0001145549-11-011673.txt : 20111229 0001145549-11-011673.hdr.sgml : 20111229 20111107140816 ACCESSION NUMBER: 0001145549-11-011673 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111031 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 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: 111184011 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 2011-10-31 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 33 50 19911930485.31 4842254.12 3755745.21 19913016994.22 0.0022 1.0000 2011-10-31 1.0000 2011-10-31 C000012379 1.00 5855115478.90 1.00 -116096040.35 1526997027.04 1643093067.39 0.0001 1.0000 2011-10-31 1.0000 2011-10-31 C000012380 1.00 14057901515.32 1.00 -293334032.35 4482304575.92 4775638608.27 0.0001 1.0000 2011-10-31 1.0000 2011-10-31 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086MYW8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999234.72 0.0003 N 4999250.00 4999250.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.270000% 03221KY71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24000000.00 23998920.00 0.0012 N 23999280.00 23999280.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KYE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 60000000.00 59994583.33 0.0030 N 59995800.00 59995800.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KYG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 57000000.00 56994062.50 0.0029 N 56995440.00 56995440.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KYV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 61000000.00 60988138.88 0.0031 N 60990240.00 60990240.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.440000% 04014AB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 55000000.00 54934794.45 0.0028 N 54947200.00 54947200.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.270000% 04014BYU9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 42000000.00 41991495.00 0.0021 N 41993700.00 41993700.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.270000% 04014BYW5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 28000000.00 27993910.00 0.0014 N 27995240.00 27995240.00 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 9998425.00 0.0005 N 9999400.00 9999400.00 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 5998740.00 0.0003 N 5999520.00 5999520.00 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 8997907.50 0.0005 N 8999190.00 8999190.00 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 59985416.66 0.0030 N 59994000.00 59994000.00 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 54986097.22 0.0028 N 54994500.00 54994500.00 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 999646.11 0.0001 N 999860.00 999860.00 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 0.0052 N 103002060.00 103002060.00 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 0.0070 N 140001400.00 140001400.00 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 0.0020 N 40000000.00 40000000.00 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 44998650.00 44998650.00 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 0.0040 N 79997600.00 79997600.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFV0 Other Note N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 107000000.00 107000000.00 0.0054 N 107000000.00 107000000.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFW8 Other Note N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 Bank of America, NA Bank of America, NA 0.765600% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-01-23 2012-08-22 N N N 147000000.00 147000000.00 0.0074 N 145796070.00 145796070.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFA7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 175000000.00 175000000.00 0.0088 N 175012250.00 175012250.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFK5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 103000000.00 103000000.00 0.0052 N 103009270.00 103009270.00 Bank of Montreal Bank of Montreal 0.250000% 06366WFW9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 61000000.00 61000000.00 0.0031 N 61006100.00 61006100.00 Bank of Montreal Bank of Montreal 0.220000% 06366WGF5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 4000000.00 4000000.00 0.0002 N 4000440.00 4000440.00 Bank of Montreal Bank of Montreal 0.250000% 06366WMW1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 15000000.00 15000000.00 0.0008 N 15001650.00 15001650.00 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 37001850.00 37001850.00 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 0.0020 N 40002000.00 40002000.00 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 0.0054 N 108005400.00 108005400.00 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 3000300.00 3000300.00 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 0.0043 N 84988950.00 84988950.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417ECS0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 35000000.00 35000000.00 0.0018 N 35000000.00 35000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EDB6 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 118000000.00 118000000.00 0.0059 N 118001180.00 118001180.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EKP7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 4000000.00 4000000.00 0.0002 N 3999120.00 3999120.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELE1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 100000000.00 100000000.00 0.0050 N 99976000.00 99976000.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELM3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 27000000.00 27000000.00 0.0014 N 26993790.00 26993790.00 Bank of the West Bank of the West 0.240000% 0642G0WK3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 63000000.00 63000000.00 0.0032 N 63003780.00 63003780.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000% 06538DZ44 Certificate of Deposit N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 86000000.00 86000000.00 0.0043 N 86000000.00 86000000.00 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 0.0040 N 79993600.00 79993600.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06740MM75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 129000000.00 129000000.00 0.0065 N 129001290.00 129001290.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 00799J004_0.1200_M111101_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-25 0.644700 Government Agency Debt 37337925.00 18457175.68 Fannie Mae 2038-02-25 0.685000 Government Agency Debt 27438000.00 17719347.19 Fannie Mae 2039-09-25 4.000000 Government Agency Debt 30000000.00 18751957.60 Fannie Mae 2041-11-25 0.750000 Government Agency Debt 26227836.00 26294795.67 Freddie Mac 2024-11-15 3.500000 Government Agency Debt 21030000.00 19205230.01 Freddie Mac 2025-02-15 3.500000 Government Agency Debt 19500000.00 17994778.08 Freddie Mac 2025-11-15 4.000000 Government Agency Debt 21500000.00 18395983.56 Freddie Mac 2037-11-15 5.500000 Government Agency Debt 11151064.00 2604203.51 Freddie Mac 2039-01-15 4.500000 Government Agency Debt 25700000.00 26457531.65 Freddie Mac 2039-05-15 4.000000 Government Agency Debt 30800000.00 18639992.22 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 20000000.00 19301032.87 Freddie Mac 2041-05-15 4.500000 Government Agency Debt 18840000.00 19925221.68 Freddie Mac 2041-10-15 0.00 Government Agency Debt 21000000.00 21103782.00 GNMA 2037-08-16 4.000000 Government Agency Debt 42600000.00 27633424.72 GNMA 2038-03-20 2.750000 Government Agency Debt 30000000.00 29341637.86 GNMA 2038-08-16 4.500000 Government Agency Debt 50000000.00 29065209.91 GNMA 2038-12-20 4.500000 Government Agency Debt 50000000.00 24030001.10 GNMA 2039-06-20 4.500000 Government Agency Debt 34272027.00 16131439.32 GNMA 2039-11-20 4.500000 Government Agency Debt 22380000.00 24252870.30 GNMA 2039-12-20 5.000000 Government Agency Debt 30000000.00 22347249.68 GNMA 2040-01-16 0.779300 Government Agency Debt 37000000.00 18609550.90 GNMA 2040-12-20 4.000000 Government Agency Debt 17868069.00 17861624.58 GNMA 2041-07-20 4.000000 Government Agency Debt 27954000.00 28875960.19 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 460000000.00 460000000.00 0.0231 N 460000000.00 460000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M111107_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2023-01-01 4.150000 Government Agency Debt 50000000.00 23615215.32 Fannie Mae 2039-10-01 5.566000 Government Agency Debt 25652905.00 23718010.76 Fannie Mae 2040-07-01 3.788000 Government Agency Debt 24458250.00 24305215.09 Fannie Mae 2040-12-01 3.058000 Government Agency Debt 25227173.00 24417945.63 Fannie Mae 2041-03-01 3.288000 Government Agency Debt 25174599.00 24109049.94 Fannie Mae 2041-09-01 3.868000 Government Agency Debt 23270172.00 23967560.19 Fannie Mae 2041-10-01 2.962000 Government Agency Debt 16659661.00 17231674.99 Fannie Mae 2041-10-01 3.203000 Government Agency Debt 12931576.00 13355328.49 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 168000000.00 168000000.00 0.0084 N 168000000.00 168000000.00 Barton Capital, LLC Barton Capital, LLC 0.450000% 06945MY18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 72000000.00 72000000.00 0.0036 N 71999776.80 71999776.80 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.100000% 0554M3Y17 Other Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N Y BHP Billiton Ltd N/A N/A N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.120000% 0554M3YH2 Other Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N Y BHP Billiton Ltd N/A N/A N 10000000.00 9999466.67 0.0005 N 9999100.00 9999100.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.120000% 0554M3YN9 Other Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N Y BHP Billiton Ltd N/A N/A N 47000000.00 46996710.00 0.0024 N 46994360.00 46994360.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.140000% 0554M3ZF5 Other Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N Y BHP Billiton Ltd N/A N/A N 34000000.00 33994182.23 0.0017 N 33988440.00 33988440.