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Securities, Inc 0.060000% 21599B009_0.0600_M110701_2M52 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2026-01-01 3.500000 Government Agency Debt 84823413.00 83695026.53 Freddie Mac 2026-02-01 4.000000 Government Agency Debt 146765886.00 149468046.45 Freddie Mac 2038-01-01 5.500000 Government Agency Debt 52181132.00 14989366.99 Freddie Mac 2038-02-01 6.000000 Government Agency Debt 360210000.00 134952025.56 Freddie Mac 2040-02-01 5.500000 Government Agency Debt 204465264.00 137465219.09 Freddie Mac 2040-05-01 5.500000 Government Agency Debt 143710557.00 129430315.64 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 625000000.00 625000000.00 0.0423 N 625000000.00 625000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M110708_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2014-03-01 4.867000 Government Agency Debt 145000.00 151063.14 Fannie Mae 2016-01-01 2.210000 Government Agency Debt 4304470.00 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1405267.92 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 1464347.00 1464343.04 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 1422921.00 1477310.18 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 1292911.00 1340773.74 Fannie Mae 2048-01-01 5.000000 Government Agency Debt 2929239.00 1495416.61 GNMA 2058-07-20 0.885000 Government Agency Debt 1931327.00 1590928.92 GNMA 2058-12-20 0.896000 Government Agency Debt 1758867.00 1434563.87 GNMA 2061-01-20 1.660000 Government Agency Debt 1416251.00 1395438.74 GNMA 2061-04-20 2.158900 Government Agency Debt 1616716.00 1651657.68 First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 300000000.00 300000000.00 0.0203 Y 300000000.00 300000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M110705_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2025-06-01 4.500000 Government Agency Debt 27165253.00 23330340.69 Fannie Mae 2025-11-01 4.000000 Government Agency Debt 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Mae 2034-11-01 2.680000 Government Agency Debt 24000000.00 5927250.09 Fannie Mae 2034-12-01 2.405000 Government Agency Debt 19692061.00 6186985.18 Fannie Mae 2035-02-01 2.450000 Government Agency Debt 7579363.00 6006782.39 Fannie Mae 2036-02-01 2.256000 Government Agency Debt 35233546.00 5851564.14 Fannie Mae 2036-05-01 2.538000 Government Agency Debt 20661137.00 5838149.51 Fannie Mae 2036-06-01 3.410000 Government Agency Debt 15470034.00 5734253.74 Fannie Mae 2036-11-01 5.942000 Government Agency Debt 20015792.00 5817788.77 Fannie Mae 2037-03-01 5.687000 Government Agency Debt 22716712.00 6040687.26 Fannie Mae 2037-06-01 6.500000 Government Agency Debt 17355714.00 5971657.75 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 14198386.00 6077323.47 Fannie Mae 2037-08-01 5.830000 Government Agency Debt 20054404.00 5982214.27 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 22876683.00 5883195.45 Fannie Mae 2037-10-01 6.036000 Government Agency Debt 20020495.00 6052347.22 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 13672988.00 5797048.52 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 12854682.00 5883509.13 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 19278373.00 5741596.37 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 24023685.00 5963154.79 Fannie Mae 2038-02-01 6.500000 Government Agency Debt 15813367.00 5856016.59 Fannie Mae 2038-03-01 4.575000 Government Agency Debt 10742482.00 5994320.34 Fannie Mae 2038-03-01 4.925000 Government Agency Debt 12000000.00 5780788.24 Fannie Mae 2038-04-01 6.500000 Government Agency Debt 22456720.00 5923893.05 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 9554498.00 5750082.49 Fannie Mae 2038-08-01 6.500000 Government Agency Debt 15232647.00 5895585.50 Fannie Mae 2038-08-01 6.500000 Government Agency Debt 18360837.00 5755724.59 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 21204047.00 5835208.97 Fannie Mae 2038-09-01 4.121000 Government Agency Debt 14912265.00 6158099.69 Fannie 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Security N/A N/A 2011-07-08 2011-07-08 N N N 250000000.00 250000000.00 0.0169 Y 250000000.00 250000000.00 Fannie Mae Fannie Mae 0.420000% 313588HT5 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 75000000.00 74996500.00 0.0051 N 74999925.00 74999925.00 Fannie Mae Fannie Mae 0.120000% 313588KT1 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 150000000.00 149973999.99 0.0102 N 149997900.00 149997900.00 Fannie Mae Fannie Mae 0.160000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 50000000.00 49984888.89 0.0034 N 49998100.00 49998100.00 Fannie Mae Fannie Mae 