0001145549-12-005551.txt : 20120730 0001145549-12-005551.hdr.sgml : 20120730 20120607132020 ACCESSION NUMBER: 0001145549-12-005551 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120531 FILED AS OF DATE: 20120607 DATE AS OF CHANGE: 20120607 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: 12894284 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 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-05-31 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 38 57 1288098009.90 371289.03 109539.24 1288359759.69 0.0026 1.0001 2012-05-31 1.0001 2012-05-31 C000012387 1.00 1288359759.69 1.00 17386426.89 92967421.75 75580994.86 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 Abbott Laboratories Abbott Laboratories 0.170000% 00282CGH9 Other Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 4000000.00 3999131.11 0.0031 N 3999320.00 3999320.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086LFM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 999883.33 0.0008 N 999870.00 999870.00 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 02086LH66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4997250.00 0.0039 N 4997350.00 4997350.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AF65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 3000000.00 2999875.00 0.0023 N 2999880.00 2999880.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.370000% 04014AFU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-28 2012-06-28 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 7000000.00 6998057.50 0.0054 N 6998670.00 6998670.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.289800% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-11-26 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.200000% 972BSY006 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 12000000.00 12000000.00 0.0093 N 12001440.00 12001440.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NJB000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 4000000.00 4000000.00 0.0031 N 4001400.00 4001400.00 Bank of Montreal Bank of Montreal 0.200000% 06366VMQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 4000000.00 4000000.00 0.0031 N 4000200.00 4000200.00 Bank of Montreal Bank of Montreal 0.190000% 06366VNA0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 6000000.00 6000000.00 0.0047 N 6000180.00 6000180.00 Bank of Montreal Bank of Montreal 0.200000% 06366VNY8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 6000000.00 6000000.00 0.0047 N 6000300.00 6000300.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPJ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417EM67 Certificate of Deposit N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 12000000.00 12000000.00 0.0093 N 12000120.00 12000120.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 7000000.00 7000000.00 0.0054 N 7000700.00 7000700.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 5000000.00 5000000.00 0.0039 N 5000750.00 5000750.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 3000000.00 3000000.00 0.0023 N 2999940.00 2999940.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 3000000.00 3000000.00 0.0023 N 3001260.00 3001260.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 11000000.00 11000000.00 0.0085 N 10999450.00 10999450.