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.140000% 0554M3ZK4 Other Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N Y BHP Billiton Ltd N/A N/A N 20000000.00 19996266.66 0.0010 N 19992600.00 19992600.00 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 23989200.00 23989200.00 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 12993240.00 12993240.00 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 20981940.00 20981940.00 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 10901730.17 0.0005 N 10899891.00 10899891.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.120000% 987WVU007_0.1200_M111101_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2026-03-01 3.500000 Government Agency Debt 90252511.00 88247759.18 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 51953642.00 53266011.29 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 253400000.00 89325241.80 Fannie Mae 2039-04-01 5.500000 Government Agency Debt 144809771.00 88854279.13 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 98195500.00 89951657.65 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 14544455.00 15443466.97 Freddie Mac 2024-08-01 5.000000 Government Agency Debt 201599938.00 89911584.50 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 500000000.00 500000000.00 0.0251 N 500000000.00 500000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.340000% 0556X0AB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N Y Bank of New Zealand N/A N/A N 34000000.00 33977201.11 0.0017 N 33980620.00 33980620.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.260000% 0556X1Y48 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y Bank of New Zealand N/A N/A N 16000000.00 15999653.33 0.0008 N 15999840.00 15999840.00 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 0.0025 N 50000000.00 50000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDT4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 25000000.00 25000000.00 0.0013 N 24988750.00 24988750.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDV9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 9000000.00 9000000.00 0.0005 N 8995950.00 8995950.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.220000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 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 36973555.28 0.0019 N 36987420.00 36987420.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21977511.11 0.0011 N 21991420.00 21991420.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 78000000.00 77920569.99 0.0039 N 77968800.00 77968800.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21976044.44 0.0011 N 21990540.00 21990540.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EDA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3990876.67 0.0002 N 3996360.00 3996360.00 CAFCO, LLC CAFCO, LLC 0.260000% 12476FYH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24997111.11 0.0013 N 24998750.00 24998750.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.334700% 13606X4R6 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2012-07-23 N N N 92000000.00 92000000.00 0.0046 N 92018400.00 92018400.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.295800% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-12-28 N N N 200000000.00 200000000.00 0.0100 N 199994000.00 199994000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Y27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 20000000.00 19999850.00 0.0010 N 19999800.00 19999800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Y35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 52000000.00 51999220.00 0.0026 N 51999480.00 51999480.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3YF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 144000000.00 143984880.00 0.0072 N 143989920.00 143989920.00 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 9995800.00 0.0005 N 9997300.00 9997300.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49980138.89 0.0025 N 49985500.00 49985500.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TA66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5997470.00 0.0003 N 5998200.00 5998200.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 86000000.00 85963736.67 0.0043 N 85972480.00 85972480.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 59000000.00 58973679.47 0.0030 N 58978760.00 58978760.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3998044.45 0.0002 N 3998240.00 3998240.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 49000000.00 48975146.12 0.0025 N 48976480.00 48976480.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 13000000.00 12993106.39 0.0007 N 12993760.00 12993760.00 Chariot Funding, LLC Chariot Funding, LLC 0.140000% 15963UY34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999992.22 0.0001 N 999990.00 999990.00 Chariot Funding, LLC Chariot Funding, LLC 0.140000% 15963UY75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 52000000.00 51998786.66 0.0026 N 51998960.00 51998960.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQM8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 130000000.00 130000000.00 0.0065 N 130002600.00 130002600.00 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 31978782.22 0.0016 N 31990080.00 31990080.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BB12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 99897777.78 0.0050 N 99961000.00 99961000.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BD93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7982222.22 0.0004 N 7992800.00 7992800.00 Ciesco, LLC Ciesco, LLC 0.290000% 17178CZ14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8997825.00 0.0005 N 8999100.00 8999100.00 Citibank, NA Citibank, NA 0.240000% 1730D2K50 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 53000000.00 53000000.00 0.0027 N 53003180.00 53003180.00 Citibank, NA Citibank, NA 0.230000% 1730D2L75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 10000000.00 10000000.00 0.0005 N 10000600.00 10000600.00 Citibank, NA Citibank, NA 0.270000% 1730D2M66 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 153000000.00 153000000.00 0.0077 N 153015300.00 153015300.00 Cleveland Airport System Taxable Revenue Bonds Series 2008F 0.150000% 186352MF4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 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 0.312800% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2012-05-18 N N N 135000000.00 135000000.00 0.0068 N 135023625.00 135023625.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.397500% 20272ABF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-22 2012-06-22 N N N 123000000.00 122935933.75 0.0062 N 122969250.00 122969250.00 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 15298729.25 0.0008 N 15298929.00 15298929.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.265000% 20272EZ68 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 60000000.00 59984541.67 0.0030 N 59988000.00 59988000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.275000% 20272EZF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 23000000.00 22992269.44 0.0012 N 22994250.00 22994250.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EZG6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 37000000.00 36987050.00 0.0019 N 36990380.00 36990380.00 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 1998656.66 0.0001 N 1998560.00 1998560.00 CRC Funding, LLC CRC Funding, LLC 0.400000% 12622UB13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 188000000.00 187807822.22 0.0094 N 187827040.00 187827040.00 CRC Funding, LLC CRC Funding, LLC 0.260000% 12622VYA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N Y Letter of Credit Citibank NA N/A N/A 48000000.00 47996880.00 0.0024 N 47997600.00 47997600.00 CRC Funding, LLC CRC Funding, LLC 0.260000% 12622VYH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Citibank NA N/A N/A 43000000.00 42995031.11 0.0022 N 42996130.00 42996130.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550C6U0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 43000000.00 43000000.00 0.0022 N 42999570.00 42999570.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550C6V8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 4000000.00 4000000.00 0.0002 N 3999960.00 3999960.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550C7B1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 21000000.00 21000000.00 0.0011 N 20999790.00 20999790.00 Credit Suisse AG Credit Suisse AG 0.309400% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-12-01 N N N 27000000.00 27000000.00 0.0014 N 26999730.00 26999730.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.100000% 22799D001_0.1000_M111101_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-20 4.500000 Government Agency Debt 41015000.00 44401142.29 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 43530475.00 43530475.00 0.0022 N 43530475.00 43530475.00 Danaher Corp Danaher Corp 0.100000% 23585MYE0 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 7000000.00 6999747.22 0.0004 N 6999510.00 6999510.00 Danaher Corp Danaher Corp 0.120000% 23585MYF7 Other Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 8000000.00 7999626.67 0.0004 N 7999360.00 7999360.00 Danaher Corp Danaher Corp 0.120000% 23585MYM2 Other Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 40000000.00 39997333.33 0.0020 N 39995200.00 39995200.00 Danske Corp Danske Corp 0.290000% 2363F7Y36 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N Y Danske Bank A/S N/A N/A N 1000000.00 999983.89 0.0001 N 999990.00 999990.00 Danske Corp Danske Corp 0.290000% 2363F7YU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N Y Danske Bank A/S N/A N/A N 78000000.00 77983035.00 0.0039 N 77986740.00 77986740.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154UFP4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 280000000.00 280000000.00 0.0141 N 280000000.00 280000000.