0001145549-11-008680.txt : 20110929 0001145549-11-008680.hdr.sgml : 20110929 20110805151744 ACCESSION NUMBER: 0001145549-11-008680 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110731 FILED AS OF DATE: 20110805 DATE AS OF CHANGE: 20110805 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 111014028 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-07-31 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 38 64 18487493713.56 979702044.56 638841.02 19466556917.10 0.0023 1.0000 2011-07-31 1.0000 2011-07-31 C000012379 1.00 5449737235.31 1.00 -147315329.49 1719456730.62 1866772060.11 0.0001 1.0000 2011-07-31 1.0000 2011-07-31 C000012380 1.00 14016819681.79 1.00 -813522539.51 4931742387.98 5745264927.49 0.0001 1.0000 2011-07-31 1.0000 2011-07-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.750000% 00279HWN2 Certificate of Deposit N First Tier Security N/A N/A 2011-08-29 2011-08-29 N Y Santander UK Plc N/A N/A N 33000000.00 33000000.00 0.0017 N 33014850.00 33014850.00 Alpine Securitization Corp Alpine Securitization Corp 0.200000% 02086MV19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 50000000.00 0.0026 N 50000000.00 50000000.00 Alpine Securitization Corp Alpine Securitization Corp 0.220000% 02086MV27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 15000000.00 14999908.33 0.0008 N 14999700.00 14999700.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086MV50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 4000000.00 3999906.67 0.0002 N 3999840.00 3999840.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086MV84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 11709000.00 11708521.88 0.0006 N 11708414.55 11708414.55 Alpine Securitization Corp Alpine Securitization Corp 0.160000% 02086MVG6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 3000000.00 2999800.00 0.0002 N 2999730.00 2999730.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KVN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 49000000.00 48993711.67 0.0025 N 48993630.00 48993630.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KWK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 75000000.00 74974479.16 0.0039 N 74976750.00 74976750.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KX56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4998013.89 0.0003 N 4997800.00 4997800.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 31000000.00 30997227.22 0.0016 N 30998140.00 30998140.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 35000000.00 34996422.22 0.0018 N 34997900.00 34997900.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 10000000.00 9998211.11 0.0005 N 9999100.00 9999100.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.250000% 04014BVN8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 5000000.00 4999270.83 0.0003 N 4999350.00 4999350.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BVR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 32000000.00 31995306.67 0.0016 N 31995200.00 31995200.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 19000000.00 18992231.11 0.0010 N 18996200.00 18996200.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 31000000.00 30990527.78 0.0016 N 30990080.00 30990080.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915UVA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Cash Rabobank Nederland N/A N/A 15000000.00 14998537.50 0.0008 N 14999550.00 14999550.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.190000% 04915UVB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Cash Rabobank Nederland N/A N/A 45000000.00 44997625.00 0.0023 N 44998650.00 44998650.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.190000% 04915UVC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N Y Cash Rabobank Nederland N/A N/A 6000000.00 5999651.67 0.0003 N 5999760.00 5999760.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UWV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N Y Cash Rabobank Nederland N/A N/A 120000000.00 119927233.34 0.0062 N 119977200.00 119977200.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Cash Rabobank Nederland N/A N/A 10000000.00 9991525.00 0.0005 N 9994000.00 9994000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYV5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Cash Rabobank Nederland N/A N/A 6000000.00 5994600.00 0.0003 N 5996040.00 5996040.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UZ28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Cash Rabobank Nederland N/A N/A 9000000.00 8991697.50 0.0005 N 8993880.00 8993880.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 60000000.00 59947083.34 0.0031 N 59957400.00 59957400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 55000000.00 54949552.78 0.0028 N 54960950.00 54960950.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 998981.66 0.0001 N 999180.00 999180.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.225000% 05252V7G4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 103000000.00 103000000.00 0.0053 N 102979400.00 102979400.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 7000000.00 7000000.00 0.0004 Security is a time deposit. N 7000000.00 7000000.00 Bank of America Corp Bank of America Corp 0.190000% 0660P1VN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 31000000.00 30996564.17 0.0016 N 30998140.00 30998140.00 Bank of America Corp Bank of America Corp 0.190000% 0660P1VV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 94000000.00 93986108.89 0.0048 N 93992480.00 93992480.00 Bank of America, NA Bank of America, NA 0.290000% 06052WCT8 Other Note N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 7000000.00 7000000.00 0.0004 N 7000000.00 7000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WCW1 Other Note N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 30000000.00 30000000.00 0.0015 N 30000000.00 30000000.00 Bank of America, NA Bank of America, NA 0.260000% 06052WDF7 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 25000000.00 25000000.00 0.0013 N 24998250.00 24998250.00 Bank of America, NA Bank of America, NA 0.220000% 06052WDH3 Other Note N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 110000000.00 110000000.00 0.0057 N 110012100.00 110012100.00 Bank of America, NA Bank of America, NA 0.250000% 06052WDJ9 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 100000000.00 100000000.00 0.0051 N 100018000.00 100018000.00 Bank of America, NA Bank of America, NA 0.210000% 06052WDK6 Other Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 17000000.00 17000000.00 0.0009 N 16997620.00 16997620.00 Bank of America, NA Bank of America, NA 0.240000% 06052WDM2 Other Note N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 15000000.00 15000000.00 0.0008 N 15002850.00 15002850.00 Bank of America, NA Bank of America, NA 0.190000% 06052WDQ3 Other Note N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 69000000.00 69000000.00 0.0035 N 69002760.00 69002760.00 Bank of America, NA Bank of America, NA 0.280000% 06052WDT7 Other Note N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 140000000.00 140000000.00 0.0072 N 140032200.00 140032200.00 Bank of America, NA Bank of America, NA 0.270000% 06052WDV2 Other Note N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 40000000.00 40000000.00 0.0021 N 39984800.00 39984800.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEF6 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 45000000.00 45000000.00 0.0023 N 45010800.00 45010800.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEH2 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 80000000.00 80000000.00 0.0041 N 80019200.00 80019200.00 Bank of America, NA Bank of America, NA 0.553000% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-10-24 2012-08-22 N N N 147000000.00 147000000.00 0.0076 N 147253575.00 147253575.00 Bank of America, NA Bank of America, NA 0.200000% 06422TVQ3 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 10000000.00 9998722.22 0.0005 Security is a Bankers Acceptance. N 9998700.00 9998700.00 Bank of America, NA Bank of America, NA 0.410000% 06422TW66 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 24581943.00 24571864.40 0.0013 Security is a Bankers Acceptance. N 24589317.58 24589317.58 Bank of Montreal Bank of Montreal 0.120000% 06366U7A0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 137000000.00 137000000.00 0.0070 N 137000000.00 137000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D2N4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 6000000.00 6000000.00 0.0003 N 6000360.00 6000360.