0001145549-11-011678.txt : 20111229 0001145549-11-011678.hdr.sgml : 20111229 20111107140833 ACCESSION NUMBER: 0001145549-11-011678 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: 111184017 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-10-31 0000857156 S000004504 1 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 33252825602.50 7385678.27 7027345.02 33253183935.75 0.0023 1.0000 2011-10-31 1.0000 2011-10-31 C000012378 1.00 33253183935.75 1.00 490549746.41 6461990767.14 5971441020.73 0.0008 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 112000000.00 111982857.78 0.0034 N 111983200.00 111983200.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.260000% 03221KY48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10667000.00 10666768.88 0.0003 N 10666786.66 10666786.66 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 94000000.00 93995770.00 0.0028 N 93997180.00 93997180.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.240000% 03221KYH9 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 15000000.00 14998400.00 0.0005 N 14998650.00 14998650.00 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 86000000.00 85983277.77 0.0026 N 85986240.00 85986240.00 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 150000000.00 149822166.69 0.0045 N 149856000.00 149856000.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.280000% 04014BY13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 39000000.00 39000000.00 0.0012 N 39000000.00 39000000.00 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 108000000.00 107978130.00 0.0032 N 107983800.00 107983800.00 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 74000000.00 73983905.00 0.0022 N 73987420.00 73987420.00 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 113000000.00 112982202.50 0.0034 N 112993220.00 112993220.00 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 104000000.00 103978160.00 0.0031 N 103991680.00 103991680.00 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 0.0000 N 999860.00 999860.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05253CZG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 50000000.00 49984375.00 0.0015 N 49994000.00 49994000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.490000% 973HUY009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 93000000.00 93000000.00 0.0028 N 93032550.00 93032550.00 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 3000000.00 3000000.00 0.0001 N 3000030.00 3000030.00 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 55000000.00 55000000.00 0.0017 N 55000000.00 55000000.00 Bank of America, NA Bank of America, NA 0.240000% 06052WEQ2 Other Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 75000000.00 75000000.00 0.0023 N 75000000.00 75000000.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 275000000.00 275000000.00 0.0083 N 274936750.00 274936750.00 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 214000000.00 214000000.00 0.0064 N 214000000.00 214000000.00 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 100000000.00 100000000.00 0.0030 N 100000000.00 100000000.00 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 174000000.00 174000000.00 0.0052 N 172574940.00 172574940.00 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 8000000.00 8000000.00 0.0002 N 8000560.00 8000560.00 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 112000000.00 112000000.00 0.0034 N 112010080.00 112010080.00 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 17000000.00 17000000.00 0.0005 N 17001700.00 17001700.00 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 174000000.00 174000000.00 0.0052 N 174019140.00 174019140.00 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 33000000.00 33000000.00 0.0010 N 33003630.00 33003630.00 Bank of Montreal Bank of Montreal 0.250000% 06366WMX9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 172000000.00 172000000.00 0.0052 N 172018920.00 172018920.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D2F1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 148000000.00 148000000.00 0.0045 N 148011840.00 148011840.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417D2K0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 115000000.00 115000000.00 0.0035 N 115010350.00 115010350.00 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 296000000.00 296000000.00 0.0089 N 296000000.00 296000000.00 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 5000000.00 5000000.00 0.0002 N 5000050.00 5000050.00 Bank of Nova Scotia Bank of Nova Scotia 0.295000% 06417EFA6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 65000000.00 65000000.00 0.0020 N 65000000.00 65000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EGP2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 30000000.00 30000000.00 0.0009 N 30000000.00 30000000.00 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 6000000.00 6000000.00 0.0002 N 5998680.00 5998680.00 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 21000000.00 21000000.00 0.0006 N 20994960.00 20994960.00 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 308000000.00 308000000.00 0.0093 N 307929160.00 307929160.00 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 103000000.00 103000000.00 0.0031 N 103000000.00 103000000.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06740MA45 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 13000000.00 13000000.00 0.0004 N 12999220.00 12999220.00 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 203000000.00 203000000.00 0.0061 N 202983760.00 202983760.00 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 154000000.00 154000000.00 0.0046 N 154001540.00 154001540.00 Barclays Bank Plc Barclays Bank Plc 0.643300% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2012-02-16 N N N 18000000.00 18000000.00 0.0005 N 18006840.00 18006840.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 00799J004_0.1200_M111101_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2015-09-25 6.000000 Government Agency Debt 2000000.00 634969.99 Fannie Mae 2016-06-25 6.000000 Government Agency Debt 8498000.00 310809.56 Fannie Mae 2017-03-25 0.735000 Government Agency Debt 45000000.00 1307792.93 Fannie Mae 2017-03-25 0.735000 Government Agency Debt 25000000.00 813106.62 Fannie Mae 2018-01-25 6.500000 Government Agency Debt 22310057.00 5265194.57 Fannie Mae 2018-03-25 4.500000 Government Agency Debt 12000000.00 1658470.68 Fannie Mae 2018-05-25 3.000000 Government Agency Debt 1910300.00 49954.36 Fannie Mae 2018-09-25 4.500000 Government Agency 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Instrument common stock or ETF 0.00 1999994.78 SALLY BEAUTY HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999996.92 WESTERN DIGITAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999998.00 YUM BRANDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1999985.74 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 40000000.00 40000000.00 0.0012 Repurchase agreement collateralized by common stock and ETFs. N 40000000.00 40000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111107_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-25 4.000000 Government Agency Debt 34990104.00 35156598.58 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 4059606.00 1388822.00 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 3920545.00 1615148.98 Fannie Mae 2039-09-01 4.231000 Government Agency Debt 7525.00 4780.86 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 171409.00 168535.13 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 851162.00 835791.67 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 42314.00 44355.53 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 30883219.00 30667913.78 GNMA 2037-10-16 2.250000 Government Agency Debt 132260027.00 126275539.35 GNMA 2039-11-16 0.903300 Government Agency Debt 118983567.00 51454845.30 GNMA 2041-05-20 4.000000 Government Agency Debt 106313166.00 106127138.31 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 339000000.00 339000000.00 0.0102 N 339000000.00 339000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M111107_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-06-25 0.734500 Government Agency Debt 23715135.00 15285161.15 Freddie Mac 2018-05-01 4.500000 Government Agency Debt 150000000.00 17739748.94 Freddie Mac 2023-05-01 4.500000 Government Agency Debt 48877568.00 15855413.90 Freddie Mac 2024-01-01 6.000000 Government Agency Debt 16861786.00 16513084.42 Freddie Mac 2025-04-01 4.000000 Government Agency Debt 17537444.00 15848446.56 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 7450940.00 7330513.50 Freddie Mac 2026-02-01 4.000000 Government Agency Debt 16795277.00 16601887.95 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 