0001145549-11-012598.txt : 20120130 0001145549-11-012598.hdr.sgml : 20120130 20111207131357 ACCESSION NUMBER: 0001145549-11-012598 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111130 FILED AS OF DATE: 20111207 DATE AS OF CHANGE: 20111207 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: 111247906 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-11-30 0000857156 S000004499 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 32 46 14234058963.28 3244568.52 5876223.47 14231427308.33 0.0023 1.0000 2011-11-30 1.0000 2011-11-30 C000012373 1.00 14231427308.33 1.00 -201022170.63 2790966449.61 2991988620.24 0.0001 1.0000 2011-11-30 1.0000 2011-11-30 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LA30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 37400000.00 37392114.83 0.0026 N 37392894.00 37392894.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221JA39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7997800.00 0.0006 N 7998400.00 7998400.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221JA47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6997884.44 0.0005 N 6998502.70 6998502.70 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZ13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 84000000.00 84000000.00 0.0059 N 84000000.00 84000000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19997222.22 0.0014 N 19998000.00 19998000.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 19000000.00 18994600.83 0.0013 N 18996200.00 18996200.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.270000% 04014BZM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 71000000.00 70989350.00 0.0050 N 70992900.00 70992900.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 43000000.00 42998447.22 0.0030 N 42999570.00 42999570.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999965.28 0.0001 N 999990.00 999990.00 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 2000000.00 1999725.55 0.0001 N 1999920.00 1999920.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.275000% 05253ABA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 3000000.00 2998372.93 0.0002 N 2999070.00 2999070.00 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 22000000.00 21997708.33 0.0015 N 21999340.00 21999340.00 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 8000000.00 8000000.00 0.0006 N 8001280.00 8001280.00 Bank of America, NA Bank of America, NA 0.300000% 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First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 47000000.00 47000000.00 0.0033 N 47005170.00 47005170.00 Bank of Montreal Bank of Montreal 0.120000% 06366WTB0 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 80000000.00 80000000.00 0.0056 N 80000000.00 80000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 3000000.00 3000000.00 0.0002 N 3000060.00 3000060.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 77000000.00 77000000.00 0.0054 N 77002310.00 77002310.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D5H4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 66000000.00 66000000.00 0.0046 N 66005280.00 66005280.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 9000000.00 0.0006 N 9000900.00 9000900.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EAL7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 1000000.00 1000000.00 0.0001 N 1000120.00 1000120.00 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 6000000.00 6000000.00 0.0004 N 6000180.00 6000180.00 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 5000000.00 5000000.00 0.0004 N 5000950.00 5000950.00 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 97000000.00 97000000.00 0.0068 N 97020370.00 97020370.00 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 23000000.00 23000000.00 0.0016 N 23004830.00 23004830.00 Bank of Nova Scotia Bank of Nova Scotia 0.310000% 06417ENK5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 30000000.00 30000000.00 0.0021 N 30001800.00 30001800.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.600000% 06417EPH0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 49000000.00 49000000.00 0.0034 N 49006860.00 49006860.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EPL1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 2000000.00 2000000.00 0.0001 N 2000280.00 2000280.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQF3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 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14519354.65 Fannie Mae 2039-03-01 5.000000 Government Agency Debt 30155011.00 14620880.57 Fannie Mae 2039-10-01 4.603000 Government Agency Debt 23524107.00 14331399.92 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 16621104.00 14623837.29 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 18443408.00 14804633.85 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 14887434.00 14884415.80 Fannie Mae 2041-01-01 3.027000 Government Agency Debt 16421472.00 13231472.25 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 12776208.00 13440105.28 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 13053406.00 13809283.32 Fannie Mae 2041-10-01 2.808000 Government Agency Debt 14786388.00 14875047.94 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 300000000.00 300000000.00 0.0211 N 300000000.00 300000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 991JCA005_0.2800_M111201_2M54 0001074042 Other Repurchase Agreement N AMERICAN WTR WKS CO INC NEW 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MOSAIC CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749996.37 NATIONAL PRESTO INDS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749948.92 NICOR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749968.66 NRG ENERGY INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749982.52 SCRIPPS NETWORKS INTERACT INCL A COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 715228.96 SEABOARD CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 748680.00 SMITH A O COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749970.64 ST JUDE MED INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749989.66 UNITEDHEALTH GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749954.48 WESTERN DIGITAL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749977.62 YUM BRANDS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 749962.07 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 15000000.00 15000000.00 0.0011 Repurchase agreement collateralized by common stock and ETFs. N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-02-01 5.500000 Government Agency Debt 756667.00 214466.35 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 6674.00 2685.65 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 14048851.00 8116962.11 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 39303.00 38135.87 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 8000000.00 8000000.00 0.0006 N 8000000.00 