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Barclays Capital, Inc. 0.110000% 068992007_0.1100_M121004_64BA 0001484219 Government Agency Repurchase Agreement Y Residual Funding Corp 2016-07-15 NA Government Agency Debt 30938000.00 28858857.02 Residual Funding Corp 2016-10-15 NA Government Agency Debt 54591000.00 50590025.61 Residual Funding Corp 2024-01-15 NA Government Agency Debt 8109000.00 6211699.45 Residual Funding Corp 2026-01-15 NA Government Agency Debt 12164000.00 8485849.66 Residual Funding Corp 2027-10-15 NA Government Agency Debt 6104000.00 3954781.60 Residual Funding Corp 2030-04-15 NA Government Agency Debt 6468000.00 3899039.78 First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 100000000.00 100000000.00 0.0176 N 100000000.00 100000000.00 Credit Suisse Credit Suisse 0.180000% 02399I006_0.1800_M121001_64BA 0000036121 Treasury Repurchase Agreement Y U.S Treasury Note 2015-10-31 1.250000 Treasury Debt 49400000.00 51003976.18 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 50000000.00 50000000.00 0.0088 N 50000000.00 50000000.00 Deutsche Bank AG Deutsche Bank AG 0.140000% 99FYXV008_0.1400_M121001_64BA 0001074042 Treasury Repurchase Agreement Y U.S Treasury Note 2014-02-28 0.250000 Treasury Debt 17727200.00 17734705.17 U.S Treasury Note 2014-04-30 1.875000 Treasury Debt 578900.00 598277.88 U.S Treasury Note 2014-07-31 0.125000 Treasury Debt 22900.00 22850.09 U.S Treasury Note 2014-12-31 2.625000 Treasury Debt 24421100.00 25867557.77 U.S Treasury Note 2015-04-15 0.500000 Treasury Debt 37922900.00 42218048.68 U.S Treasury Note 2017-05-15 8.750000 Treasury Debt 4915200.00 6911198.61 U.S Treasury Note 2017-11-30 2.250000 Treasury Debt 53604000.00 58304537.40 U.S Treasury Note 2020-02-15 3.625000 Treasury Debt 37200.00 44010.73 U.S Treasury Note 2025-01-15 2.375000 Treasury Debt 31023500.00 51486589.21 U.S Treasury Note 2025-01-15 2.375000 Treasury Debt 489500.00 812374.02 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 100000000.00 100000000.00 0.0176 N 100000000.00 100000000.00 Deutsche Bank AG Deutsche Bank AG 0.140000% 99FYXV008_0.1400_M121003_64BA 0001074042 Treasury Repurchase Agreement Y First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 100000000.00 100000000.00 0.0176 N 100000000.00 100000000.00 Federal Farm Credit Bank Federal Farm Credit Bank 2.500000% 31331GKF5 Government Agency Debt N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 1000000.00 1006700.37 0.0002 N 1006689.00 1006689.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.330500% 31331GV30 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 800000.00 800000.00 0.0001 N 800000.00 800000.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.278300% 31331J4L4 Government Agency Debt N First Tier Security N/A N/A 2012-10-06 2013-12-06 N N N 4161000.00 4164605.38 0.0007 N 4164253.90 4164253.90 Federal Farm Credit Bank Federal Farm Credit Bank 0.246800% 31331J4Y6 Government Agency Debt N First Tier Security N/A N/A 2012-10-13 2012-12-13 N N N 12900000.00 12901369.43 0.0023 N 12903160.50 12903160.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.247500% 31331J7B3 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2013-01-10 N N N 100000000.00 100031721.48 0.0177 N 100030900.00 100030900.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.395100% 31331JBA0 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2013-01-15 N N N 4595000.00 4597216.52 0.0008 N 4596916.12 4596916.12 Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 31331JBV4 Government Agency Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 12740000.00 12817387.15 0.0023 N 12813726.38 12813726.38 Federal Farm Credit Bank Federal Farm Credit Bank 0.396100% 31331JCW1 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2013-01-25 N N N 2700000.00 2701275.45 0.0005 N 2701728.00 2701728.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.236800% 31331JD83 Government Agency Debt N First Tier Security N/A N/A 2012-10-13 2012-11-13 N N N 52865000.00 52872502.36 0.0093 N 52872559.70 52872559.70 Federal Farm Credit Bank Federal Farm Credit Bank 0.257500% 31331JE82 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-12-10 N N N 10000000.00 10002426.28 0.0018 N 10002550.00 10002550.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.260800% 31331JG49 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2013-01-15 N N N 11700000.00 11702808.80 0.0021 N 11704492.80 11704492.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.248000% 31331JR47 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 15000000.00 15000460.63 0.0026 N 15000690.00 15000690.