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 37000000.00 37000000.00 0.0019 N 36993340.00 36993340.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4B8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 40000000.00 40000000.00 0.0021 N 39992800.00 39992800.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 108000000.00 108000000.00 0.0055 N 107980560.00 107980560.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417D5B7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 98000000.00 98000000.00 0.0050 N 98002940.00 98002940.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D5H4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 3000000.00 3000000.00 0.0002 N 2999640.00 2999640.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 85000000.00 85000000.00 0.0044 N 84981300.00 84981300.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417DZ73 Certificate of Deposit N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 26000000.00 26000000.00 0.0013 N 26001040.00 26001040.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 80000000.00 80000000.00 0.0041 N 80004000.00 80004000.00 Barclays Bank Plc Barclays Bank Plc 0.686500% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-10-17 N N N 64000000.00 64000000.00 0.0033 N 64057600.00 64057600.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M110801_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2013-12-18 0.750000 Government Agency Debt 18653000.00 18683295.58 Fannie Mae 2016-03-15 2.250000 Government Agency Debt 26966000.00 27920731.23 GNMA 2039-06-15 4.500000 Government Agency Debt 96055507.00 89246201.08 GNMA 2041-05-20 4.000000 Government Agency Debt 27460004.00 28125412.99 GNMA 2041-07-20 4.500000 Government Agency Debt 65462440.00 69572826.60 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 225000000.00 225000000.00 0.0116 N 225000000.00 225000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 992JYM004_0.1500_M110804_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-07-01 4.000000 Government Agency Debt 35080000.00 32351082.23 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 29451989.00 29145698.93 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 27964633.00 27851622.93 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 29946566.00 29617698.80 Fannie Mae 2026-05-01 3.500000 Government Agency Debt 30622610.00 30945354.42 Fannie Mae 2031-06-01 4.000000 Government Agency Debt 31957739.00 32959445.63 Fannie Mae 2034-01-01 5.500000 Government Agency Debt 66664864.00 31282336.57 Fannie Mae 2040-01-01 4.292000 Government Agency Debt 34482966.00 32287543.05 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 50000000.00 28228867.53 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 30886965.00 28897620.46 Fannie Mae 2040-05-01 5.500000 Government Agency Debt 30420595.00 32373844.51 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 27678187.00 28523832.40 Fannie Mae 2041-07-01 2.634900 Government Agency Debt 23578194.00 23891769.05 FNMS 05.000 CLAL0550 2041-07-01 5.000000 Government Agency Debt 24948030.00 26678347.74 Freddie Mac 2024-06-01 4.000000 Government Agency Debt 48097496.00 33204936.80 Unrated Security N/A N/A 2011-08-04 2011-08-04 N N N 431000000.00 431000000.00 0.0221 N 430995690.00 430995690.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 992JYM004_0.2200_M110805_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2039-01-01 5.500000 Government Agency Debt 257290000.00 135867851.46 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 50997436.00 48633762.65 Freddie Mac 2025-10-01 4.000000 Government Agency Debt 22143092.00 22458973.41 Freddie Mac 2033-10-15 1.691000 Government Agency Debt 173314254.00 71607822.12 Freddie Mac 2034-01-15 1.637000 Government Agency Debt 35000000.00 16591585.67 Unrated Security N/A N/A 2011-08-05 2011-08-05 N N N 283000000.00 283000000.00 0.0145 N 283000000.00 283000000.00 BNP Paribas BNP Paribas 0.590000% 05566Q6H5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 25000000.00 25000000.00 0.0013 N 25012750.00 25012750.00 BNP Paribas BNP Paribas 0.530000% 05572NAP1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 192000000.00 192000000.00 0.0099 N 192044160.00 192044160.00 BNP Paribas BNP Paribas 0.540000% 05572NAT3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 86000000.00 86000000.00 0.0044 N 86020640.00 86020640.00 BNP Paribas BNP Paribas 0.540000% 05572NAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 2000000.00 2000000.00 0.0001 N 2000520.00 2000520.00 BNP Paribas BNP Paribas 0.540000% 05572NBF2 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 60000000.00 60000000.00 0.0031 N 60018000.00 60018000.00 BNP Paribas BNP Paribas 0.540000% 05572NBH8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 24000000.00 24000000.00 0.0012 N 24008400.00 24008400.00 BNP Paribas BNP Paribas 0.580000% 05572NDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 24000000.00 24000000.00 0.0012 N 24015600.00 24015600.00 BNP Paribas BNP Paribas 0.570000% 05572NDH6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 13000000.00 13000000.00 0.0007 N 13008060.00 13008060.00 BNP Paribas BNP Paribas 0.560000% 05572NDU7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 21000000.00 21000000.00 0.0011 N 21007770.00 21007770.00 BNP Paribas BNP Paribas 0.585000% 05572WAE6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 10900000.00 10906864.88 0.0006 N 10909265.00 10909265.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.210000% 987WVU007_0.2100_M110801_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2029-04-01 4.500000 Government Agency Debt 38950453.00 27818347.52 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 240445232.00 232088805.97 Fannie Mae 2041-06-01 2.822000 Government Agency Debt 194141734.00 200502846.79 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 447000000.00 447000000.00 0.0230 N 447000000.00 447000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.250000% 10513DCH1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 50000000.00 50000000.00 0.0026 N 49993500.00 49993500.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.190000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 37000000.00 36944243.05 0.0019 N 36960040.00 36960040.00 CAFCO, LLC CAFCO, LLC 0.190000% 12476FX68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Letter of Credit Citibank NA N/A N/A 17000000.00 16994078.33 0.0009 N 16995580.00 16995580.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 60000000.00 59997950.00 0.0031 N 59998800.00 59998800.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Citibank NA N/A N/A 62000000.00 61997175.55 0.0032 N 61998760.00 61998760.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3VB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999544.44 0.0002 N 3999840.00 3999840.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.277300% 13606X4R6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2012-07-23 N N N 92000000.00 92000000.00 0.0047 N 92000000.00 92000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.237300% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-12-28 N N N 200000000.00 200000000.00 0.0103 N 199992000.00 199992000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3V87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 31000000.00 30997287.50 0.0016 N 30998140.00 30998140.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3VA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 9000000.00 8998987.50 0.0005 N 8999370.00 8999370.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.440000% 1373X3VB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2999633.33 0.0002 N 2999790.00 2999790.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.170000% 1373X3VK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 44000000.00 43996260.00 0.0023 N 43994720.00 43994720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.460000% 1373X3VP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 29000000.00 28991847.78 0.0015 N 28995940.00 28995940.