0001145549-12-000745.txt : 20120229 0001145549-12-000745.hdr.sgml : 20120229 20120109133635 ACCESSION NUMBER: 0001145549-12-000745 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120109 DATE AS OF CHANGE: 20120109 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: 12516986 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-12-31 0000857156 S000004508 4 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 56 16463356765.91 4520288.31 665280.86 16467211773.36 0.0023 0.9999 2011-12-31 0.9999 2011-12-31 C000012383 25000.00 11578691123.73 1.00 -235013796.55 121465031.75 356478828.30 0.0001 0.9999 2011-12-31 0.9999 2011-12-31 C000012384 1000000.00 1871428632.57 1.00 -16083779.15 49683843.10 65767622.25 0.0001 0.9999 2011-12-31 0.9999 2011-12-31 C000012385 3000000.00 1599124693.33 1.00 -23029485.61 49791993.71 72821479.32 0.0001 0.9999 2011-12-31 0.9999 2011-12-31 C000038267 10000000.00 1417967323.73 1.00 -39267557.85 50184508.59 89452066.44 0.0002 0.9999 2011-12-31 0.9999 2011-12-31 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 26000000.00 25999667.78 0.0016 N 25999740.00 25999740.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LAC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 61000000.00 60995713.05 0.0037 N 60996950.00 60996950.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LAJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 49994569.44 0.0030 N 49996000.00 49996000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221LA59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15999431.11 0.0010 N 15999680.00 15999680.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221LAD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 13000000.00 12998613.33 0.0008 N 12999220.00 12999220.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221LAJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 35225000.00 35220009.79 0.0021 N 35221829.75 35221829.75 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 46000000.00 45999207.78 0.0028 N 45999080.00 45999080.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 85000000.00 84997072.22 0.0052 N 84998300.00 84998300.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 12000000.00 11999070.00 0.0007 N 11999400.00 11999400.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 21000000.00 20996850.00 0.0013 N 20998110.00 20998110.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBJ1 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 78000000.00 78000000.00 0.0047 N 77966460.00 77966460.00 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 64000000.00 63980444.44 0.0039 N 63993600.00 63993600.00 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 9000000.00 9000000.00 0.0005 N 9003240.00 9003240.00 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 293000000.00 293000000.00 0.0178 N 293000000.00 293000000.00 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 149000000.00 149000000.00 0.0090 N 149029800.00 149029800.00 Bank of Montreal Bank of Montreal 0.070000% 06366WA20 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 133000000.00 133000000.00 0.0081 N 132997340.00 132997340.00 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 187000000.00 187000000.00 0.0114 N 187003740.00 187003740.00 Bank of Montreal Bank of Montreal 0.230000% 06366WWH3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 19000000.00 19000000.00 0.0012 N 19002470.00 19002470.00 Bank of Montreal Bank of Montreal 0.120000% 06366WWR1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 Bank of Montreal Bank of Montreal 0.100000% 06366WZX5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 62000000.00 62000000.00 0.0038 N 61998760.00 61998760.00 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 119000000.00 119000000.00 0.0072 N 119008330.00 119008330.00 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 43000000.00 43000000.00 0.0026 N 43006450.00 43006450.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELR2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 104000000.00 104000000.00 0.0063 N 104016640.00 104016640.00 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 11000000.00 11000000.00 0.0007 N 11002090.00 11002090.00 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 25000000.00 25000000.00 0.0015 N 25010000.00 25010000.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQG1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 19000000.00 19000000.00 0.0012 N 19007600.00 19007600.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQH9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 15000000.00 15000000.00 0.0009 N 15006000.00 15006000.00 Bank of Nova Scotia Bank of Nova Scotia 0.010000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 8000000.00 8000000.00 0.0005 Security is a time deposit. N 8000000.00 8000000.00 Bank of the West Bank of the West 0.255000% 0642G0WY3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 48000000.00 48000000.00 0.0029 N 48001920.00 48001920.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000% 06538EBD8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 39000000.00 39000000.00 0.0024 N 38999220.00 38999220.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000% 06538EBX4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 16000000.00 16000000.00 0.0010 N 15999200.00 15999200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000% 06538EBY2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 108000000.00 108000000.00 0.0066 N 107982720.00 107982720.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.090000% 06538ECB1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 7000000.00 7000000.00 0.0004 N 6999790.00 6999790.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.080000% 06538ECD7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 30000000.00 30000000.00 0.0018 N 29998800.00 29998800.00 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 72000000.00 72000000.00 0.0044 N 72007920.00 72007920.00 Barclays Bank Plc Barclays Bank Plc 0.690600% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-23 2012-02-22 N N N 92000000.00 92000000.00 0.0056 N 91970560.00 91970560.00 Barclays Capital, Inc Barclays Capital, Inc 0.010000% 00799J004_0.0100_M120103_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2030-05-15 6.250000 Treasury Debt 32878500.00 51000032.65 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 50000000.00 50000000.00 0.0030 N 50000000.00 50000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 00799J004_0.0200_M120103_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2030-05-15 6.250000 Treasury Debt 49317800.00 76500126.53 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 75000000.00 75000000.00 0.0046 N 75000000.00 75000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M120106_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-04-25 5.500000 Government Agency Debt 120000.00 26530.01 Fannie Mae 2017-07-01 6.000000 Government Agency Debt 4475000.00 1629854.94 Fannie Mae 2018-10-01 4.000000 Government Agency Debt 7000000.00 1612210.32 Fannie Mae 2019-09-01 5.000000 Government Agency Debt 303382.00 66250.64 Fannie Mae 2020-11-01 3.000000 Government Agency Debt 2000000.00 1707762.79 Fannie Mae 2022-01-01 4.500000 Government Agency Debt 4470000.00 1621305.53 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1594243.00 1641350.68 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 1532732.00 1622762.29 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 1525779.00 1612300.50 Fannie Mae 2033-06-01 5.000000 Government Agency Debt 4330877.00 1622009.26 Fannie Mae 2033-08-25 3.500000 Government Agency Debt 275089.00 79197.57 Fannie Mae 2034-08-25 0.407000 Government Agency Debt 553671.00 26599.46 Fannie Mae 2036-05-01 6.500000 Government Agency Debt 4540000.00 1675263.63 Fannie Mae 2036-09-01 4.000000 Government Agency Debt 1542900.00 1620118.93 Fannie Mae 2036-09-01 7.000000 Government Agency Debt 3200000.00 1718426.90 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 5120000.00 1732760.48 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3181832.00 1715629.04 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 3758328.00 1750221.60 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2400000.00 1734173.76 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 2795113.00 1662703.74 Fannie Mae 2039-11-01 5.500000 Government Agency Debt 1750762.00 1648998.16 Fannie Mae 2039-12-01 4.500000 Government Agency Debt 2357237.00 1653521.29 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 2006001.00 1754394.72 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 1982774.00 1737627.86 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 2304792.00 1730307.70 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1923236.00 1728266.10 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1926334.00 1727063.61 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1938421.00 1715784.39 Fannie Mae 2040-10-01 5.000000 Government Agency Debt 2019609.00 1694366.41 Fannie Mae 2041-02-01 3.000000 Government Agency Debt 1696981.00 1677598.76 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 1642771.00 1645698.97 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 1395736.00 1390980.67 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 1503158.00 1625090.56 Fannie Mae 2041-10-01 3.500000 Government Agency Debt 1619570.00 1667174.43 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1504181.00 1635941.24 Fannie Mae 2041-12-01 3.500000 Government Agency Debt 1585023.00 1635340.26 Fannie Mae 2041-12-01 3.500000 Government Agency Debt 1574450.00 1623693.20 Fannie Mae 2041-12-01 5.500000 Government Agency Debt 1525940.00 1673018.57 Freddie Mac 2023-06-01 6.000000 Government Agency Debt 5380000.00 1710113.05 Freddie Mac 2025-05-01 4.000000 Government Agency Debt 1796502.00 1744023.53 Freddie Mac 2025-10-01 4.000000 Government Agency Debt 1851889.00 1738285.46 Freddie