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.276500% 31331JV59 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2013-06-26 N N N 10685000.00 10692988.70 0.0019 N 10693569.37 10693569.37 Federal Farm Credit Bank Federal Farm Credit Bank 0.266500% 31331JW82 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2013-04-26 N N N 1785000.00 1785925.62 0.0003 N 1786183.46 1786183.46 Federal Farm Credit Bank Federal Farm Credit Bank 0.246500% 31331JWB5 Government Agency Debt N First Tier Security N/A N/A 2012-10-22 2013-07-22 N N N 6400000.00 6404101.34 0.0011 N 6403948.80 6403948.80 Federal Farm Credit Bank Federal Farm Credit Bank 0.400000% 31331JY56 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 2060000.00 2060405.29 0.0004 N 2060424.36 2060424.36 Federal Farm Credit Bank Federal Farm Credit Bank 0.098500% 31331K3Z1 Government Agency Debt N First Tier Security N/A N/A 2012-10-20 2013-03-20 N N N 50000000.00 49989242.78 0.0088 N 49990600.00 49990600.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.206500% 31331KCJ7 Government Agency Debt N First Tier Security N/A N/A 2012-10-22 2013-02-22 N N N 17115000.00 17118551.54 0.0030 N 17120066.04 17120066.04 Federal Farm Credit Bank Federal Farm Credit Bank 0.193000% 31331KDU1 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2013-02-11 N N N 5000000.00 5000843.22 0.0009 N 5000905.00 5000905.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.205500% 31331KFW5 Government Agency Debt N First Tier Security N/A N/A 2012-10-28 2013-05-28 N N N 3470000.00 3470746.48 0.0006 N 3471082.64 3471082.64 Federal Farm Credit Bank Federal Farm Credit Bank 0.164500% 31331KHC7 Government Agency Debt N First Tier Security N/A N/A 2012-10-29 2013-07-29 N N N 2135000.00 2134832.36 0.0004 N 2134786.50 2134786.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.166500% 31331KJ68 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2013-04-24 N N N 50000000.00 49997115.78 0.0088 N 50004400.00 50004400.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.160500% 31331KKB5 Government Agency Debt N First Tier Security N/A N/A 2012-10-04 2013-02-04 N N N 1250000.00 1249914.33 0.0002 N 1250061.25 1250061.25 Federal Farm Credit Bank Federal Farm Credit Bank 0.186500% 31331KKH2 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2013-07-24 N N N 1825000.00 1825109.58 0.0003 N 1825118.63 1825118.63 Federal Farm Credit Bank Federal Farm Credit Bank 0.210000% 31331KLJ7 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2013-11-18 N N N 5050000.00 5051519.18 0.0009 N 5050479.75 5050479.75 Federal Farm Credit Bank Federal Farm Credit Bank 0.180000% 31331KM64 Government Agency Debt N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 30000000.00 30000403.46 0.0053 N 30000510.00 30000510.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.190800% 31331KPF1 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2013-09-16 N N N 4610000.00 4610514.35 0.0008 N 4609709.57 4609709.57 Federal Farm Credit Bank Federal Farm Credit Bank 0.220800% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2014-01-15 N N N 4000000.00 4000543.77 0.0007 N 4000768.00 4000768.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.165500% 31331KSV3 Government Agency Debt N First Tier Security N/A N/A 2012-10-28 2013-01-28 N N N 10000000.00 10000000.00 0.0018 N 9998220.00 9998220.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.209000% 31331KVM9 Government Agency Debt N First Tier Security N/A N/A 2012-10-19 2013-11-19 N N N 4890000.00 4891796.03 0.0009 N 4891486.56 4891486.56 Federal Farm Credit Bank Federal Farm Credit Bank 0.240800% 31331KYJ3 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2013-12-16 N N N 5250000.00 5252426.34 0.0009 N 5251008.00 5251008.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.190800% 31331KYK0 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2013-03-15 N N N 2000000.00 2000378.29 0.0004 N 2000422.00 2000422.00 Federal Farm Credit Bank Federal Farm Credit Bank 4.700000% 31331VCA2 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 2000000.00 2002485.72 0.0004 N 2002236.00 2002236.00 Federal Farm Credit Bank Federal Farm Credit Bank 4.500000% 31331X3S9 Government Agency Debt N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 29575000.00 29631014.17 0.0052 N 29631991.03 29631991.03 Federal Farm Credit Bank Federal Farm Credit Bank 4.820000% 31331YAC4 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 2000000.00 2002782.20 0.0004 N 2002846.00 2002846.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.238000% 31331YW55 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2013-06-12 N N N 2000000.00 2000716.50 0.0004 N 2000838.00 2000838.