16081979.00 16297408.91 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 15277436.00 15883375.93 Freddie Mac 2031-10-01 4.000000 Government Agency Debt 14990982.00 15700592.46 Freddie Mac 2035-01-01 5.500000 Government Agency Debt 33700000.00 15170162.58 Freddie Mac 2035-09-01 4.500000 Government Agency Debt 33055918.00 16545233.90 Freddie Mac 2036-11-01 6.000000 Government Agency Debt 37341895.00 16971983.25 Freddie Mac 2037-02-01 6.000000 Government Agency Debt 60000000.00 16367554.43 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 38646936.00 17450123.23 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 37364543.00 15670027.87 Freddie Mac 2038-10-01 6.000000 Government Agency Debt 31327666.00 17013955.78 Freddie Mac 2039-01-01 5.500000 Government Agency Debt 44332484.00 16932634.48 Freddie Mac 2039-08-01 4.000000 Government Agency Debt 16847976.00 15151956.59 Freddie Mac 2040-09-01 4.000000 Government Agency Debt 18668541.00 16907367.19 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 15280689.00 15882967.51 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 16811924.00 16512048.59 Freddie Mac 2041-08-01 4.500000 Government Agency Debt 14820548.00 15821419.73 Freddie Mac 2041-08-01 4.500000 Government Agency Debt 4300236.00 4605465.65 Freddie Mac 2041-08-01 5.000000 Government Agency Debt 14660598.00 15846890.87 Freddie Mac 2041-10-01 4.500000 Government Agency Debt 15430410.00 16574574.90 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 387000000.00 387000000.00 0.0116 N 387000000.00 387000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M111107_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-10-01 6.500000 Government Agency Debt 12747.00 5251.39 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 16586900.00 9812538.38 Fannie Mae 2039-09-01 4.231000 Government Agency Debt 25253.00 16043.99 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 10554.00 10377.05 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 34846.00 34216.75 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 20518847.00 21483748.39 GNMA 2039-01-15 7.000000 Government Agency Debt 35165.00 16853.48 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 30000000.00 30000000.00 0.0009 N 30000600.00 30000600.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M111107_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-25 4.000000 Government Agency Debt 76067514.00 76429468.59 Fannie Mae 2036-05-01 2.589000 Government Agency Debt 401434.00 79477.41 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 5230130.00 1789267.13 Fannie Mae 2039-06-01 4.500000 Government Agency Debt 103102782.00 85680790.07 Fannie Mae 2039-09-01 4.231000 Government Agency Debt 212964.00 135302.43 Fannie Mae 2039-10-25 4.500000 Government Agency Debt 50000000.00 40221782.82 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 36123000.00 37162631.98 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 873069.00 857303.08 Fannie Mae 2041-05-25 4.500000 Government Agency Debt 2574850.00 2692203.94 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 69065661.00 68584163.36 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 300000000.00 300000000.00 0.0090 N 300000000.00 300000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1YU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 69500000.00 69485926.25 0.0021 N 69488185.00 69488185.00 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 72000000.00 71984100.00 0.0022 N 71985600.00 71985600.00 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 81000000.00 81000000.00 0.0024 N 81003240.00 81003240.00 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 59870000.00 59845137.32 0.0018 N 59841861.10 59841861.10 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 30601VAJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 32000000.00 31984746.66 0.0010 N 31979520.00 31979520.00 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 10000000.00 9999947.22 0.0003 N 9999900.00 9999900.00 Fannie Mae Fannie Mae 0.030000% 313588NT8 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 80912000.00 80911932.57 0.0024 N 80912000.00 80912000.00 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 24041000.00 24040839.73 0.0007 N 24040951.92 24040951.92 Fannie Mae Fannie Mae 0.020000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 23402000.00 23401895.99 0.0007 N 23401953.20 23401953.20 Fannie Mae Fannie Mae 0.030000% 313588PZ2 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 8400000.00 8399783.00 0.0003 N 8399924.40 8399924.40 Fannie Mae Fannie Mae 0.025000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 25350000.00 25349366.25 0.0008 N 25349746.50 25349746.50 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 17000000.00 16998826.53 0.0005 N 16999660.00 16999660.00 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 5000000.00 4999679.17 0.0002 N 4999895.00 4999895.00 Fannie Mae Fannie Mae 0.035000% 313588RY3 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 28855000.00 28852811.83 0.0009 N 28854365.19 28854365.19 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 203000000.00 202999943.61 0.0061 N 203000000.00 203000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384NT2 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 60000000.00 59999950.00 0.0018 N 60000000.00 60000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384NT2 Government Agency Debt N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 30000000.00 29999983.33 0.0009 N 30000000.00 30000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 226000000.00 225999340.85 0.0068 N 225999774.00 225999774.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 35214000.00 35213955.98 0.0011 N 35213964.79 35213964.79 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PA1 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 24400000.00 24399891.56 0.0007 N 24399951.20 24399951.20 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 7000000.00 6999911.53 0.0002 N 6999972.00 6999972.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PH6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 132500000.00 132498895.83 0.0040 N 132499470.00 132499470.00 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 164000000.00 163997676.67 0.0049 N 163999180.00 163999180.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 40000000.00 39998961.11 0.0012 N 39999800.00 39999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 13112000.00 13111876.16 0.0004 N 13111934.44 13111934.44 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 15000000.00 14999816.67 0.0005 N 14999910.00 14999910.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 30000000.00 29999225.00 0.0009 N 29999730.00 29999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 2200000.00 2199962.11 0.0001 N 2199980.20 2199980.20 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384QE2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 169000000.00 168998310.00 0.0051 N 168998310.00 168998310.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 163700000.00 163695680.13 0.0049 N 163698199.30 163698199.30 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 92000000.00 91998543.33 0.0028 N 91998988.00 91998988.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 55000000.00 54998258.33 0.0017 N 54999395.00 54999395.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2050000.00 2049956.72 0.0001 N 2049977.45 2049977.45 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 268000000.00 267989950.00 0.0081 N 267996516.00 267996516.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 9000000.00 8999777.78 0.0003 N 8999883.00 8999883.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384QU6 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 15000000.00 14999270.83 0.0005 N 14999790.00 14999790.