Mac 2025-11-01 3.500000 Government Agency Debt 1667275.00 1648800.73 Freddie Mac 2026-03-01 3.500000 Government Agency Debt 1739094.00 1702629.68 Freddie Mac 2026-12-01 3.000000 Government Agency Debt 1567297.00 1626775.40 Freddie Mac 2028-08-01 5.500000 Government Agency Debt 5912027.00 1526710.65 Freddie Mac 2029-05-01 4.500000 Government Agency Debt 3000000.00 1692663.83 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 108828.00 98627.28 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 20247964.00 18553267.20 Freddie Mac 2035-10-15 0.648000 Government Agency Debt 691945.00 23492.72 Freddie Mac 2037-06-15 4.000000 Government Agency Debt 1491363.00 1498709.31 Freddie Mac 2038-02-01 7.000000 Government Agency Debt 6669386.00 1685752.84 Freddie Mac 2038-12-01 6.000000 Government Agency Debt 5000000.00 1737748.12 Freddie Mac 2039-05-01 5.000000 Government Agency Debt 2002200.00 1760213.11 Freddie Mac 2039-06-01 5.000000 Government Agency Debt 2250434.00 1666341.07 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 1797284.00 1691320.27 Freddie Mac 2041-07-15 4.000000 Government Agency Debt 3164860.00 3315389.82 Freddie Mac 2041-10-01 3.500000 Government Agency Debt 1660157.00 1706575.06 Freddie Mac 2041-10-01 4.000000 Government Agency Debt 1631520.00 1712638.66 Freddie Mac 2041-10-01 5.000000 Government Agency Debt 1583663.00 1662593.13 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC N/A N/A N N 103000000.00 103000000.00 0.0063 N 103000000.00 103000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M120103_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-06-25 6.000000 Government Agency Debt 8498000.00 170461.90 Fannie Mae 2017-02-25 6.000000 Government Agency Debt 682500.00 173347.21 Fannie Mae 2017-04-25 6.000000 Government Agency Debt 250000.00 169765.75 Fannie Mae 2018-07-01 4.000000 Government Agency Debt 10000000.00 2094909.13 Fannie Mae 2019-08-25 8.600000 Government Agency Debt 14677000.00 210701.43 Fannie Mae 2022-10-25 4.000000 Government Agency Debt 2125000.00 174410.49 Fannie Mae 2023-06-25 6.500000 Government Agency Debt 750000.00 192418.77 Fannie Mae 2024-10-25 5.500000 Government Agency Debt 1000000.00 191790.05 Fannie Mae 2025-03-01 4.000000 Government Agency Debt 996509.00 1008943.88 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 1999187.00 2075596.22 Fannie Mae 2026-04-25 6.100000 Government Agency Debt 3400000.00 173598.66 Fannie Mae 2027-09-18 0.781000 Government Agency Debt 15000000.00 141832.61 Fannie Mae 2030-03-25 4.500000 Government Agency Debt 1600000.00 153898.12 Fannie Mae 2030-04-25 0.657000 Government Agency Debt 1803732.00 94796.38 Fannie Mae 2031-08-25 6.000000 Government Agency Debt 320000.00 161002.11 Fannie Mae 2032-03-01 7.500000 Government Agency Debt 22608036.00 523190.07 Fannie Mae 2032-10-25 5.500000 Government Agency Debt 20000000.00 172695.50 Fannie Mae 2034-12-25 2.500000 Government Agency Debt 4599467.00 3243057.13 Fannie Mae 2035-08-25 5.000000 Government Agency Debt 206000.00 159662.41 Fannie Mae 2039-08-01 5.500000 Government Agency Debt 2550000.00 2082499.18 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 2000000.00 2091838.60 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 2000000.00 2096861.18 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 1910408.00 2080694.49 Fannie Mae 2041-11-01 5.000000 Government Agency Debt 1905491.00 2083676.11 Freddie Mac 2014-03-15 5.500000 Government Agency Debt 3000000.00 129979.31 Freddie Mac 2016-09-15 6.000000 Government Agency Debt 780103.00 161794.53 Freddie Mac 2019-04-15 4.000000 Government Agency Debt 200000.00 215159.84 Freddie Mac 2021-02-15 9.000000 Government Agency Debt 17000000.00 137024.17 Freddie Mac 2021-11-15 7.500000 Government Agency Debt 5000000.00 156797.23 Freddie Mac 2022-06-15 4.500000 Government Agency Debt 2500000.00 153352.15 Freddie Mac 2023-05-01 5.000000 Government Agency Debt 59662.00 20875.68 Freddie Mac 2023-09-15 6.500000 Government Agency Debt 545000.00 134369.61 Freddie Mac 2023-12-15 6.500000 Government Agency Debt 200000.00 141104.29 Freddie Mac 2024-12-15 6.000000 Government Agency Debt 1400000.00 186232.26 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 1830037.00 1772178.96 Freddie Mac 2026-01-01 4.000000 Government Agency Debt 2140325.00 2067055.82 Freddie Mac 2026-03-01 4.000000 Government Agency Debt 2024262.00 2083908.34 Freddie Mac 2026-12-01 3.000000 Government Agency Debt 305113.00 315452.24 Freddie Mac 2028-03-15 7.500000 Government Agency Debt 300000.00 178844.32 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 46276.00 41938.43 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 6661341.00 6103805.77 Freddie Mac 2034-06-15 5.000000 Government Agency Debt 500000.00 154969.04 Freddie Mac 2034-12-15 5.000000 Government Agency Debt 650000.00 188535.16 Freddie Mac 2036-11-01 8.000000 Government Agency Debt 3243924.00 2094256.84 Freddie Mac 2036-12-01 7.500000 Government Agency Debt 3300000.00 2058182.09 Freddie Mac 2037-06-15 0.568000 Government Agency Debt 411383.00 87638.46 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 3290888.00 915250.99 Freddie Mac 2039-07-01 6.000000 Government Agency Debt 2535517.00 2054298.79 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 2100000.00 2077583.89 Freddie Mac 2041-07-15 2.500000 Government Agency Debt 4521011.00 4554266.86 Freddie Mac 2041-07-15 4.000000 Government Agency Debt 170937.00 179067.25 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 2001950.00 2102813.76 GNMA 2017-10-16 4.250000 Government Agency Debt 1500000.00 155028.74 GNMA 2026-06-20 7.500000 Government Agency Debt 600000.00 146758.61 GNMA 2030-09-20 0.655000 Government Agency Debt 29600000.00 211417.01 GNMA 2030-12-16 4.000000 Government Agency Debt 2753805.00 171388.33 GNMA 2033-04-20 5.000000 Government Agency Debt 1110000.00 151103.88 GNMA 2033-06-20 5.500000 Government Agency Debt 608853.00 196971.96 GNMA 2039-08-20 4.000000 Government Agency Debt 5607641.00 3154909.01 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 54000000.00 54000000.00 0.0033 N 54000000.00 54000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M120103_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-12-01 4.500000 Government Agency Debt 10380000.00 2130648.93 Fannie Mae 2022-06-01 5.500000 Government Agency Debt 416593.00 83923.39 Fannie Mae 2025-12-01 4.000000 Government Agency Debt 2217847.00 2105755.94 Fannie Mae 2029-05-25 4.500000 Government Agency Debt 431084.00 13643.64 Fannie Mae 2030-01-01 4.000000 Government Agency Debt 3000000.00 2132830.88 Fannie Mae 2037-08-01 5.000000 Government Agency Debt 4340000.00 2142953.73 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 3379517.00 2114435.22 Fannie Mae 2039-01-01 6.000000 Government Agency Debt 4559820.00 2137052.47 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 2033750.00 2133790.84 Freddie Mac 2016-12-15 2.120000 Government Agency Debt 250000.00 11061.38 Freddie Mac 2023-05-01 5.000000 Government Agency Debt 74632.00 26113.67 Freddie Mac 2025-11-01 3.500000 Government Agency Debt 2192751.00 2136083.96 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 342556.00 331725.83 Freddie Mac 2026-02-01 3.500000 Government Agency Debt 2403910.00 2128494.82 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 6889725.00 6313074.68 Freddie Mac 2036-11-01 7.500000 Government Agency Debt 2600000.00 2116431.91 Freddie Mac 2037-06-15 4.000000 Government Agency Debt 768000.00 771783.09 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 1971087.00 2020959.34 Freddie Mac 2041-07-15 4.000000 Government Agency Debt 2044667.00 2141917.23 Freddie Mac 2041-09-01 4.500000 Government Agency Debt 1990519.00 2145111.75 Freddie Mac 2041-10-01 3.500000 Government Agency Debt 2060159.00 2118721.23 GNMA 2031-01-20 5.500000 Government Agency Debt 104380.00 495.51 GNMA 2039-07-16 4.500000 Government Agency Debt 2265963.00 1290482.18 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 37000000.00 37000000.00 0.0022 N 37000000.00 37000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M120106_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-04-01 5.000000 Government Agency Debt 107851.00 25568.74 Freddie Mac 2033-10-15 1.746000 Government Agency Debt 187217448.00 54575975.12 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 62832528.00 56943075.79 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 36667.00 33230.11 Freddie Mac 2038-02-15 5.000000 Government Agency Debt 44148373.00 20666328.09 Freddie Mac 2040-09-01 5.500000 Government Agency Debt 43852.00 40363.62 GNMA 2040-04-20 1.124800 Government Agency Debt 99670.00 79146.80 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC N/A N/A N N 126000000.00 126000000.00 0.0077 N 126002520.00 126002520.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HA66 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N Y Barclays Bank Plc N/A N/A N 71000000.00 70997929.17 0.0043 N 70997870.00 70997870.00 Barclays US Funding Corp Barclays US Funding Corp 0.200000% 06737HAW9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-30 2012-01-30 N Y Barclays Bank Plc N/A N/A N 11000000.00 10998227.77 0.0007 N 10997690.00 10997690.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.180000% 0554M2AS6 Other Commercial Paper N First Tier Security N/A N/A 2012-01-26 2012-01-26 N Y BHP Billiton Ltd N/A N/A N 53000000.00 52993375.00 0.0032 N 52989930.00 52989930.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.180000% 0554M2AT4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N Y BHP Billiton Ltd N/A N/A N 27500000.00 27496425.00 0.0017 N 27494500.00 27494500.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.180000% 0554M2B22 Other Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N Y BHP Billiton Ltd N/A N/A N 3000000.00 2999520.00 0.0002 N 2999220.00 2999220.