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 3133EABG2 Government Agency Debt N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 25300000.00 25296907.96 0.0045 N 25298355.50 25298355.50 Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 3133EABU1 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 60000000.00 59999308.80 0.0106 N 59997900.00 59997900.00 Federal Home Loan Bank Federal Home Loan Bank 0.875000% 313370A24 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 2000000.00 2000949.74 0.0004 N 2000926.00 2000926.00 Federal Home Loan Bank Federal Home Loan Bank 0.171000% 313373NC2 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-11-01 N N N 48000000.00 48000003.06 0.0085 N 48001872.00 48001872.00 Federal Home Loan Bank Federal Home Loan Bank 0.167000% 313373NE8 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 77500000.00 77501135.85 0.0137 N 77505192.50 77505192.50 Federal Home Loan Bank Federal Home Loan Bank 0.167000% 313373TK8 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-11-26 N N N 54000000.00 53998340.56 0.0095 N 54003780.00 54003780.00 Federal Home Loan Bank Federal Home Loan Bank 0.166500% 313373TN2 Government Agency Debt N First Tier Security N/A N/A 2012-10-23 2012-11-23 N N N 2250000.00 2249989.88 0.0004 N 2250153.00 2250153.00 Federal Home Loan Bank Federal Home Loan Bank 0.288500% 313374EK2 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 37890000.00 37906937.72 0.0067 N 37892197.62 37892197.62 Federal Home Loan Bank Federal Home Loan Bank 0.146000% 313374H86 Government Agency Debt N First Tier Security N/A N/A 2012-10-27 2012-12-27 N N N 6200000.00 6199559.55 0.0011 N 6200266.60 6200266.60 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313374VY3 Government Agency Debt N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 39420000.00 39448820.55 0.0070 N 39445149.96 39445149.96 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313375P27 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2013-03-08 N N N 35000000.00 34998370.32 0.0062 N 35024990.00 35024990.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313375WG8 Government Agency Debt N First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 28900000.00 28900159.52 0.0051 N 28900057.80 28900057.80 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 313375X51 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 2000000.00 2000059.13 0.0004 N 2000050.00 2000050.00 Federal Home Loan Bank Federal Home Loan Bank 0.340000% 313375XB8 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2013-04-05 N N N 5190000.00 5190000.00 0.0009 N 5194411.50 5194411.50 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3133765B7 Government Agency Debt N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 64740000.00 64744617.61 0.0114 N 64742589.60 64742589.60 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 3133766K6 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 1970000.00 1970049.77 0.0003 N 1970055.16 1970055.16 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 3133767D1 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 75000000.00 75001083.31 0.0132 N 75000525.00 75000525.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376L94 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 3475000.00 3474988.37 0.0006 N 3474951.35 3474951.35 Federal Home Loan Bank Federal Home Loan Bank 0.210000% 313376MQ5 Government Agency Debt N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 23600000.00 23602329.01 0.0042 N 23601817.20 23601817.20 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313376N76 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 10000000.00 10000731.09 0.0018 N 10000270.00 10000270.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313376TL9 Government Agency Debt N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 6250000.00 6249210.29 0.0011 N 6248987.50 6248987.50 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376TY1 Government Agency Debt N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 16200000.00 16200223.22 0.0029 N 16199028.00 16199028.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376VG7 Government Agency Debt N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 13185000.00 13183592.16 0.0023 N 13184169.35 13184169.35 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313376WR2 Government Agency Debt N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 12700000.00 12698267.96 0.0022 N 12699072.90 12699072.90 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313376Y58 Government Agency Debt N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 22500000.00 22497082.63 0.0040 N 22495882.50 22495882.50 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376YC3 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 68500000.00 68487924.85 0.0121 N 68492876.00 68492876.