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RR2 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 3000000.00 2999704.16 0.0001 N 2999940.00 2999940.00 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 40000000.00 39995666.67 0.0012 N 39999120.00 39999120.00 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 4000000.00 3999945.56 0.0001 N 3999984.00 3999984.00 Freddie Mac Freddie Mac 0.030000% 313396NU3 Government Agency Debt N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 287300000.00 287299521.18 0.0086 N 287299712.70 287299712.70 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 4000000.00 3999990.00 0.0001 N 3999996.00 3999996.00 Freddie Mac Freddie Mac 0.035000% 313396NZ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 100000000.00 99999319.44 0.0030 N 99999800.00 99999800.00 Freddie Mac Freddie Mac 0.020000% 313396PB3 Government Agency Debt N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 30000000.00 29999850.00 0.0009 N 29999910.00 29999910.00 Freddie Mac Freddie Mac 0.030000% 313396PH0 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 48000000.00 47999399.96 0.0014 N 47999808.00 47999808.00 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 5000000.00 4999887.50 0.0002 N 4999965.00 4999965.00 Freddie Mac Freddie Mac 0.030000% 313396PY3 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 45000000.00 44998875.00 0.0014 N 44999640.00 44999640.00 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 14000000.00 13999482.78 0.0004 N 13999846.00 13999846.00 Freddie Mac Freddie Mac 0.030000% 313396QK2 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 21000000.00 20999282.50 0.0006 N 20999769.00 20999769.00 Freddie Mac Freddie 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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 155000000.00 154926116.68 0.0047 N 154945750.00 154945750.00 General Electric Capital Corp General Electric Capital Corp 0.190000% 36959JZ22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 183000000.00 182970059.15 0.0055 N 182983530.00 182983530.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 285000000.00 284887187.48 0.0086 N 284948700.00 284948700.00 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 269000000.00 268962340.00 0.0081 N 268973100.00 268973100.00 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 120000000.00 119980866.67 0.0036 N 119985600.00 119985600.00 General Electric Co General Electric Co 0.140000% 36960MZD8 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 268000000.00 267956226.65 0.0081 N 267967840.00 267967840.00 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 5165000.00 5165000.00 0.0002 N 5165000.00 5165000.00 Goldman Sachs & Co Goldman Sachs & Co 0.120000% 38399H002_0.1200_M111101_2M49 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-12-20 6.250000 Government Agency Debt 239836567.00 210000000.65 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 200000000.00 200000000.00 0.0060 N 200000000.00 200000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 992JYE002_0.5600_M111116_2M49 0000769993 Other Repurchase Agreement N BRIDGEPOINT ED INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749991.48 CENTERPOINT ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749982.83 CENTURYLINK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749981.76 COMMONWEALTH REIT COM SH B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749983.56 ENNIS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749986.12 EOG RES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749923.22 FOOT LOCKER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 459047.68 FOREST LABS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 291581.50 INVESTMENT TECHNOLOGY GRP NECOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749990.82 ISHARES INC MSCI MEX 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749945.76 ISTAR FINL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749994.00 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749991.84 LOWES COS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749980.15 MARRIOTT INTL INC NEW CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749973.62 NIKE INC CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749909.25 PHILIP MORRIS INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749975.88 ROCK-TENN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749976.51 SIMON PPTY GROUP INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749917.42 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749993.48 TJX COS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749976.51 V F CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749909.50 WEYERHAEUSER CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 749988.90 First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 15000000.00 15000000.00 0.0005 Repurchase agreement collateralized by common stock and ETFs. Y 15002550.00 15002550.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111129_2M49 0000769993 Other Repurchase Agreement N ASPEN INSURANCE HOLDINGS LTDSHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499976.08 BB&T CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499981.78 BEST BUY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1344663.00 BORGWARNER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1570337.09 CARBO CERAMICS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499974.40 CHESAPEAKE ENERGY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499974.14 DELTA AIR LINES INC DEL COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1694247.39 DEVON ENERGY CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499946.45 DTE ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1947024.40 EMULEX CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2365716.48 KIMBERLY CLARK CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1620761.84 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499972.80 MERCK & CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499972.44 MOTOROLA SOLUTIONS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1119302.69 NATIONAL OILWELL VARCO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1576471.41 OWENS ILL INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499990.48 RALCORP HLDGS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1338573.89 RAYTHEON CO COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499979.72 ROCKWELL AUTOMATION INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1443198.09 SPX CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1480001.60 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499996.68 TEEKAY CORPORATION COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499978.88 VERIZON COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499986.68 WALTER INVT MGMT CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499976.64 WARNACO GROUP INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2499999.60 First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 50000000.00 50000000.00 0.0015 Repurchase agreement collateralized by common stock and ETFs. 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N 111007770.00 111007770.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120103_2M49 0000769993 Other Repurchase Agreement N AAR CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 60467.46 AARONS INC COM PAR 2011-10-31 N/A Other Instrument common stock or ETF 0.00 245271.95 ABM INDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 33058.71 ACADIA RLTY TR COM SH B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 284129.46 ACUITY BRANDS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 220532.52 ADVANCE AMER CASH ADVANCE CTCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 64367.38 AK STL HLDG CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 217026.39 ALAMO GROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 15201.68 ALASKA AIR GROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 508679.00 ALEXANDER & BALDWIN INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 171716.24 ALEXANDERS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 38365.32 ALEXANDRIA REAL ESTATE EQ INCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 297349.20 ALLEGHANY CORP DEL COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 292617.00 ALLEGHENY TECHNOLOGIES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 51314.62 ALLIANT TECHSYSTEMS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 210408.68 AMCOL INTL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 341410.38 AMDOCS LTD ORD 2011-10-31 N/A Other Instrument common stock or ETF 0.00 7999985.71 AMEREN CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 183146.06 AMERESCO INC CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 40450.77 AMERICAN FINL GROUP INC OHIOCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 110893.11 AMERICAN STS WTR CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 283423.40 AMERICAN VANGUARD CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 429571.80 ANALOG DEVICES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 22016.80 ANN INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 444999.00 APOLLO COML REAL EST FIN INCCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 277390.05 APPLIED INDL TECHNOLOGIES INCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 202588.76 APTARGROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 192736.99 AQUA AMERICA INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 152618.00 ARCH COAL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 186913.68 ARTIO GLOBAL INVS INC COM CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 392905.59 ASHFORD HOSPITALITY TR INC COM SHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 50107.20 ASSOCIATED ESTATES RLTY CORPCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 20940.98 ASSURED GUARANTY LTD COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 560931.03 AT&T INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 7999970.78 ATMOS ENERGY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 76792.89 AUTOLIV INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 531959.22 AUTONATION INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 427341.32 AVALONBAY CMNTYS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 26884.18 AVX CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 122102.40 AXIS CAPITAL HOLDINGS SHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 421855.20 AZZ INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 205171.79 BABCOCK & WILCOX CO NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 206902.80 BAKER MICHAEL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 444328.20 BANK HAWAII CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 337707.90 BANKUNITED INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 105925.30 BARNES & NOBLE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 361656.00 BARNES GROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 18227.04 BECTON DICKINSON & CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 347389.68 BELO CORP COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 128339.84 BIGLARI HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 26745.16 BIO RAD LABS INC CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 74168.54 BIOTIME INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 15680.00 BLACKROCK INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 34974.68 BOISE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 523013.40 BOOZ ALLEN HAMILTON HLDG CORCL A 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common stock or ETF 0.00 141091.30 EL PASO ELEC CO COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 556686.93 EMERGENT BIOSOLUTIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 16486.20 ENTRAVISION COMMUNICATIONS CCL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 169963.85 ENZO BIOCHEM INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 61421.17 EQUITY RESIDENTIAL SH BEN I 2011-10-31 N/A Other Instrument common stock or ETF 0.00 480692.50 EVERCORE PARTNERS INC CLASS A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 71852.14 EVOLUTION PETROLEUM CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 109966.78 EXCEL TR INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 3416.42 EXPRESS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 72253.44 FABRINET SHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 378228.40 FACTSET RESH SYS INC COM 2011-10-31 N/A Other Instrument 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CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 23938.07 INSPERITY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 36833.09 INTERCONTINENTALEXCHANGE INCCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 36288.56 INTRALINKS HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 31695.30 JAGUAR MNG INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 583354.20 JANUS CAP GROUP INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 148139.96 JOHN BEAN TECHNOLOGIES CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 110957.25 K12 INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 60732.76 KAPSTONE PAPER & PACKAGING CCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 37352.48 KAYDON CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 50025.30 KBW INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 23732.37 KEMPER CORP DEL COM 2011-10-31 N/A 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Y 160000000.00 160000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.670000% 992JYE002_0.6700_M120127_2M49 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249967.51 ALPHA NATURAL RESOURCES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249977.28 ASPEN INSURANCE HOLDINGS LTDSHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 957505.92 BB&T CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 784965.30 BEST BUY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249982.50 CAMERON INTERNATIONAL CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249996.34 CAPITALSOURCE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249994.32 CARBO CERAMICS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1074835.20 CELANESE CORP DEL COM SER 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249998.00 CHESAPEAKE ENERGY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1212351.10 COACH INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249935.80 DEVON ENERGY CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 821820.85 EMERSON ELEC CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249962.33 FOREST LABS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 590027.48 HELMERICH & PAYNE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249999.50 HOLLYFRONTIER CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249985.06 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249975.52 MERCK & CO INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1563237.64 OWENS ILL INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1092182.04 RAYTHEON CO COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 649442.64 REGAL ENTMT GROUP CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249987.94 TARGET CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249980.44 TEEKAY CORPORATION COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1439835.60 VALASSIS COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249985.60 VERIZON COMMUNICATIONS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1641081.93 WALTER INVT MGMT CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 735873.28 WARNACO GROUP INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 937174.72 WATSCO INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2249959.18 First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 45000000.00 45000000.00 0.0014 Repurchase agreement collateralized by common stock and ETFs. Y 45000000.00 45000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.730000% 992JYE002_0.7300_M120202_2M49 0000769993 Other Repurchase Agreement N AEROPOSTALE COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199997.80 AMERICAN INTL GROUP INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2114206.44 CARMAX INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199988.05 CHECKPOINT SYS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199995.12 CHIPOTLE MEXICAN GRILL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1504208.40 COEUR D ALENE MINES CORP IDACOM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1690021.83 DOW CHEM CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1438076.25 DTE ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199999.50 ENERGEN CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199971.38 ENERGIZER HLDGS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1651704.60 FIRSTENERGY CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1418245.12 FLOWSERVE CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1340234.28 FLUOR CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199989.22 INTERPUBLIC GROUP COS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1488912.64 INVESCO LTD SHS 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199996.70 IRON MTN INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1090951.68 ITT CORP NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1179052.93 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 2199989.74 LEAR CORP COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1414957.60 MCDERMOTT INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1571442.00 MEREDITH CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1793412.72 MOTOROLA SOLUTIONS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 54237.04 OASIS PETE INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1171251.68 OMNICARE INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1330401.82 ORBITAL SCIENCES CORP COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1299708.00 PROGRESSIVE CORP OHIO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1657442.16 SOUTHWESTERN ENERGY CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1759734.84 WESCO INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 1631871.34 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 44000000.00 