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 4000000.00 4000000.00 0.0031 N 4000560.00 4000560.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120604_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-01 2.490000 Government Agency Debt 16119185.00 3164608.48 Fannie Mae 2038-10-01 2.072000 Government Agency Debt 4836654.00 1885833.23 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 5054.00 2214.65 Fannie Mae 2042-03-01 3.098000 Government Agency Debt 4147288.00 4310571.11 First Tier Security N/A N/A 2012-06-04 2012-06-04 Y BARCLAYS CAPITAL INC N/A N/A N N 9000000.00 9000000.00 0.0070 N 8999910.00 8999910.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120607_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2013-04-01 4.500000 Government Agency Debt 7114238.00 122429.88 Fannie Mae 2016-03-01 7.000000 Government Agency Debt 15000000.00 120221.40 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 588999.00 121972.52 Fannie Mae 2019-10-01 5.000000 Government Agency Debt 688862.00 120318.00 Fannie Mae 2020-10-01 4.500000 Government Agency Debt 94366.00 21451.16 Fannie Mae 2020-12-01 4.500000 Government Agency Debt 281617.00 74093.14 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 683340.00 630421.40 Fannie Mae 2030-12-01 3.500000 Government Agency Debt 2435095.00 2099270.37 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 2500000.00 2330322.28 Fannie Mae 2031-09-01 4.000000 Government Agency Debt 2472091.00 2337566.83 Fannie Mae 2032-03-01 4.500000 Government Agency Debt 2183848.00 2403477.28 Fannie Mae 2033-01-01 6.000000 Government Agency Debt 630000.00 122339.01 Fannie Mae 2035-10-01 7.500000 Government Agency Debt 21191.00 16845.38 Fannie Mae 2036-04-01 5.500000 Government Agency Debt 591762.00 120228.32 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 424787.00 163940.97 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 127489.00 122646.12 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 120000.00 120834.17 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 978198.00 1062291.21 Fannie Mae 2042-05-01 2.385000 Government Agency Debt 2368532.00 2455383.39 Freddie Mac 2019-01-01 5.000000 Government Agency Debt 500000.00 120978.11 Freddie Mac 2019-06-01 4.500000 Government Agency Debt 660000.00 122662.67 Freddie Mac 2021-11-01 6.000000 Government Agency Debt 522849.00 120244.38 Freddie Mac 2022-02-01 5.000000 Government Agency Debt 569504.00 121152.14 Freddie Mac 2025-04-01 5.000000 Government Agency Debt 263597.00 120350.93 Freddie Mac 2027-11-01 5.000000 Government Agency Debt 461526.00 120630.42 Freddie Mac 2027-12-01 6.000000 Government Agency Debt 500000.00 120830.75 Freddie Mac 2029-07-01 4.500000 Government Agency Debt 1000.00 603.82 Freddie Mac 2031-01-01 4.000000 Government Agency Debt 626520.00 584960.82 Freddie Mac 2034-08-01 6.500000 Government Agency Debt 595321.00 121020.04 Freddie Mac 2037-02-01 7.000000 Government Agency Debt 1000000.00 121328.04 Freddie Mac 2037-04-01 7.500000 Government Agency Debt 6568.00 3424.98 Freddie Mac 2037-09-01 6.500000 Government Agency Debt 386530.00 120398.62 Freddie Mac 2038-01-01 5.625000 Government Agency Debt 117288.00 120798.79 Freddie Mac 2040-05-01 5.000000 Government Agency Debt 3000000.00 2264909.24 Freddie Mac 2041-02-15 