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313376ZB4 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 22000000.00 21996077.96 0.0039 N 21997712.00 21997712.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3133784B4 Government Agency Debt N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 5000000.00 5000116.01 0.0009 N 4999825.00 4999825.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313378AZ4 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 9400000.00 9399656.61 0.0017 N 9400347.80 9400347.80 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313378BD2 Government Agency Debt N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 1900000.00 1899896.30 0.0003 N 1900068.40 1900068.40 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313378Y21 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 50000000.00 49999590.16 0.0088 N 49999700.00 49999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 3133794U0 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 35000000.00 34999928.32 0.0062 N 34999265.00 34999265.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313379AT6 Government Agency Debt N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 50000000.00 49999226.50 0.0088 N 49998600.00 49998600.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313379CU1 Government Agency Debt N First Tier Security N/A N/A 2013-01-30 2013-01-30 N N N 2005000.00 2004986.67 0.0004 N 2005000.00 2005000.00 Federal Home Loan Bank Federal Home Loan Bank 0.217000% 313379EJ4 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2013-11-14 N N N 25000000.00 25001238.93 0.0044 N 24981525.00 24981525.00 Federal Home Loan Bank Federal Home Loan Bank 0.188000% 313379TB5 Government Agency Debt N First Tier Security N/A N/A 2012-12-11 2013-12-11 N N N 50000000.00 50000000.00 0.0088 N 49961650.00 49961650.00 Federal Home Loan Bank Federal Home Loan Bank 0.271000% 313379WN5 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2014-01-03 N N N 50000000.00 49987294.80 0.0088 N 49977950.00 49977950.00 Federal Home Loan Bank Federal Home Loan Bank 0.272100% 3133806Y8 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2014-01-24 N N N 16000000.00 15995325.22 0.0028 N 15990528.00 15990528.00 Federal Home Loan Bank Federal Home Loan Bank 0.213100% 313380AF4 Government Agency Debt N First Tier Security N/A N/A 2012-10-23 2013-01-23 N N N 50000000.00 50000000.00 0.0088 N 49999700.00 49999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313380TC1 Government Agency Debt N First Tier Security N/A N/A 2013-03-25 2013-03-25 N N N 50000000.00 49995548.62 0.0088 N 49994800.00 49994800.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313380TE7 Government Agency Debt N First Tier Security N/A N/A 2013-03-25 2013-03-25 N N N 25000000.00 24997470.96 0.0044 N 24997400.00 24997400.00 Federal Home Loan Bank Federal Home Loan Bank 0.182300% 313380UL9 Government Agency Debt N First Tier Security N/A N/A 2012-12-28 2013-03-28 N N N 50000000.00 50000000.00 0.0088 N 50004950.00 50004950.00 Federal Home Loan Bank Federal Home Loan Bank 0.145100% 313384H93 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 25000000.00 25000000.00 0.0044 N 25000000.00 25000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.150100% 313384J34 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 45000000.00 44999625.00 0.0079 N 44999955.00 44999955.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384K24 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 4650000.00 4649848.87 0.0008 N 4649976.75 4649976.75 Federal Home Loan Bank Federal Home Loan Bank 0.140100% 313384K81 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 27300000.00 27298407.50 0.0048 N 27299781.60 27299781.60 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384L31 Government Agency Debt N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 1500000.00 1499895.00 0.0003 N 1499985.00 1499985.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384M71 Government Agency Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 18500000.00 18498072.93 0.0033 N 18499685.50 18499685.50 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 25000000.00 24996479.09 0.0044 N 24999200.00 24999200.