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 1373X3VQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 52000000.00 51992691.11 0.0027 N 51992720.00 51992720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 1373X3WC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 21000000.00 20994855.00 0.0011 N 20994540.00 20994540.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 1373X3WL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999388.89 0.0001 N 1999360.00 1999360.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.360000% 1373X3ZD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 10000000.00 9986600.00 0.0005 N 9988300.00 9988300.00 Chariot Funding, LLC Chariot Funding, LLC 0.150000% 15963UV29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75000000.00 74999687.50 0.0039 N 74999250.00 74999250.00 Chariot Funding, LLC Chariot Funding, LLC 0.150000% 15963UV45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 71000000.00 70999112.50 0.0036 N 70998580.00 70998580.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQG1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 294000000.00 294000000.00 0.0151 N 293991180.00 293991180.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MV33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69998405.55 0.0036 N 69998600.00 69998600.00 Ciesco, LLC Ciesco, LLC 0.380000% 17177MV58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12999451.11 0.0007 N 12999740.00 12999740.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 32000000.00 31953431.11 0.0016 N 31967680.00 31967680.00 Ciesco, LLC Ciesco, LLC 0.190000% 17178CXE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13994532.22 0.0007 N 13995800.00 13995800.00 Citibank, NA Citibank, NA 0.190000% 1730D2E65 Certificate of Deposit N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 14000000.00 14000000.00 0.0007 N 14000280.00 14000280.00 Citibank, NA Citibank, NA 0.180000% 1730D2F49 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 40000000.00 40000000.00 0.0021 N 39999600.00 39999600.00 Citibank, NA Citibank, NA 0.200000% 1730D2G89 Certificate of Deposit N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 11000000.00 11000000.00 0.0006 N 10998680.00 10998680.00 Citibank, NA Citibank, NA 0.110000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 15000000.00 15000000.00 0.0008 Security is a time deposit. N 15000000.00 15000000.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 25000000.00 25000000.00 0.0013 Security is a time deposit. N 25000000.00 25000000.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.390000% 17307SW81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Citigroup Inc N/A N/A N 32000000.00 31986826.67 0.0016 N 31996160.00 31996160.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.380000% 17307SWF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N Y Citigroup Inc N/A N/A N 2000000.00 1999050.00 0.0001 N 1999700.00 1999700.00 Cleveland Airport System Taxable Revenue Bonds Series 2008F 0.130000% 186352MF4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 29000000.00 29000000.00 0.0015 N 29000000.00 29000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.276800% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2012-05-18 N N N 135000000.00 135000000.00 0.0069 N 135000000.00 135000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272EVP0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 108000000.00 107988780.01 0.0055 N 107990280.00 107990280.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272EWF1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 44000000.00 43990650.00 0.0023 N 43992080.00 43992080.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272EWM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 70000000.00 69981158.34 0.0036 N 69985300.00 69985300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.230000% 20272EYE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 15300000.00 15289736.24 0.0008 N 15290208.00 15290208.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 81000000.00 80998155.00 0.0042 N 80998380.00 80998380.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 95000000.00 94996754.17 0.0049 N 94998100.00 94998100.00 CRC Funding, LLC CRC Funding, LLC 0.310000% 12622UAJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1997072.22 0.0001 N 1996440.00 1996440.00 Credit Suisse AG Credit Suisse AG 0.255100% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-12-01 N N N 27000000.00 27000000.00 0.0014 N 26998380.00 26998380.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550CP70 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 227000000.00 227000000.00 0.0117 N 226988650.00 226988650.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.170000% 22799D001_0.1700_M110801_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-06-20 5.500000 Government Agency Debt 93090000.00 98736540.21 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 96798133.00 96798133.00 0.0050 N 96798133.00 96798133.00 Danske Corp Danske Corp 0.215000% 2363F7VA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N Y Danske Bank A/S N/A N/A N 67000000.00 66996398.75 0.0034 N 66996650.00 66996650.00 Danske Corp Danske Corp 0.250000% 2363F7WT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N Y Danske Bank A/S N/A N/A N 11000000.00 10995645.83 0.0006 N 10996150.00 10996150.00 Deutsche Bank AG Deutsche Bank AG 0.390000% 25154TT72 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 113000000.00 113000000.00 0.0058 N 113038420.00 113038420.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TZ83 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 65000000.00 65000000.00 0.0033 N 65005850.00 65005850.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 21599B009_0.2200_M110801_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-07-25 5.000000 Government Agency Debt 95170966.00 99509488.52 Fannie Mae 2040-11-25 0.637000 Government Agency Debt 14272417.00 14208348.12 Fannie Mae 2041-07-25 6.000000 Government Agency Debt 71136760.00 72875953.44 Freddie Mac 2029-04-15 5.500000 Government Agency Debt 87578333.00 90099669.78 GNMA 2036-12-16 5.750000 Government Agency Debt 100000000.00 94391210.19 GNMA 2037-11-16 5.750000 Government Agency Debt 98354811.00 96915330.95 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 450000000.00 450000000.00 0.0231 N 450000000.00 450000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.310000% 991JCA005_0.3100_M110801_2M47 0001074042 Other Repurchase Agreement N AETNA INC NEW COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249992.16 AFLAC INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249985.32 AGILENT TECHNOLOGIES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 759.24 CENTURYLINK INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249966.32 CHEVRON CORP NEW COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249952.66 DU PONT E I DE NEMOURS & CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249998.30 EXXON MOBIL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249925.20 GENON ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249997.77 GOODRICH CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249924.82 HONEYWELL INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249956.00 JPMORGAN CHASE & CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249970.12 MARATHON OIL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249983.30 MCDONALDS CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249945.06 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249999.70 NIKE INC CL B 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249966.16 OCCIDENTAL PETE CORP DEL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249961.00 PG&E CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249980.80 PHILIP MORRIS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249940.30 PUBLIC STORAGE COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249936.00 SUNTRUST BKS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249997.18 UNION PAC CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249931.36 UNITED TECHNOLOGIES CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 2249951.28 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 45000000.00 45000000.00 0.0023 Repurchase agreement collateralized by common stock and ETFs. N 45000000.00 45000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M110805_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 6.000000 Government Agency Debt 29180514.00 9196345.27 Fannie Mae 2027-02-01 2.000000 Government Agency Debt 18890305.00 13233740.02 Fannie Mae 2035-09-01 4.000000 Government Agency Debt 11678537.00 5684501.54 Fannie Mae 2036-12-01 2.000000 Government Agency Debt 32602822.00 13095390.87 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 26842969.00 13195140.58 Fannie Mae 2040-07-01 3.500000 Government Agency Debt 18425.00 11592.77 GNMA 2038-12-15 5.500000 Government Agency Debt 47022280.00 13148678.10 GNMA 2041-05-20 3.500000 Government Agency Debt 7614.00 7841.65 First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Deutsche Bank Securities Inc N/A N/A N N 65000000.00 65000000.00 0.0033 N 64995450.00 64995450.