0.588700 Government Agency Debt 1000.00 995.33 Freddie Mac 2042-02-01 3.500000 Government Agency Debt 1000.00 1044.52 First Tier Security N/A N/A 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC N/A N/A N N 18000000.00 18000000.00 0.0140 N 18000000.00 18000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 07699U005_0.2200_M120607_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-01 6.500000 Government Agency Debt 165879.00 19125.63 Fannie Mae 2036-11-01 5.500000 Government Agency Debt 35098.00 8861.72 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 25518.00 25966.69 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 13661298.00 13615259.90 GNMA 2042-05-20 3.500000 Government Agency Debt 11686387.00 12449352.25 First Tier Security N/A N/A 2012-06-07 2012-06-07 Y BARCLAYS CAPITAL INC N/A N/A N N 25000000.00 25000000.00 0.0194 N 25000000.00 25000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.155000% 0554M2FC6 Other Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N Y BHP Billiton Ltd N/A N/A N 7000000.00 6999668.47 0.0054 N 6999580.00 6999580.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 987WVU007_0.2200_M120601_2MN2 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2014-08-15 6.500000 Government Agency Debt 7995000.00 85999.90 Freddie Mac 2032-02-15 6.500000 Government Agency Debt 1736081.00 71525.63 Freddie Mac 2038-02-20 5.000000 Government Agency Debt 240973.00 101382.94 Freddie Mac 2038-04-20 5.000000 Government Agency Debt 286431.00 132250.34 Freddie Mac 2038-07-20 6.500000 Government Agency Debt 1030000.00 107079.27 Freddie Mac 2039-09-20 4.500000 Government Agency Debt 161000.00 86027.19 Freddie Mac 2041-03-20 5.500000 Government Agency Debt 483054.00 83415.63 GNMA 2017-05-15 6.500000 Government Agency Debt 1064924.00 87572.83 GNMA 2018-04-15 5.000000 Government Agency Debt 693529.00 88712.78 GNMA 2018-04-15 5.000000 Government Agency Debt 500000.00 70936.30 GNMA 2018-06-15 5.000000 Government Agency Debt 399905.00 121042.53 GNMA 2018-10-15 5.000000 Government Agency Debt 366893.00 68634.26 GNMA 2021-04-15 7.000000 Government Agency Debt 2231103.00 90688.01 GNMA 2023-03-15 7.500000 Government Agency Debt 17754273.00 81916.95 GNMA 2023-07-20 5.500000 Government Agency Debt 261153.00 130685.73 GNMA 2023-10-15 7.500000 Government Agency Debt 10946384.00 119055.45 GNMA 2023-12-15 6.000000 Government Agency Debt 1514388.00 109140.87 GNMA 2023-12-15 6.000000 Government Agency Debt 1584324.00 75286.71 GNMA 2023-12-15 6.500000 Government Agency Debt 2675004.00 82179.45 GNMA 2024-02-15 6.500000 Government Agency Debt 3040000.00 83174.64 GNMA 2024-03-15 6.500000 Government Agency Debt 5445491.00 81831.28 GNMA 2026-01-20 3.500000 Government Agency Debt 100000.00 91770.50 GNMA 2026-12-15 7.500000 Government Agency Debt 13860000.00 94372.76 GNMA 2027-01-15 7.500000 Government Agency Debt 9927048.00 124781.05 GNMA 2027-02-15 3.000000 Government Agency Debt 80297.00 84346.33 GNMA 2027-04-20 4.000000 Government Agency Debt 85591.00 92195.65 GNMA 2028-06-15 6.500000 Government Agency Debt 4747365.00 102065.21 GNMA 2028-06-20 5.450000 Government Agency Debt 824865.00 128081.24 GNMA 2028-07-15 6.500000 Government Agency Debt 5291423.00 122692.30 GNMA 2028-07-15 6.500000 Government Agency Debt 6668412.00 