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 987WVU007_0.0600_M120103_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2041-12-01 6.500000 Government Agency Debt 157000000.00 174869129.44 GNMA 2039-07-15 4.500000 Government Agency Debt 23847446.00 19038956.40 GNMA 2040-06-20 4.500000 Government Agency Debt 204000000.00 199717476.82 GNMA 2041-12-20 4.000000 Government Agency Debt 37265005.00 40004438.33 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 421000000.00 421000000.00 0.0256 N 421000000.00 421000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 987YEA006_0.2200_M120103_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2017-11-25 5.000000 Government Agency Debt 4800000.00 2704651.21 Fannie Mae 2022-01-25 3.000000 Government Agency Debt 3000000.00 3045881.00 Fannie Mae 2032-03-25 1.157200 Government Agency Debt 44848440.00 3181135.22 Fannie Mae 2032-08-25 1.293600 Government Agency Debt 123452612.00 3662465.76 Fannie Mae 2034-07-25 0.693600 Government Agency Debt 25000000.00 2867110.61 Fannie Mae 2039-03-25 4.500000 Government Agency Debt 4570000.00 3746047.09 Freddie Mac 2033-02-15 0.648000 Government Agency Debt 99250000.00 3313737.23 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 3255000.00 3463192.33 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 3000000.00 3176015.33 Freddie Mac 2035-06-15 5.500000 Government Agency Debt 28020000.00 3917648.57 Freddie Mac 2040-09-15 5.000000 Government Agency Debt 2719638.00 3088643.32 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 2470000.00 2707819.01 Freddie Mac 2041-06-15 4.000000 Government Agency Debt 3363000.00 3558004.30 GNMA 2038-06-20 4.750000 Government Agency Debt 10000000.00 3845708.12 GNMA 2039-04-20 4.500000 Government Agency Debt 1522547.00 1708801.70 GNMA 2039-09-20 4.000000 Government Agency Debt 6000000.00 3463140.10 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 49000000.00 49000000.00 0.0030 N 49000000.00 49000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDT4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 20000000.00 20000000.00 0.0012 N 19997400.00 19997400.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDV9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 37000000.00 37000000.00 0.0022 N 36995190.00 36995190.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.310000% 10513DGA2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 41000000.00 41000000.00 0.0025 N 40963510.00 40963510.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24996340.28 0.0015 N 24998500.00 24998500.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 15000000.00 14997158.33 0.0009 N 14998950.00 14998950.00 CAFCO, LLC CAFCO, LLC 0.370000% 12476EAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Letter of Credit Citibank NA N/A N/A 11000000.00 10997286.67 0.0007 N 10999120.00 10999120.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 86000000.00 85969255.00 0.0052 N 85990540.00 85990540.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.100000% 13606X7E2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 30000000.00 30000000.00 0.0018 N 29999700.00 29999700.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.321400% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 122000000.00 122000000.00 0.0074 N 122000000.00 122000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.080000% 13606YAK2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 75000000.00 75000000.00 0.0046 N 74991000.00 74991000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 3000000.00 3000000.00 0.0002 N 2995260.00 2995260.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X2A58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 15000000.00 14999483.33 0.0009 N 14999700.00 14999700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X2AD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 11000000.00 10998900.00 0.0007 N 10999340.00 10999340.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X2AH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 12000000.00 11998346.67 0.0007 N 11999040.00 11999040.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X2AJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 92000000.00 91986532.21 0.0056 N 91991720.00 91991720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X2AR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 37000000.00 36992353.33 0.0022 N 36995190.00 36995190.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 41000000.00 40997995.56 0.0025 N 40999590.00 40999590.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 16000000.00 15997751.11 0.0010 N 15999520.00 15999520.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 18000000.00 17997470.00 0.0011 N 17999460.00 17999460.00 Chase Bank USA, NA Chase Bank USA, NA 16199Y003 0001325347 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 50000000.00 50000000.00 0.0030 Security is a time deposit. N 50000000.00 50000000.00 Ciesco, LLC Ciesco, LLC 0.330000% 17178BAC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Citibank NA N/A N/A 111000000.00 110988807.49 0.0067 N 110995560.00 110995560.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAP0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 118000000.00 117977645.56 0.0072 N 117991740.00 117991740.00 Citibank, NA Citibank, NA 0.520000% 1730D2R53 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 146000000.00 146000000.00 0.0089 N 145925540.00 145925540.00 Citibank, NA Citibank, NA 0.600000% 1730D2S94 Certificate of Deposit N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 32000000.00 32000000.00 0.0019 N 31984640.00 31984640.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20271EGW3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 35000000.00 35000000.00 0.0021 N 35000700.00 35000700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.572200% 20271FAP1 Other Note N First Tier Security N/A N/A 2012-01-27 2013-01-25 N N N 50000000.00 50000000.00 0.0030 N 50008800.00 50008800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.310000% 20272DAL4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 54000000.00 53991165.00 0.0033 N 53993520.00 53993520.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.630000% 20272DFF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 41000000.00 40880895.00 0.0025 N 40869620.00 40869620.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.300000% 971RHC002 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 19000000.00 19000000.00 0.0012 N 18997910.00 18997910.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.330000% 973MQJ006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 152000000.00 152000000.00 0.0092 N 152019760.00 152019760.00 CRC Funding, LLC CRC Funding, LLC 0.340000% 12622UAC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Citibank NA N/A N/A 82000000.00 81991481.12 0.0050 N 81994260.00 81994260.00 CRC Funding, LLC CRC Funding, LLC 0.310000% 12622UAJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21996779.44 0.0013 N 21997360.00 21997360.00 CRC Funding, LLC CRC Funding, LLC 0.370000% 12622UC87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4996556.94 0.0003 N 4995750.00 4995750.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DCX5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 45000000.00 45000000.00 0.0027 N 44999550.00 44999550.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DCY3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 82000000.00 82000000.00 0.0050 N 81999180.00 81999180.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DDR7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 68000000.00 68000000.00 0.0041 N 67999320.00 67999320.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.040000% 22799D001_0.0400_M120103_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2018-04-15 5.000000 Government Agency Debt 69310000.00 10880162.48 Freddie Mac 2040-03-20 4.500000 Government Agency Debt 79370000.00 73460684.61 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 100000000.00 107195341.59 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 187780565.00 187780565.00 0.0114 N 187780565.00 187780565.00 Danske Corp Danske Corp 0.300000% 2363F6A91 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N Y Danske Bank A/S N/A N/A N 65000000.00 64995666.67 0.0039 N 64996750.00 64996750.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 21599B009_0.0800_M120103_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-11-25 2.500000 Government Agency Debt 14196856.00 14235049.95 Fannie Mae 2032-04-25 6.000000 Government Agency Debt 34406000.00 17668982.42 Fannie Mae 2032-08-25 6.000000 Government Agency Debt 14733714.00 13615783.63 Fannie Mae 2033-04-25 5.500000 Government Agency Debt 100000000.00 13865865.35 Fannie Mae 2036-06-25 6.000000 Government Agency Debt 50000000.00 16057270.69 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 30950000.00 17936913.65 Fannie Mae 2040-03-25 4.000000 Government Agency Debt 12102000.00 11992164.94 Fannie Mae 2040-03-25 4.500000 Government Agency Debt 4950000.00 4928398.20 Fannie Mae 2041-06-25 3.500000 Government Agency Debt 17456000.00 17688993.02 Fannie Mae 2042-01-25 4.000000 Government Agency Debt 19253000.00 19078264.05 Fannie Mae 2042-01-25 4.000000 Government Agency Debt 7735000.00 7664798.86 GNMA 2028-07-16 0.782500 Government Agency Debt 23000000.00 559189.03 GNMA 2031-11-16 0.682500 Government Agency Debt 4000000.00 1375554.61 GNMA 2033-03-16 0.582500 Government Agency Debt 11804639.00 1794374.49 GNMA 2033-08-20 5.000000 Government Agency Debt 9501056.00 10966306.74 GNMA 2036-11-16 5.336000 Government Agency Debt 5000000.00 5159694.46 GNMA 2041-06-20 4.000000 Government Agency Debt 13276158.00 14296984.01 GNMA 2041-11-20 6.500000 Government Agency Debt 7500000.00 8621146.11 GNMA 2041-12-20 3.000000 Government Agency Debt 15606000.00 15302302.04 GNMA 2041-12-20 3.000000 Government Agency Debt 11119000.00 10791964.27 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 215000000.00 215000000.00 