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.340000% 2332K1VS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 201000000.00 200952541.65 0.0103 N 200971860.00 200971860.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.265000% 2332K1Z11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 43000000.00 42961383.61 0.0022 N 42953990.00 42953990.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.250000% 25600TK48 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 5000000.00 5000000.00 0.0003 N 4999300.00 4999300.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.190000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.140000% 30601WV89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 18859000.00 18858486.62 0.0010 N 18858057.05 18858057.05 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.150000% 30603BV18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 25000000.00 0.0013 N 24999750.00 24999750.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.150000% 30603BW74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 60000000.00 59990750.00 0.0031 N 59991600.00 59991600.00 Fannie Mae Fannie Mae 0.070000% 313588KD6 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 5000000.00 4999931.94 0.0003 N 4999970.00 4999970.00 Fannie Mae Fannie Mae 0.020000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 95300000.00 95298041.06 0.0049 N 95290184.10 95290184.10 Fannie Mae Fannie Mae 0.020000% 313588LL7 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 335000000.00 334992927.74 0.0172 N 334964490.00 334964490.00 Fannie Mae Fannie Mae 0.020000% 313588LM5 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 207000000.00 206995515.01 0.0106 N 206977644.00 206977644.00 Fannie Mae Fannie Mae 0.035000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 33000000.00 32998620.42 0.0017 N 32996073.00 32996073.00 Fannie Mae Fannie Mae 0.035000% 313588LX1 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 50000000.00 49997618.06 0.0026 N 49993200.00 49993200.00 Fannie Mae Fannie Mae 0.120000% 313588ME2 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 10000000.00 9998133.34 0.0005 N 9998440.00 9998440.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 40000000.00 39999866.67 0.0021 N 39999920.00 39999920.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 15000000.00 14999933.33 0.0008 N 14999970.00 14999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 14000000.00 13999968.89 0.0007 N 13999972.00 13999972.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JZ3 Government Agency Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 57000000.00 56999715.00 0.0029 N 56999829.00 56999829.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 65000000.00 64999602.77 0.0033 N 64999805.00 64999805.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 59400000.00 59399538.00 0.0031 N 59399821.80 59399821.80 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 25000000.00 24999930.56 0.0013 N 24999925.00 24999925.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 8500000.00 8499924.44 0.0004 N 8499974.50 8499974.50 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 18000000.00 17999685.00 0.0009 N 17999874.00 17999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384KF5 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 3100000.00 3099953.50 0.0002 N 3099978.30 3099978.30 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 13442000.00 13441820.78 0.0007 N 13441825.25 13441825.25 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 2000000.00 1999946.67 0.0001 N 1999974.00 1999974.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384LK3 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 3000000.00 2999892.08 0.0002 N 2999691.00 2999691.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384LU1 Government Agency Debt N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 5000000.00 4999872.22 0.0003 N 4999360.00 4999360.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 78000000.00 77985071.68 0.0040 N 77988534.00 77988534.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384MG1 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 12000000.00 11997100.00 0.0006 N 11998068.00 11998068.00 Freddie Mac Freddie Mac 0.070000% 313396KD4 Government Agency Debt N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 12350000.00 12349831.90 0.0006 N 12349925.90 12349925.90 Freddie Mac Freddie Mac 0.035000% 313396KE2 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 265000000.00 264997938.88 0.0136 N 264998145.00 264998145.00 Freddie Mac Freddie Mac 0.050000% 313396KG7 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 75000000.00 74998958.34 0.0039 N 74999400.00 74999400.00 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 10000000.00 9999786.11 0.0005 N 9999910.00 9999910.00 Freddie Mac Freddie Mac 0.025000% 313396KT9 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 27000000.00 26999606.25 0.0014 N 26999541.00 26999541.00 Freddie Mac Freddie Mac 0.030000% 313396LA9 Government Agency Debt N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 11500000.00 11499731.66 0.0006 N 11499735.50 11499735.50 Freddie Mac Freddie Mac 0.030000% 313396LY7 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 70000000.00 69997083.33 0.0036 N 69990270.00 69990270.00 Freddie Mac Freddie Mac 0.040000% 313396LY7 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 35000000.00 34998055.56 0.0018 N 34995135.00 34995135.00 Freddie Mac Freddie Mac 0.055000% 313396MA8 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 10000000.00 9999205.55 0.0005 N 9998560.00 9998560.00 Freddie Mac Freddie Mac 0.146100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2012-08-10 N N N 100000000.00 100000000.00 0.0051 N 100149400.00 100149400.00 Gemini Securitization Corp, 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Capital Corp 0.250000% 36959JZK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 3000000.00 2997083.33 0.0002 N 2997570.00 2997570.00 General Electric Co General Electric Co 0.120000% 36960MW74 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 20000000.00 19997533.33 0.0010 N 19997800.00 19997800.00 General Electric Co General Electric Co 0.120000% 36960MWK5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 22000000.00 21996406.67 0.0011 N 21996700.00 21996700.