44000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. Y 44000000.00 44000000.00 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 58000000.00 57973771.11 0.0017 N 57980280.00 57980280.00 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 54000000.00 53973540.00 0.0016 N 53979480.00 53979480.00 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 10000000.00 9994400.00 0.0003 N 9995200.00 9995200.00 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 70000000.00 69960177.77 0.0021 N 69965700.00 69965700.00 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 18000000.00 17988960.00 0.0005 N 17989920.00 17989920.00 Govco, LLC Govco, LLC 0.330000% 38362VAC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Credit / Liquidity Citibank NA N/A N/A 40000000.00 39973600.00 0.0012 N 39976000.00 39976000.00 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 42000000.00 41970355.00 0.0013 N 41971860.00 41971860.00 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 21000000.00 20985626.67 0.0006 N 20985930.00 20985930.00 Govco, LLC Govco, LLC 0.320000% 38362VAJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity Citibank NA N/A N/A 8000000.00 7994453.33 0.0002 N 7994560.00 7994560.00 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 136000000.00 135904497.78 0.0041 N 135904800.00 135904800.00 Govco, LLC Govco, LLC 0.320000% 38362VAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Credit / Liquidity Citibank NA N/A N/A 33000000.00 32976533.33 0.0010 N 32976570.00 32976570.00 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 79000000.00 78941013.34 0.0024 N 78939170.00 78939170.00 Govco, LLC Govco, LLC 0.340000% 38362VAS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N Y Credit / Liquidity Citibank NA N/A N/A 128000000.00 127896035.53 0.0038 N 127897305.60 127897305.60 Govco, LLC Govco, LLC 0.450000% 38362VC68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Citibank NA N/A N/A 27000000.00 26957475.00 0.0008 N 26962200.00 26962200.00 Govco, LLC Govco, LLC 0.510000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 23000000.00 22942979.17 0.0007 N 22940660.00 22940660.00 Govco, LLC Govco, LLC 0.500000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3990277.77 0.0001 N 3989680.00 3989680.00 Govco, LLC Govco, LLC 0.500000% 38362VDS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N Y Credit / Liquidity Citibank NA N/A N/A 35000000.00 34913958.33 0.0010 N 34907600.00 34907600.00 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 7500000.00 7500000.00 0.0002 N 7500000.00 7500000.00 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 19000000.00 18999176.67 0.0006 N 18999430.00 18999430.00 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 49000000.00 48995045.56 0.0015 N 48996570.00 48996570.00 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 126000000.00 125968640.00 0.0038 N 125979840.00 125979840.00 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 6000000.00 5997450.00 0.0002 N 5997900.00 5997900.00 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 45000000.00 44950012.50 0.0014 N 44974350.00 44974350.00 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 3000000.00 2999977.50 0.0001 N 3000000.00 3000000.00 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 47000000.00 46997415.00 0.0014 N 46999530.00 46999530.00 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 80000000.00 79985644.45 0.0024 N 79997600.00 79997600.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CYU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 46000000.00 45990685.00 0.0014 N 45997240.00 45997240.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CYV3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 31000000.00 30993490.00 0.0009 N 30998140.00 30998140.00 Houston First Lien Refunding RB Series 2008D1 0.170000% 442435SG9 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 44000000.00 44000000.00 0.0013 N 44000000.00 44000000.00 HSBC USA, Inc HSBC USA, Inc 0.175000% 40427SYM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 14000000.00 13998638.89 0.0004 N 13998600.00 13998600.00 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 149000000.00 148975787.50 0.0045 N 148974670.00 148974670.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.350000% 4497W1YV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y ING Bank NV N/A N/A N 85000000.00 84976861.11 0.0026 N 84984700.00 84984700.00 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 33000000.00 33000000.00 0.0010 N 32997360.00 32997360.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.130000% 46899T004_0.1300_M111101_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2031-12-25 5.000000 Government Agency Debt 105000000.00 110175835.00 Fannie Mae 2039-09-25 4.500000 Government Agency Debt 92615445.00 77544541.04 Freddie Mac 2025-02-15 2.000000 Government Agency Debt 95753632.00 69779624.75 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 250000000.00 250000000.00 0.0075 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 250000000.00 250000000.00 0.0075 N 249992000.00 249992000.00 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 110000000.00 110000000.00 0.0033 N 109968870.00 109968870.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2A54 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 46000000.00 45981727.78 0.0014 N 45976540.00 45976540.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49978611.11 0.0015 N 49971500.00 49971500.00 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 15500000.00 15493085.28 0.0005 N 15490545.00 15490545.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2AT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 31000000.00 30982769.17 0.0009 N 30974614.10 30974614.10 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P3YN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 21908000.00 21905699.66 0.0007 N 21905371.04 21905371.04 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 49000000.00 48978086.12 0.0015 N 48986770.00 48986770.00 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 10000000.00 9995463.89 0.0003 N 9997200.00 9997200.00 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 20000000.00 19990033.33 0.0006 N 19993800.00 19993800.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4AP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Credit / Liquidity PNC Bank NA N/A N/A 12000000.00 11993913.33 0.0004 N 11995920.00 11995920.00 Market Street Funding Corp Market Street Funding Corp 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Market Street Funding Corp 0.210000% 5705X5YH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 17764000.00 17762342.03 0.0005 N 17763111.80 17763111.80 Market Street Funding Corp Market Street Funding Corp 0.220000% 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 35034000.00 35030360.36 0.0011 N 35032248.30 35032248.30 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5Z20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 35491000.00 35484276.43 0.0011 N 35487450.90 35487450.90 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5Z53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity PNC Bank NA N/A N/A 19000000.00 18996231.66 0.0006 N 18997910.00 18997910.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5ZK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity PNC Bank NA N/A N/A 21000000.00 20993559.99 0.0006 N 20996220.00 20996220.00 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 2000000.00 1999361.11 0.0001 N 1999640.00 1999640.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5ZN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999688.33 0.0000 N 999810.00 999810.