0.0131 N 215000000.00 215000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 991JCA005_0.2400_M120103_2MN4 0001074042 Other Repurchase Agreement N AMDOCS LTD ORD 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999980.97 CLOROX CO DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999965.20 COMMUNITY HEALTH SYS INC NEWCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999991.00 COMPLETE PRODUCTION SERVICESCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999969.60 CUMMINS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999957.24 ENTRAVISION COMMUNICATIONS CCL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 195836.84 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999956.25 FAMILY DLR STORES INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999998.16 GENWORTH FINL INC COM CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999995.10 HANOVER INS GROUP INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999985.00 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 110750.43 JOURNAL COMMUNICATIONS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 694368.64 KRAFT FOODS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999989.52 LEAR CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999990.75 NATIONAL PRESTO INDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999948.48 NEWFIELD EXPL CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999982.50 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999990.50 PUBLIC SVC ENTERPRISE GROUP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999992.52 REGIONS FINANCIAL CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999996.52 SEABOARD CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999435.80 SEALED AIR CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999988.96 SOUTHERN UN CO NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999961.59 WILLIAMS COS INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999968.55 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 20000000.00 20000000.00 0.0012 Repurchase agreement collateralized by common stock and ETFs. N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120106_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-02-01 5.500000 Government Agency Debt 2001745.00 640038.24 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 73933.00 27711.13 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 5910915.00 1605371.42 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 613499148.00 195129155.91 Fannie Mae 2039-06-25 4.500000 Government Agency Debt 3802885.00 3391663.63 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 82167.00 50242.27 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 6812.00 6486.01 Fannie Mae 2042-05-01 2.526000 Government Agency Debt 33644847.00 3854805.28 Freddie Mac 2017-05-01 6.500000 Government Agency Debt 11092916.00 245123.42 GNMA 2024-08-15 4.000000 Government Agency Debt 895503.00 629200.84 GNMA 2039-01-15 7.000000 Government Agency Debt 6091.00 4606.40 GNMA 2039-02-15 7.000000 Government Agency Debt 546992.00 261728.36 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Deutsche Bank Securities Inc N/A N/A N N 197000000.00 197000000.00 0.0120 N 197001970.00 197001970.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120106_2MN4 0001074042 Government Agency Repurchase Agreement Y GNMA 2037-11-16 2.750000 Government Agency Debt 332054.00 319567.98 GNMA 2039-05-20 4.000000 Government Agency Debt 83428.00 49129.74 GNMA 2039-11-16 0.942500 Government Agency Debt 1892640.00 780002.33 GNMA 2040-07-20 4.500000 Government Agency Debt 87793761.00 93427989.38 GNMA 2041-06-20 4.000000 Government Agency Debt 86299504.00 92935217.32 GNMA 2041-11-20 7.000000 Government Agency Debt 11148.00 12871.26 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Deutsche Bank Securities Inc N/A N/A N N 180000000.00 180000000.00 0.0109 N 180000000.00 180000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120106_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2018-11-01 4.500000 Government Agency Debt 2000000.00 455402.51 Fannie Mae 2020-03-01 4.500000 Government Agency Debt 671250.00 446465.48 Fannie Mae 2020-05-01 5.000000 Government Agency Debt 2814027.00 453228.18 Fannie Mae 2020-08-01 3.500000 Government Agency Debt 717614.00 453260.25 Fannie Mae 2021-12-01 6.000000 Government Agency Debt 1528279.00 433904.05 Fannie Mae 2025-05-01 4.000000 Government Agency Debt 598351.00 438324.02 Fannie Mae 2026-01-01 4.000000 Government Agency Debt 34773643.00 30701792.64 Fannie Mae 2028-05-01 6.500000 Government Agency Debt 25249356.00 456983.58 Fannie Mae 2032-01-25 3.500000 Government Agency Debt 148209.00 146888.08 Fannie Mae 2033-07-01 4.500000 Government Agency Debt 1700000.00 436155.23 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 499575.00 448408.71 Fannie Mae 2033-10-01 4.500000 Government Agency Debt 1105000.00 454113.88 Fannie Mae 2033-11-01 5.500000 Government Agency Debt 1734019.00 438679.48 Fannie Mae 2034-01-01 6.000000 Government Agency Debt 970404.00 454514.38 Fannie Mae 2034-12-01 6.500000 Government Agency Debt 2863754.00 450373.46 Fannie Mae 2035-01-01 4.500000 Government Agency Debt 118802.00 70360.48 Fannie Mae 2035-05-01 2.294000 Government Agency Debt 3048605.00 451777.06 Fannie Mae 2035-06-01 4.500000 Government Agency Debt 689952.00 440309.84 Fannie Mae 2035-10-01 5.000000 Government Agency Debt 8029502.00 3219697.74 Fannie Mae 2036-04-01 6.000000 Government Agency Debt 1383761.00 440751.71 Fannie Mae 2036-05-01 6.000000 Government Agency Debt 1068749.00 443110.28 Fannie Mae 2036-07-01 6.000000 Government Agency Debt 1621707.00 413840.55 Fannie Mae 2036-09-01 6.000000 Government Agency Debt 758000.00 433630.90 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 1212937.00 454729.16 Fannie Mae 2037-04-01 6.500000 Government Agency Debt 1064876.00 441414.15 Fannie Mae 2037-05-01 6.000000 Government Agency Debt 1103175.00 439571.78 Fannie Mae 2037-05-01 6.500000 Government Agency Debt 2019208.00 446882.29 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 833725.00 438640.04 Fannie Mae 2037-07-01 5.500000 Government Agency Debt 775000.00 446631.73 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 2049563.00 450474.80 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 3561509.00 447843.11 Fannie Mae 2037-09-01 5.500000 Government Agency Debt 930649.00 346495.96 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 2361642.00 455143.77 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 2521845.00 446247.40 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 1400000.00 445456.21 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 948000.00 446687.27 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 1377518.00 442445.19 Fannie Mae 2037-09-01 7.000000 Government Agency Debt 2799891.00 440468.42 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 890627.00 451434.12 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 1370125.00 455790.47 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 20262550.00 19392824.69 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 1776788.00 449814.08 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 970000.00 448518.79 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 4729956.00 455217.07 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 1365150.00 455572.92 Fannie Mae 2038-02-01 6.500000 Government Agency Debt 2106517.00 442923.28 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 1226101.00 436505.74 Fannie Mae 2038-07-01 6.500000 Government Agency Debt 1257047.00 442923.13 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 1260063.00 448410.24 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 6627700.00 439518.05 Fannie Mae 2039-01-01 5.500000 Government Agency Debt 503734.00 455820.10 Fannie Mae 2039-06-25 5.500000 Government Agency Debt 284657.00 147271.41 Fannie Mae 2039-11-01 6.500000 Government Agency Debt 552238.00 446698.07 Fannie Mae 2040-03-01 3.874000 Government Agency Debt 1242876.00 435781.48 Fannie Mae 2040-04-01 3.732000 Government Agency Debt 571980.00 442949.76 Fannie Mae 2040-04-01 5.500000 Government Agency Debt 532333.00 433896.51 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 514094.00 444084.27 Fannie Mae 2040-08-01 3.304000 Government Agency Debt 575000.00 443195.02 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 500000.00 451102.41 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 465901.00 457751.08 Fannie Mae 2041-01-01 3.225000 Government Agency Debt 35319480.00 30989951.10 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 467011.00 447247.67 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 573478.00 458052.42 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 500000.00 452091.22 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 407985.00 438250.10 Fannie Mae 2041-10-01 2.971000 Government Agency Debt 30257467.00 31334287.35 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 423446.00 450589.56 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 409384.00 436110.23 Fannie Mae 2041-10-01 6.000000 Government Agency Debt 412331.00 454901.21 Fannie Mae 2041-11-01 3.026000 Government Agency Debt 22427937.00 23372772.41 Fannie Mae 2041-12-01 2.980000 Government Agency Debt 30025162.00 31249075.33 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 449830.00 452338.19 GNMA 2037-11-16 2.750000 Government Agency Debt 119438.00 114946.85 GNMA 2040-09-20 7.000000 Government Agency Debt 8712906.00 9700280.41 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Deutsche Bank Securities Inc N/A N/A N N 200000000.00 200000000.00 0.0121 N 200000000.00 200000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 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 5000000.00 4998700.00 0.0003 N 4998300.00 4998300.00 Fannie Mae Fannie Mae 0.015000% 313588RL1 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 12500000.00 12499973.96 0.0008 N 12499987.50 12499987.50 Fannie Mae Fannie Mae 0.015000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 15100000.00 15099628.79 0.0009 N 15099758.40 15099758.40 Fannie Mae Fannie Mae 0.020000% 313588UG8 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 25000000.00 24998986.11 0.0015 N 24999500.00 24999500.00 Fannie Mae Fannie Mae 0.020000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 72000000.00 71996320.00 0.0044 N 71998200.00 71998200.