106512.02 GNMA 2028-07-15 7.500000 Government Agency Debt 1002317.00 79783.15 GNMA 2028-08-15 6.500000 Government Agency Debt 4800000.00 115671.36 GNMA 2028-08-15 6.500000 Government Agency Debt 896272.00 77838.39 GNMA 2028-09-15 6.500000 Government Agency Debt 2970000.00 99429.31 GNMA 2028-10-15 6.000000 Government Agency Debt 1819220.00 99509.49 GNMA 2028-11-15 6.500000 Government Agency Debt 2895000.00 84729.53 GNMA 2028-12-15 6.000000 Government Agency Debt 1000000.00 73394.57 GNMA 2028-12-15 6.000000 Government Agency Debt 1271493.00 68634.84 GNMA 2028-12-15 6.000000 Government Agency Debt 1449042.00 68351.05 GNMA 2028-12-15 7.000000 Government Agency Debt 3500000.00 91826.25 GNMA 2029-01-15 6.000000 Government Agency Debt 690902.00 110654.75 GNMA 2029-03-15 6.000000 Government Agency Debt 1226640.00 82988.63 GNMA 2029-03-15 6.000000 Government Agency Debt 1054062.00 69813.86 GNMA 2029-05-15 6.000000 Government Agency Debt 1107673.00 76343.82 GNMA 2029-07-20 6.000000 Government Agency Debt 3077874.00 117592.93 GNMA 2029-10-15 7.250000 Government Agency Debt 3665987.00 80091.95 GNMA 2029-10-15 7.500000 Government Agency Debt 4492658.00 95710.65 GNMA 2029-11-15 7.500000 Government Agency Debt 1004350.00 101170.31 GNMA 2030-09-20 8.000000 Government Agency Debt 57967.00 71948.45 GNMA 2031-07-15 7.000000 Government Agency Debt 7114980.00 125756.62 GNMA 2031-08-15 6.500000 Government Agency Debt 3825000.00 115318.69 GNMA 2031-08-15 6.500000 Government Agency Debt 2007594.00 67302.96 GNMA 2031-08-15 7.000000 Government Agency Debt 642395.00 128936.85 GNMA 2031-10-15 7.500000 Government Agency Debt 6435204.00 75105.04 GNMA 2032-05-15 7.000000 Government Agency Debt 609000.00 115978.53 GNMA 2032-07-15 6.500000 Government Agency Debt 1321793.00 106371.09 GNMA 2032-07-15 7.000000 Government Agency Debt 541000.00 92294.00 GNMA 2032-08-15 7.000000 Government Agency Debt 1224817.00 71834.60 GNMA 2032-10-15 5.750000 Government Agency Debt 135913.00 131682.37 GNMA 2032-11-15 6.000000 Government Agency Debt 1782477.00 69811.01 GNMA 2032-11-20 4.700000 Government Agency Debt 113695.00 104173.24 GNMA 2032-11-20 4.700000 Government Agency Debt 147079.00 82394.59 GNMA 2032-12-20 4.700000 Government Agency Debt 112369.00 101551.16 GNMA 2033-01-20 4.700000 Government Agency Debt 343924.00 129142.54 GNMA 2033-01-20 5.000000 Government Agency Debt 325000.00 68244.32 GNMA 2033-02-15 5.500000 Government Agency Debt 561278.00 73079.18 GNMA 2033-02-20 4.700000 Government Agency Debt 123550.00 109433.31 GNMA 2033-03-20 4.700000 Government Agency Debt 195632.00 114544.65 GNMA 2033-03-20 4.700000 Government Agency Debt 152027.00 79362.00 GNMA 2033-03-20 5.000000 Government Agency Debt 383625.00 76049.31 GNMA 2033-04-20 4.700000 Government Agency Debt 140940.00 76678.43 GNMA 2033-05-15 5.000000 Government Agency Debt 463725.00 103976.78 GNMA 2033-05-15 5.500000 Government Agency Debt 699860.00 120741.90 GNMA 2033-07-15 4.500000 Government Agency Debt 250000.00 103863.20 GNMA 2033-07-15 5.000000 Government Agency Debt 600060.00 114979.30 GNMA 2033-08-15 4.500000 Government Agency Debt 392231.00 116599.60 GNMA 2033-08-15 4.500000 Government Agency Debt 131548.00 71191.18 GNMA 2033-08-15 4.500000 Government Agency Debt 262495.00 70017.48 GNMA 2033-08-15 4.750000 