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000% 06399U000_0.1100_M111101_2M49 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2016-03-25 5.000000 Government Agency Debt 5000000.00 2139862.07 Fannie Mae 2017-02-25 8.000000 Government Agency Debt 7297881.00 48287.28 Fannie Mae 2017-04-25 5.500000 Government Agency Debt 5000000.00 3020939.67 Fannie Mae 2017-08-25 0.634500 Government Agency Debt 30000000.00 1954148.65 Fannie Mae 2018-02-25 5.000000 Government Agency Debt 2000.00 1594.88 Fannie Mae 2018-03-25 5.000000 Government Agency Debt 20000.00 21544.17 Fannie Mae 2018-05-25 5.000000 Government Agency Debt 34770000.00 3413883.85 Fannie Mae 2018-05-25 5.000000 Government Agency Debt 15000.00 995.66 Fannie Mae 2018-09-25 4.500000 Government Agency Debt 1000000.00 1069414.00 Fannie Mae 2018-09-25 4.500000 Government Agency Debt 5000.00 749.41 Fannie Mae 2019-07-25 3.400000 Government Agency Debt 373000.00 341516.38 Fannie Mae 2019-07-25 5.000000 Government Agency Debt 20000.00 615.81 Fannie Mae 2020-03-25 2.587000 Government Agency Debt 1051000.00 971894.68 Fannie Mae 2020-07-25 2.259000 Government Agency Debt 6770000.00 6637232.82 Fannie Mae 2021-03-25 8.900000 Government Agency Debt 10000.00 120.21 Fannie Mae 2021-06-25 8.500000 Government Agency Debt 30000.00 526.07 Fannie Mae 2021-10-25 6.000000 Government Agency Debt 3500000.00 559060.61 Fannie Mae 2022-01-25 5.000000 Government Agency Debt 100000000.00 1046303.87 Fannie Mae 2022-07-25 5.000000 Government Agency Debt 25000000.00 1395342.96 Fannie Mae 2022-07-25 5.000000 Government Agency Debt 25000000.00 1333789.99 Fannie Mae 2022-09-25 4.250000 Government Agency Debt 4550000.00 360501.38 Fannie Mae 2022-11-25 0.644700 Government Agency Debt 30000000.00 3093180.79 Fannie Mae 2022-11-25 4.000000 Government Agency Debt 50000000.00 4557127.05 Fannie Mae 2022-11-25 5.375000 Government Agency Debt 11492750.00 366337.84 Fannie Mae 2022-12-25 4.500000 Government Agency Debt 20000000.00 2266062.73 Fannie Mae 2023-04-25 4.350000 Government Agency Debt 12000000.00 1896769.86 Fannie Mae 2023-04-25 7.000000 Government Agency Debt 5000.00 189.72 Fannie Mae 2023-04-25 7.250000 Government Agency Debt 5100000.00 809966.35 Fannie Mae 2023-05-25 1.350000 Government Agency Debt 10315000.00 167507.29 Fannie Mae 2023-06-25 1.540000 Government Agency Debt 7100000.00 437430.18 Fannie Mae 2023-06-25 6.500000 Government Agency Debt 20000.00 5313.64 Fannie Mae 2023-07-25 6.500000 Government Agency Debt 74000.00 18520.13 Fannie Mae 2023-07-25 6.500000 Government Agency Debt 10000.00 583.95 Fannie Mae 2023-08-25 5.000000 Government Agency Debt 10000.00 11012.01 Fannie Mae 2023-09-25 6.500000 Government Agency Debt 35000.00 8767.51 Fannie Mae 2023-10-25 1.380000 Government Agency Debt 6000000.00 957488.15 Fannie Mae 2023-10-25 4.875000 Government Agency Debt 60500000.00 5408827.15 Fannie Mae 2023-10-25 6.500000 Government Agency Debt 30000.00 26092.15 Fannie Mae 2023-12-25 4.000000 Government Agency Debt 3500000.00 3715041.17 Fannie Mae 2023-12-25 4.500000 Government Agency Debt 530000.00 194857.58 Fannie Mae 2023-12-25 6.500000 Government Agency Debt 10000.00 3750.21 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2034-08-25 6.250000 Government Agency Debt 55200000.00 2351551.62 Fannie Mae 2034-12-25 5.500000 Government Agency Debt 1000000.00 1102751.33 Fannie Mae 2034-12-25 5.500000 Government Agency Debt 13000.00 14595.53 Fannie Mae 2034-12-25 5.550000 Government Agency Debt 14400000.00 4789735.01 Fannie Mae 2035-05-25 5.500000 Government Agency Debt 1390000.00 1555011.53 Fannie Mae 2035-06-25 0.534500 Government Agency Debt 27702659.00 3745002.12 Fannie Mae 2035-06-25 4.500000 Government Agency Debt 5372000.00 2378826.43 Fannie Mae 2035-06-25 5.000000 Government Agency Debt 22000.00 23944.57 Fannie Mae 2035-06-25 5.250000 Government Agency Debt 7000.00 7666.54 Fannie Mae 2035-08-25 5.000000 Government Agency Debt 5000.00 4033.86 Fannie Mae 2035-08-25 5.500000 Government Agency Debt 16800000.00 2916595.22 Fannie Mae 2035-09-25 5.500000 Government Agency Debt 14620000.00 3455302.24 Fannie Mae 2035-10-25 0.735000 Government Agency Debt 2138040.00 704008.38 Fannie Mae 2035-12-25 5.500000 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23489633.00 6005330.55 Fannie Mae 2037-03-25 6.000000 Government Agency Debt 2588000.00 2927035.76 Fannie Mae 2037-03-25 6.000000 Government Agency Debt 3882000.00 1432983.37 Fannie Mae 2037-04-25 5.500000 Government Agency Debt 55000.00 61857.03 Fannie Mae 2037-04-25 5.750000 Government Agency Debt 13070000.00 4212443.49 Fannie Mae 2037-05-25 0.484500 Government Agency Debt 165000.00 83111.13 Fannie Mae 2037-06-25 0.535000 Government Agency Debt 2861097.00 1011638.04 Fannie Mae 2037-06-25 1.655000 Government Agency Debt 3047094.00 954806.44 Fannie Mae 2037-07-25 0.594700 Government Agency Debt 10000000.00 3548586.80 Fannie Mae 2037-07-25 0.644700 Government Agency Debt 5000000.00 2038752.80 Fannie Mae 2037-07-25 5.000000 Government Agency Debt 3120000.00 1674965.63 Fannie Mae 2037-08-25 5.000000 Government Agency Debt 10200000.00 2985704.47 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 5000000.00 5671580.00 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 3194100.00 3643059.50 Fannie Mae 2037-08-25 6.959000 Government Agency Debt 10000000.00 2800357.75 Fannie Mae 2037-09-25 6.000000 Government Agency Debt 4500000.00 5025181.50 Fannie Mae 2037-10-25 5.968000 Government Agency Debt 10250000.00 3062917.09 Fannie Mae 2037-11-25 6.000000 Government Agency Debt 10000000.00 2075810.27 Fannie Mae 2038-01-25 4.000000 Government Agency Debt 8000000.00 4120690.13 Fannie Mae 2038-02-25 5.500000 Government Agency Debt 10000.00 9848.22 Fannie Mae 2038-03-25 1.034500 Government Agency Debt 8100000.00 1960943.45 Fannie Mae 2039-10-25 4.500000 Government Agency Debt 4735000.00 2860627.78 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 7784002.00 4996212.01 Fannie Mae 2040-01-25 5.000000 Government Agency Debt 100000.00 103842.17 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 4863333.00 4869774.33 Fannie Mae 2045-09-25 5.500000 Government Agency Debt 28000000.00 6156682.72 Fannie Mae 2047-06-25 6.000000 Government Agency Debt 4000000.00 4521240.00 Freddie Mac 2015-01-15 5.500000 Government Agency Debt 385250.00 145619.35 Freddie Mac 2016-05-15 4.000000 Government Agency Debt 10000000.00 230545.61 Freddie Mac 2016-08-15 4.000000 Government Agency Debt 23000000.00 847818.07 Freddie Mac 2016-10-15 4.000000 Government Agency Debt 15000000.00 749159.98 Freddie Mac 2017-05-15 4.500000 Government Agency Debt 7441500.00 3880438.72 Freddie Mac 2018-01-15 4.500000 Government Agency Debt 17500000.00 2409665.98 Freddie Mac 2018-03-15 4.150000 Government Agency Debt 11000000.00 916371.04 Freddie Mac 2018-04-15 5.000000 Government Agency Debt 10000000.00 1323453.23 Freddie Mac 2018-11-15 4.500000 Government Agency Debt 20000000.00 2884582.49 Freddie Mac 2018-12-15 5.750000 Government Agency Debt 1521376.00 155271.25 Freddie Mac 2019-02-15 4.500000 Government Agency Debt 1500000.00 1631776.50 Freddie Mac 2019-03-15 4.500000 Government Agency Debt 5000000.00 82148.06 Freddie Mac 2019-05-15 5.000000 Government Agency Debt 10000.00 979.34 Freddie 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2022-08-15 4.000000 Government Agency Debt 4000000.00 2114465.66 Freddie Mac 2022-08-15 5.000000 Government Agency Debt 25000000.00 1561901.41 Freddie Mac 2022-10-15 4.000000 Government Agency Debt 25000000.00 2972030.91 Freddie Mac 2022-11-15 4.000000 Government Agency Debt 5600000.00 3346113.28 Freddie Mac 2022-12-15 5.500000 Government Agency Debt 25000000.00 2571185.92 Freddie Mac 2023-05-15 4.750000 Government Agency Debt 43500000.00 4648159.54 Freddie Mac 2023-06-15 5.000000 Government Agency Debt 4000000.00 473742.07 Freddie Mac 2023-07-15 1.629000 Government Agency Debt 6357000.00 3218262.90 Freddie Mac 2023-09-15 6.000000 Government Agency Debt 6000000.00 407041.20 Freddie Mac 2023-10-15 6.500000 Government Agency Debt 55000.00 14713.68 Freddie Mac 2023-11-15 5.000000 Government Agency Debt 30000.00 699.02 Freddie Mac 2024-03-15 5.250000 Government Agency Debt 2100000.00 394197.71 Freddie Mac 2024-05-15 4.000000 Government Agency Debt 5000000.00 2480994.35 Freddie Mac 2024-05-15 4.000000 Government Agency Debt 4300000.00 1136145.25 Freddie Mac 2024-12-15 3.500000 Government Agency Debt 2400000.00 2282025.48 Freddie Mac 2025-02-15 3.000000 Government Agency Debt 2400000.00 2139156.37 Freddie Mac 2025-03-15 3.500000 Government Agency Debt 2300000.00 2241060.38 Freddie Mac 2025-08-15 3.500000 Government Agency Debt 330000.00 319162.04 Freddie Mac 2025-11-15 4.000000 Government Agency Debt 3500000.00 2994695.00 Freddie Mac 2026-04-15 3.000000 Government Agency Debt 800000.00 706772.74 Freddie Mac 2027-05-15 4.000000 Government Agency Debt 9335475.00 6428678.42 Freddie Mac 2027-05-15 6.000000 Government Agency Debt 2000000.00 2252092.00 Freddie Mac 2027-10-15 5.000000 Government Agency Debt 8000000.00 2057973.18 Freddie Mac 2028-01-15 4.250000 Government Agency Debt 12000000.00 1201004.52 Freddie Mac 2028-03-15 6.500000 Government Agency Debt 25000.00 9486.43 Freddie Mac 2028-03-15 6.950000 Government Agency Debt 25000000.00 5275377.40 Freddie Mac 2028-04-15 3.000000 Government Agency Debt 3000000.00 2506637.73 Freddie Mac 2028-06-15 3.500000 Government Agency Debt 3199474.00 3144764.48 Freddie Mac 2028-08-15 3.500000 Government Agency Debt 810000.00 780947.86 Freddie Mac 2028-08-15 5.250000 Government Agency Debt 25700000.00 2543407.36 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 4425000.00 4341075.02 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 400000.00 393212.58 Freddie Mac 2028-11-15 4.000000 Government Agency Debt 1695000.00 1676171.36 Freddie Mac 2028-12-15 0.679000 Government Agency Debt 56250000.00 