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RJ0 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 35000000.00 34999912.50 0.0021 N 35000000.00 35000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 40000000.00 39999888.89 0.0024 N 39999960.00 39999960.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 75100000.00 75099624.50 0.0046 N 75099774.70 75099774.70 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 18000000.00 17999940.00 0.0011 N 17999946.00 17999946.00 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 35000000.00 34999173.61 0.0021 N 34999860.00 34999860.00 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 143000000.00 142995471.67 0.0087 N 142998570.00 142998570.00 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 16000000.00 15999466.67 0.0010 N 15999824.00 15999824.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 35000000.00 34998813.89 0.0021 N 34999440.00 34999440.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384TZ2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 245000000.00 244993262.50 0.0149 N 244995590.00 244995590.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384TZ2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 100000000.00 99985434.40 0.0061 N 99998200.00 99998200.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 70000000.00 69997161.11 0.0043 N 69998600.00 69998600.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 100000000.00 99995833.32 0.0061 N 99998000.00 99998000.00 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 27000000.00 26999789.99 0.0016 N 26999946.00 26999946.00 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 2243000.00 2242985.05 0.0001 N 2242995.51 2242995.51 Freddie Mac Freddie Mac 0.040000% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 4500000.00 4499945.00 0.0003 N 4499986.50 4499986.50 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 40000000.00 39998800.00 0.0024 N 39999640.00 39999640.00 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 24999125.00 0.0015 N 24999775.00 24999775.00 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 9000000.00 8999677.50 0.0005 N 8999901.00 8999901.00 Freddie Mac Freddie Mac 0.020000% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 91808000.00 91804735.72 0.0056 N 91806439.26 91806439.26 Freddie Mac Freddie Mac 0.020000% 313396TY9 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 151000000.00 150994547.21 0.0092 N 150997433.00 150997433.00 Freddie Mac Freddie Mac 0.020000% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 73000000.00 72997120.56 0.0044 N 72998613.00 72998613.00 Freddie Mac Freddie Mac 0.010000% 313396UH4 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 180000000.00 179996300.00 0.0109 N 179996400.00 179996400.00 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 350000000.00 350000000.00 0.0213 N 350451500.00 350451500.00 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 15000000.00 14999687.50 0.0009 N 15000000.00 15000000.00 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 56000000.00 55996266.67 0.0034 N 55999440.00 55999440.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HDJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 106000000.00 105917320.00 0.0064 N 105943820.00 105943820.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HDS3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 41000000.00 40972256.67 0.0025 N 40973760.00 40973760.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HDT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 193000000.00 192868277.50 0.0117 N 192874550.00 192874550.00 GFRE Holdings LLC GFRE Holdings LLC 0.300000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2885000.00 2885000.00 0.0002 N 2885000.00 2885000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2MN4 0000769993 Other Repurchase Agreement N ALTRIA GROUP INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599991.11 AMEREN CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599992.47 AVON PRODS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599997.92 BRIDGEPOINT ED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1176014.00 CALPINE CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599996.90 CONSTELLATION ENERGY GROUP ICOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599987.90 DEVON ENERGY CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1201885.55 DOVER CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 660788.62 EMERSON ELEC CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599968.56 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599985.17 INTERNATIONAL GAME TECHNOLOGCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 999053.62 INVESTMENT TECHNOLOGY GRP NECOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599991.04 L-3 COMMUNICATIONS HLDGS INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599947.10 LAUDER ESTEE COS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1235629.92 MARTIN MARIETTA MATLS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 604425.00 MASTERCARD INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599703.83 MORGAN STANLEY COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599986.64 MOSAIC CO NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 993532.80 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599983.58 PPG INDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1144699.71 SCHLUMBERGER LTD COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1192887.36 SKECHERS U S A INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 965636.28 SPRINT NEXTEL CORP COM SER 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1026062.73 STANLEY BLACK & DECKER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599946.95 WEIGHT WATCHERS INTL INC NEWCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1599964.38 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 32000000.00 32000000.00 0.0019 Repurchase agreement collateralized by common stock and ETFs. Y 32017920.00 32017920.00 Goldman Sachs & Co Goldman Sachs & Co 0.670000% 992JYE002_0.6700_M120127_2MN4 0000769993 Other Repurchase Agreement N AMERIPRISE FINL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2701918.94 BARNES & NOBLE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1922347.96 BEAM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2280939.06 BUCKLE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2339550.54 CHESAPEAKE ENERGY CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2520643.35 CSX CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2732095.52 DEVRY INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1945850.60 DU PONT E I DE NEMOURS & CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3049987.85 ENDEAVOUR INTL CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2596039.00 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3049963.11 GENUINE PARTS CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2055337.12 GENWORTH FINL INC COM CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2229642.45 GREAT PLAINS ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3049980.54 HERSHEY CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2096406.00 KANSAS CITY SOUTHERN COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2517380.82 LIN TV CORP CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 703855.25 MERCK & CO INC NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3049980.01 NABORS INDUSTRIES LTD SHS 2011-12-30 N/A Other Instrument common stock or ETF 0.00 838022.78 NATURAL GAS SERVICES GROUP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 499031.87 NAVISTAR INTL CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2241745.56 NISOURCE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1852156.68 ORBITAL SCIENCES CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2519826.40 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3049994.48 PRUDENTIAL FINL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2341326.78 ROCKWELL AUTOMATION INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 318729.60 SPECTRA ENERGY CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2114027.10 THOMPSON CREEK METALS CO INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2100422.24 WESTERN UN CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2323808.80 YUM BRANDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3009028.32 First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 61000000.00 61000000.00 0.0037 Repurchase agreement collateralized by common stock and ETFs. Y 61020740.00 61020740.