8000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M111207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1302849.00 1330078.03 Fannie Mae 2031-10-01 3.500000 Government Agency Debt 38748392.00 40104489.70 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 21625235.00 7251603.03 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 20000000.00 7214513.65 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 25087947.00 7166075.81 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 900462.00 270253.38 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 16308884.00 7142730.20 Fannie Mae 2039-04-01 5.000000 Government Agency Debt 10340415.00 7124465.57 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 34942.00 31313.21 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 1466587.00 1441900.53 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 140192.00 136028.91 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 6900000.00 7184297.92 Freddie Mac 2031-06-15 0.843000 Government Agency Debt 2314374.00 89346.29 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 83000000.00 83000000.00 0.0058 N 83000000.00 83000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M111207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1317208.00 1344737.13 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 772245.00 249658.68 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 2280576.00 646396.39 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 61897050.00 18637095.19 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 67216091.00 58264548.56 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 4220.00 4094.68 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 52797.00 52860.12 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 76000000.00 76000000.00 0.0053 N 75999240.00 75999240.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M111207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 3.500000 Government Agency Debt 8418444.00 8606150.65 Fannie Mae 2037-01-01 5.500000 Government Agency Debt 78226355.00 27770239.33 Fannie Mae 2040-01-01 3.492000 Government Agency Debt 50270884.00 33182394.48 Fannie Mae 2040-08-01 3.312000 Government Agency Debt 46621142.00 35196313.23 Fannie Mae 2040-10-01 3.594000 Government Agency Debt 37603826.00 32660321.67 Fannie Mae 2041-11-01 2.582000 Government Agency Debt 33179155.00 34184581.09 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 165000000.00 165000000.00 0.0116 N 164996700.00 164996700.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M111207_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-10-01 3.500000 Government Agency Debt 6563089.00 6808669.67 Fannie Mae 2036-07-01 6.500000 Government Agency Debt 198987115.00 54097752.02 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 56669683.00 20213578.65 First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 78000000.00 78000000.00 0.0055 N 77998440.00 77998440.00 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 88000000.00 88000000.00 0.0062 N 87999120.00 87999120.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601VAK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 3043000.00 3042213.04 0.0002 N 3041874.09 3041874.09 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 30601VBN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 20515000.00 20504594.33 0.0014 N 20495510.75 20495510.75 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.230000% 30601WZ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 16000000.00 15999386.67 0.0011 N 15999520.00 15999520.00 Fannie Mae Fannie Mae 0.020000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 2400000.00 2400000.00 0.0002 N 2400000.00 2400000.00 Fannie Mae Fannie Mae 0.030000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 12245000.00 12244938.77 0.0009 N 12244975.51 12244975.51 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 29798000.00 29796812.22 0.0021 N 29797672.22 29797672.22 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 3000000.00 2999860.00 0.0002 N 2999961.00 2999961.00 Fannie Mae Fannie Mae 0.035000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 34200000.00 34197938.50 0.0024 N 34199418.60 34199418.60 Fannie Mae Fannie Mae 0.030000% 313588TA3 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 23200000.00 23198569.33 0.0016 N 23199512.80 23199512.80 Fannie Mae Fannie Mae 0.040000% 313588TC9 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 15000000.00 14998733.33 0.0011 N 14999685.00 14999685.00 Fannie Mae Fannie Mae 0.030000% 313588TL9 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 15000000.00 14998950.00 0.0011 N 14999655.00 14999655.00 Fannie Mae Fannie Mae 0.020000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 5000000.00 4999750.00 0.0004 N 4999875.00 4999875.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 9000000.00 8999996.25 0.0006 N 9000000.00 9000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384QD4 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 3000000.00 2999983.33 0.0002 N 2999997.00 2999997.00 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 111000000.00 110999815.01 0.0078 N 110999778.00 110999778.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 195000000.00 194999349.99 0.0137 N 194999610.00 194999610.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 96000000.00 95998800.00 0.0067 N 95999616.00 95999616.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 76000000.00 75997720.00 0.0053 N 75999240.00 75999240.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 35000000.00 34998775.00 0.0025 N 34999650.00 34999650.00 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 23000000.00 22998690.28 0.0016 N 22999747.00 22999747.00 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 20000000.00 19998666.67 0.0014 N 19999740.00 19999740.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 19175000.00 19173977.33 0.0013 N 19174750.73 19174750.73 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 8560000.00 8559372.26 0.0006 N 8559888.72 8559888.72 Federal Home Loan Bank Federal Home Loan Bank 0.033000% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 15000000.00 14999243.75 0.0011 N 14999775.00 14999775.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 33000000.00 32998102.50 0.0023 N 32999373.00 32999373.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 84250000.00 84245015.21 0.0059 N 84248315.00 84248315.