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154UFS8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 17000000.00 17000000.00 0.0009 N 17000000.00 17000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 21599B009_0.1200_M111101_2M47 0001074042 Government Agency Repurchase Agreement Y GNMA 2041-02-20 4.000000 Government Agency Debt 6361599.00 6806000.25 GNMA 2041-06-20 4.000000 Government Agency Debt 88674319.00 97193999.78 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 100000000.00 100000000.00 0.0050 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 991JCA005_0.0800_M111103_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2029-07-25 4.500000 Government Agency Debt 26947000.00 27582803.18 Fannie Mae 2030-05-25 3.500000 Government Agency Debt 34100000.00 31723699.14 Fannie Mae 2032-08-25 6.000000 Government Agency Debt 13100856.00 13451696.92 Fannie Mae 2034-03-25 0.634500 Government Agency Debt 22316192.00 14491407.81 Fannie Mae 2034-06-25 5.000000 Government Agency Debt 22551974.00 25088544.86 Fannie Mae 2035-03-25 6.000000 Government Agency Debt 103000000.00 30413566.75 Fannie Mae 2037-03-25 0.434700 Government Agency Debt 58500000.00 24027460.00 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 1548622.00 529795.33 Fannie Mae 2037-11-25 0.884500 Government Agency Debt 16651787.00 6566896.49 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 19122502.00 11312558.99 Fannie Mae 2039-06-25 5.500000 Government Agency Debt 50000000.00 27136886.02 Fannie Mae 2040-03-25 0.744700 Government Agency Debt 32500000.00 25262137.13 Fannie Mae 2041-11-25 4.000000 Government Agency Debt 12072751.00 12012548.21 First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 240000000.00 240000000.00 0.0121 N 239997600.00 239997600.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 991JCA005_0.2800_M111101_2M47 0001074042 Other Repurchase Agreement N AETNA INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249941.32 AMERICAN ELEC PWR INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249968.78 ANADARKO PETE CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 91360.34 BELO CORP COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249994.88 BLACKROCK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249920.36 COMPLETE PRODUCTION SERVICESCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249981.15 DAVITA INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249931.10 ENTRAVISION COMMUNICATIONS CCL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 213373.01 GENERAL MLS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249968.72 HANOVER INS GROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1003439.78 HUNTSMAN CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 592160.28 IRON MTN INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249986.36 ITT CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249957.17 JOURNAL COMMUNICATIONS INC CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 675632.00 LEAR CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249976.00 NALCO HOLDING COMPANY COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1120170.24 PARTNERRE LTD COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1250000.00 PEPSICO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249969.60 PPG INDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249928.82 PROGRESS ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249983.63 RED LION HOTELS CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 267407.10 SALLY BEAUTY HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249988.46 WALTER ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1036993.75 WESTERN DIGITAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249985.10 YUM BRANDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1249984.32 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 25000000.00 25000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. N 25000000.00 25000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111107_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-07-25 0.784700 Government Agency Debt 10635091.00 7755388.81 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 2390175.00 817696.99 Fannie Mae 2038-08-25 4.000000 Government Agency Debt 30693925.00 31851157.59 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 58878.00 24256.00 Fannie Mae 2039-06-25 4.500000 Government Agency Debt 27509685.00 25615771.15 Fannie Mae 2039-09-01 4.231000 Government Agency Debt 43279.00 27496.45 Fannie Mae 2040-06-25 0.734500 Government Agency Debt 9797823.00 6315009.53 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 110222.00 108374.00 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 382955.00 376039.58 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 37236.00 39032.53 Fannie Mae 2041-11-25 4.000000 Government Agency Debt 2549108.00 2586371.71 GNMA 2037-11-16 2.750000 Government Agency Debt 45262113.00 44083405.71 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 115000000.00 115000000.00 0.0058 N 115000000.00 115000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M111107_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2030-12-01 6.500000 Government Agency Debt 54357.00 40513.94 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 105091.00 96778.33 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 49612083.00 47928299.93 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 46000000.00 46000000.00 0.0023 N 46000000.00 46000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M111107_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2024-12-01 4.000000 Government Agency Debt 35000000.00 25298785.64 Fannie Mae 2025-01-01 4.000000 Government Agency Debt 35000000.00 23541375.17 Fannie Mae 2025-06-01 4.500000 Government Agency Debt 32139384.00 25036272.05 Fannie Mae 2025-08-01 4.500000 Government Agency Debt 25175036.00 24079705.55 Fannie Mae 2025-11-01 4.000000 Government Agency Debt 27778883.00 25434222.42 Fannie Mae 2025-11-01 4.000000 Government Agency Debt 24939362.00 24264614.99 Fannie Mae 2030-12-01 6.500000 Government Agency Debt 115839.00 86338.36 Fannie Mae 2031-05-01 4.500000 Government Agency Debt 21002249.00 21232735.02 Fannie Mae 2031-07-25 0.844700 Government Agency Debt 3474723.00 93800.64 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 130014916.00 25399705.79 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 63950879.00 21110324.17 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 215255.00 127341.33 Fannie Mae 2039-08-01 5.000000 Government Agency Debt 28697457.00 24827618.91 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 31191508.00 17182052.16 Fannie Mae 2040-05-01 6.500000 Government Agency Debt 28387728.00 22624700.21 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 23417841.00 24375056.38 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 25662978.00 25636428.82 Fannie Mae 2040-09-01 3.422000 Government Agency Debt 27121332.00 19475204.86 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 25000000.00 22912869.03 Fannie Mae 2040-11-01 3.252000 Government Agency Debt 18979288.00 18101551.53 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 34020.00 33405.67 Fannie Mae 2041-04-01 3.301000 Government Agency Debt 25212185.00 23833076.74 Freddie Mac 2024-05-01 4.500000 Government Agency Debt 8440320.00 4557725.40 Freddie Mac 2031-08-01 3.500000 Government Agency Debt 18951284.00 19404300.07 Freddie Mac 2038-09-01 5.500000 Government Agency Debt 5406540.00 1994870.77 Freddie Mac 2040-06-01 4.000000 Government Agency Debt 2995362.00 2730130.97 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 19115663.00 19868228.21 Freddie Mac 2041-02-01 4.000000 Government Agency Debt 5799003.00 5907756.28 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 23847824.00 24969270.96 Freddie Mac 2041-07-01 5.500000 Government Agency Debt 4106045.00 4526986.82 GNMA 2041-01-20 3.500000 Government Agency Debt 10018622.00 10130204.98 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 488000000.00 488000000.00 0.0245 N 488009760.00 488009760.00 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 42990504.17 0.0022 N 42991400.00 42991400.00 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 5000200.00 5000200.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.220000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 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 0.230000% 30601VA50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 10000000.00 9995847.22 0.0005 N 9995300.00 9995300.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601WY29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999989.44 0.0001 N 1999980.00 1999980.00 Fannie Mae Fannie Mae 0.035000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 111400000.00 111399133.55 0.0056 N 111399777.20 111399777.20 Fannie Mae Fannie Mae 0.030000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 13100000.00 13099912.67 0.0007 N 13099973.80 13099973.80 Fannie Mae Fannie Mae 0.015000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 3300000.00 3299989.00 0.0002 N 3299993.40 3299993.40 Fannie Mae Fannie Mae 0.015000% 313588PB5 Government Agency Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 2000000.00 1999992.50 0.0001 N 1999994.00 1999994.00 Fannie Mae Fannie Mae 0.035000% 313588RJ6 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 100000000.00 99993777.78 0.0050 N 99998200.00 99998200.00 Fannie Mae Fannie Mae 0.035000% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 4000000.00 3999723.89 0.0002 N 3999920.00 3999920.00 Fannie Mae Fannie Mae 0.030000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 4000000.00 3999743.33 0.0002 N 3999916.00 3999916.00 Fannie Mae Fannie Mae 0.050000% 313588RX5 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 1200000.00 1199871.66 0.0001 N 1199974.80 1199974.80 Fannie Mae Fannie Mae 5.375000% 31359MLS0 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 11911000.00 11935101.77 0.0006 N 11935536.66 11935536.66 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384NT2 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 107000000.00 106999970.28 0.0054 N 107000000.00 107000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 33300000.00 33299889.00 0.0017 N 33299966.70 33299966.70 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384PF0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 221000000.00 220997206.79 0.0111 N 220999116.00 220999116.