0.130000% 313588ME2 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 150000000.00 149952875.01 0.0102 N 149992800.00 149992800.00 Fannie Mae Fannie Mae 0.130100% 313588ME2 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 50000000.00 49984291.67 0.0034 N 49997600.00 49997600.00 Fannie Mae Fannie Mae 0.125000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 34705000.00 34690901.09 0.0024 N 34701598.91 34701598.91 Fannie Mae Fannie Mae 0.130000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 150000000.00 149917125.00 0.0102 N 149949000.00 149949000.00 Fannie Mae Fannie Mae 0.140000% 313588RP2 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 50000000.00 49962666.67 0.0034 N 49973350.00 49973350.00 Fannie Mae Fannie Mae 0.150000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 150000000.00 149875000.02 0.0102 N 149916750.00 149916750.00 Fannie Mae Fannie Mae 0.122500% 31381Q2E5 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 86341000.00 86331892.22 0.0058 N 86334860.21 86334860.21 Fannie Mae Fannie Mae 0.122500% 31381Q2F2 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 149236000.00 149220257.66 0.0101 N 149225387.68 149225387.68 Fannie Mae Fannie Mae 0.122500% 31381Q2H8 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 37500000.00 37496044.27 0.0025 N 37497333.34 37497333.34 Fannie Mae Fannie Mae 0.122500% 31381Q2J4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 59028000.00 59021773.36 0.0040 N 59023802.46 59023802.46 Fannie Mae Fannie Mae 0.122500% 31381Q2K1 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 111920000.00 111908193.99 0.0076 N 111912041.26 111912041.26 Fannie Mae Fannie Mae 0.135000% 31381Q2X3 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 15750000.00 15748169.06 0.0011 N 15748880.00 15748880.00 Fannie Mae Fannie Mae 0.135000% 31381Q2Z8 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 49250000.00 49244274.69 0.0033 N 49246497.78 49246497.78 Fannie Mae Fannie Mae 0.123800% 31381Q3T1 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 140000000.00 139985081.26 0.0095 N 139990044.46 139990044.46 Fannie Mae Fannie Mae 0.122500% 31381Q4P8 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 201275000.00 201253768.26 0.0136 N 201260687.13 201260687.13 Fannie Mae Fannie Mae 0.120000% 31381Q4Q6 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 39500000.00 39495918.34 0.0027 N 39497191.12 39497191.12 Fannie Mae Fannie Mae 0.137500% 31381Q6T8 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 10497000.00 10495757.13 0.0007 N 10496253.55 10496253.55 Fannie Mae Fannie Mae 0.125000% 31381Q6U5 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 23862964.00 23860395.42 0.0016 N 23861267.08 23861267.08 Fannie Mae Fannie Mae 0.137500% 31381Q6X9 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 185985000.00 185962978.89 0.0126 N 185971774.42 185971774.42 Fannie Mae Fannie Mae 0.260000% 31381QGC4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 18235000.00 18230917.38 0.0012 N 18233703.29 18233703.29 Fannie Mae Fannie Mae 0.165000% 31381QN51 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 31250000.00 31250000.00 0.0021 N 31249965.28 31249965.28 Fannie Mae Fannie Mae 0.150000% 31381QQ74 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 10000000.00 10000000.00 0.0007 N 9999988.89 9999988.89 Fannie Mae Fannie Mae 0.150000% 31381QQ82 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 100000000.00 100000000.00 0.0068 N 99999888.90 99999888.90 Fannie Mae Fannie Mae 0.150000% 31381QQ90 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 72400000.00 72400000.00 0.0049 N 72399919.56 72399919.56 Fannie Mae Fannie Mae 0.160000% 31381QRW8 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 89000000.00 89000000.00 0.0060 N 88999901.12 88999901.12 Fannie Mae Fannie Mae 0.165000% 31381QVH6 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 175000000.00 175000000.00 0.0119 N 174999805.58 174999805.58 Fannie Mae Fannie Mae 0.150000% 31381QVK9 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 67883980.00 67883980.00 0.0046 N 67883904.58 67883904.58 Fannie Mae Fannie Mae 0.152500% 31381QWB8 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 37415000.00 37415000.00 0.0025 N 37414958.43 37414958.43 Fannie Mae Fannie Mae 0.152500% 31381QWC6 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 59529000.00 59529000.00 0.0040 N 59528933.86 59528933.86 Fannie Mae Fannie Mae 0.152500% 31381QWD4 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 27287000.00 27287000.00 0.0018 N 27286969.68 27286969.68 Fannie Mae Fannie Mae 0.125000% 31381RAE4 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 