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 38399H002_0.2100_M110801_2M47 0000769993 Government Agency Repurchase Agreement Y 0.13 FHLB 12 5W 2012-01-23 6.000000 Government Agency Debt 15000000.00 14998704.17 Fannie Mae 2013-04-25 4.000000 Government Agency Debt 15585000.00 15646733.92 Fannie Mae 2014-04-15 5.000000 Government Agency Debt 13852000.00 15237777.17 Fannie Mae 2017-06-12 4.000000 Government Agency Debt 2582000.00 3047734.35 FCFR 01LI A 13/06 2013-06-12 5.000000 Government Agency Debt 12500000.00 12506000.00 FCFR 01LI AN 13/07 2013-07-29 6.000000 Government Agency Debt 12000000.00 11990640.00 FHDN 11/18/11 2011-11-18 4.500000 Government Agency Debt 15300000.00 15294798.00 Freddie Mac 2011-09-06 4.000000 Government Agency Debt 10079000.00 10077891.31 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 95000000.00 95000000.00 0.0049 N 95000000.00 95000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.150000% 992JYE002_0.1500_M110804_2M47 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-12-15 5.500000 Government Agency Debt 128232721.00 90882031.88 GNMA 2039-12-15 6.000000 Government Agency Debt 115000000.00 102698971.74 GNMA 2041-01-20 3.500000 Government Agency Debt 121027832.00 118013083.43 GNMA 2041-02-15 4.000000 Government Agency Debt 55122439.00 55905913.43 First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 350000000.00 350000000.00 0.0180 N 350000000.00 350000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M111018_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749994.54 AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749972.96 ANADARKO PETE CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749952.05 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749991.79 BANK OF AMERICA CORPORATION COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749991.87 BJS WHOLESALE CLUB INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749964.60 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749962.55 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749969.13 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749966.16 CORN PRODS INTL INC COM 2011-07-29 N/A Other Instrument 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ETF 0.00 1749983.76 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1749976.92 First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 35000000.00 35000000.00 0.0018 Repurchase agreement collateralized by common stock and ETFs. 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Y 105000000.00 105000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111101_2M47 0000769993 Other Repurchase Agreement N AES CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249991.64 AES CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499997.10 AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249976.98 AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499972.29 ANADARKO PETE CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249958.67 ANADARKO PETE CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499923.11 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249995.92 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499925.96 BANK OF AMERICA CORPORATION COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249996.09 BANK OF AMERICA CORPORATION COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499994.43 BJS WHOLESALE CLUB INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249991.80 BJS WHOLESALE CLUB INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499976.85 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249954.12 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499991.57 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249992.88 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499973.54 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249960.07 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499993.91 CORN PRODS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249977.87 CORN PRODS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499993.77 CUMMINS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249918.90 CUMMINS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499921.90 EDISON INTL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249965.60 EDISON INTL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499996.00 HCA HOLDINGS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249986.34 HCA HOLDINGS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499985.32 INGERSOLL-RAND PLC SHS 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249966.72 INGERSOLL-RAND PLC SHS 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499984.64 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249994.08 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499991.57 NEWMONT MINING CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249968.08 NEWMONT MINING CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499998.59 PFIZER INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249982.56 PFIZER INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499993.44 ROCK-TENN CO CL A 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249967.60 ROCK-TENN CO CL A 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499994.50 TARGET CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249961.35 TARGET CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499989.92 THERMO FISHER SCIENTIFIC INCCOM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 602.90 THERMO FISHER SCIENTIFIC INCCOM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 542.61 TIME WARNER CABLE INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249938.37 TIME WARNER CABLE INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499954.61 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 3249987.24 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499957.64 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 95000000.00 95000000.00 0.0049 Repurchase agreement collateralized by common stock and ETFs. Y 95089300.00 95089300.00 Goldman Sachs & Co Goldman Sachs & Co 0.710000% 992JYE002_0.7100_M110801_2M47 0000769993 Other Repurchase Agreement N AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999973.63 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999979.45 BJS WHOLESALE CLUB INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999952.35 BOEING CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999960.64 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999988.76 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999964.72 CITIGROUP INC COM NEW 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999982.94 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999991.88 CORN PRODS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999974.43 CUMMINS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999966.36 EDISON INTL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999981.80 GENON ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1691262.68 HCA HOLDINGS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999989.50 INGERSOLL-RAND PLC SHS 2011-07-29 N/A Other Instrument common stock or ETF 0.00 309244.74 MERCK & CO INC NEW COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999987.01 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999988.76 NEWMONT MINING CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999998.12 PFIZER INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999984.80 ROCK-TENN CO CL A 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999951.70 TARGET CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999952.94 TIME WARNER CABLE INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999939.48 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1999996.20 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 40000000.00 40000000.00 0.0021 Repurchase agreement collateralized by common stock and ETFs. N 40000000.00 40000000.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 1.020000% 03799J008 0000769993 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 80000000.00 80000000.00 0.0041 N 80001600.00 80001600.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346MV35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 50000000.00 49999444.45 0.0026 N 49998500.00 49998500.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346MV43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 40000000.00 39999333.33 0.0021 N 39998800.00 39998800.