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2013-09-30 3.125000 Treasury Debt 38542100.00 40768669.75 First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 40000000.00 40000000.00 0.0679 N 40000000.00 40000000.00 BNP PARIBAS BANK PAR REPO 01/03/12 0.010000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y TREASURY INFLATION ADJUSTED NOTES 2016-04-15 0.125000 Treasury Debt 71617300.00 76500042.92 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 75000000.00 75000000.00 0.1274 N 75000000.00 75000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 01/03/12 0.020000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2012-05-15 1.375000 Treasury Debt 7574000.00 7625047.66 U.S. TREASURY NOTES 2012-07-31 0.625000 Treasury Debt 29595000.00 29764922.54 U.S. TREASURY NOTES 2012-10-15 1.375000 Treasury Debt 38623400.00 39113731.53 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 75000000.00 75000000.00 0.1274 N 75000000.00 75000000.00 MERRILL LYNCH NBK REPO 01/03/12 0.010000% 80MRLLY$1 0000070858 Treasury 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0.100000% 9127955C1 Treasury Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 10000000.00 9992387.50 0.0170 N 10000000.00 9992387.50 US TREASURY US TREASURY BILLS 01/19/2012 0.090000% 912795Y62 Treasury Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 15000000.00 14999600.00 0.0255 N 15000000.00 14999600.00 US TREASURY US TREASURY BILLS 01/26/2012 0.100000% 912795Y70 Treasury Debt N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N N 10000000.00 9999361.11 0.0170 N 10000000.00 9999361.11 US TREASURY US TREASURY BILLS 08/23/2012 0.110000% 912795Y96 Treasury Debt N First Tier Security N/A N/A 2012-08-23 2012-08-23 N N N 10000000.00 9993527.78 0.0170 N 10000000.00 9993527.78 US TREASURY US TREASURY NOTES 03/31/2012 0.160000% 912828GM6 Treasury Debt N First Tier Security N/A N/A 2012-03-31 2012-03-31 N N N 5000000.00 5052152.91 0.0086 N 5000000.00 5052152.91 US TREASURY US TREASURY NOTES 01/15/2012 0.210000% 912828KB5 Treasury Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 10000000.00 10002984.49 0.0170 N 10000000.00 10002984.49 US TREASURY US TREASURY NOTES 05/15/2012 0.110000% 912828KP4 Treasury Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 10000000.00 10046080.16 0.0171 N 10000000.00 10046080.16 US TREASURY US TREASURE NOTES 01/31/2012 0.240000% 912828MJ6 Treasury Debt N First Tier Security N/A N/A 2012-01-31 2012-01-31 N N N 20000000.00 20009718.34 0.0340 N 20000000.00 20009718.34 US TREASURY US TREASURE NOTES 07/31/2012 0.150000% 912828NQ9 Treasury Debt N First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 10000000.00 10027160.85 0.0170 N 10000000.00 10027160.85 US TREASURY US TREASURE NOTES 09/30/2012 0.160000% 912828NX4 Treasury Debt N First Tier Security N/A N/A 2012-09-30 2012-09-30 N N N 20000000.00 20031519.77 0.0340 N 20000000.00 20031519.77 US TREASURY US TREASURE NOTES 10/31/2012 0.150000% 912828PD6 Treasury Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 20000000.00 20038814.93 0.0340 N 20000000.00 20038814.93 US TREASURY US TREASURE NOTES 10/31/2012 0.110000% 912828PH7 Treasury Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 10000000.00 10017276.75 0.0170 N 10000000.00 10017276.75