131696500.00 131682324.35 0.0089 N 131687134.93 131687134.93 Fannie Mae Fannie Mae 0.090000% 31381RDD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 83515000.00 83502055.18 0.0057 N 83498923.36 83498923.36 Fannie Mae Fannie Mae 0.110000% 31381RJH8 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 99367000.00 99348175.48 0.0067 N 99347871.85 99347871.85 Fannie Mae Fannie Mae 0.110000% 31381RJJ4 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 315835000.00 315775166.83 0.0214 N 315774201.76 315774201.76 Fannie Mae Fannie Mae 0.110000% 31381RJK1 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 17936000.00 17932602.12 0.0012 N 17932547.32 17932547.32 Fannie Mae Fannie Mae 0.122500% 31381RLD4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 31226000.00 31216012.02 0.0021 N 31214463.74 31214463.74 Fannie Mae Fannie Mae 0.125000% 31381RNU4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 89000000.00 88970951.39 0.0060 N 88967119.48 88967119.48 Fannie Mae Fannie Mae 0.125000% 31381RP57 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 175000000.00 174942881.93 0.0119 N 174935347.30 174935347.30 Fannie Mae Fannie Mae 0.125000% 31381RP73 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 67718735.00 67696632.36 0.0046 N 67693716.72 67693716.72 Fannie Mae Fannie Mae 0.125000% 31381RQX5 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 35176000.00 35164518.94 0.0024 N 35163004.44 35163004.44 Fannie Mae Fannie Mae 0.125000% 31381RSM7 Government Agency Debt N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 83339600.00 83330629.41 0.0056 N 83333673.64 83333673.64 Fannie Mae Fannie Mae 0.205800% 31398A3F7 Government Agency Debt N First Tier Security N/A N/A 2011-07-23 2012-08-23 N N N 100000000.00 99965150.20 0.0068 N 100103400.00 100103400.00 Fannie Mae Fannie Mae 0.270000% 31398A6V9 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-12-03 N N N 150000000.00 149956883.88 0.0102 N 150226050.00 150226050.00 Fannie Mae Fannie Mae 0.099600% 31398AG22 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-08-11 N N N 300000000.00 299981858.52 0.0203 N 300009900.00 300009900.00 Fannie Mae Fannie Mae 0.145800% 31398AL67 Government Agency Debt N First Tier Security N/A N/A 2011-07-19 2011-09-19 N N N 50000000.00 49995628.41 0.0034 N 50008500.00 50008500.00 Fannie Mae Fannie Mae 3.625000% 31398ATL6 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 300000000.00 301311631.56 0.0204 N 301301100.00 301301100.00 Farm Credit System Farm Credit System 0.210000% 313312JP6 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 6000000.00 5999160.00 0.0004 N 5999958.00 5999958.00 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313371HK5 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 75000000.00 74998747.46 0.0051 N 75064200.00 75064200.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313372EV2 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-01-13 N N N 100000000.00 99989152.88 0.0068 N 100021100.00 100021100.00 Federal Home Loan Bank Federal Home Loan Bank 0.195000% 313372GF5 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2012-07-24 N N N 75000000.00 74979812.17 0.0051 N 75042300.00 75042300.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313372JG0 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 200350000.00 200356383.55 0.0136 N 200372238.85 200372238.85 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313372K94 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 100000000.00 99998232.88 0.0068 N 100037300.00 100037300.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313372M68 Government Agency Debt N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 125000000.00 124994696.13 0.0085 N 125018750.00 125018750.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 3133732C5 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 100000000.00 99989003.64 0.0068 N 100034900.00 100034900.00 Federal Home Loan Bank Federal Home Loan Bank 0.350000% 313374GZ7 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 100000000.00 100000000.00 0.0068 N 99912700.00 99912700.00 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313374K90 Government Agency Debt N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 50000000.00 50000000.00 0.0034 N 49938350.00 49938350.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 150000000.00 149993499.99 0.0102 N 149999550.00 149999550.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 50000000.00 49994958.33 0.0034 N 49999550.00 49999550.