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346MV50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 50000000.00 49998888.89 0.0026 N 49998055.00 49998055.00 Govco, LLC Govco, LLC 0.200000% 38362WVX6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9998333.33 0.0005 N 9998100.00 9998100.00 Govco, LLC Govco, LLC 0.200000% 38362WW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Citibank NA N/A N/A 20000000.00 19996444.44 0.0010 N 19996000.00 19996000.00 Govco, LLC Govco, LLC 0.200000% 38362WWE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6998288.89 0.0004 N 6998040.00 6998040.00 Govco, LLC Govco, LLC 0.190000% 38362WWU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Credit / Liquidity Citibank NA N/A N/A 75000000.00 74977041.66 0.0039 N 74972250.00 74972250.00 Govco, LLC Govco, LLC 0.190000% 38362WXB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N Y Credit / Liquidity Citibank NA N/A N/A 62000000.00 61976767.22 0.0032 N 61969620.00 61969620.00 Govco, LLC Govco, LLC 0.190000% 38362WXD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Credit / Liquidity Citibank NA N/A N/A 54000000.00 53979195.00 0.0028 N 53972460.00 53972460.00 Govco, LLC Govco, LLC 0.190000% 38362WXE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Credit / Liquidity Citibank NA N/A N/A 49000000.00 48980862.78 0.0025 N 48974520.00 48974520.00 Govco, LLC Govco, LLC 0.190000% 38362WXJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Credit / Liquidity Citibank NA N/A N/A 17000000.00 16993001.67 0.0009 N 16990480.00 16990480.00 Govco, LLC Govco, LLC 0.190000% 38362WXM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N Y Credit / Liquidity Citibank NA N/A N/A 67000000.00 66971357.50 0.0034 N 66960470.00 66960470.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 25000000.00 24995527.78 0.0013 N 24999000.00 24999000.00 Grampian Funding, LLC Grampian Funding, LLC 0.230000% 38501CWE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 40000000.00 39988755.56 0.0021 N 39995200.00 39995200.00 Grampian Funding, LLC Grampian Funding, LLC 0.420000% 38501CXT9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 51000000.00 50948235.00 0.0026 N 50982150.00 50982150.00 Grampian Funding, LLC Grampian Funding, LLC 0.330000% 38501CY76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 7000000.00 6993711.67 0.0004 N 6997480.00 6997480.00 Grampian Funding, LLC Grampian Funding, LLC 0.380000% 38501CYJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 4000000.00 3995397.78 0.0002 N 3998520.00 3998520.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.180000% 75914UAF7 Other Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N Y JPMorgan Chase Bank NA N/A N/A N 19500000.00 19500000.00 0.0010 N 19500000.00 19500000.00 Indiana Health & Educational Facility Financing Auth Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.130000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12645000.00 12645000.00 0.0006 N 12645000.00 12645000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 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Agreement Y Fannie Mae 2025-02-25 4.500000 Government Agency Debt 150560009.00 120436051.69 Freddie Mac 2023-09-15 4.807000 Government Agency Debt 71461145.00 59813949.03 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 175000000.00 175000000.00 0.0090 N 175000000.00 175000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.226300% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-08-22 2012-08-21 N N N 47000000.00 47000000.00 0.0024 N 47020069.00 47020069.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.281300% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-10-18 2012-08-17 N N N 90000000.00 90000000.00 0.0046 N 90011160.00 90011160.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.150000% 4820P3VQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 9000000.00 8999137.50 0.0005 N 8998740.00 8998740.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.120000% 4820P3VS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999166.66 0.0005 N 9998400.00 9998400.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.150000% 4820P3W74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40000000.00 39993833.33 0.0021 N 39990800.00 39990800.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.140000% 4820P3WD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40017000.00 40010308.27 0.0021 N 40006195.41 40006195.41 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 52000000.00 51987924.44 0.0027 N 51991160.00 51991160.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5X63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 15000000.00 14995050.00 0.0008 N 14996100.00 14996100.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5XM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 15787000.00 15780251.05 0.0008 N 15781632.42 15781632.42 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4997875.00 0.0003 N 4998200.00 4998200.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XS5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5017000.00 5014842.69 0.0003 N 5015143.71 5015143.71 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M110801_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2022-12-25 1.637000 Government Agency Debt 100000000.00 14223390.56 Fannie Mae 2028-02-25 4.000000 Government Agency Debt 21000000.00 16629816.58 Fannie Mae 2033-09-25 4.500000 Government Agency Debt 54760000.00 15486740.33 Fannie Mae 2034-03-25 5.000000 Government Agency Debt 23090000.00 16895943.02 Fannie Mae 2034-04-25 3.500000 Government Agency Debt 50000000.00 14921316.78 Fannie Mae 2037-02-25 4.500000 Government Agency Debt 24840000.00 17077831.93 Fannie Mae 2037-04-25 4.000000 Government Agency Debt 38453970.00 13465389.95 Freddie Mac 2023-08-15 3.500000 Government Agency Debt 45270086.00 7230823.61 Freddie Mac 2024-11-15 4.000000 Government Agency Debt 16000000.00 15605182.48 Freddie Mac 2027-07-15 4.500000 Government Agency Debt 19500000.00 15067202.00 Freddie Mac 2029-02-15 1.691000 Government Agency Debt 15000000.00 15288080.00 Freddie Mac 2029-06-15 4.292000 Government Agency Debt 13390512.00 14711270.27 Freddie Mac 2030-10-15 3.500000 Government Agency Debt 50000000.00 14043173.30 Freddie Mac 2032-04-15 5.500000 Government Agency Debt 66619000.00 15014687.14 Freddie Mac 2032-10-15 4.000000 Government Agency Debt 52820882.00 14581427.47 Freddie Mac 2033-01-15 3.500000 Government Agency Debt 50000000.00 13998168.55 Freddie Mac 2033-09-15 2.634900 Government Agency Debt 50000000.00 16555420.97 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 44623085.00 17183985.11 Freddie Mac 2034-03-15 5.500000 Government Agency Debt 50000000.00 15492074.55 Freddie Mac 2034-06-15 3.500000 Government Agency Debt 13600000.00 15427862.67 Freddie Mac 2037-01-15 5.000000 Government Agency Debt 13813000.00 15176464.35 Freddie Mac 2038-01-15 5.000000 Government Agency Debt 13043800.00 14616930.11 GNMA 2032-08-16 3.500000 Government Agency Debt 30245000.00 17169506.41 GNMA 2034-05-20 0.637000 Government Agency Debt 15000000.00 13497403.69 GNMA 2037-10-20 0.637000 Government Agency Debt 17030525.00 16284636.22 GNMA 2039-02-16 0.686500 Government Agency Debt 15000000.00 14282923.33 GNMA 2039-04-16 4.500000 Government Agency Debt 20919066.00 15740857.83 GNMA 2039-04-20 4.000000 Government Agency Debt 20500000.00 16044247.25 GNMA 2039-06-20 3.000000 Government Agency Debt 25000000.00 15822235.32 GNMA 2040-07-20 0.637000 Government Agency Debt 17548356.00 16373382.82 GNMA 2041-06-20 6.000000 Government Agency Debt 15402000.00 14741625.56 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 455000000.00 455000000.00 0.0234 N 455000000.00 455000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.130000% 60681PK45 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 20000000.00 20000000.00 0.0010 N 19999800.00 19999800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.150000% 60681PK52 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 33000000.00 33000000.00 0.0017 N 32999670.00 32999670.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687C4S3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 194000000.00 194000000.00 0.0100 N 193998060.00 193998060.00 National Australia Bank Ltd National Australia Bank Ltd 0.215100% 63253TBQ0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-10-05 N N N 119000000.00 119000000.00 0.0061 N 119002380.00 119002380.00 National Australia Bank Ltd National Australia Bank Ltd 0.230000% 63253TCZ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 87000000.00 87000000.00 0.0045 N 86965200.00 86965200.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y National Australia Bank Ltd N/A N/A N 72000000.00 71974000.00 0.0037 N 71983440.00 71983440.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1W80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 6000000.00 5996960.00 0.0003 N 5998680.00 5998680.