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 63000000.00 62995905.01 0.0044 N 62998614.00 62998614.00 Freddie Mac Freddie Mac 0.035000% 313396QS5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 14000000.00 13999755.00 0.0010 N 13999930.00 13999930.00 Freddie Mac Freddie Mac 0.030000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 16000000.00 15999480.00 0.0011 N 15999824.00 15999824.00 Freddie Mac Freddie Mac 0.035000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 10000000.00 9999620.83 0.0007 N 9999890.00 9999890.00 Freddie Mac Freddie Mac 0.020000% 313396RX3 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 3000000.00 2999921.66 0.0002 N 2999961.00 2999961.00 Freddie Mac Freddie Mac 0.040000% 313396SA2 Government Agency Debt N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 15600000.00 15599133.33 0.0011 N 15599781.60 15599781.60 Freddie Mac Freddie Mac 0.020000% 313396SD6 Government Agency Debt N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 16700000.00 16699508.28 0.0012 N 16699749.50 16699749.50 Freddie Mac Freddie Mac 0.030000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 62000000.00 61996538.34 0.0044 N 61998822.00 61998822.00 Freddie Mac Freddie Mac 0.035000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 25000000.00 24998371.52 0.0018 N 24999525.00 24999525.00 Freddie Mac Freddie Mac 0.030000% 313396SV6 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 19275000.00 19273891.69 0.0014 N 19274633.78 19274633.78 Freddie Mac Freddie Mac 0.030000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 30000000.00 29998150.00 0.0021 N 29999370.00 29999370.00 Freddie Mac Freddie Mac 0.035000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 20000000.00 19998405.56 0.0014 N 19999540.00 19999540.00 Freddie Mac Freddie Mac 0.291100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-11-09 N N N 125000000.00 125000000.00 0.0088 N 125128250.00 125128250.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.310000% 3686M1Z25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 44000000.00 43999621.11 0.0031 N 43999560.00 43999560.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 65000000.00 64984652.77 0.0046 N 64995450.00 64995450.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 10000000.00 9997569.44 0.0007 N 9999300.00 9999300.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HA98 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 19000000.00 18995883.33 0.0013 N 18998290.00 18998290.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 48000000.00 47985786.67 0.0034 N 47995680.00 47995680.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 4000000.00 3998906.67 0.0003 N 3999640.00 3999640.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HC96 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 68000000.00 67938290.00 0.0048 N 67961920.00 67961920.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 110000000.00 109990833.33 0.0077 N 109996700.00 109996700.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 33000000.00 32995875.00 0.0023 N 32998680.00 32998680.00 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 4000000.00 3999250.00 0.0003 N 3999800.00 3999800.00 General Electric Co General Electric Co 0.140000% 36960MZ55 Other Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 192000000.00 191997013.33 0.0135 N 191998080.00 191998080.00 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 52000000.00 51997775.55 0.0037 N 51998960.00 51998960.00 General Electric Co General Electric Co 0.150000% 36960MZT3 Other Commercial Paper N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 45000000.00 44995125.00 0.0032 N 44997750.00 44997750.00 GFRE Holdings LLC GFRE Holdings LLC 0.260000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399H002_0.1400_M111201_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2029-05-01 4.500000 Government Agency Debt 14552620.00 10299164.61 Fannie Mae 2041-02-01 3.056000 Government Agency Debt 7806846.00 7408654.56 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 65141564.00 69429810.25 Freddie Mac 2041-08-01 5.000000 Government Agency Debt 66103842.00 70362370.79 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 150000000.00 150000000.00 0.0105 N 150000000.00 150000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120207_2M54 0000769993 Other Repurchase Agreement N ALLIANT ENERGY CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 953507.88 ALTRIA GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1489036.25 AMDOCS LTD ORD 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749977.49 AT&T INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749994.52 CORE LABORATORIES N V COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3228412.80 DENBURY RES INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3484119.40 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749999.04 DU PONT E I DE NEMOURS & CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749979.80 FIRST REP BK SAN FRAN CALI NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 787018.36 GENWORTH FINL INC COM CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749998.86 HARLEY DAVIDSON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 981442.80 HYPERDYNAMICS CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1053053.76 INTREPID POTASH INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1108318.60 MERCK & CO INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749975.84 MIDWAY GOLD CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 89088.30 MOTOROLA SOLUTIONS INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3211483.00 NISOURCE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749994.30 NRG ENERGY INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749988.64 ORBITAL SCIENCES CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1151901.81 PFIZER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749981.20 PLAINS EXPL& PRODTN CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749970.42 PROGRESS ENERGY INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749992.76 REGAL ENTMT GROUP CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1011608.45 SANDRIDGE ENERGY INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1340913.14 SCOTTS MIRACLE GRO CO CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1136215.08 SIX FLAGS ENTMT CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1331884.80 SMITH A O COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1145977.64 ST JOE CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1038842.20 TEEKAY CORPORATION COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1484710.50 TOTAL SYS SVCS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1436738.49 TWO HBRS INVT CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749991.70 VERIZON COMMUNICATIONS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3749996.25 WALGREEN CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1262519.46 WELLS FARGO & CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1273422.64 First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 75000000.00 75000000.00 0.0053 Repurchase agreement collateralized by common stock and ETFs. Y 75063000.00 75063000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2M54 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 851866.62 ALLIED WRLD ASSUR COM HLDG ASHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 707119.96 AMDOCS LTD ORD 2011-11-30 N/A Other Instrument common stock or ETF 0.00 883419.24 BABCOCK & WILCOX CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 694490.75 BOYD GAMING CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699414.44 BPZ RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 627673.59 CAPITAL ONE FINL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 570331.49 CARTER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 550300.08 COMERICA INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 591006.78 COMPASS DIVERSIFIED HOLDINGSSH BEN I 2011-11-30 N/A Other Instrument common stock or ETF 0.00 659795.52 COMPASS MINERALS INTL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 673049.28 DILLARDS INC CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 797391.54 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749992.76 FORTEGRA FINL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 37019.14 FRONTIER COMMUNICATIONS CORPCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 740479.37 FRONTLINE LTD SHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 591560.59 FTI CONSULTING INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 552384.00 GENWORTH FINL INC COM CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 482708.38 GENWORTH FINL INC COM CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 240387.14 GOVERNMENT PPTYS INCOME TR COM SHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 865751.25 GRAY TELEVISION INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 52802.02 HATTERAS FINL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 813696.84 HORACE MANN EDUCATORS CORP NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 837422.40 HUMANA INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 760344.60 LANDAUER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 582760.24 LIVE NATION ENTERTAINMENT INCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 756611.40 LIZ CLAIBORNE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 613232.00 LUMBER LIQUIDATORS HLDGS INCCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 745156.44 NORANDA ALUM HLDG CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 586287.20 NORDIC AMERICAN TANKER SHIPPCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 786743.84 OCEANEERING INTL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 556104.64 OMNICOM GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 873299.28 OWENS ILL INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 615128.50 PARKER DRILLING CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 860155.20 PEABODY ENERGY CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 670372.56 PINNACLE WEST CAP CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 587821.10 PROVIDENT FINL SVCS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 884817.36 REDWOOD TR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 853442.67 RTI INTL METALS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 719734.26 SCHWAB CHARLES CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 905227.11 SIMON PPTY GROUP INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 548228.00 STANDARD MTR PRODS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 708011.78 SYNNEX CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 610499.76 TENNECO INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 600459.12 TJX COS INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 859914.00 TWO HBRS INVT CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 77313.60 UNITED TECHNOLOGIES CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 687471.60 USANA HEALTH SCIENCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 893983.72 VENOCO INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 104114.24 VERIZON COMMUNICATIONS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749998.25 WATSCO INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 652942.78 WELLCARE HEALTH PLANS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 786202.20 XL GROUP PLC SHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 843571.54 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 35000000.00 35000000.00 0.0025 Repurchase agreement collateralized by common stock and ETFs. Y 35032550.00 35032550.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2M54 0000769993 Other Repurchase Agreement N ALLEGHANY CORP DEL COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399946.50 ASPEN INSURANCE HOLDINGS LTDSHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399993.12 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 116979.39 BUNGE LIMITED COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399965.50 CALPINE CORP COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399990.00 CAPITALSOURCE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 283439.66 CONSOLIDATED EDISON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399993.00 DEERE & CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399980.16 EXCO RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399997.52 FOOT LOCKER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399981.42 GOODYEAR TIRE & RUBR CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399992.25 GRACE W R & CO DEL NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399973.14 HORNBECK OFFSHORE SVCS INC NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399988.80 INVESTMENT TECHNOLOGY GRP NECOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399990.33 ISTAR FINL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399995.18 JAGUAR MNG INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399998.90 JOHNSON & JOHNSON COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399971.38 MACYS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399976.70 TEXAS INSTRS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399986.24 V F CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399871.17 VULCAN MATLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399998.31 WESTERN DIGITAL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 399995.40 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 8000000.00 8000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 8000000.00 8000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2M54 0000769993 Other Repurchase Agreement N ALLEGHANY CORP DEL COM 2011-11-30 N/A Other Instrument common stock or ETFc 0.00 699764.55 ASPEN INSURANCE HOLDINGS LTDSHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699981.60 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699948.45 BUNGE LIMITED COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699985.00 CALPINE CORP COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699990.00 CONSOLIDATED EDISON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699987.75 DEERE & CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699927.36 EXCO RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699992.88 FOOT LOCKER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 184868.82 GOODYEAR TIRE & RUBR CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699989.64 