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 150000000.00 149983958.34 0.0102 N 149998500.00 149998500.00 Federal Home Loan Bank Federal Home Loan Bank 0.138000% 3133XWNK1 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 150000000.00 149997076.92 0.0102 N 150000600.00 150000600.00 Federal Home Loan Bank Federal Home Loan Bank 0.091000% 3133XWQP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 100000000.00 99996989.00 0.0068 N 100003700.00 100003700.00 Federal Home Loan Bank Federal Home Loan Bank 0.091000% 3133XWRM3 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-08-25 N N N 110000000.00 109978818.55 0.0075 N 110005610.00 110005610.00 Federal Home Loan Bank Federal Home Loan Bank 0.096000% 3133XWRZ4 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-08-01 N N N 150000000.00 149996142.03 0.0102 N 150002400.00 150002400.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3133XWXV6 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-08-12 N N N 100000000.00 99995353.84 0.0068 N 100003500.00 100003500.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3133XWZP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-08-12 N N N 100000000.00 99984863.74 0.0068 N 100000800.00 100000800.00 Federal Home Loan Bank Federal Home Loan Bank 0.149600% 3134G13Z5 Government Agency Debt N First Tier Security N/A N/A 2011-07-10 2012-08-10 N N N 100000000.00 99955147.02 0.0068 N 100122600.00 100122600.00 Freddie Mac Freddie Mac 0.145600% 3128X9ZJ2 Government Agency Debt N First Tier Security N/A N/A 2011-07-16 2012-02-16 N N N 100000000.00 99974605.48 0.0068 N 100034900.00 100034900.00 Freddie Mac Freddie Mac 0.240000% 313396JQ7 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 150000000.00 149975000.01 0.0102 N 149998950.00 149998950.00 Freddie Mac Freddie Mac 0.150000% 313396JR5 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 150000000.00 149983749.99 0.0102 N 149998950.00 149998950.00 Freddie Mac Freddie Mac 0.160000% 313396KE2 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 68000000.00 67988213.33 0.0046 N 67999252.00 67999252.00 Freddie Mac Freddie Mac 0.070000% 313396KH5 Government Agency Debt N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 400000000.00 399967333.36 0.0271 N 399995200.00 399995200.00 Freddie Mac Freddie Mac 0.110000% 313396LK7 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 46944000.00 46934246.08 0.0032 N 46942216.13 46942216.13 Freddie Mac Freddie Mac 0.090000% 313396MA8 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 200000000.00 199958500.00 0.0135 N 199990800.00 199990800.00 Freddie Mac Freddie Mac 0.090000% 313396MJ9 Government Agency Debt N First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 150000000.00 149965875.00 0.0102 N 149992350.00 149992350.00 Freddie Mac Freddie Mac 0.100000% 313396MQ3 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 200000000.00 199946111.12 0.0135 N 199983800.00 199983800.00 Freddie Mac Freddie Mac 0.170000% 313396ND1 Government Agency Debt N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 53000000.00 52972469.44 0.0036 N 52995124.00 52995124.00 Freddie Mac Freddie Mac 0.100000% 313396QF3 Government Agency Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 100000000.00 99955555.56 0.0068 N 99964500.00 99964500.00 Freddie Mac Freddie Mac 0.100000% 313396QG1 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 200000000.00 199910555.56 0.0135 N 199928400.00 199928400.00 Freddie Mac Freddie Mac 0.100000% 313396SE4 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 5000000.00 4997125.00 0.0003 N 4997125.00 4997125.00 Freddie Mac Freddie Mac 0.139500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-05-10 N N N 150000000.00 150000000.00 0.0102 N 150150000.00 150150000.00 Freddie Mac Freddie Mac 0.230000% 3134G1EL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-11-21 N N N 100000000.00 99984178.84 0.0068 N 100048700.00 100048700.00 Freddie Mac Freddie Mac 0.160400% 3134G1QD9 Government Agency Debt N First Tier Security N/A N/A 2011-07-03 2012-04-03 N N N 200000000.00 199938414.12 0.0135 N 200088600.00 200088600.00 Freddie Mac Freddie Mac 0.169600% 3134G1RQ9 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-05-11 N N N 100000000.00 99956866.20 0.0068 N 100057100.00 100057100.00 Freddie Mac Freddie Mac 0.140200% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2011-07-04 2013-02-04 N N N 200000000.00 199837192.60 0.0135 N 199955600.00 199955600.00 Freddie Mac Freddie Mac 0.135300% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2011-07-17 2013-06-17 N N N 150000000.00 149851121.97 0.0102 N 149975100.00 149975100.00 Freddie Mac Freddie Mac 5.250000% 3137EAAF6 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 75900000.00 76083562.63 0.0052 N 76086865.80 76086865.80 Goldman Sachs & Co Goldman Sachs & Co 0.030000% 38399H002_0.0300_M110701_2M52 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-06-25 0.765800 Government Agency Debt 100180340.00 98607757.91 GNMA 2038-02-20 2.500000 Government Agency Debt 12665000.00 12475095.83 GNMA 2039-12-16 6.250000 Government Agency Debt 47858593.00 46417147.