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1WK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 19986661.11 0.0010 N 19994000.00 19994000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SV54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 20000000.00 19999511.11 0.0010 N 19999200.00 19999200.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SV88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 9000000.00 8999615.00 0.0005 N 8999550.00 8999550.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 16000000.00 15996266.67 0.0008 N 15996160.00 15996160.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTF8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 111000000.00 111000000.00 0.0057 N 110996670.00 110996670.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 6000000.00 6000000.00 0.0003 N 5999820.00 5999820.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.180000% 65557VVA6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 29000000.00 28999161.64 0.0015 N 29000580.00 29000580.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1W86 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Nordea Bank AB N/A N/A N 156000000.00 155967889.99 0.0080 N 155970360.00 155970360.00 Nordea North America, Inc Nordea North America, Inc 0.210000% 6555P1XQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N Y Nordea Bank AB N/A N/A N 4000000.00 3998040.00 0.0002 N 3997920.00 3997920.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N Y Nordea Bank AB N/A N/A N 25000000.00 24979777.78 0.0013 N 24979000.00 24979000.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y Nordea Bank AB N/A N/A N 47000000.00 46959266.66 0.0024 N 46955820.00 46955820.00 Old Line Funding, LLC Old Line Funding, LLC 0.140000% 67983UVP5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9999144.45 0.0005 N 9999400.00 9999400.00 Old Line Funding, LLC Old Line Funding, LLC 0.170000% 67983UXL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15000000.00 14994333.33 0.0008 N 14995050.00 14995050.00 Rabobank Nederland Rabobank Nederland 0.276500% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-09-15 N N N 130000000.00 130000000.00 0.0067 N 130010400.00 130010400.00 Rabobank Nederland Rabobank Nederland 0.260100% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-10-07 N N N 63000000.00 63000000.00 0.0032 N 63006300.00 63006300.00 Rabobank Nederland Rabobank Nederland 0.265100% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-12-05 N N N 78000000.00 78000000.00 0.0040 N 78010920.00 78010920.00 Rabobank Nederland Rabobank Nederland 0.255100% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2012-05-02 N N N 100000000.00 100000000.00 0.0051 N 100008000.00 100008000.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E0AP1 Other Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24957465.28 0.0013 N 24953500.00 24953500.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6979070.00 0.0004 N 6982010.00 6982010.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1YE8 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Reckitt Benckiser Group Plc N/A N/A N 10000000.00 9989791.67 0.0005 N 9991600.00 9991600.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1ZC1 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17976725.00 0.0009 N 17978220.00 17978220.00 Royal Bank of Canada Royal Bank of Canada 0.235100% 78009J3G8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2012-03-05 N N N 79000000.00 79000000.00 0.0041 N 79014220.00 79014220.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-03-27 N N N 234000000.00 234000000.00 0.0120 N 234107640.00 234107640.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-04-09 N N N 52000000.00 52000000.00 0.0027 N 52014560.00 52014560.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-04-12 N N N 69000000.00 69000000.00 0.0035 N 69057270.00 69057270.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 61000000.00 61000000.00 0.0031 N 61084180.00 61084180.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2X2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 35000000.00 35000000.00 0.0018 N 35049700.00 35049700.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 16000000.00 16000000.00 0.0008 N 16008960.00 16008960.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H3L7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 46000000.00 46000000.00 0.0024 N 46002300.00 46002300.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HY66 Certificate of Deposit N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 6000000.00 6000000.00 0.0003 N 6001020.00 6001020.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 1.000000% B0B99Z001 0000729153 Certificate of Deposit N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 65000000.00 65000000.00 0.0033 N 65039650.00 65039650.00 Sanofi Sanofi 0.340000% 8010M3WC0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 50000000.00 49980166.67 0.0026 N 49989500.00 49989500.00 Sanofi Sanofi 0.330000% 8010M3WE6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 54000000.00 53978220.00 0.0028 N 53988120.00 53988120.00 Sanofi Sanofi 0.340000% 8010M3WK2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 35000000.00 34983802.78 0.0018 N 34991250.00 34991250.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 60000000.00 59931966.67 0.0031 N 59913000.00 59913000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.150000% 82124MV56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 17000000.00 16999716.67 0.0009 N 16999320.00 16999320.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MVN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Letter of Credit Barclays Bank Plc N/A N/A 11000000.00 10998780.83 0.0006 N 10998680.00 10998680.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 60000000.00 59993100.00 0.0031 N 59992200.00 59992200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19997500.00 0.0010 N 19997200.00 19997200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MZ94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Letter of Credit Barclays Bank Plc N/A N/A 25000000.00 24978333.33 0.0013 N 24974000.00 24974000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83051ALB5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 69000000.00 69000000.00 0.0035 N 69001380.00 69001380.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051ANQ0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 11000000.00 11000000.00 0.0006 N 11000440.00 11000440.00 Societe Generale Societe Generale 0.435100% 83369RUP4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-09-07 N N N 126000000.00 126000000.00 0.0065 N 126005040.00 126005040.00 Societe Generale Societe Generale 0.500000% 83369RWT4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 40000000.00 40000000.00 0.0021 N 40014400.00 40014400.00 Societe Generale Societe Generale 0.385800% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-10-11 N N N 25000000.00 25000000.00 0.0013 N 25000750.00 25000750.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365RBD6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N Y Societe Generale N/A N/A N 39000000.00 38885340.00 0.0020 N 38909910.00 38909910.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.520000% 83365SVP5 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Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Letter of Credit BNP Paribas N/A N/A 24000000.00 23992860.00 0.0012 N 23992320.00 23992320.00 Straight A Funding, LLC Straight A Funding, LLC 0.150000% 86257KA53 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40963000.00 40954636.72 0.0021 Y 40955217.03 40955217.03 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.415000% 86562WKH0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 54000000.00 54000179.63 0.0028 N 54008100.00 54008100.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.150000% 86562WNB0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 99000000.00 99000000.00 0.0051 N 98999010.00 98999010.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.150000% 86562WNC8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 41000000.00 41000000.00 0.0021 N 40999590.00 40999590.