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 60000000.00 59999150.00 0.0030 N 59999700.00 59999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PQ6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 81125000.00 81124008.47 0.0041 N 81124513.25 81124513.25 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384PX1 Government Agency Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 25000000.00 24999798.61 0.0013 N 24999800.00 24999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QE2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 49000000.00 48999265.00 0.0025 N 48999510.00 48999510.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 33000000.00 32999477.50 0.0017 N 32999637.00 32999637.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 89000000.00 88996662.50 0.0045 N 88998843.00 88998843.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384RJ0 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 1250000.00 1249922.22 0.0001 N 1249977.50 1249977.50 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 121000000.00 120993344.98 0.0061 N 120997822.00 120997822.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 1000000.00 999917.50 0.0001 N 999982.00 999982.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 16100000.00 16098255.83 0.0008 N 16099645.80 16099645.80 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313396PG2 Government Agency Debt N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 10000000.00 9999863.89 0.0005 N 9999960.00 9999960.00 Federal Home Loan Bank Federal Home Loan Bank 4.875000% 3133XHPH9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 5000000.00 5011207.86 0.0003 N 5011255.00 5011255.00 Freddie Mac Freddie Mac 0.030000% 313396NV1 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 196000000.00 195999510.00 0.0098 N 195999804.00 195999804.00 Freddie Mac Freddie Mac 0.035000% 313396PA5 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 19000000.00 18999852.22 0.0010 N 18999962.00 18999962.00 Freddie Mac Freddie Mac 0.030000% 313396PP2 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 56000000.00 55999020.00 0.0028 N 55999664.00 55999664.00 Freddie Mac Freddie Mac 0.030000% 313396PV9 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 20000000.00 19999550.00 0.0010 N 19999860.00 19999860.00 Freddie Mac Freddie Mac 0.035000% 313396QG1 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2000000.00 1999926.11 0.0001 N 1999978.00 1999978.00 Freddie Mac Freddie Mac 0.035000% 313396QS5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 45000000.00 44997900.00 0.0023 N 44999415.00 44999415.00 Freddie Mac Freddie Mac 0.030000% 313396RH8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 3000000.00 2999842.50 0.0002 N 2999949.00 2999949.00 Freddie Mac Freddie Mac 0.030000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 102000000.00 101994134.98 0.0051 N 101998062.00 101998062.00 Freddie Mac Freddie Mac 0.035000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 18000000.00 17998792.47 0.0009 N 17999658.00 17999658.00 Freddie Mac Freddie Mac 0.291100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-11-09 N N N 100000000.00 100000000.00 0.0050 N 100122600.00 100122600.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 105000000.00 104953333.34 0.0053 N 104976900.00 104976900.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 111000000.00 110943081.66 0.0056 N 110968920.00 110968920.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HAJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 223000000.00 222893703.35 0.0112 N 222921950.00 222921950.00 General Electric Capital Corp General Electric Capital Corp 0.190000% 36959JYM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 75000000.00 74992083.33 0.0038 N 74995500.00 74995500.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 7000000.00 6997958.33 0.0004 N 6999160.00 6999160.00 General Electric Capital Corp General Electric 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 2999000.00 0.0002 N 2999580.00 2999580.00 General Electric Co General Electric Co 0.140000% 36960MZ55 Other Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 66000000.00 65991273.33 0.0033 N 65993400.00 65993400.00 General Electric Co General Electric Co 0.140000% 36960MZ71 Other Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 98000000.00 97986280.00 0.0049 N 97990200.00 97990200.00 General Electric Co General Electric Co 0.140000% 36960MZC0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 5000000.00 4999202.78 0.0003 N 4999400.00 4999400.00 General Electric Co General Electric Co 0.150000% 36960MZT3 Other Commercial Paper N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 237000000.00 236944699.99 0.0119 N 236959710.00 236959710.00 GFRE Holdings LLC GFRE Holdings LLC 0.270000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.120000% 38399H002_0.1200_M111101_2M47 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-10-16 0.979300 Government Agency Debt 23004693.00 12985224.22 GNMA 2040-01-16 0.829000 Government Agency Debt 48000000.00 27765495.41 GNMA 2040-09-20 0.680500 Government Agency Debt 27000000.00 24945832.00 GNMA 2040-12-16 0.642000 Government Agency Debt 16751197.00 16707149.73 GNMA 2041-02-16 0.729000 Government Agency Debt 40000000.00 38346299.10 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 115000000.00 115000000.00 0.0058 N 115000000.00 115000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 992JYE002_0.5600_M111116_2M47 0000769993 Other Repurchase Agreement N AIRGAS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1655175.96 AMDOCS LTD ORD 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249997.34 AMERICAN WTR WKS CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1349874.80 AT&T INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249972.46 BEAM INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1507315.47 BIG LOTS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1183025.20 BUCKLE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1211933.40 CAMPBELL SOUP CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1400384.80 CENTURYLINK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249980.20 CIMAREX ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1444672.69 CNH GLOBAL N V SHS NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1288337.28 CUBIC CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1515745.40 DAVITA INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1689184.50 DILLARDS INC CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1087079.96 DOMINOS PIZZA INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1325544.50 DOMTAR CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1139358.00 DTE ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249978.60 FIDELITY NATIONAL FINANCIAL CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1377590.28 FIDELITY NATL INFORMATION SVCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1327244.96 FMC TECHNOLOGIES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1075938.08 GRACO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1342720.45 HARRIS CORP DEL COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1202601.75 HCC INS HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1125890.10 HOWARD HUGHES CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1570455.04 INTERNATIONAL GAME TECHNOLOGCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1394032.40 ITC HLDGS CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1669399.62 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249942.88 KIRBY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1562306.97 L-3 COMMUNICATIONS HLDGS INCCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1355745.60 LILLY ELI & CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249987.16 LIN TV CORP CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 519753.57 MANPOWER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1176951.44 MEAD JOHNSON NUTRITION CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1396802.00 MEDIFAST INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1071051.26 MEMC ELECTR MATLS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1394167.60 MERCK & CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249998.30 MID-AMER APT CMNTYS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1120985.32 MIDWAY GOLD CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 57598.16 NAVISTAR INTL CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1461913.20 NORDSTROM INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1061316.97 OCWEN FINL CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1105081.04 PENNEY J C INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 365269.36 PFIZER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 4686121.88 PLAINS EXPL& PRODTN CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 33292.00 QUANTA SVCS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1350679.68 RAIT FINANCIAL TRUST COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1119480.78 SUCCESSFACTORS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1064336.00 SWIFT TRANSN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1134534.41 SYSCO CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1116194.52 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249954.36 THERMO FISHER SCIENTIFIC INCCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1389856.00 THOMSON REUTERS CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1638333.48 TITANIUM METALS CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1508113.80 TOTAL SYS SVCS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1069524.00 USANA HEALTH SCIENCES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1195976.88 VERIFONE SYS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1114474.00 VERIZON COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 5249987.08 VORNADO RLTY TR SH BEN I 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1046853.56 First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 105000000.00 105000000.00 0.0053 Repurchase agreement collateralized by common stock and ETFs. Y 105017850.00 105017850.