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384P52 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 15400000.00 15397459.00 0.0027 N 15399430.20 15399430.20 Federal Home Loan Bank Federal Home Loan Bank 4.500000% 3133MTZL5 Government Agency Debt N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 39475000.00 39684019.92 0.0070 N 39679283.13 39679283.13 Federal Home Loan Bank Federal Home Loan Bank 4.625000% 3133XML66 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 30935000.00 30968716.42 0.0055 N 30969832.81 30969832.81 Federal Home Loan Bank Federal Home Loan Bank 3.375000% 3133XP2W3 Government Agency Debt N First Tier Security N/A N/A 2013-02-27 2013-02-27 N N N 7000000.00 7090770.80 0.0013 N 7090622.00 7090622.00 Federal Home Loan Bank Federal Home Loan Bank 2.625000% 3133XT6J0 Government Agency Debt N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 2500000.00 2524725.75 0.0004 N 2524495.00 2524495.00 Federal Home Loan Bank Federal Home Loan Bank 1.735000% 3133XVM40 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 12100000.00 12115049.70 0.0021 N 12115137.10 12115137.10 Federal Home Loan Bank Federal Home Loan Bank 1.500000% 3133XW7L7 Government Agency Debt N First Tier Security N/A N/A 2013-01-16 2013-01-16 N N N 57340000.00 57558780.60 0.0102 N 57557203.92 57557203.92 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.160100% 313396H97 Government Agency Debt N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 39822000.00 39822000.00 0.0070 N 39822000.00 39822000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396J38 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 19958000.00 19957844.78 0.0035 N 19957980.04 19957980.04 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140000% 313396J95 Government Agency Debt N First Tier Security N/A N/A 2012-10-09 2012-10-09 N N N 2000000.00 1999937.78 0.0004 N 1999992.00 1999992.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396K28 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 19000000.00 18999335.00 0.0034 N 18999905.00 18999905.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150100% 313396K36 Government Agency Debt N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 25000000.00 24998958.33 0.0044 N 24999850.00 24999850.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140100% 313396L92 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 21400000.00 21398002.67 0.0038 N 21399721.80 21399721.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.145100% 313397AC5 Government Agency Debt N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 50000000.00 49981069.38 0.0088 N 49993450.00 49993450.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4SA3 Government Agency Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 152907000.00 154828956.76 0.0273 N 154822618.89 154822618.89 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170500% 3134G16A7 Government Agency Debt N First Tier Security N/A N/A 2012-10-02 2012-11-02 N N N 41410000.00 41408933.61 0.0073 N 41411697.81 41411697.81 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.515000% 3134G1WT7 Government Agency Debt N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 32290000.00 32307846.59 0.0057 N 32307501.18 32307501.18 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200500% 3134G25F5 Government Agency Debt N First Tier Security N/A N/A 2012-10-04 2013-11-04 N N N 98530000.00 98550374.50 0.0174 N 98517289.63 98517289.63 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.178500% 3134G2BL5 Government Agency Debt N First Tier Security N/A N/A 2012-10-21 2013-03-21 N N N 57360000.00 57367322.27 0.0101 N 57370152.73 57370152.73 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180500% 3134G2DM1 Government Agency Debt N First Tier Security N/A N/A 2012-10-04 2013-02-04 N N N 45024000.00 45023456.82 0.0079 N 45029267.82 45029267.82 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180500% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2013-05-03 N N N 4550000.00 4549604.48 0.0008 N 4550282.10 4550282.10 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.166800% 3134G2K92 Government Agency Debt N First Tier Security N/A N/A 2012-10-13 2013-09-13 N N N 50000000.00 49997968.70 0.0088 N 49983300.00 49983300.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.180500% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2013-06-03 N N N 25800000.00 25798673.31 0.0046 N 25800361.20 25800361.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.170800% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2012-10-17 2013-06-17 N N N 9900000.00 9900062.41 0.0017 N 9906771.60 9906771.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.625000% 3137EAAZ2 Government Agency Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 42142000.00 42265126.90 0.0075 N 42268215.30 42268215.30 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375000% 3137EACG2 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 89146000.00 89433101.53 0.0158 N 89440627.55 89440627.55 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.625000% 3137EACJ6 Government Agency Debt N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 10221000.00 10300417.89 0.0018 N 10299619.93 10299619.93 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.375000% 3137EACP2 Government Agency Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 17620000.00 17626604.15 0.0031 N 17627929.00 17627929.