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2MN4 0000769993 Other Repurchase Agreement N AON CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449998.87 BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449935.20 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449999.49 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449996.12 CENTURYLINK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449999.00 CONSOLIDATED EDISON INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449959.51 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449990.10 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449992.08 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449966.52 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449996.46 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 436.24 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449991.68 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449946.52 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449999.10 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449960.40 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449990.25 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449983.17 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449991.99 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449987.04 SALESFORCE COM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449942.57 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449995.68 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 449971.06 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 9000000.00 9000000.00 0.0005 Repurchase agreement collateralized by common stock and ETFs. Y 9000000.00 9000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.750000% 992JYE002_0.7500_M120215_2MN4 0000769993 Other Repurchase Agreement N BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49873.20 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49961.79 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49988.33 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.55 DIAMOND OFFSHORE DRILLING INCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49952.00 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49997.61 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49984.02 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49989.52 GOODYEAR TIRE & RUBR CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.04 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49949.48 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49983.80 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49962.08 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.90 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49937.04 MCCLATCHY CO CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.60 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49986.75 OIL STS INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49951.77 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.13 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49981.68 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.04 THOMSON REUTERS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 606.97 UNITED PARCEL SERVICE INC CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49926.87 First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 1000000.00 1000000.00 0.0001 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2MN4 0000769993 Other Repurchase Agreement N ALTRIA GROUP INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299976.02 AMEREN CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299966.59 AON CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299986.32 AVON PRODS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299995.04 CALPINE CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299994.38 CENTURYLINK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299976.45 CONSOLIDATED EDISON INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299994.30 CONSTELLATION ENERGY GROUP ICOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299975.21 EMERSON ELEC CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299997.77 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299970.71 INVESTMENT TECHNOLOGY GRP NECOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299996.80 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 71175.36 L-3 COMMUNICATIONS HLDGS INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299965.40 MARTIN MARIETTA MATLS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299975.00 MASTERCARD INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299735.72 MORGAN STANLEY COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299987.24 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299994.80 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299976.86 SALESFORCE COM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299958.99 STANLEY BLACK & DECKER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1229461.69 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299989.24 WEIGHT WATCHERS INTL INC NEWCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1299967.56 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 26000000.00 26000000.00 0.0016 Repurchase agreement collateralized by common stock and ETFs. Y 26000000.00 26000000.00 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 4000000.00 3999928.89 0.0002 N 3999920.00 3999920.00 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 50000000.00 49998666.67 0.0030 N 49999000.00 49999000.00 Govco, LLC Govco, LLC 0.330000% 38362VA60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Citibank NA N/A N/A 12000000.00 11999450.00 0.0007 N 11999640.00 11999640.00 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 10000000.00 9999288.89 0.0006 N 9999600.00 9999600.00 Govco, LLC Govco, LLC 0.330000% 38362VAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Citibank NA N/A N/A 35000000.00 34997112.50 0.0021 N 34998250.00 34998250.00 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 20000000.00 19997155.55 0.0012 N 19998400.00 19998400.00 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 44000000.00 43992960.00 0.0027 N 43996040.00 43996040.00 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 6000000.00 5998986.67 0.0004 N 5999400.00 5999400.00 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 48000000.00 47988666.67 0.0029 N 47993760.00 47993760.00 Govco, LLC Govco, LLC 0.340000% 38362VBF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Citibank NA N/A N/A 14000000.00 13994050.00 0.0008 N 13995940.00 13995940.00 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 5000000.00 4996616.67 0.0003 N 4997850.00 4997850.00 Govco, LLC Govco, LLC 0.380000% 38362VCN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1998290.00 0.0001 N 1998420.00 1998420.00 Govco, LLC Govco, LLC 0.600000% 38362VFE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3989000.00 0.0002 N 3988680.00 3988680.00 Govco, LLC Govco, LLC 0.630000% 38362VFK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Credit / Liquidity Citibank NA N/A N/A 75000000.00 74776875.00 0.0045 N 74777250.00 74777250.00 Govco, LLC Govco, LLC 0.620000% 38362VFK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Credit / Liquidity Citibank NA N/A N/A 50000000.00 49853611.11 0.0030 N 49851500.00 49851500.00 Govco, LLC Govco, LLC 0.630000% 38362VFL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Credit / Liquidity Citibank NA N/A N/A 28000000.00 27916210.00 0.0017 N 27916000.00 27916000.00 Govco, LLC Govco, LLC 0.620000% 38362VFM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity Citibank NA N/A N/A 27000000.00 26920020.00 0.0016 N 26918190.00 26918190.00 Grampian Funding, LLC Grampian Funding, LLC 0.300000% 38501BA66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 20000000.00 19999166.67 0.0012 N 19999800.00 19999800.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 32000000.00 31997520.00 0.0019 N 31999680.00 31999680.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 40000000.00 39994488.89 0.0024 N 39999200.00 39999200.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 29000000.00 28994506.11 0.0018 N 28998840.00 28998840.00 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 42000000.00 41983946.67 0.0025 N 41997060.00 41997060.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RC58 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 83000000.00 82960160.00 0.0050 N 82938580.00 82938580.00 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 5999940.00 5999940.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.010000% 4662J0A36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 89000000.00 88999950.55 0.0054 N 89000000.00 89000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.327400% 48125LBA9 Other Note N First Tier Security N/A N/A 2012-01-23 2012-12-21 N N N 500000000.00 500000000.00 0.0304 N 499208500.00 499208500.00 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 1000000.00 999945.00 0.0001 N 999950.00 999950.00 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 9999266.67 0.0006 N 9999400.00 9999400.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.220000% 53943RAQ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 66000000.00 65990723.33 0.0040 N 65988120.00 65988120.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 8000000.00 7999540.00 0.0005 N 7999760.00 7999760.00 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 20000000.00 19998722.22 0.0012 N 19999200.00 19999200.00 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 9476000.00 9474726.01 0.0006 N 9475336.68 9475336.68 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 8000000.00 7998671.11 0.0005 N 7999280.00 7999280.00 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 8000000.00 7998364.45 0.0005 N 7999120.00 7999120.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4BE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10033000.00 10030179.61 0.0006 N 10031294.39 10031294.39 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4BH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 29000000.00 28991291.94 0.0018 N 28994780.00 28994780.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4BM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 41000000.00 40986640.83 0.0025 N 40992210.00 40992210.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4C28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 27000000.00 26988562.50 0.0016 N 26993790.00 26993790.