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111129_2M47 0000769993 Other Repurchase Agreement N ASPEN INSURANCE HOLDINGS LTDSHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999991.56 BB&T CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999999.77 BEST BUY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999981.50 CAMERON INTERNATIONAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 517.80 CAPITALSOURCE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999999.96 CARBO CERAMICS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999865.60 CELANESE CORP DEL COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999988.00 CHESAPEAKE ENERGY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999985.26 COACH INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999957.68 DEVON ENERGY CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999998.05 EMERSON ELEC CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999977.54 HELMERICH & PAYNE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999967.95 HOLLYFRONTIER CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999979.64 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999978.24 OWENS ILL INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999979.64 RAYTHEON CO COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999966.36 REGAL ENTMT GROUP CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999986.12 TEEKAY CORPORATION COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999977.84 VALASSIS COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999987.20 WALTER INVT MGMT CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999996.96 WARNACO GROUP INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999999.68 WATSCO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999949.70 First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 40000000.00 40000000.00 0.0020 Repurchase agreement collateralized by common stock and ETFs. Y 40000000.00 40000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111101_2M47 0000769993 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1868968.20 AETNA INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499978.34 ALPHA NATURAL RESOURCES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499976.00 AMDOCS LTD ORD 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1611292.28 AMERICAN CAMPUS CMNTYS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1931338.92 AMERICAN WTR WKS CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 363029.90 BRIDGEPOINT ED INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499982.96 BROWN FORMAN CORP CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1907372.00 CAMERON INTERNATIONAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499963.04 CAPITALSOURCE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 783973.40 CELANESE CORP DEL COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 442658.00 CENTERPOINT ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499986.95 CENTURYLINK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499999.48 CHEMED CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1756746.68 COACH INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299084.52 COMPLETE PRODUCTION SERVICESCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1863282.74 COMPUTER SCIENCES CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1309116.20 DEAN FOODS CO NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1969830.80 DENBURY RES INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1916097.75 DICKS SPORTING GOODS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1975385.28 DTE ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2982773.60 DUPONT FABROS TECHNOLOGY INCCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1812827.60 EMERSON ELEC CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 56208.13 ENNIS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499987.47 FOREST LABS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499984.22 GAMESTOP CORP NEW CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1956773.20 GENERAL CABLE CORP DEL NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1953721.77 GENERAL GROWTH PPTYS INC NEWCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1868335.56 HCA HOLDINGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1820554.82 HELMERICH & PAYNE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1280707.68 HOLLYFRONTIER CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 262717.56 ISHARES INC MSCI MEX 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499949.04 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 3249964.64 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499983.68 LAZARD LTD SHS A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1889695.86 LEVEL 3 COMMUNICATIONS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1996993.28 MARRIOTT INTL INC NEW CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499980.02 MERCK & CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 3249992.26 MOHAWK INDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1955573.10 NIKE INC CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499915.25 PHILIP MORRIS INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 30218.28 PROASSURANCE CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1832543.02 REGAL ENTMT GROUP CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 688432.86 REPUBLIC SVCS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1894045.86 ROCK-TENN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499953.02 SIMON PPTY GROUP INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499964.27 SMITH A O COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1757712.04 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 3249990.16 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499986.96 TENET HEALTHCARE CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1869952.89 TEREX CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1814968.92 TEXAS INDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1941223.80 TJX COS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499953.02 V F CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499959.17 VALASSIS COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 366638.40 VERIZON COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 3249990.21 VITAMIN SHOPPE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1898137.44 VULCAN MATLS CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1766240.64 WABCO HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1928769.57 WABTEC CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1836786.93 WATSCO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 289869.72 WEYERHAEUSER CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1499996.10 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 95000000.00 95000000.00 0.0048 Repurchase agreement collateralized by common stock and ETFs. N 95000000.00 95000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.750000% 992JYE002_0.7500_M120215_2M47 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749974.73 ALPHA NATURAL RESOURCES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749985.28 BEST BUY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 352397.00 BRIDGEPOINT ED INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1398146.01 CAMERON INTERNATIONAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749956.88 CAPITALSOURCE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749999.16 CELANESE CORP DEL COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749978.00 CENTURYLINK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749993.40 COACH INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749979.56 EMERSON ELEC CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749992.75 FOREST LABS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749997.48 HELMERICH & PAYNE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749993.29 HOLLYFRONTIER CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749974.22 ISHARES INC MSCI MEX 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749988.48 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749980.96 MARRIOTT INTL INC NEW CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749993.08 NIKE INC CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749917.25 REGAL ENTMT GROUP CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749998.52 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749947.96 V F CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749882.28 VALASSIS COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749988.80 WATSCO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1749940.22 First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 35000000.00 35000000.00 0.0018 Repurchase agreement collateralized by common stock and ETFs. Y 35000000.00 35000000.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.370000% 38142UZF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 11000000.00 10995025.55 0.0006 N 10996260.00 10996260.