Government Agency Debt 586093.00 97909.98 GNMA 2033-08-15 5.000000 Government Agency Debt 449629.00 108863.52 GNMA 2033-08-15 5.000000 Government Agency Debt 109570.00 22689.51 GNMA 2033-09-15 4.500000 Government Agency Debt 272000.00 81962.27 GNMA 2033-09-15 5.000000 Government Agency Debt 476206.00 120099.83 GNMA 2033-09-20 5.000000 Government Agency Debt 361464.00 101686.34 GNMA 2033-10-15 4.500000 Government Agency Debt 277167.00 105999.29 GNMA 2033-10-15 4.500000 Government Agency Debt 247000.00 67850.51 GNMA 2033-10-15 5.000000 Government Agency Debt 425019.00 128171.88 GNMA 2033-10-15 5.500000 Government Agency Debt 662703.00 134429.11 GNMA 2033-11-15 4.500000 Government Agency Debt 217000.00 76912.72 GNMA 2033-11-15 5.000000 Government Agency Debt 226200.00 99932.20 GNMA 2034-03-20 5.000000 Government Agency Debt 321417.00 83172.73 GNMA 2034-05-15 4.500000 Government Agency Debt 371109.00 106708.31 GNMA 2034-06-15 4.500000 Government Agency Debt 323391.00 103789.00 GNMA 2034-06-15 4.500000 Government Agency Debt 203200.00 80750.42 GNMA 2034-06-15 4.500000 Government Agency Debt 277366.00 72654.83 GNMA 2034-07-15 4.900000 Government Agency Debt 590378.00 76921.33 GNMA 2034-08-20 6.500000 Government Agency Debt 475000.00 68861.88 GNMA 2035-01-15 5.000000 Government Agency Debt 374459.00 131312.71 GNMA 2035-02-15 4.500000 Government Agency Debt 200000.00 65794.35 GNMA 2035-02-15 5.500000 Government Agency Debt 559063.00 125346.82 GNMA 2035-05-20 5.000000 Government Agency Debt 273000.00 93721.09 GNMA 2035-06-20 5.000000 Government Agency Debt 361560.00 124234.03 GNMA 2035-08-15 4.500000 Government Agency Debt 276539.00 83241.75 GNMA 2035-08-15 4.500000 Government Agency Debt 250000.00 73344.01 GNMA 2035-08-15 4.500000 Government Agency Debt 105950.00 67984.53 GNMA 2035-09-15 4.500000 Government Agency Debt 305473.00 124617.24 GNMA 2035-11-15 4.500000 Government Agency Debt 200282.00 95761.06 GNMA 2035-11-15 5.500000 Government Agency Debt 250583.00 116001.08 GNMA 2036-01-15 4.500000 Government Agency Debt 205865.00 69776.24 GNMA 2036-02-15 4.500000 Government Agency Debt 141924.00 102514.10 GNMA 2036-03-15 4.500000 Government Agency Debt 240306.00 115945.68 GNMA 2036-07-20 6.000000 Government Agency Debt 427731.00 98249.27 GNMA 2036-09-15 6.000000 Government Agency Debt 100000.00 66187.02 GNMA 2036-10-15 7.500000 Government Agency Debt 1000000.00 116480.28 GNMA 2037-03-20 7.000000 Government Agency Debt 91314.00 107882.04 GNMA 2037-06-15 5.200000 Government Agency Debt 196273.00 120931.82 GNMA 2037-06-15 5.200000 Government Agency Debt 96530.00 95197.06 GNMA 2037-06-15 6.000000 Government Agency Debt 221017.00 83828.44 GNMA 2037-07-15 5.200000 Government Agency Debt 200095.00 47330.60 GNMA 2037-07-15 5.500000 Government Agency Debt 185356.00 127485.25 GNMA 2037-08-20 6.500000 Government Agency Debt 500000.00 108294.18 GNMA 2037-10-20 6.000000 Government Agency Debt 408000.00 94026.45 GNMA 2037-12-15 6.500000 Government Agency Debt 337625.00 68406.70 GNMA 2038-01-15 6.500000 Government Agency Debt 354928.00 87397.52 GNMA 2038-03-15 4.500000 Government Agency Debt 195000.00 112262.18 GNMA 2038-03-15 4.500000 Government Agency Debt 280836.00 94525.37 GNMA 2038-04-15 4.500000 Government Agency Debt 251730.00 98800.30 GNMA 2038-05-15 4.500000 