GRACE W R & CO DEL NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699972.59 HORNBECK OFFSHORE SVCS INC NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699996.16 INVESTMENT TECHNOLOGY GRP NECOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699995.49 ISTAR FINL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699999.56 JAGUAR MNG INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699994.65 JOHNSON & JOHNSON COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699997.00 MACYS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699974.74 RALCORP HLDGS INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 515782.80 SOUTHWEST AIRLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699996.96 TEXAS INSTRS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699990.24 V F CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699875.22 VULCAN MATLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 699989.42 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 14000000.00 14000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. Y 14000000.00 14000000.00 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 48000000.00 47993093.33 0.0034 N 47996160.00 47996160.00 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 1000000.00 999706.67 0.0001 N 999800.00 999800.00 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 33000000.00 32990026.67 0.0023 N 32993070.00 32993070.00 Govco, LLC Govco, LLC 0.320000% 38362VA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Citibank NA N/A N/A 23000000.00 22992844.45 0.0016 N 22994940.00 22994940.00 Govco, LLC Govco, LLC 0.330000% 38362VA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14995187.50 0.0011 N 14996700.00 14996700.00 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 1000000.00 999653.33 0.0001 N 999730.00 999730.00 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 6000000.00 5997493.33 0.0004 N 5997780.00 5997780.00 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 4000000.00 3998257.78 0.0003 N 3998400.00 3998400.00 Govco, LLC Govco, LLC 0.350000% 38362VB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Citibank NA N/A N/A 130000000.00 129915319.45 0.0091 N 129909000.00 129909000.00 Govco, LLC Govco, LLC 0.420000% 38362VBU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6992731.66 0.0005 N 6992160.00 6992160.00 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 8000000.00 7983888.89 0.0006 N 7981760.00 7981760.00 Govco, LLC Govco, LLC 0.520000% 38362VE74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4988588.89 0.0004 N 4986800.00 4986800.00 Govco, LLC Govco, LLC 0.300000% 38362WZ95 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Credit / Liquidity Citibank NA N/A N/A 42000000.00 41997200.00 0.0030 N 41998320.00 41998320.00 Govco, LLC Govco, LLC 0.290000% 38362WZG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Citibank NA N/A N/A 82000000.00 81990091.66 0.0058 N 81993440.00 81993440.00 Govco, LLC Govco, LLC 0.290000% 38362WZL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17997245.00 0.0013 N 17998200.00 17998200.00 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 3000000.00 2999475.00 0.0002 N 2999670.00 2999670.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BA33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 29000000.00 28991759.17 0.0020 N 28997390.00 28997390.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 34000000.00 33998470.00 0.0024 N 33999660.00 33999660.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 13000000.00 12998537.50 0.0009 N 12999740.00 12999740.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 48000000.00 47993160.00 0.0034 N 47998560.00 47998560.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RAQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 71000000.00 70973375.00 0.0050 N 70963790.00 70963790.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.280000% 75914UAM2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y JPMorgan Chase Bank NA N/A N/A N 12075000.00 12075000.00 0.0008 N 12075000.00 12075000.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.270000% 75914UAN0 Other Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y JPMorgan Chase Bank NA N/A N/A N 6000000.00 6000000.00 0.0004 N 6000000.00 6000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.140000% 46899T004_0.1400_M111201_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2031-12-25 5.000000 Government Agency Debt 563664.00 588869.24 Fannie Mae 2039-09-25 4.500000 Government Agency Debt 145333826.00 116473906.37 Freddie Mac 2025-02-15 2.000000 Government Agency Debt 200000000.00 140437224.58 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 250000000.00 250000000.00 0.0176 N 250000000.00 250000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.294800% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-12-21 2012-12-21 N N N 129000000.00 129000000.00 0.0091 N 128986455.00 128986455.00 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 15000000.00 14996333.33 0.0011 N 14995800.00 14995800.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2AC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49988333.33 0.0035 N 49985000.00 49985000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9997372.22 0.0007 N 9996900.00 9996900.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19993888.89 0.0014 N 19991800.00 19991800.00 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 10000000.00 9996358.33 0.0007 N 9994700.00 9994700.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6997182.50 0.0005 N 6995590.00 6995590.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.190000% 53943SZK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 46000000.00 45995630.00 0.0032 N 45994940.00 45994940.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.190000% 53943SZN0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 55000000.00 54993904.16 0.0039 N 54992850.00 54992850.00 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 1000000.00 999693.33 0.0001 N 999820.00 999820.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 11000000.00 10995994.17 0.0008 N 10997690.00 10997690.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4B11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Credit / Liquidity PNC Bank NA N/A N/A 27000000.00 26989305.00 0.0019 N 26993790.00 26993790.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4B29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999597.50 0.0001 N 999760.00 999760.00 Market Street Funding Corp Market Street Funding Corp 0.260000% 5705X4BD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity PNC Bank NA N/A N/A 15000000.00 14991983.34 0.0011 N 14995650.00 14995650.00 Market Street Funding Corp Market Street Funding Corp 0.260000% 5705X4CD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4996280.55 0.0004 N 4997700.00 4997700.