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.360000% 38142UZL9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 60000000.00 59970600.00 0.0030 N 59977200.00 59977200.00 Govco, LLC Govco, LLC 0.320000% 38362VA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Citibank NA N/A N/A 53000000.00 52970320.00 0.0027 N 52974560.00 52974560.00 Govco, LLC Govco, LLC 0.320000% 38362VA45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999431.11 0.0001 N 999510.00 999510.00 Govco, LLC Govco, LLC 0.320000% 38362VA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23985280.00 0.0012 N 23986560.00 23986560.00 Govco, LLC Govco, LLC 0.330000% 38362VAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Citibank NA N/A N/A 64000000.00 63958933.34 0.0032 N 63963520.00 63963520.00 Govco, LLC Govco, LLC 0.330000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 52000000.00 51963296.66 0.0026 N 51965160.00 51965160.00 Govco, LLC Govco, LLC 0.320000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 47000000.00 46967831.11 0.0024 N 46968510.00 46968510.00 Govco, LLC Govco, LLC 0.320000% 38362VAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Citibank NA N/A N/A 13000000.00 12990871.11 0.0007 N 12990900.00 12990900.00 Govco, LLC Govco, LLC 0.320000% 38362VAQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Citibank NA N/A N/A 66000000.00 65950720.00 0.0033 N 65949180.00 65949180.00 Govco, LLC Govco, LLC 0.250000% 38362WY13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit / Liquidity Citibank NA N/A N/A 140000000.00 140000000.00 0.0070 N 140000000.00 140000000.00 Govco, LLC Govco, LLC 0.260000% 38362WY70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17999220.00 0.0009 N 17999460.00 17999460.00 Govco, LLC Govco, LLC 0.260000% 38362WYF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 28000000.00 27997168.89 0.0014 N 27998040.00 27998040.00 Govco, LLC Govco, LLC 0.260000% 38362WYG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2999675.00 0.0002 N 2999760.00 2999760.00 Govco, LLC Govco, LLC 0.290000% 38362WYV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Citibank NA N/A N/A 16000000.00 15996391.11 0.0008 N 15997440.00 15997440.00 Govco, LLC Govco, LLC 0.320000% 38362WYV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2999253.33 0.0002 N 2999520.00 2999520.00 Govco, LLC Govco, LLC 0.300000% 38362WZN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit / Liquidity Citibank NA N/A N/A 8000000.00 7996600.00 0.0004 N 7997200.00 7997200.00 Grampian Funding, LLC Grampian Funding, LLC 0.430000% 38501BB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 44000000.00 43951123.33 0.0022 N 43974920.00 43974920.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CY27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 85000000.00 84999362.50 0.0043 N 85000000.00 85000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CY43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 30000000.00 29999325.00 0.0015 N 30000000.00 30000000.00 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 6999615.00 0.0004 N 6999930.00 6999930.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CY84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 37000000.00 36998057.50 0.0019 N 36999630.00 36999630.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CYF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 24000000.00 23997480.00 0.0012 N 23999520.00 23999520.00 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 3999282.22 0.0002 N 3999880.00 3999880.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RAQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 7000000.00 6995916.67 0.0004 N 6994890.00 6994890.00 HSBC USA, Inc HSBC USA, Inc 0.195000% 40427SZ10 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 93000000.00 92984887.50 0.0047 N 92984190.00 92984190.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.280000% 75914UAM2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y JPMorgan Chase Bank NA N/A N/A N 7000000.00 7000000.00 0.0004 N 7000000.00 7000000.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.270000% 75914UAN0 Other Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y JPMorgan Chase Bank NA N/A N/A N 7500000.00 7500000.00 0.0004 N 7500000.00 7500000.00 Indiana Health & Educational Facility Financing Auth Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.160000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12545000.00 12545000.00 0.0006 N 12545000.00 12545000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.273100% 46636JAC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2012-03-13 N N N 114000000.00 114000000.00 0.0057 N 113990880.00 113990880.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.130000% 46899T004_0.1300_M111101_2M47 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 120357355.00 90101331.50 Fannie Mae 2026-09-25 3.500000 Government Agency Debt 48082413.00 49497671.58 Freddie Mac 2023-09-15 2.000000 Government Agency Debt 100000000.00 78369429.19 Freddie Mac 2025-02-15 2.000000 Government Agency Debt 54246368.00 39531567.88 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 250000000.00 250000000.00 0.0126 N 250000000.00 250000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.284700% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-11-21 2012-11-21 N N N 47000000.00 47000000.00 0.0024 N 46998496.00 46998496.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.434700% 48125LEB4 Other Note N First Tier Security N/A N/A 2012-01-18 2012-11-18 N N N 90000000.00 90000000.00 0.0045 N 89974530.00 89974530.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9995538.89 0.0005 N 9993900.00 9993900.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.170000% 4820P3Z55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 47000000.00 46992453.89 0.0024 N 46990600.00 46990600.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.175000% 53943SY76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 20000000.00 19999416.67 0.0010 N 19999400.00 19999400.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.175000% 53943SYU5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 74000000.00 73990287.50 0.0037 N 73987420.00 73987420.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.180000% 53944A4H5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 11000000.00 11000000.00 0.0006 N 11000000.00 11000000.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3998211.11 0.0002 N 3998920.00 3998920.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10031000.00 10026449.83 0.0005 N 10028191.32 10028191.32 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 30023000.00 30008038.54 0.0015 N 30013692.87 30013692.87 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10035000.00 10029486.33 0.0005 N 10031387.40 10031387.40 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10000000.00 9994441.66 0.0005 N 9996400.00 9996400.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5YJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 38639000.00 38635168.30 0.0019 N 38637068.05 38637068.05 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5Z61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 43000000.00 42991220.83 0.0022 N 42994840.00 42994840.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5ZF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 50000000.00 49986555.56 0.0025 N 49992000.00 49992000.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5ZM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999680.55 0.0001 N 999820.00 999820.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 06399U000_0.0700_M111101_2M47 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2027-02-15 4.500000 Government Agency Debt 50000000.00 22467616.18 Freddie Mac 2033-11-15 0.669000 Government Agency Debt 25296543.00 6169284.10 Freddie Mac 2037-05-15 0.469000 Government Agency Debt 923529.00 419918.84 GNMA 2033-11-20 4.350000 Government Agency Debt 25000000.00 22443181.14 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000% 06399U000_0.1100_M111101_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2022-09-25 5.000000 Government Agency Debt 90000000.00 12149811.63 Fannie Mae 2022-12-25 4.500000 Government Agency Debt 100000000.00 11494070.52 Fannie Mae 2023-03-25 4.500000 Government Agency Debt 100000000.00 12433503.40 Fannie Mae 2033-09-25 6.000000 Government Agency Debt 53070000.00 13378128.69 Fannie Mae 2034-03-25 4.500000 Government Agency Debt 23090000.00 14537155.38 Fannie Mae 2034-04-25 5.000000 Government Agency Debt 50000000.00 12508480.06 Fannie Mae 2035-07-25 0.744700 Government Agency Debt 16771208.00 15057331.61 Fannie Mae 2035-08-25 5.500000 Government Agency Debt 11377000.00 12626721.73 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 11855704.00 13245524.47 Fannie Mae 2039-04-25 6.000000 Government Agency Debt 50000000.00 11705467.60 Freddie Mac 2026-02-15 3.500000 Government Agency Debt 14460000.00 13922683.91 Freddie Mac 2027-07-15 4.000000 Government Agency Debt 19500000.00 13628946.46 Freddie Mac 2028-06-15 3.125000 Government Agency Debt 13350000.00 12577140.28 Freddie Mac 2030-10-15 0.679000 Government Agency Debt 50000000.00 13257256.46 Freddie Mac 2032-04-15 5.750000 Government Agency Debt 66619000.00 13781567.38 Freddie Mac 2032-10-15 0.679000 Government Agency Debt 52820882.00 14576737.34 Freddie Mac 2032-11-15 5.500000 Government Agency Debt 11100000.00 12274061.80 Freddie Mac 2033-01-15 0.679000 Government Agency Debt 50000000.00 12144664.90 Freddie Mac 2033-02-15 5.500000 Government Agency Debt 10000000.00 11109523.33 Freddie Mac 2033-05-15 0.579000 Government Agency Debt 55000000.00 11422412.32 Freddie Mac 2033-09-15 5.500000 Government Agency Debt 11000000.00 12450595.67 Freddie Mac 2033-11-15 6.000000 Government Agency Debt 20830255.00 14909237.93 Freddie Mac 2034-03-15 6.000000 Government Agency Debt 50000000.00 14089896.97 Freddie Mac 2034-10-15 5.000000 Government Agency Debt 58000000.00 14434609.31 Freddie Mac 2035-08-15 0.929000 Government Agency Debt 32000000.00 11993477.84 Freddie Mac 2036-01-15 6.000000 Government Agency Debt 99942000.00 14560075.06 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 10605000.00 12108909.19 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 9890823.00 11342014.44 Freddie Mac 2036-08-15 0.829000 Government Agency Debt 49961966.00 13391374.99 Freddie Mac 2038-01-15 6.000000 Government Agency Debt 13043800.00 14521414.71 Freddie Mac 2039-12-15 0.903300 Government Agency Debt 20000000.00 13256818.37 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 5563139.00 5325484.31 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 13767000.00 13766784.32 GNMA 2034-05-20 4.500000 Government Agency Debt 15000000.00 13012116.06 GNMA 2037-10-20 0.764700 Government Agency Debt 50000000.00 11017181.56 GNMA 2038-09-20 4.500000 Government Agency Debt 12696063.00 13493770.99 GNMA 2039-04-16 4.500000 Government Agency Debt 20919066.00 14612186.42 GNMA 2039-04-20 4.000000 Government Agency Debt 11691233.00 8683307.71 GNMA 2039-06-20 4.500000 Government Agency Debt 25000000.00 14749555.08 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 485000000.00 485000000.00 0.0244 N 485000000.00 485000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GEA2 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 36000000.00 36000000.00 0.0018 N 35999679.60 35999679.60 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 0.0044 N 87001740.00 87001740.