Government Agency Debt 250000.00 97522.52 GNMA 2038-06-15 5.000000 Government Agency Debt 135122.00 134204.39 GNMA 2038-06-15 6.500000 Government Agency Debt 597027.00 106344.60 GNMA 2038-06-15 6.500000 Government Agency Debt 500898.00 100573.46 GNMA 2038-07-15 6.500000 Government Agency Debt 552000.00 90200.32 GNMA 2038-07-20 4.500000 Government Agency Debt 150000.00 99398.64 GNMA 2038-11-15 5.500000 Government Agency Debt 268970.00 99399.84 GNMA 2038-12-15 5.500000 Government Agency Debt 413587.00 121769.26 GNMA 2038-12-15 5.500000 Government Agency Debt 270719.00 95043.11 GNMA 2038-12-15 6.500000 Government Agency Debt 535067.00 99396.66 GNMA 2039-01-15 4.500000 Government Agency Debt 125000.00 77214.64 GNMA 2039-01-15 6.500000 Government Agency Debt 317621.00 70291.84 GNMA 2039-01-15 7.000000 Government Agency Debt 111107.00 91669.21 GNMA 2039-02-20 4.000000 Government Agency Debt 125000.00 109926.40 GNMA 2039-03-15 4.500000 Government Agency Debt 178798.00 124027.19 GNMA 2039-03-15 4.500000 Government Agency Debt 169347.00 122670.07 GNMA 2039-03-15 4.500000 Government Agency Debt 199250.00 120996.76 GNMA 2039-03-15 4.500000 Government Agency Debt 208764.00 107539.30 GNMA 2039-03-15 4.500000 Government Agency Debt 100000.00 82437.24 GNMA 2039-03-20 6.000000 Government Agency Debt 303636.00 102529.85 GNMA 2039-04-15 5.000000 Government Agency Debt 141129.00 118602.17 GNMA 2039-04-15 5.500000 Government Agency Debt 145366.00 92151.37 GNMA 2039-05-15 4.500000 Government Agency Debt 156431.00 125306.24 GNMA 2039-05-15 4.500000 Government Agency Debt 156000.00 97928.31 GNMA 2039-05-15 4.500000 Government Agency Debt 112122.00 90659.85 GNMA 2039-05-15 4.500000 Government Agency Debt 167000.00 90633.75 GNMA 2039-05-15 4.500000 Government Agency Debt 115324.00 82219.22 GNMA 2039-05-15 5.000000 Government Agency Debt 151499.00 129537.09 GNMA 2039-05-15 5.000000 Government Agency Debt 109386.00 97120.65 GNMA 2039-05-15 5.000000 Government Agency Debt 113964.00 96971.52 GNMA 2039-06-15 4.500000 Government Agency Debt 153000.00 112366.29 GNMA 2039-06-15 4.500000 Government Agency Debt 167746.00 104437.45 GNMA 2039-06-15 4.500000 Government Agency Debt 85000.00 80598.37 GNMA 2039-06-15 6.000000 Government Agency Debt 222570.00 106477.37 GNMA 2039-06-15 6.000000 Government Agency Debt 75000.00 69248.33 GNMA 2039-06-20 6.000000 Government Agency Debt 250000.00 85058.33 GNMA 2039-07-15 4.500000 Government Agency Debt 165000.00 132855.04 GNMA 2039-07-15 4.500000 Government Agency Debt 150000.00 118079.22 GNMA 2039-07-15 4.500000 Government Agency Debt 153091.00 114600.11 GNMA 2039-07-15 4.500000 Government Agency Debt 131740.00 111816.22 GNMA 2039-07-15 4.500000 Government Agency Debt 90000.00 66177.12 GNMA 2039-08-15 5.000000 Government Agency Debt 100006.00 82355.40 GNMA 2039-08-15 6.000000 Government Agency Debt 139336.00 99497.19 GNMA 2039-09-15 4.500000 Government Agency Debt 129665.00 111883.47 GNMA 2039-09-15 4.500000 Government Agency Debt 92857.00 71002.03 GNMA 2039-09-15 4.500000 Government Agency Debt 75000.00 67692.31 GNMA 2039-09-15 5.000000 Government Agency Debt 122000.00 125181.90 GNMA 2039-09-15 5.000000 Government Agency Debt 82422.00 84052.61 GNMA 2039-09-20 6.500000 Government Agency Debt 225946.00 101531.28 GNMA 2039-10-15 