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5Z61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 18349000.00 18348464.82 0.0013 N 18348633.02 18348633.02 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 27000000.00 26996895.00 0.0019 N 26998380.00 26998380.00 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 19780000.00 19777472.56 0.0014 N 19778813.20 19778813.20 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 8000000.00 7998973.33 0.0006 N 7999440.00 7999440.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000% 06399U000_0.1400_M111201_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2025-09-25 3.500000 Government Agency Debt 16000000.00 16741143.11 Fannie Mae 2027-10-25 4.000000 Government Agency Debt 24500000.00 15755788.70 Fannie Mae 2035-07-25 0.757000 Government Agency Debt 16771208.00 15039532.36 Fannie Mae 2035-08-25 4.500000 Government Agency Debt 45500000.00 18351144.98 Fannie Mae 2036-02-25 5.000000 Government Agency Debt 40000000.00 16410727.77 Fannie Mae 2037-02-25 5.000000 Government Agency Debt 24840000.00 15222992.54 Fannie Mae 2037-06-25 0.495000 Government Agency Debt 29424514.00 17037800.48 Fannie Mae 2037-06-25 0.495000 Government Agency Debt 50000000.00 16471152.40 Fannie Mae 2037-10-25 4.000000 Government Agency Debt 29444000.00 18246759.25 Fannie Mae 2041-11-25 0.743000 Government Agency Debt 15000000.00 14899238.45 Freddie Mac 2026-11-15 3.000000 Government Agency Debt 15000000.00 15070570.00 Freddie Mac 2027-05-15 4.000000 Government Agency Debt 37250000.00 17079422.53 Freddie Mac 2028-04-15 3.500000 Government Agency Debt 20600000.00 15926609.65 Freddie Mac 2028-07-15 4.500000 Government Agency Debt 22200000.00 18150298.38 Freddie Mac 2032-04-15 6.000000 Government Agency Debt 28000000.00 15597442.55 Freddie Mac 2032-10-15 0.693000 Government Agency Debt 23655846.00 6528468.99 Freddie Mac 2033-03-15 0.618000 Government Agency Debt 50000000.00 14862118.33 Freddie Mac 2033-09-15 0.693000 Government Agency Debt 50000000.00 15379559.67 Freddie Mac 2034-02-15 0.743000 Government Agency Debt 44623085.00 17366423.53 Freddie Mac 2034-06-15 6.000000 Government Agency Debt 13600000.00 15951362.93 Freddie Mac 2035-08-15 1.043000 Government Agency Debt 50000000.00 18079450.18 Freddie Mac 2036-08-15 0.643000 Government Agency Debt 45000000.00 18245662.37 Freddie Mac 2037-01-15 5.500000 Government Agency Debt 13813000.00 16182738.33 Freddie Mac 2037-11-15 1.243000 Government Agency Debt 45395929.00 13927211.91 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 13767000.00 14703186.59 GNMA 2032-10-20 6.000000 Government Agency Debt 15023753.00 17961773.10 GNMA 2037-10-20 2.500000 Government Agency Debt 17030525.00 15722514.20 GNMA 2039-04-20 4.000000 Government Agency Debt 20500000.00 14863068.39 GNMA 2040-08-20 4.500000 Government Agency Debt 19890000.00 17725838.46 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 450000000.00 450000000.00 0.0316 N 450000000.00 450000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687GFU7 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.230000% 63253TCZ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 79000000.00 79000000.00 0.0056 N 79000790.00 79000790.00 National Australia Bank Ltd National Australia Bank Ltd 0.225000% 63253TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 57000000.00 57000000.00 0.0040 N 57000570.00 57000570.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973NEE008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 65000000.00 65000000.00 0.0046 N 65011050.00 65011050.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973VHG002 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 2000000.00 2000000.00 0.0001 N 2000380.00 2000380.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.360000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15060000.00 15060000.00 0.0011 N 15060000.00 15060000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.360000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Northern Trust Co Northern Trust Co 0.020000% 665857009 0000073124 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 75000000.00 75000000.00 0.0053 Security is a time deposit. N 75000000.00 75000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983TAA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20000000.00 19995111.11 0.0014 N 19998200.00 19998200.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TAL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49984027.78 0.0035 N 49994000.00 49994000.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983TAP1 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 9000000.00 8997085.00 0.0006 N 8998830.00 8998830.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983UZ89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 54000000.00 53997585.00 0.0038 N 53998920.00 53998920.00 Rabobank Nederland Rabobank Nederland 0.327500% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Rabobank Nederland Rabobank Nederland 0.337200% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-28 2012-03-26 N N N 58000000.00 58000000.00 0.0041 N 58006380.00 58006380.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.270000% 74927MZ82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N Y Royal Bank of Scotland Plc N/A N/A N 48000000.00 47997480.00 0.0034 N 47998080.00 47998080.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BP0 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N Y Reckitt Benckiser Group Plc N/A N/A N 20000000.00 19975733.33 0.0014 N 19977200.00 19977200.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6991405.55 0.0005 N 6991880.00 6991880.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.470000% 7562E0CT1 Other Commercial Paper N First Tier Security N/A N/A 2012-03-27 2012-03-27 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 998472.50 0.0001 N 998210.00 998210.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0F19 Other Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N Y Reckitt Benckiser Group Plc N/A N/A N 2000000.00 1993900.00 0.0001 N 1992960.00 1992960.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1Z98 Other Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24998055.56 0.0018 N 24998750.00 24998750.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-04-09 N N N 131000000.00 131000000.00 0.0092 N 130982970.00 130982970.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-04-12 N N N 175000000.00 175000000.00 0.0123 N 175026250.00 175026250.00 Royal Bank of Canada Royal Bank of Canada 0.050000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 40000000.00 40000000.00 0.0028 Security is a time deposit. N 40000000.00 40000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.810000% 78011H2R5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20006800.00 20006800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 3000000.00 3000000.00 0.0002 N 3000180.00 3000180.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H6B6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 8000000.00 8000000.00 0.0006 N 8000000.00 8000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H6D2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 21000000.00 21000000.00 0.0015 N 20999790.00 20999790.