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.140100% 313588K20 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 7700000.00 7699730.50 0.0014 N 7699961.50 7699961.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.140100% 313588K79 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 100000000.00 99994555.55 0.0176 N 99999200.00 99999200.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.130000% 313588L86 Government Agency Debt N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 1000000.00 999916.94 0.0002 N 999987.00 999987.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.155100% 313589AJ2 Government Agency Debt N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 9580000.00 9575875.28 0.0017 N 9578668.38 9578668.38 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.750000% 31359MQV8 Government Agency Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 4932000.00 5019884.99 0.0009 N 5019182.96 5019182.96 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.375000% 31359MRG0 Government Agency Debt N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 1832000.00 1867064.36 0.0003 N 1867060.82 1867060.82 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.750000% 3135G0AK9 Government Agency Debt N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 1585000.00 1588694.28 0.0003 N 1588762.79 1588762.79 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.218000% 3135G0CE1 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2013-08-12 N N N 1000000.00 1000269.31 0.0002 N 1000197.00 1000197.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.344500% 3135G0CL5 Government Agency Debt N First Tier Security N/A N/A 2012-11-17 2013-05-17 N N N 29550000.00 29580817.85 0.0052 N 29565602.40 29565602.40 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.197500% 3135G0FQ1 Government Agency Debt N First Tier Security N/A N/A 2012-10-08 2013-11-08 N N N 115500000.00 115519736.28 0.0204 N 115485100.50 115485100.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.193700% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2012-10-14 2013-11-14 N N N 2000000.00 2000237.83 0.0004 N 1999742.00 1999742.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.500000% 3136FPUC9 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 19410000.00 19415125.86 0.0034 N 19413746.13 19413746.13 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.500000% 31398A4T6 Government Agency Debt N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 17535000.00 17539774.89 0.0031 N 17539804.59 17539804.59 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.250000% 31398A5A6 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 51685000.00 51688018.67 0.0091 N 51689755.02 51689755.02 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.236500% 31398A6S6 Government Agency Debt N First Tier Security N/A N/A 2012-10-23 2012-11-23 N N N 169035000.00 169061588.11 0.0298 N 169067961.84 169067961.84 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.338800% 31398A7F3 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 1700000.00 1700960.04 0.0003 N 1700605.20 1700605.20 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.245500% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2012-10-28 2012-12-28 N N N 1700000.00 1700417.09 0.0003 N 1700555.90 1700555.90 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.750000% 31398AE24 Government Agency Debt N First Tier Security N/A N/A 2013-02-22 2013-02-22 N N N 36799000.00 37027647.14 0.0065 N 37027963.38 37027963.38 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.750000% 31398AHZ8 Government Agency Debt N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 20570000.00 20695428.74 0.0037 N 20695785.57 20695785.57 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.625000% 31398AKY7 Government Agency Debt N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 21672000.00 21942908.70 0.0039 N 21943441.81 21943441.81 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.250000% 31398ANT5 Government Agency Debt N First Tier Security N/A N/A 2013-02-25 2013-02-25 N N N 5000000.00 5080640.00 0.0009 N 5081735.00 5081735.00 HSBC USA, Inc. HSBC USA, Inc. 0.200000% 40499J003 0000083246 Treasury Repurchase Agreement Y U.S Treasury Note 2014-02-28 0.250000 Treasury Debt 36880000.00 36895616.15 U.S Treasury Note 2015-05-15 4.125000 Treasury Debt 17231000.00 19207302.57 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 55000000.00 55000000.00 0.0097 N 55000000.00 55000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.180000% 977HAQ004_0.1800_M121001_64BA 0001325347 Treasury Repurchase Agreement Y U.S Treasury Note 2014-02-28 1.875000 Treasury Debt 44795000.00 45901000.66 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 45000000.00 45000000.00 0.0079 N 45000000.00 45000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.190000% 977HAQ004_0.1900_M121002_64BA 0001325347 Treasury Repurchase Agreement Y U.S Treasury Note 2015-03-15 0.375000 Treasury Debt 152695000.00 153002625.00 First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 150000000.00 150000000.00 0.0265 N 150000000.00 150000000.