4.500000 Government Agency Debt 200000.00 109333.72 GNMA 2039-10-15 4.500000 Government Agency Debt 98000.00 91888.00 GNMA 2039-10-15 5.000000 Government Agency Debt 158871.00 84749.90 GNMA 2039-10-15 6.000000 Government Agency Debt 174560.00 69599.76 GNMA 2039-11-15 4.500000 Government Agency Debt 111247.00 91370.88 GNMA 2039-11-15 4.500000 Government Agency Debt 102057.00 74678.94 GNMA 2039-12-15 5.000000 Government Agency Debt 174558.00 131600.76 GNMA 2039-12-15 6.000000 Government Agency Debt 349503.00 117949.22 GNMA 2039-12-15 6.000000 Government Agency Debt 125371.00 95848.57 GNMA 2039-12-20 4.500000 Government Agency Debt 141000.00 123248.14 GNMA 2040-01-15 4.000000 Government Agency Debt 106850.00 106164.19 GNMA 2040-01-15 4.500000 Government Agency Debt 147676.00 123470.14 GNMA 2040-01-15 4.500000 Government Agency Debt 150000.00 111425.68 GNMA 2040-01-15 5.000000 Government Agency Debt 162137.00 103304.61 GNMA 2040-02-15 4.500000 Government Agency Debt 300746.00 126044.08 GNMA 2040-02-15 4.500000 Government Agency Debt 80817.00 68623.73 GNMA 2040-02-20 4.000000 Government Agency Debt 75495.00 71832.73 GNMA 2040-03-15 4.500000 Government Agency Debt 208660.00 98245.45 GNMA 2040-03-15 4.500000 Government Agency Debt 75435.00 71856.00 GNMA 2040-03-15 4.500000 Government Agency Debt 82225.00 68294.37 GNMA 2040-03-20 6.500000 Government Agency Debt 266171.00 125963.01 GNMA 2040-04-15 4.000000 Government Agency Debt 122601.00 125780.29 GNMA 2040-04-15 4.500000 Government Agency Debt 393345.00 116902.92 GNMA 2040-04-15 4.500000 Government Agency Debt 98772.00 96874.91 GNMA 2040-04-15 4.500000 Government Agency Debt 100757.00 96683.78 GNMA 2040-04-15 4.500000 Government Agency Debt 99512.00 84027.98 GNMA 2040-04-15 4.500000 Government Agency Debt 90406.00 83928.74 GNMA 2040-04-15 4.500000 Government Agency Debt 162880.00 82653.20 GNMA 2040-04-15 4.500000 Government Agency Debt 86521.00 78442.07 GNMA 2040-04-15 6.000000 Government Agency Debt 163451.00 100267.56 GNMA 2040-05-15 4.500000 Government Agency Debt 260176.00 131461.30 GNMA 2040-05-15 4.500000 Government Agency Debt 116677.00 124775.86 GNMA 2040-05-15 4.500000 Government Agency Debt 130346.00 109886.63 GNMA 2040-05-15 4.500000 Government Agency Debt 110140.00 106752.73 GNMA 2040-05-15 4.500000 Government Agency Debt 99961.00 75843.23 GNMA 2040-05-15 4.500000 Government Agency Debt 298987.00 75554.99 GNMA 2040-06-15 4.500000 Government Agency Debt 111961.00 87720.82 GNMA 2040-06-15 4.500000 Government Agency Debt 72145.00 76541.53 GNMA 2040-07-15 4.500000 Government Agency Debt 212137.00 104664.96 GNMA 2040-07-15 4.500000 Government Agency Debt 103473.00 88240.76 GNMA 2040-08-15 4.500000 Government Agency Debt 90174.00 97732.62 GNMA 2040-08-15 4.500000 Government Agency Debt 65000.00 68380.53 GNMA 2040-08-15 5.000000 Government Agency Debt 100970.00 68019.93 GNMA 2040-08-15 5.500000 Government Agency Debt 200000.00 129177.37 GNMA 2040-09-15 4.500000 Government Agency Debt 105191.00 114012.88 GNMA 2040-09-15 4.500000 Government Agency Debt 112464.00 105737.27 GNMA 2040-09-15 4.500000 Government Agency Debt 145000.00 105208.57 GNMA 2040-09-15 4.500000 Government Agency Debt 169320.00 76892.98 GNMA 2040-09-20 6.000000 Government Agency Debt 206920.00 122985.44 GNMA 2040-10-15 