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.250000% 78011H6P5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 40000000.00 40000000.00 0.0028 N 39999600.00 39999600.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H6V2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 39000000.00 39000000.00 0.0027 N 39000000.00 39000000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124LA44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 54000000.00 53988780.00 0.0038 N 53989740.00 53989740.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19994944.44 0.0014 N 19996000.00 19996000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051AXF3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 54000000.00 54000000.00 0.0038 N 53999460.00 53999460.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E2A32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 58000000.00 57983518.34 0.0041 N 57989560.00 57989560.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3ZE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 120000000.00 119989166.66 0.0084 N 119994000.00 119994000.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P03K2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 13000000.00 13000000.00 0.0009 N 13000390.00 13000390.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.100000% 8574P04H8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 93000000.00 93000000.00 0.0065 N 93000000.00 93000000.00 State Street Corp State Street Corp 0.230000% 85747JBE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 1000000.00 999520.83 0.0001 N 999050.00 999050.00 State Street Corp State Street Corp 0.230000% 85747JBG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 67000000.00 66967039.72 0.0047 N 66933670.00 66933670.00 State Street Corp State Street Corp 0.220000% 85747KZF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 2000000.00 1999828.89 0.0001 N 1999840.00 1999840.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAP3 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19000000.00 18999899.72 0.0013 N 19000000.00 19000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAS7 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24999472.22 0.0018 N 25000000.00 25000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAY4 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 66000000.00 65993730.00 0.0046 N 65998792.20 65998792.20 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 20000000.00 19996200.00 0.0014 N 19998926.00 19998926.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDG0 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11995313.34 0.0008 N 11998080.00 11998080.00 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 14000000.00 13999926.11 0.0010 N 14000000.00 14000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCD5 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 2000000.00 1999430.00 0.0001 N 1999840.00 1999840.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCY9 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 26972000.00 26961323.58 0.0019 N 26967684.48 26967684.48 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCZ6 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 13000000.00 12994373.90 0.0009 N 12997400.00 12997400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDB8 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26988172.50 0.0019 N 26994330.00 26994330.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GC92 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 63267000.00 63264662.64 0.0044 N 63265734.66 63265734.66 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 19322000.00 19320164.41 0.0014 N 19320840.68 19320840.68 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GF57 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 31892000.00 31886277.16 0.0022 N 31888491.88 31888491.88 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 40060000.00 40051542.95 0.0028 N 40054792.20 40054792.20 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ53 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26990025.00 0.0019 N 26991360.00 26991360.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GL43 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35105000.00 35091104.27 0.0025 N 35092362.20 35092362.20 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JA80 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 47362000.00 47362000.00 0.0033 N 47362000.00 47362000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JD38 Government Agency Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39204000.00 39196758.15 0.0028 N 39199687.56 39199687.56 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JD61 Government Agency Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25016000.00 25009530.58 0.0018 N 25011497.12 25011497.12 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF44 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 2000000.00 1999250.55 0.0001 N 1999340.00 1999340.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF66 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 63000000.00 63000000.00 0.0044 N 63000000.00 63000000.00 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 10994000.00 10993941.98 0.0008 N 10993890.06 10993890.06 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 15087000.00 15086442.62 0.0011 N 15086698.26 15086698.26 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 11000000.00 10999245.28 0.0008 N 10999560.00 10999560.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KN91 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26987887.50 0.0019 N 26987580.00 26987580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562EA65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.160000% 86562EZR2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 69000000.00 69000000.00 0.0048 N 69000000.00 69000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WSB5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 5000000.00 5000000.00 0.0004 N 5000000.00 5000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WSK5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 134000000.00 134000000.00 0.0094 N 133998660.00 133998660.00 Texas TRAN Series 2011A 0.110000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.110000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.110000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5999523.33 0.0004 N 5999640.00 5999640.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24840000.00 24837488.40 0.0017 N 24838261.20 24838261.20 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 28875000.00 28871871.87 0.0020 N 28872690.00 28872690.