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86959BUH6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 3000000.00 3000000.00 0.0002 N 2999970.00 2999970.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BUS2 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 21000000.00 21000093.18 0.0011 N 20999580.00 20999580.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.160000% 86959BVM4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 66000000.00 66000000.00 0.0034 N 65998680.00 65998680.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.200000% 86959BVU6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 21000000.00 21000000.00 0.0011 N 20999370.00 20999370.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.205000% 86959BVV4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 105000000.00 105000932.84 0.0054 N 104991600.00 104991600.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BWR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 9000000.00 9000000.00 0.0005 N 8999010.00 8999010.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.240000% 86958GV44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y Svenska Handelsbanken AB N/A N/A N 47000000.00 46999060.00 0.0024 N 46999060.00 46999060.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.190000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0004 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.250000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Texas N/A N/A N N 1090000.00 1090000.00 0.0001 N 1090000.00 1090000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.150000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 Y Sumitomo Mitsui Banking Corp N/A N/A N N 13070000.00 13070000.00 0.0007 N 13070000.00 13070000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.180000% 88324MV93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 35000000.00 34998600.00 0.0018 N 34997900.00 34997900.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.257300% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-10-28 N N N 45000000.00 45000000.00 0.0023 N 45007200.00 45007200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YN33 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 122000000.00 122000000.00 0.0063 N 122001220.00 122001220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YN90 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 100000000.00 100000000.00 0.0051 N 100002000.00 100002000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YS46 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 25000000.00 25000000.00 0.0013 N 25000500.00 25000500.00 UBS AG UBS AG 0.400000% 90267AE36 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 56000000.00 56000000.00 0.0029 N 56015120.00 56015120.00 UBS AG UBS AG 0.400000% 90267AE44 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 63000000.00 63000000.00 0.0032 N 63017010.00 63017010.00 UBS AG UBS AG 0.400000% 90267AF43 Certificate of Deposit N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 35000000.00 35000000.00 0.0018 N 35009100.00 35009100.00 UBS AG UBS AG 0.390000% 90267AF76 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 35000000.00 35000000.00 0.0018 N 35009450.00 35009450.00 UBS AG UBS AG 0.260000% 90267AR65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 30000000.00 30000000.00 0.0015 N 29994300.00 29994300.00 UBS AG UBS AG 0.280000% 90267AT22 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 5000000.00 5000000.00 0.0003 N 4999450.00 4999450.00 UBS AG UBS AG 0.586500% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-10-17 N N N 92000000.00 92000000.00 0.0047 N 91998160.00 91998160.00 UBS Securities LLC UBS Securities LLC 0.220000% 99EPPA003_0.2200_M110801_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2039-01-01 5.500000 Government Agency Debt 101505355.00 100286675.49 Fannie Mae 2040-11-01 3.500000 Government Agency Debt 1801027.00 1713325.31 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 100000000.00 100000000.00 0.0051 N 100000000.00 100000000.00 Union Bank, NA Union Bank, NA 0.250000% 90527MQY5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 72000000.00 72000000.00 0.0037 N 72002160.00 72002160.00 Union Bank, NA Union Bank, NA 0.150000% 90527MSC1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 12000000.00 12000000.00 0.0006 N 11999640.00 11999640.00 Univ of California General Revenue Bonds Series 2011 Y-2 0.267300% 91412GFA8 Other Municipal Debt N First Tier Security N/A N/A 2011-08-03 2012-07-01 N N N 30000000.00 30000000.00 0.0015 N 30000000.00 30000000.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MV20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 15000000.00 14999937.50 0.0008 N 14999700.00 14999700.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MV53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 29000000.00 28999516.67 0.0015 N 28999130.00 28999130.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MWN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 16000000.00 15996533.33 0.0008 N 15995360.00 15995360.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 21000000.00 20992661.67 0.0011 N 20990340.00 20990340.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 6000000.00 5997591.66 0.0003 N 5996700.00 5996700.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.050000% 910MLL002 0000072971 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 75000000.00 75000000.00 0.0039 Security is a time deposit. N 74998500.00 74998500.00 Westpac Banking Corp Westpac Banking Corp 0.402600% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-10-28 2012-08-27 N N N 100000000.00 100000000.00 0.0051 N 100127400.00 100127400.00 Westpac Banking Corp Westpac Banking Corp 0.265800% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-10 2012-01-10 N N N 20000000.00 20000000.00 0.0010 N 20000000.00 20000000.00 Westpac Banking Corp Westpac Banking Corp 0.275600% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-05-01 N N N 158000000.00 158000000.00 0.0081 N 158034760.00 158034760.00 Westpac Banking Corp Westpac Banking Corp 0.330000% 96121TDG0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8000000.00 8000212.96 0.0004 N 8001920.00 8001920.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TEX2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 118000000.00 117999999.13 0.0061 N 117995280.00 117995280.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.200000% 96122HVJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Westpac New Zealand Ltd N/A N/A N 46000000.00 45995655.56 0.0024 N 45997700.00 45997700.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 238689.07 238689.07 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 184816.94 184816.94 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 795539.45 795539.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 615986.20 615986.20 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1750178.03 1750178.03 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1355162.85 1355162.85 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 855266.72 855266.72 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 662233.02 662233.02 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 198890.60 198890.60 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 154000.99 154000.99 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KVH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 49000000.00 48995644.44 0.0025 N 48995100.00 48995100.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KVR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 59000000.00 58990166.67 0.0030 N 58992330.00 58992330.00 Windmill Funding Corp Windmill Funding Corp 0.240000% 97342KW61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 58000000.00 57986080.00 0.0030 N 57988400.00 57988400.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KWK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8996937.50 0.0005 N 8997480.00 8997480.00 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KWL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4998611.11 0.0003 N 4998550.00 4998550.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KWT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999335.00 0.0001 N 1999340.00 1999340.00