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TFB9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5000000.00 5000000.00 0.0003 N 5000100.00 5000100.00 National Australia Bank Ltd National Australia Bank Ltd 0.320000% 63253THD3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 72000000.00 72000000.00 0.0036 N 72004320.00 72004320.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973HMM004 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 65000000.00 65000000.00 0.0033 N 65023400.00 65023400.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973NEE008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 8000000.00 8000000.00 0.0004 N 8002800.00 8002800.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973SKG005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 2000000.00 2000000.00 0.0001 N 1996620.00 1996620.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.250000% 63253KY43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y National Australia Bank Ltd N/A N/A N 22000000.00 21999541.67 0.0011 N 21999780.00 21999780.00 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 0.0056 N 111006660.00 111006660.00 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 6000720.00 6000720.00 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 24996388.89 0.0013 N 24997500.00 24997500.00 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 46990495.55 0.0024 N 46992480.00 46992480.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TAL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23000000.00 22988244.45 0.0012 N 22991490.00 22991490.00 Old Line Funding, LLC Old Line Funding, LLC 0.210000% 67983UYE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 84500000.00 84493592.08 0.0042 N 84496620.00 84496620.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983UZ89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 57201000.00 57187478.32 0.0029 N 57194707.89 57194707.89 Philip Morris International, Inc. Philip Morris International, Inc. 0.100000% 71838MY79 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 67000000.00 66998883.34 0.0034 N 66997990.00 66997990.00 Rabobank Nederland Rabobank Nederland 0.320000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-12-05 N N N 78000000.00 78000000.00 0.0039 N 78003120.00 78003120.00 Rabobank Nederland Rabobank Nederland 0.309400% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2012-05-02 N N N 100000000.00 100000000.00 0.0050 N 100005000.00 100005000.00 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 24979826.39 0.0013 N 24980250.00 24980250.00 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 6988372.22 0.0004 N 6990900.00 6990900.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1Y40 Other Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17999700.00 0.0009 N 17999640.00 17999640.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1YA6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N Y Reckitt Benckiser Group Plc N/A N/A N 4060000.00 4059797.00 0.0002 N 4059797.00 4059797.00 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 9998736.11 0.0005 N 9999300.00 9999300.00 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 17992825.00 0.0009 N 17994420.00 17994420.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J3G8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2012-03-05 N N N 79000000.00 79000000.00 0.0040 N 79007900.00 79007900.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-03-27 N N N 234000000.00 234000000.00 0.0118 N 233983620.00 233983620.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-04-09 N N N 52000000.00 52000000.00 0.0026 N 51989080.00 51989080.00 Royal Bank of Canada Royal Bank of Canada 0.320000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-04-12 N N N 69000000.00 69000000.00 0.0035 N 69010350.00 69010350.00 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 61033550.00 61033550.00 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 35020300.00 35020300.00 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 16002880.00 16002880.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.240000% 78011H5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 87000000.00 87000000.00 0.0044 N 87000000.00 87000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H5J0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H5L5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 3000000.00 3000000.00 0.0002 N 2999970.00 2999970.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.240000% 78011H5W1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 80000000.00 80000000.00 0.0040 N 79998400.00 79998400.00 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 59971833.33 0.0030 N 59971800.00 59971800.00 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 24993666.67 0.0013 N 24994750.00 24994750.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050UZ19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 5000000.00 4999000.00 0.0003 N 4999000.00 4999000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AQH7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 66000000.00 66000000.00 0.0033 N 66002640.00 66002640.00 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 38939160.00 0.0020 N 38956710.00 38956710.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 16000000.00 15999760.00 0.0008 N 15999840.00 15999840.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 80000000.00 79996400.00 0.0040 N 79998400.00 79998400.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3Y91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N Y Letter of Credit HSBC Bank Plc N/A N/A 15000000.00 14999133.33 0.0008 N 14999550.00 14999550.00 Starbird Funding Corp Starbird Funding Corp 0.500000% 85520MY15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit BNP Paribas N/A N/A 70000000.00 70000000.00 0.0035 N 69999706.00 69999706.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P03K2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 256000000.00 256000000.00 0.0129 N 256017920.00 256017920.00 State Street Corp State Street Corp 0.190000% 85747KYG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 5000000.00 4999604.17 0.0003 N 4999550.00 4999550.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAA6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 262000000.00 261979258.35 0.0132 N 261997380.00 261997380.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAL2 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30000000.00 29995725.00 0.0015 N 29999400.00 29999400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAP3 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 52101000.00 52092475.70 0.0026 N 52099436.97 52099436.97 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAQ1 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 13997487.78 0.0007 N 13999440.00 13999440.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBN7 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 22031000.00 22023558.42 0.0011 N 22028796.90 22028796.90 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAR6 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 87000000.00 86986225.00 0.0044 N 86997390.00 86997390.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAS4 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26995582.50 0.0014 N 26999190.00 26999190.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAT2 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 68258000.00 68245391.23 0.0034 N 68255269.68 68255269.68 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAV7 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 80000000.00 79984800.00 0.0040 N 79996800.00 79996800.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCD5 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 114000000.00 113949459.99 0.0057 N 113974920.00 113974920.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB77 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99989444.44 0.0050 N 99994000.00 99994000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GC35 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26997007.50 0.0014 N 26998110.00 26998110.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GD42 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19994933.34 0.0010 N 19996600.00 19996600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JA23 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25552000.00 25549977.13 0.0013 N 25550722.40 25550722.40 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JZW0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49996569.44 0.0025 N 49998000.00 49998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF66 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 37150000.00 37144117.92 0.0019 N 37146285.00 37146285.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF82 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 58034000.00 58024504.99 0.0029 N 58028196.60 58028196.60 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG24 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 69000000.00 68988710.83 0.0035 N 68993100.00 68993100.