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CK8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2023000.00 2021991.87 0.0001 N 2022352.64 2022352.64 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000% 06399U000_0.0500_M120103_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2042-01-25 3.500000 Government Agency Debt 29884000.00 30481633.51 Freddie Mac 2025-04-15 4.000000 Government Agency Debt 21337019.00 23079362.04 Freddie Mac 2031-12-15 3.500000 Government Agency Debt 28605498.00 29561306.22 Freddie Mac 2034-11-15 0.628000 Government Agency Debt 114769368.00 30631643.38 Freddie Mac 2035-02-15 4.500000 Government Agency Debt 27500000.00 29945505.17 Freddie Mac 2038-06-15 3.962000 Government Agency Debt 21207270.00 10800550.32 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 150000000.00 150000000.00 0.0091 N 150000000.00 150000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000% 06399V008_0.2300_M120103_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2042-01-25 0.00 Government Agency Debt 149192526.00 151290620.49 Freddie Mac 2039-03-15 2.650000 Government Agency Debt 86829752.00 77372660.16 Freddie Mac 2041-02-15 4.000000 Government Agency Debt 131388000.00 138561036.56 GNMA 2038-10-20 2.500000 Government Agency Debt 79765992.00 76705683.55 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 431000000.00 431000000.00 0.0262 N 431000000.00 431000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.240000% 60681P2L7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 46000000.00 46000000.00 0.0028 N 46000920.00 46000920.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.200000% 60687GKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N N 81000000.00 81000000.00 0.0049 N 80999190.00 80999190.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GKE7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 82000000.00 82000000.00 0.0050 N 81999180.00 81999180.00 National Australia Bank Ltd National Australia Bank Ltd 0.510000% 971ANG003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 43000000.00 43000000.00 0.0026 N 43009460.00 43009460.00 National Australia Bank Ltd National Australia Bank Ltd 0.370000% 971QKK002 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 107000000.00 107000000.00 0.0065 N 107004280.00 107004280.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973HTX003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 27000000.00 27000000.00 0.0016 N 27004590.00 27004590.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973SKG005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 10000000.00 10000000.00 0.0006 N 9990400.00 9990400.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973VRG001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 61000000.00 61000000.00 0.0037 N 61023790.00 61023790.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000% 64577M3F5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-01 2012-01-03 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 500000.00 500000.00 0.0000 N 500000.00 500000.00 Nordea North America, Inc Nordea North America, Inc 0.150000% 6555P0B16 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N Y Nordea Bank AB N/A N/A N 49000000.00 48993670.83 0.0030 N 48988730.00 48988730.00 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 10045000.00 10044447.53 0.0006 N 10044899.55 10044899.55 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 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 23750000.00 23747242.36 0.0014 N 23749762.50 23749762.50 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 10173000.00 10171632.30 0.0006 N 10172898.27 10172898.27 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TB13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1594000.00 1593684.30 0.0001 N 1593952.18 1593952.18 RBS Holdings USA Inc RBS Holdings USA Inc 0.310000% 74927JA52 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y Royal Bank of Scotland Plc N/A N/A N 40000000.00 39998622.22 0.0024 N 39998800.00 39998800.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.310000% 74927JAC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N Y Royal Bank of Scotland Plc N/A N/A N 16000000.00 15998484.44 0.0010 N 15998880.00 15998880.00 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 32000000.00 31975040.00 0.0019 N 31981120.00 31981120.00 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 4000000.00 3995508.89 0.0002 N 3995000.00 3995000.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0G91 Other Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24920833.33 0.0015 N 24898250.00 24898250.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-04-09 N N N 115000000.00 115000000.00 0.0070 N 114991950.00 114991950.00 Royal Bank of Canada Royal Bank of Canada 0.010000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 395000000.00 395000000.00 0.0240 Security is a time deposit. N 395000000.00 395000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H7E9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 52000000.00 52000000.00 0.0032 N 52000000.00 52000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H7K5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 51000000.00 51000000.00 0.0031 N 51000510.00 51000510.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H7L3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N N 116000000.00 116000000.00 0.0070 N 115996520.00 115996520.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050TAH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 22000000.00 21997555.56 0.0013 N 21997580.00 21997580.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.320000% 83051AZU8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 42000000.00 42000000.00 0.0026 N 41997060.00 41997060.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.290000% 8342E2A57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit HSBC Bank Plc N/A N/A 95000000.00 94996938.89 0.0058 N 94998100.00 94998100.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.340000% 8342E2A57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2999886.67 0.0002 N 2999940.00 2999940.00 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 47000000.00 47000000.00 0.0029 N 46998590.00 46998590.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.100000% 8574P04R6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 77000000.00 77000000.00 0.0047 N 76997690.00 76997690.00 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 18000000.00 17994710.00 0.0011 N 17992260.00 17992260.00 State Street Corp State Street Corp 0.200000% 85747JCD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 64000000.00 63974400.00 0.0039 N 63939200.00 63939200.00 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 15000000.00 14996595.83 0.0009 N 14999100.00 14999100.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EEC8 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 25000000.00 24992875.00 0.0015 N 24998000.00 24998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EEF1 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 45000000.00 44985512.50 0.0027 N 44995500.00 44995500.00 Straight A Funding, LLC Straight A Funding, LLC 0.100000% 86257EEV6 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 50000000.00 49997500.00 0.0030 N 49999000.00 49999000.00 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 25066000.00 25059253.08 0.0015 N 25064245.38 25064245.38 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 33000000.00 32990943.33 0.0020 N 32997690.00 32997690.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDD4 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49986013.89 0.0030 N 49996000.00 49996000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDF9 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 23000000.00 22992716.67 0.0014 N 22997930.00 22997930.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDJ1 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 13000000.00 12995814.72 0.0008 N 12998700.00 12998700.00 Straight A Funding, LLC Straight A Funding, LLC 0.150000% 86257FDK8 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 36000000.00 35994300.00 0.0022 N 35998200.00 35998200.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GF32 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 63298000.00 63297331.85 0.0038 N 63297367.02 63297367.02 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 38000000.00 37998997.22 0.0023 N 37999240.00 37999240.00 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 28000000.00 27994236.66 0.0017 N 27996360.00 27996360.00 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 39000000.00 38991766.67 0.0024 N 38994540.00 38994540.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF93 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 26330000.00 26322912.84 0.0016 N 26324997.30 26324997.30 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JG35 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 30418000.00 30409330.87 0.0018 N 30411612.22 30411612.22 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 32035000.00 32025870.02 0.0019 N 32028272.65 32028272.65 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP32 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 20000000.00 19994511.11 0.0012 N 19996000.00 19996000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP57 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47000000.00 46985116.67 0.0029 N 46988250.00 46988250.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KQ31 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9996780.56 0.0006 N 9997400.00 9997400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR22 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9996569.45 0.0006 N 9997100.00 9997100.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR48 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49981263.89 0.0030 N 49983000.00 49983000.00 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 7999620.00 0.0005 N 7999760.00 7999760.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M6Q8 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 75046000.00 75022235.44 0.0046 N 75027238.50 75027238.