993705.58 Freddie Mac 2029-02-15 5.500000 Government Agency Debt 3333333.00 3472901.75 Freddie Mac 2029-04-15 4.500000 Government Agency Debt 6000000.00 2203567.00 Freddie Mac 2029-04-15 6.500000 Government Agency Debt 25000.00 28470.32 Freddie Mac 2030-01-15 4.500000 Government Agency Debt 24475000.00 4760044.74 Freddie Mac 2030-09-15 5.000000 Government Agency Debt 1600000.00 1516418.29 Freddie Mac 2030-10-15 4.250000 Government Agency Debt 58000000.00 5757298.75 Freddie Mac 2030-11-15 4.000000 Government Agency Debt 62000000.00 6197182.16 Freddie Mac 2031-02-15 5.500000 Government Agency Debt 3000000.00 489291.43 Freddie Mac 2031-11-15 4.500000 Government Agency Debt 10000000.00 1544458.93 Freddie Mac 2032-02-15 1.229000 Government Agency Debt 25000000.00 1175360.18 Freddie Mac 2032-05-15 4.500000 Government Agency Debt 2000000.00 2162102.00 Freddie Mac 2032-06-15 3.750000 Government Agency Debt 19300000.00 4061429.76 Freddie Mac 2032-06-15 5.000000 Government Agency Debt 1200000.00 1283127.20 Freddie Mac 2032-07-15 5.000000 Government Agency Debt 3550000.00 3782072.97 Freddie Mac 2032-07-15 6.000000 Government Agency Debt 10000000.00 5398697.03 Freddie Mac 2032-07-15 6.000000 Government Agency Debt 11372932.00 4497537.39 Freddie Mac 2032-09-15 3.500000 Government Agency Debt 3000000.00 625993.67 Freddie Mac 2032-09-15 6.000000 Government Agency Debt 2000000.00 1932946.28 Freddie Mac 2032-10-15 5.250000 Government Agency Debt 19500000.00 6115504.89 Freddie Mac 2032-10-15 5.500000 Government Agency Debt 5780000.00 3195376.39 Freddie Mac 2032-11-15 5.000000 Government Agency Debt 2380000.00 2571762.95 Freddie Mac 2032-11-15 5.000000 Government Agency Debt 1000.00 707.78 Freddie Mac 2032-11-15 6.000000 Government Agency Debt 3210000.00 2284112.83 Freddie Mac 2032-11-15 6.000000 Government Agency Debt 1000.00 894.93 Freddie Mac 2032-12-15 4.500000 Government Agency Debt 41000000.00 4036670.30 Freddie Mac 2032-12-15 5.500000 Government Agency Debt 10000.00 11223.30 Freddie Mac 2032-12-15 5.500000 Government Agency Debt 8000.00 9040.43 Freddie Mac 2033-01-15 5.300000 Government Agency Debt 80000.00 19172.46 Freddie Mac 2033-02-15 4.500000 Government Agency Debt 10000000.00 4689640.25 Freddie Mac 2033-02-15 5.000000 Government Agency Debt 5072000.00 5512846.41 Freddie Mac 2033-02-15 5.000000 Government Agency Debt 27000.00 27642.05 Freddie Mac 2033-02-15 5.500000 Government Agency Debt 51000.00 58038.27 Freddie Mac 2033-02-15 5.500000 Government Agency Debt 44000.00 48711.71 Freddie Mac 2033-03-15 4.000000 Government Agency Debt 43000000.00 4566271.18 Freddie Mac 2033-04-15 5.000000 Government Agency Debt 1025000.00 1109385.86 Freddie Mac 2033-04-15 5.500000 Government Agency Debt 2690000.00 2799976.17 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 3461000.00 3734179.04 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 1660000.00 1778292.71 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 1590000.00 1731490.39 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 1400000.00 1499489.13 Freddie Mac 2033-05-15 5.500000 Government Agency Debt 2000000.00 2112158.67 Freddie Mac 2033-05-15 5.500000 Government Agency Debt 12000.00 13683.65 Freddie Mac 2033-06-15 5.000000 Government Agency Debt 3000000.00 3232355.00 Freddie Mac 2033-06-15 5.000000 Government Agency Debt 1836000.00 1987970.62 Freddie Mac 2033-06-15 5.000000 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5900000.00 6565394.13 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 49000.00 53008.36 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 1000.00 1136.45 Freddie Mac 2034-03-15 4.250000 Government Agency Debt 25000000.00 5725703.20 Freddie Mac 2034-03-15 5.000000 Government Agency Debt 14000.00 15566.69 Freddie Mac 2034-04-15 5.000000 Government Agency Debt 3750000.00 4034046.25 Freddie Mac 2034-04-15 6.000000 Government Agency Debt 1000000.00 1118562.00 Freddie Mac 2034-05-15 5.500000 Government Agency Debt 110000.00 125109.97 Freddie Mac 2034-06-15 5.500000 Government Agency Debt 25000.00 28446.48 Freddie Mac 2034-06-15 6.000000 Government Agency Debt 2992000.00 3150279.79 Freddie Mac 2034-06-15 6.000000 Government Agency Debt 8000.00 8404.74 Freddie Mac 2034-07-15 6.000000 Government Agency Debt 4000000.00 4650300.00 Freddie Mac 2034-08-15 5.000000 Government Agency Debt 2000000.00 2165193.33 Freddie Mac 2034-10-15 5.000000 Government Agency Debt 4300000.00 4697469.07 Freddie Mac 2034-11-15 0.543300 Government Agency Debt 5500000.00 5138635.90 Freddie Mac 2034-12-15 5.000000 Government Agency Debt 3125000.00 3402355.21 Freddie Mac 2034-12-15 5.500000 Government Agency Debt 10000.00 10779.20 Freddie Mac 2035-02-15 4.500000 Government Agency Debt 12000000.00 6006115.15 Freddie Mac 2035-02-15 4.500000 Government Agency Debt 6600000.00 985460.19 Freddie Mac 2035-02-15 5.000000 Government Agency Debt 17000.00 18962.70 Freddie Mac 2035-02-15 5.000000 Government Agency Debt 30999.00 12137.96 Freddie Mac 2035-03-15 4.750000 Government Agency Debt 152000.00 19618.70 Freddie Mac 2035-09-15 5.500000 Government Agency Debt 8200000.00 1873014.56 Freddie Mac 2035-10-15 6.000000 Government Agency Debt 14765000.00 1095335.27 Freddie Mac 2035-11-15 1.229000 Government Agency Debt 15000000.00 5246907.59 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 15140000.00 2897264.47 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 14410000.00 1480355.02 Freddie 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Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7997973.33 0.0002 N 7999422.40 7999422.40 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49982583.33 0.0015 N 49993000.00 49993000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAN5 Government Agency Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40091000.00 40084863.85 0.0012 N 40090198.18 40090198.18 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 150000000.00 149976249.99 0.0045 N 149995500.00 149995500.00 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 49345000.00 49336926.61 0.0015 N 49343519.65 49343519.65 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 135000000.00 134974350.00 0.0041 N 134994600.00 134994600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB36 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 25386000.00 25384258.24 0.0008 N 25384984.56 25384984.56 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB85 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 50000000.00 49996041.67 0.0015 N 49997500.00 49997500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GC68 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 61630000.00 61621217.72 0.0019 N 61624453.30 61624453.30 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 0.0006 N 19996600.00 19996600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GD67 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 7000000.00 6998226.67 0.0002 N 6998810.00 6998810.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GG23 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 57000000.00 56980145.00 0.0017 N 56983470.00 56983470.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GG56 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 11000000.00 10995936.11 0.0003 N 10996480.00 10996480.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JA72 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 56308000.00 56299976.11 0.0017 N 56302932.28 56302932.28 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 70160000.00 70155186.25 0.0021 N 70157193.60 70157193.60 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 80000000.00 79986911.11 0.0024 N 79992000.00 79992000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG81 Government Agency Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35000000.00 34993165.28 0.0011 N 34995800.00 34995800.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KH23 Government Agency Debt N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47709000.00 47698424.51 0.0014 N 47702320.74 47702320.74 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KH56 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 291000000.00 290933959.18 0.0087 N 290956350.00 290956350.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M2V1 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 75000000.00 74987729.16 0.0023 N 74992500.00 74992500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M3G3 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35000000.00 34990948.61 0.0011 N 34993700.00 34993700.00 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 8000000.00 7997044.44 0.0002 N 7997440.00 7997440.00 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 165000000.00 165000000.00 0.0050 N 164997987.00 164997987.00 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 185000000.00 185000000.00 0.0056 N 184998150.00 184998150.