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.230000% 60686M007_0.2300_M121001_64BA 0000812291 Treasury Repurchase Agreement Y U.S Treasury Note 2014-01-31 1.750000 Treasury Debt 15013100.00 15359537.89 U.S Treasury Note 2014-02-15 4.000000 Treasury Debt 1000000.00 1056657.61 U.S Treasury Note 2014-02-28 1.875000 Treasury Debt 5900000.00 6045672.63 U.S Treasury Note 2014-03-31 0.250000 Treasury Debt 1000000.00 1001356.34 U.S Treasury Note 2014-04-15 1.250000 Treasury Debt 10000000.00 10210993.99 U.S Treasury Note 2014-04-30 0.250000 Treasury Debt 4825000.00 4829949.56 U.S Treasury Note 2014-05-31 0.250000 Treasury Debt 50000000.00 50040983.61 U.S Treasury Note 2014-07-15 0.750000 Treasury Debt 3038400.00 3070575.56 U.S Treasury Note 2016-07-15 2.500000 Treasury Debt 4000.00 5292.40 U.S Treasury Note 2017-04-15 0.125000 Treasury Debt 5000000.00 5434976.53 U.S Treasury Note 2021-07-15 0.625000 Treasury Debt 15500000.00 18068114.17 U.S Treasury Note 2022-01-15 0.125000 Treasury Debt 4300000.00 4754998.58 U.S Treasury Note 2022-07-15 0.125000 Treasury Debt 4500.00 4904.06 U.S Treasury Note 2042-02-15 0.750000 Treasury Debt 29810000.00 33116081.60 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 150000000.00 150000000.00 0.0265 N 150000000.00 150000000.00 U.S. Treasury Bill U.S. Treasury Bill 0.115000% 9127955G2 Treasury Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 100000000.00 99994569.44 0.0176 N 99996900.00 99996900.00 U.S. Treasury Bill U.S. Treasury Bill 0.146600% 9127955L1 Treasury Debt N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 100000000.00 99981687.50 0.0176 N 99990900.00 99990900.00 U.S. Treasury Bill U.S. Treasury Bill 0.137100% 9127955V9 Treasury Debt N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 100000000.00 99961563.90 0.0176 N 99976900.00 99976900.00 U.S. Treasury Bill U.S. Treasury Bill 0.138100% 9127955Z0 Treasury Debt N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 100000000.00 99950550.00 0.0176 N 99963300.00 99963300.00 U.S. Treasury Bill U.S. Treasury Bill 0.112000% 9127956K2 Treasury Debt N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 50000000.00 49999541.67 0.0088 N 49999800.00 49999800.00 U.S. Treasury Bill U.S. Treasury Bill 0.097500% 9127956N6 Treasury Debt N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 100000000.00 99993500.00 0.0176 N 99996200.00 99996200.00 U.S. Treasury Bill U.S. Treasury Bill 0.141100% 9127957B1 Treasury Debt N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 100000000.00 99957700.20 0.0176 N 99977500.00 99977500.00 U.S. Treasury Bill U.S. Treasury Bill 0.147100% 9127957D7 Treasury Debt N First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 100000000.00 99950183.10 0.0176 N 99969500.00 99969500.00 U.S. Treasury Bill U.S. Treasury Bill 0.145100% 9127957F2 Treasury Debt N First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 100000000.00 99945221.88 0.0176 N 99959400.00 99959400.00 U.S. Treasury Bill U.S. Treasury Bill 0.143100% 9127957G0 Treasury Debt N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 100000000.00 99943197.58 0.0176 N 99955300.00 99955300.00 U.S. Treasury Bill U.S. Treasury Bill 0.137100% 9127957H8 Treasury Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 100000000.00 99942916.68 0.0176 N 99947900.00 99947900.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828MG2 Treasury Debt N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 150000000.00 150525070.69 0.0266 N 150539100.00 150539100.00 U.S. Treasury Note U.S. Treasury Note 1.375000% 912828MN7 Treasury Debt N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 100000000.00 100453274.42 0.0177 N 100460900.00 100460900.00 UBS Financial Services, Inc. UBS Financial Services, Inc. 0.180000% 99EPPA003_0.1800_M121001_64BA 0000230611 Treasury Repurchase Agreement Y U.S Treasury Note 2017-05-31 0.625000 Treasury Debt 4773800.00 4794027.45 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 4700000.00 4700000.00 0.0008 N 4700000.00 4700000.00