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 150000000.00 150000000.00 0.0102 N 150000000.00 150000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000% 06399U000_0.0500_M110701_2M52 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2021-06-25 3.763000 Government Agency Debt 28499416.00 28088206.63 Freddie Mac 2039-03-15 2.750000 Government Agency Debt 200000000.00 195839636.39 Freddie Mac 2041-06-15 4.000000 Government Agency Debt 96303864.00 95429831.53 GNMA 2038-10-20 2.500000 Government Agency Debt 200000000.00 195642325.68 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 500000000.00 500000000.00 0.0339 N 500000000.00 500000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. 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Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998611.11 0.0034 N 49999500.00 49999500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GXA6 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 24118000.00 24116727.11 0.0016 N 24117276.46 24117276.46 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257GXP3 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60000000.00 59988950.00 0.0041 N 59992200.00 59992200.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257GXT5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49990555.56 0.0034 N 49993500.00 49993500.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257GYA5 Government Agency Debt N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49988222.22 0.0034 N 49989500.00 49989500.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257GYQ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 80000000.00 79977600.00 0.0054 N 79977600.00 79977600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JXF9 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49997097.22 0.0034 N 49998500.00 49998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257JYE1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 41558000.00 41548383.94 0.0028 N 41550519.56 41550519.56 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257KYF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60000000.00 59990100.00 0.0041 N 59993400.00 59993400.00 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257L2L5 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 31087000.00 31085963.77 0.0021 N 31086378.26 31086378.26 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257L2R2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998055.55 0.0034 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257L2V3 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 130000000.00 129992777.77 0.0088 N 129996100.00 129996100.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257L3S9 Government Agency Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50074000.00 50065487.42 0.0034 N 50068491.86 50068491.86 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257L3U4 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99982500.00 0.0068 N 99989000.00 99989000.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257L3Y6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99982055.56 0.0068 N 99987000.00 99987000.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257L4M1 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24995277.78 0.0017 N 24996750.00 24996750.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257L5L2 Government Agency Debt N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24991888.89 0.0017 N 24991000.00 24991000.00 United States Treasury Department United States Treasury Department 0.025000% 9127953L3 Treasury Debt N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 250000000.00 249984376.10 0.0169 N 249993750.00 249993750.00 United States Treasury Department United States Treasury Department 1.375000% 912828KC3 Treasury Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 100000000.00 100637903.44 0.0068 N 100785200.00 100785200.00 United States Treasury Department United States Treasury Department 1.000000% 912828LG3 Treasury Debt N First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 175000000.00 175115560.34 0.0119 N 175164150.00 175164150.00 United States Treasury Department United States Treasury Department 1.000000% 912828LV0 Treasury Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 375000000.00 375522207.30 0.0254 N 375644625.00 375644625.00