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking 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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 49000000.00 48994555.55 0.0015 N 48995590.00 48995590.00 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 85113000.00 85075479.35 0.0026 N 85065336.72 85065336.72 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 40032000.00 40011450.24 0.0012 N 40005178.56 40005178.56 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 26000000.00 25987765.56 0.0008 N 25982580.00 25982580.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 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 1000000.00 999511.11 0.0000 N 999290.00 999290.00 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 50000000.00 49971180.56 0.0015 N 49962000.00 49962000.00 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 33000000.00 32982290.00 0.0010 N 32974590.00 32974590.00 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 18439000.00 18438805.37 0.0006 N 18438815.61 18438815.61 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 39028000.00 39019272.90 0.0012 N 39019804.12 39019804.12 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23289000.00 23282601.99 0.0007 N 23282479.08 23282479.08 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 48000000.00 47985333.33 0.0014 N 47983680.00 47983680.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XAQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 136000000.00 136000000.00 0.0041 N 136089760.00 136089760.00 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 87000000.00 87000000.00 0.0026 N 87000000.00 87000000.00 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 89000000.00 89000000.00 0.0027 N 89008010.00 89008010.00 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 113000000.00 113000000.00 0.0034 N 113012430.00 113012430.00 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 348000000.00 348000000.00 0.0105 N 348031320.00 348031320.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6K4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 240000000.00 240000000.00 0.0072 N 240024000.00 240024000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112Y6Q1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 119000000.00 119000000.00 0.0036 N 119016660.00 119016660.00 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 101000000.00 101000000.00 0.0030 N 101011110.00 101011110.00 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 6000000.00 6000000.00 0.0002 N 6000060.00 6000060.00 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 49000000.00 49000000.00 0.0015 N 49000490.00 49000490.00 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 175000000.00 175000000.00 0.0053 N 174993000.00 174993000.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M120119_2M49 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2040-09-01 4.500000 Government Agency Debt 63132247.00 55080000.46 First Tier Security N/A N/A 2012-01-19 2012-01-19 Y UBS Securities LLC N/A N/A N N 54000000.00 54000000.00 0.0016 N 54002700.00 54002700.00 UBS Securities LLC UBS Securities LLC 0.120000% 99EPPA003_0.1200_M111101_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2025-11-01 4.000000 Government Agency Debt 19723498.00 19483211.60 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 18272907.00 18917325.99 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 18197728.00 18806721.47 Fannie Mae 2030-09-01 4.500000 Government Agency Debt 20630000.00 19278599.20 Fannie Mae 2038-06-01 6.000000 Government Agency Debt 29390250.00 18699560.82 Fannie Mae 2040-04-01 3.573000 Government Agency Debt 30077248.00 19432837.42 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 17183162.00 17571024.10 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 19727814.00 19575538.52 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 18762041.00 19546224.72 Freddie Mac 2025-05-01 4.500000 Government Agency Debt 21231933.00 19062855.74 Freddie Mac 2041-03-01 5.000000 Government Agency Debt 18097729.00 19353474.98 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 18197766.00 19275086.23 Freddie Mac 2041-10-01 3.500000 Government Agency Debt 18545739.00 18786363.78 Freddie Mac 2041-10-01 3.500000 Government Agency Debt 13020297.00 13189231.01 Freddie Mac 2041-10-01 4.000000 Government Agency Debt 18800000.00 19521945.07 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 275000000.00 275000000.00 0.0083 N 275000000.00 275000000.00 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 29000000.00 28995972.22 0.0009 N 28996520.00 28996520.00 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 8000000.00 7998333.33 0.0002 N 7998400.00 7998400.00 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 25000000.00 25000000.00 0.0008 N 25001750.00 25001750.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 68000000.00 68000000.00 0.0020 N 67997280.00 67997280.00 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 71000000.00 70999996.05 0.0021 N 70999929.00 70999929.00 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 59000000.00 59132135.42 0.0018 N 59140597.00 59140597.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY17 Other Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 53000000.00 53000000.00 0.0016 N 53000000.00 53000000.00 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 7000000.00 6999595.56 0.0002 N 6999580.00 6999580.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZC2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 52000000.00 51988747.78 0.0016 N 51988560.00 51988560.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.319000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2011-11-01 2012-07-01 N N N 96000000.00 96000000.00 0.0029 N 96002880.00 96002880.00 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 30000000.00 29982291.66 0.0009 N 29978700.00 29978700.00 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 38000000.00 37992463.33 0.0011 N 37993540.00 37993540.00 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 46000000.00 45990340.00 0.0014 N 45991260.00 45991260.00 Victory Receivables Corp Victory Receivables Corp 0.110000% 92646LY12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 50000000.00 50000000.00 0.0015 N 49999790.00 49999790.00 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 0.0030 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 215000000.00 215000000.00 0.0065 N 215010750.00 215010750.00 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 169000000.00 169000000.00 0.0051 N 168940850.00 168940850.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C0A33 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 251000000.00 250868225.00 0.0075 N 250897090.00 250897090.00 Westpac Banking Corp Westpac Banking Corp 0.220000% 9612C1Y19 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 50000000.00 50000000.00 0.0015 N 50000000.00 50000000.00 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 82000000.00 81978475.00 0.0025 N 81990980.00 81990980.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 318225.96 318225.96 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. 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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 860872.70 860872.70 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 1829731.39 1829731.39 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 1583998.47 1583998.47 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 278451.89 278451.89 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 241055.80 241055.80 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 198898.89 198898.89 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 172186.77 172186.77 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 79556.24 79556.24 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 68871.84 68871.84 Windmill Funding Corp Windmill Funding Corp 0.260000% 97342KY44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 77000000.00 76998331.67 0.0023 N 76999230.00 76999230.00 Windmill Funding Corp Windmill Funding Corp 0.260000% 97342KY85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 54000000.00 53997270.00 0.0016 N 53998380.00 53998380.00 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 50000000.00 49997333.33 0.0015 N 49998500.00 49998500.00 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 13000000.00 12999220.00 0.0004 N 12999480.00 12999480.00 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 1000000.00 999881.95 0.0000 N 999920.00 999920.00 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 8000000.00 7998833.33 0.0002 N 7999200.00 7999200.00