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 28725000.00 28721265.75 0.0020 N 28722414.75 28722414.75 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 75000000.00 74981312.50 0.0053 N 74979750.00 74979750.00 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 4000000.00 3998777.78 0.0003 N 3998360.00 3998360.00 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 22000000.00 21991902.78 0.0015 N 21989880.00 21989880.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17000000.00 16999896.11 0.0012 N 16999830.00 16999830.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZ86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20041000.00 20040103.72 0.0014 N 20040198.36 20040198.36 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 16000000.00 15998671.11 0.0011 N 15998880.00 15998880.00 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 3757000.00 3756540.81 0.0003 N 3756624.30 3756624.30 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 2000000.00 2000000.00 0.0001 N 2001180.00 2001180.00 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 31000000.00 31000000.00 0.0022 N 31014570.00 31014570.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112XCW3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 119000000.00 119000000.00 0.0084 N 119028560.00 119028560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.130000% 89112XDW2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 44000000.00 44000000.00 0.0031 N 44000880.00 44000880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XGB5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 50000000.00 50000000.00 0.0035 N 49996500.00 49996500.00 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 93000000.00 93000000.00 0.0065 N 93013950.00 93013950.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6E8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 72000000.00 72000000.00 0.0051 N 72003600.00 72003600.00 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 110000000.00 110000000.00 0.0077 N 110017600.00 110017600.00 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 2000000.00 2000000.00 0.0001 N 2000220.00 2000220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112YK69 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 57000000.00 57000000.00 0.0040 N 57001710.00 57001710.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC20 Other Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 70000000.00 69949911.12 0.0049 N 69958700.00 69958700.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.570000% 89233GEG7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 21000000.00 20944472.50 0.0015 N 20960730.00 20960730.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEQ5 Other Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 120000000.00 119650000.01 0.0084 N 119757600.00 119757600.00 UBS AG UBS AG 0.260000% 90267AR65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 43000000.00 43000000.00 0.0030 N 43001290.00 43001290.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.110000% 90262DZL2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N Y UBS AG N/A N/A N 27000000.00 26998432.50 0.0019 N 26997030.00 26997030.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M111207_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 62234418.00 60594853.36 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 83962607.00 86285147.42 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y UBS Securities LLC N/A N/A N N 144000000.00 144000000.00 0.0101 N 144001440.00 144001440.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTP1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2000000.00 2000000.00 0.0001 N 2000060.00 2000060.00 Union Bank, NA Union Bank, NA 0.380000% 90527MVA1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 54000000.00 54000000.00 0.0038 N 53985960.00 53985960.00 Univ of California Commerical Paper Notes Series B 0.230000% 91411SA91 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 4000000.00 3999003.33 0.0003 N 3999000.00 3999000.00 Univ of California Commerical Paper Notes Series B 0.170000% 91411SAC4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 8000000.00 7998413.33 0.0006 N 7998400.00 7998400.00 Univ of California Commerical Paper Notes Series B 0.250000% 91411SB82 Other Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 9000000.00 8995687.50 0.0006 N 8996490.00 8996490.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SBP4 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 5000000.00 4996850.00 0.0004 N 4997400.00 4997400.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZD0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 22000000.00 21998606.67 0.0015 N 21998680.00 21998680.00 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 58000000.00 57977847.22 0.0041 N 57973900.00 57973900.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.220000% 92217LAT6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 23000000.00 22991988.33 0.0016 N 22988960.00 22988960.00 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 22000000.00 21999230.00 0.0015 N 21999340.00 21999340.00 Westpac Banking Corp Westpac Banking Corp 0.335800% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-05-01 N N N 52000000.00 52000000.00 0.0037 N 51985440.00 51985440.00 Westpac Banking Corp Westpac Banking Corp 0.335300% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 12992460.00 12992460.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TEX2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 24000000.00 23999999.99 0.0017 N 24000240.00 24000240.00 Westpac Banking Corp Westpac Banking Corp 0.500000% 96121TJN9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 1000000.00 1000000.00 0.0001 N 999910.00 999910.00 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 23000000.00 22993675.00 0.0016 N 22997010.00 22997010.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 104000000.00 103852002.16 0.0073 N 103897040.00 103897040.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 79000000.00 78878296.11 0.0055 N 78913890.00 78913890.00 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 34000000.00 34000000.00 0.0024 N 34000000.00 34000000.00 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 1173457.04 1173457.04 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 1016448.49 1016448.49 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 258579.24 258579.24 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 223981.34 223981.34 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1989106.59 1989106.59 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 1722964.12 1722964.12 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 338114.52 338114.52 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 292874.79 292874.79 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 81000000.00 80977725.00 0.0057 N 80984610.00 80984610.00 Windmill Funding Corp Windmill Funding Corp 0.270000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 38000000.00 37990595.00 0.0027 N 37992780.00 37992780.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999722.22 0.0001 N 1999820.00 1999820.00