46573.81 FNMA 2040-05-01 5.50% Government Agency Debt 45982.19 47528.35 FNMA 2020-07-01 4.50% Government Agency Debt 49444.84 48502.18 FNMA 2020-08-01 4.50% Government Agency Debt 48708.58 49484.19 FNMA 2040-11-03 5.50% Government Agency Debt 42424.45 45495.56 FNMA 2025-12-01 4.00% Government Agency Debt 47262.67 48656.56 FNMA 2041-01-01 4.50% Government Agency Debt 49783.48 50701.88 FNMA 2034-11-01 6.00% Government Agency Debt 63739.56 49654.41 FNMA 2037-08-01 5.50% Government Agency Debt 75750.00 50081.79 FNMA 2040-04-01 4.50% Government Agency Debt 46714.96 47639.25 FNMA 2040-08-01 4.50% Government Agency Debt 45480.21 46797.18 FNMA 2040-06-01 5.00% Government Agency Debt 49272.89 46339.28 FNMA 2025-12-01 3.00% Government Agency Debt 50808.59 49640.92 FNMA 2040-07-01 5.00% Government Agency Debt 47678.93 49782.74 FNMA 2040-04-01 5.50% Government Agency Debt 45129.30 48457.63 FNMA 2040-07-01 5.00% Government Agency Debt 50760.77 49970.03 FNMA 2040-07-01 4.50% Government Agency Debt 47030.24 45386.71 FNMA 2040-05-01 5.00% Government Agency Debt 45038.22 47087.30 FNMA 2040-05-01 5.50% Government Agency Debt 42054.64 45526.48 FNMA 2040-06-01 5.50% Government Agency Debt 44532.94 47989.68 FNMA 2025-07-01 4.00% Government Agency Debt 52400.88 49277.69 FNMA 2040-06-01 5.00% Government Agency Debt 47401.11 49731.51 FNMA 2040-08-01 5.00% Government Agency Debt 45510.75 47798.00 FNMA 2040-07-01 5.00% Government Agency Debt 51355.86 46726.81 FNMA 2040-07-01 5.00% Government Agency Debt 53891.06 50576.37 FNMA 2040-07-01 5.50% Government Agency Debt 44954.47 48671.75 FNMA 2039-05-01 5.00% Government Agency Debt 53493.89 47146.13 FNMA 2040-09-01 5.00% Government Agency Debt 43940.67 46086.99 FNMA 2040-10-01 4.50% Government Agency Debt 47976.11 49135.84 FNMA 2040-09-01 5.00% Government Agency Debt 47132.62 49453.85 FNMA 2040-10-01 4.50% Government Agency Debt 47713.41 48894.23 FNMA 2040-10-01 5.00% Government Agency Debt 47892.18 50178.48 FNMA 2025-12-01 4.00% Government Agency Debt 44139.34 45635.16 FNMA 2040-09-01 5.50% Government Agency Debt 28918.20 31260.91 FNMA 2041-01-01 4.50% Government Agency Debt 43708.30 45293.20 FNMA 2025-10-01 4.50% Government Agency Debt 43883.22 46083.32 FNMA 2040-09-01 4.50% Government Agency Debt 44341.93 45699.48 FNMA 2040-08-01 4.50% Government Agency Debt 44783.40 46084.95 FNMA 2040-10-01 5.00% Government Agency Debt 46991.09 49633.83 FNMA 2040-10-01 5.00% Government Agency Debt 48211.30 51057.46 FNMA 2025-10-01 4.00% Government Agency Debt 58989.40 46737.78 FNMA 2040-09-01 5.50% Government Agency Debt 47033.78 50350.56 FNMA 2025-10-01 4.50% Government Agency Debt 48566.81 50582.38 FNMA 2040-09-01 5.00% Government Agency Debt 43647.91 46407.89 FNMA 2025-10-01 4.00% Government Agency Debt 49653.22 50352.03 FNMA 2025-10-01 4.00% Government Agency Debt 46553.25 47563.84 FNMA 2040-12-01 4.50% Government Agency Debt 44517.49 45977.30 FNMA 2040-12-01 4.00% Government Agency Debt 47437.13 47295.52 FNMA 2040-09-01 4.00% Government Agency Debt 47087.41 45866.10 FNMA 2040-09-01 5.00% Government Agency Debt 44116.80 46541.59 FNMA 2025-09-01 5.00% Government Agency Debt 46022.97 48865.86 FNMA 2025-10-01 5.00% Government Agency Debt 43917.37 46373.15 FNMA 2025-10-01 3.50% Government Agency Debt 45495.45 45401.63 FNMA 2040-11-01 4.50% Government Agency Debt 49334.34 50983.04 FNMA 2040-10-01 5.00% Government Agency Debt 61194.15 50945.20 FNMA 2041-01-01 4.50% Government Agency Debt 48942.89 50335.22 FNMA 2040-11-01 4.50% Government Agency Debt 45336.38 46804.61 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 10000000.00 10000000.00 0.0341 N/A N 10000000.00 10000000.00 US BANK NA/CAYMAN ISLANDS US BANK NA/CAYMAN ISLANDS 99638P9W8 TD 02/01/2011 99638P9W8 Other Instrument Time Deposit First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 4400000.00 4400000.00 0.0150 N/A N 4400000.00 4400000.00 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3R54 DCP 04/05/2011 4820P3R54 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 350000.00 349840.75 0.0012 N/A N 349840.75 349840.75 HSBC USA INC HSBC USA INC 40427SS26 DCP 05/02/2011 40427SS26 Financial Company Commercial Paper First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 1400000.00 1399125.00 0.0048 N/A N 1399125.00 1399125.00 NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 00.2600 05/02/2011 6325259U7 Certificate of Deposit First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 4400000.00 4400108.72 0.0150 N/A N 4400108.72 4400108.72