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562ER59 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 81000000.00 81000000.00 0.0049 N 80997570.00 80997570.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.240000% 86562WTS7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 81000000.00 81000000.00 0.0049 N 80998380.00 80998380.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WTV0 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 165000000.00 165000000.00 0.0100 N 165000000.00 165000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.170000% 86959BP66 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 25000000.00 25000000.00 0.0015 N 24999500.00 24999500.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.150000% 86959BR23 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 148000000.00 148000000.00 0.0090 N 147992600.00 147992600.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.120000% 86959BR80 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 59000000.00 59000000.00 0.0036 N 58995280.00 58995280.00 Swedbank AB Swedbank AB 0.200000% 87019QCJ5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 55000000.00 55000000.00 0.0033 N 54999450.00 54999450.00 Swedbank AB Swedbank AB 0.205000% 87019QCL0 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 10000000.00 10000000.00 0.0006 N 9999800.00 9999800.00 Texas TRAN Series 2011A 0.070000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 32000000.00 32000000.00 0.0019 N 32000000.00 32000000.00 Texas TRAN Series 2011A 0.070000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 63360000.00 63360000.00 0.0038 N 63360000.00 63360000.00 Texas TRAN Series 2011A 0.070000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 39690000.00 39690000.00 0.0024 N 39690000.00 39690000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.320000% 88324LAC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9999022.22 0.0006 N 9999400.00 9999400.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 76000000.00 75989528.89 0.0046 N 75993920.00 75993920.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 37000000.00 36994265.00 0.0022 N 36996670.00 36996670.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 41000000.00 40993291.95 0.0025 N 40995900.00 40995900.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TAA1 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 50000000.00 49997250.00 0.0030 N 49997500.00 49997500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 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 60000000.00 59993866.67 0.0036 N 59995200.00 59995200.00 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 26162000.00 26158003.03 0.0016 N 26159122.18 26159122.18 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 24000000.00 23995093.33 0.0015 N 23995920.00 23995920.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999770.00 0.0001 N 999800.00 999800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15004000.00 14997306.55 0.0009 N 14996347.96 14996347.96 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 5000000.00 4997586.11 0.0003 N 4997200.00 4997200.00 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 114000000.00 114000000.00 0.0069 N 114069540.00 114069540.00 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 48000000.00 48000000.00 0.0029 N 48026400.00 48026400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XFD2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 76000000.00 76000000.00 0.0046 N 76009120.00 76009120.00 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 0.0030 N 50002500.00 50002500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112XHA6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 120000000.00 120000000.00 0.0073 N 120000000.00 120000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112XHK4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 66000000.00 66000000.00 0.0040 N 65999340.00 65999340.00 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 175000000.00 175000000.00 0.0106 N 175012250.00 175012250.00 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 102000000.00 101951606.67 0.0062 N 101976540.00 101976540.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.500000% 89233GDW3 Other Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 123000000.00 122795000.01 0.0075 N 122892990.00 122892990.00 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 14000000.00 13969853.33 0.0008 N 13983060.00 13983060.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEP7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 19000000.00 18954716.67 0.0012 N 18973780.00 18973780.00 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 12000000.00 11971200.00 0.0007 N 11983200.00 11983200.00 UBS AG UBS AG 0.190000% 90267A7D2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 206000000.00 206000000.00 0.0125 N 205997940.00 205997940.00 UBS AG UBS AG 0.210000% 90267RBF5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 40000000.00 40000000.00 0.0024 N 39997600.00 39997600.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.165000% 90262CA56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y UBS AG N/A N/A N 43000000.00 42999211.67 0.0026 N 42998710.00 42998710.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M120106_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-12-01 4.000000 Government Agency Debt 23358327.00 24620569.46 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 19220775.00 20259431.51 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y UBS Securities LLC N/A N/A N N 44000000.00 44000000.00 0.0027 N 44001320.00 44001320.00 UBS Securities LLC UBS Securities LLC 0.060000% 99EPPA003_0.0600_M120103_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-12-01 3.000000 Government Agency Debt 18743281.00 19439906.28 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 60573876.00 64842303.01 Freddie Mac 2037-02-01 5.000000 Government Agency Debt 61415944.00 27917791.00 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 110000000.00 110000000.00 0.0067 N 110000000.00 110000000.00 Union Bank, NA Union Bank, NA 0.270000% 90527MUN4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 15000000.00 15000000.00 0.0009 N 15000750.00 15000750.00 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 4000000.00 4000000.00 0.0002 N 3999880.00 3999880.00 Union Bank, NA Union Bank, NA 0.450000% 90527MXF8 Certificate of Deposit N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 46000000.00 46000000.00 0.0028 N 45980220.00 45980220.00 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 3000000.00 2999846.67 0.0002 N 2999880.00 2999880.00 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 13000000.00 12999324.72 0.0008 N 12999480.00 12999480.00 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 24000000.00 23990460.00 0.0015 N 23992320.00 23992320.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SC16 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 17000000.00 16992350.00 0.0010 N 16996090.00 16996090.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.350000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2012-01-01 2012-07-01 N N N 35000000.00 35000000.00 0.0021 N 35001050.00 35001050.00 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 50000000.00 49991666.67 0.0030 N 49994500.00 49994500.00 Westpac Banking Corp Westpac Banking Corp 0.356300% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 60000000.00 60000000.00 0.0036 N 59999400.00 59999400.00 Westpac Banking Corp Westpac Banking Corp 0.360200% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-05-01 N N N 247000000.00 247000000.00 0.0150 N 246943190.00 246943190.00 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 36000000.00 35963340.00 0.0022 N 35978400.00 35978400.00 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 38000000.00 37956838.33 0.0023 N 37973780.00 37973780.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 835544.55 835544.55 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 726088.22 726088.22 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 676283.86 676283.86 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 587690.68 587690.68 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 994403.85 994403.85 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 864136.94 864136.94 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 1193303.47 1193303.47 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 1036980.72 1036980.72 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 2982989.67 2982989.67 0.0002 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 2592218.02 2592218.02 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 1074026.84 1074026.84 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 933329.33 933329.33 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 377908.39 377908.39 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 328402.39 328402.39 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 596697.67 596697.67 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 518530.27 518530.27 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 179003.04 179003.04 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 155553.64 155553.64 Windmill Funding Corp Windmill Funding Corp 0.320000% 97342GA56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 17000000.00 16999395.56 0.0010 N 16999490.00 16999490.00 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GAC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 44000000.00 43995966.67 0.0027 N 43996920.00 43996920.00 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GAJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999575.00 0.0002 N 2999640.00 2999640.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 33000000.00 32991786.66 0.0020 N 32991334.20 32991334.20 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 29000000.00 28999516.67 0.0018 N 28999710.00 28999710.00