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M2X7 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15016000.00 15013226.21 0.0008 N 15014348.24 15014348.24 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M2Y5 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20493000.00 20489106.33 0.0010 N 20490540.84 20490540.84 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M4H0 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 80000000.00 79970444.45 0.0040 N 79974400.00 79974400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.150000% 86562EWJ3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 85000000.00 85000000.00 0.0043 N 84998963.00 84998963.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.150000% 86562WQX9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 196000000.00 196000000.00 0.0098 N 195998040.00 195998040.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.220000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 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 TRAN Series 2011A 0.150000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 38000000.00 38000000.00 0.0019 N 38000000.00 38000000.00 Texas TRAN Series 2011A 0.150000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 75000000.00 75000000.00 0.0038 N 75000000.00 75000000.00 Texas TRAN Series 2011A 0.150000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 27000000.00 27000000.00 0.0014 N 27000000.00 27000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 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 2011-11-07 2011-11-07 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 0.160000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 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 0.250000% 88324MYG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999687.50 0.0002 N 2999760.00 2999760.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.250000% 88324MYH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9998888.89 0.0005 N 9999100.00 9999100.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.250000% 88324MYM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24000000.00 23996666.67 0.0012 N 23997360.00 23997360.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30815000.00 30801415.72 0.0015 N 30797743.60 30797743.60 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 41202000.00 41180941.20 0.0021 N 41172746.58 41172746.58 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TAP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 31000000.00 30982131.94 0.0016 N 30976440.00 30976440.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TAQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17000000.00 16990876.67 0.0009 N 16986910.00 16986910.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602UY12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602UY38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49999472.22 0.0025 N 49999500.00 49999500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 100000000.00 100000000.00 0.0050 N 100000000.00 100000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5E9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 31000000.00 31000000.00 0.0016 N 31002790.00 31002790.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5L3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 181000000.00 181000000.00 0.0091 N 181016290.00 181016290.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112Y5N9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 50000000.00 50000000.00 0.0025 N 50005500.00 50005500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6A6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 186000000.00 186000000.00 0.0093 N 186016740.00 186016740.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y7B3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 188000000.00 188000000.00 0.0094 N 188020680.00 188020680.00 UBS AG UBS AG 0.190000% 90267A4V5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 214000000.00 214000000.00 0.0107 N 214002140.00 214002140.00 UBS AG UBS AG 0.190000% 90267A4W3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 59000000.00 59000000.00 0.0030 N 59000590.00 59000590.00 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 29998200.00 29998200.00 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 4999800.00 4999800.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M120119_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-06-01 4.500000 Government Agency Debt 24256897.00 25500000.03 First Tier Security N/A N/A 2012-01-19 2012-01-19 Y UBS Securities LLC N/A N/A N N 25000000.00 25000000.00 0.0013 N 25001250.00 25001250.00 UBS Securities LLC UBS Securities LLC 0.120000% 99EPPA003_0.1200_M111101_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-04-01 3.500000 Government Agency Debt 14969576.00 14940313.28 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 40309839.00 35000399.89 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 17955445.00 18257783.38 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 33825000.00 35149163.89 Freddie Mac 2029-04-01 6.000000 Government Agency Debt 38497204.00 34978473.92 Freddie Mac 2041-01-01 4.000000 Government Agency Debt 35881015.00 35073865.98 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 170000000.00 170000000.00 0.0085 N 170000000.00 170000000.00 Union Bank, NA Union Bank, NA 0.250000% 90526NYM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 45000000.00 44993750.00 0.0023 N 44994600.00 44994600.00 Union Bank, NA Union Bank, NA 0.250000% 90526NZ16 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 23000000.00 22995208.33 0.0012 N 22995400.00 22995400.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTN6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 15000000.00 15000000.00 0.0008 N 15001050.00 15001050.00 United States Treasury Department United States Treasury Department 0.001000% 9127953R0 Treasury Debt N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 140000000.00 139999992.22 0.0070 N 139999860.00 139999860.00 United States Treasury Department United States Treasury Department 1.125000% 912828KB5 Treasury Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 6000000.00 6013437.50 0.0003 N 6014298.00 6014298.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY82 Other Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 6000000.00 5999825.00 0.0003 N 6000000.00 6000000.00 Univ of California Commerical Paper Notes Series B 0.130000% 91411UYH2 Other Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 30000000.00 29998266.66 0.0015 N 29998200.00 29998200.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZD0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 34000000.00 33992463.34 0.0017 N 33992520.00 33992520.00 Univ of California General Revenue Bonds Series 2011 Y-2 0.319000% 91412GFA8 Other Municipal Debt N First Tier Security N/A N/A 2011-11-01 2012-07-01 N N N 30000000.00 30000000.00 0.0015 N 30000900.00 30000900.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.250000% 92217LAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 57000000.00 56966354.18 0.0029 N 56959530.00 56959530.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217MYU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 29000000.00 28995650.00 0.0015 N 28996230.00 28996230.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 30000000.00 29994050.00 0.0015 N 29994900.00 29994900.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6998530.00 0.0004 N 6998670.00 6998670.00 Westpac Banking Corp Westpac Banking Corp 0.574700% 91621CAT8 Other Note N First Tier Security N/A N/A 2012-01-30 2012-11-27 N N N 100000000.00 100000000.00 0.0050 N 100030700.00 100030700.00 Westpac Banking Corp Westpac Banking Corp 0.322900% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-10 2012-01-10 N N N 20000000.00 20000000.00 0.0010 N 20001000.00 20001000.00 Westpac Banking Corp Westpac Banking Corp 0.329400% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-05-01 N N N 158000000.00 158000000.00 0.0079 N 157944700.00 157944700.00 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 117999999.81 0.0059 N 118003540.00 118003540.00 Westpac Banking Corp Westpac Banking Corp 0.385000% 9612C0BM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 180000000.00 179784400.00 0.0090 N 179816400.00 179816400.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.315000% 96122HZ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y Westpac New Zealand Ltd N/A N/A N 52000000.00 51986350.00 0.0026 N 51994280.00 51994280.00 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 206633.13 206633.13 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 688698.50 688698.50 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 1515129.12 1515129.12 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 740404.40 740404.40 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 172179.59 172179.59 Windmill Funding Corp Windmill Funding Corp 0.260000% 97342KY36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 14000000.00 13999797.78 0.0007 N 13999860.00 13999860.00 Windmill Funding Corp Windmill Funding Corp 0.240000% 97342KY93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9999466.67 0.0005 N 9999700.00 9999700.00 Windmill Funding Corp Windmill Funding Corp 0.240000% 97342KYA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7999520.00 0.0004 N 7999680.00 7999680.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15998222.22 0.0008 N 15998720.00 15998720.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9998819.45 0.0005 N 9999200.00 9999200.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 32000000.00 31995333.34 0.0016 N 31996800.00 31996800.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5998875.00 0.0003 N 5999160.00 5999160.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYV4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 31000000.00 30993972.23 0.0016 N 30995660.00 30995660.00