4.000000 Government Agency Debt 74000.00 74409.60 GNMA 2040-10-15 4.500000 Government Agency Debt 184452.00 127789.95 GNMA 2040-10-15 4.500000 Government Agency Debt 120836.00 108952.43 GNMA 2040-10-15 4.500000 Government Agency Debt 100000.00 103927.32 GNMA 2040-10-15 4.500000 Government Agency Debt 100245.00 95566.52 GNMA 2040-12-15 4.000000 Government Agency Debt 110962.00 119925.09 GNMA 2040-12-15 4.000000 Government Agency Debt 91216.00 93552.79 GNMA 2040-12-15 4.500000 Government Agency Debt 500000.00 119210.94 GNMA 2040-12-15 4.500000 Government Agency Debt 166807.00 82935.75 GNMA 2040-12-20 5.500000 Government Agency Debt 170147.00 123372.98 GNMA 2041-01-15 4.000000 Government Agency Debt 70244.00 75995.04 GNMA 2041-01-15 4.500000 Government Agency Debt 117783.00 91094.75 GNMA 2041-01-20 3.500000 Government Agency Debt 90000.00 88129.48 GNMA 2041-01-20 5.000000 Government Agency Debt 79556.00 74462.49 GNMA 2041-02-15 3.500000 Government Agency Debt 91000.00 90160.20 GNMA 2041-02-15 4.000000 Government Agency Debt 67496.00 73251.71 GNMA 2041-02-15 5.000000 Government Agency Debt 160182.00 118181.33 GNMA 2041-03-15 4.500000 Government Agency Debt 61953.00 67143.66 GNMA 2041-03-15 5.000000 Government Agency Debt 106161.00 118585.89 GNMA 2041-04-15 4.500000 Government Agency Debt 108941.00 84376.08 GNMA 2041-05-15 4.000000 Government Agency Debt 72808.00 67426.49 GNMA 2041-05-20 6.000000 Government Agency Debt 130770.00 109294.24 GNMA 2041-06-15 4.500000 Government Agency Debt 112175.00 119266.63 GNMA 2041-06-15 4.500000 Government Agency Debt 100128.00 102793.82 GNMA 2041-07-15 4.000000 Government Agency Debt 197547.00 132175.43 GNMA 2041-07-15 4.500000 Government Agency Debt 145220.00 113073.50 GNMA 2041-07-15 4.500000 Government Agency Debt 114185.00 88084.28 GNMA 2041-07-15 4.500000 Government Agency Debt 100354.00 76892.78 GNMA 2041-09-15 4.000000 Government Agency Debt 114149.00 123965.39 GNMA 2041-09-15 4.000000 Government Agency Debt 64554.00 69294.38 GNMA 2041-09-15 4.500000 Government Agency Debt 110663.00 120740.35 GNMA 2041-09-15 4.500000 Government Agency Debt 82559.00 90082.14 GNMA 2041-10-15 4.500000 Government Agency Debt 103148.00 112971.94 GNMA 2042-03-15 3.000000 Government Agency Debt 89865.00 93185.28 GNMA 2042-04-15 3.000000 Government Agency Debt 118420.00 123010.30 GNMA 2042-04-15 3.500000 Government Agency Debt 82114.00 87724.06 GNMA 2042-05-15 4.000000 Government Agency Debt 78520.00 86101.21 GNMA 2052-02-15 5.300000 Government Agency Debt 98470.00 114262.49 GNMA 2052-03-15 4.630000 Government Agency Debt 92731.00 103102.72 GNMA 2052-07-15 5.125000 Government Agency Debt 106072.00 122191.53 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 25000000.00 25000000.00 0.0194 N 25000000.00 25000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X0GD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-13 2012-07-13 N Y Bank of New Zealand N/A N/A N 2000000.00 1999486.66 0.0016 N 1999480.00 1999480.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.330000% 10513DJM3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 6000000.00 6000000.00 0.0047 N 6000720.00 6000720.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.280000% 10513DJT8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 1000000.00 1000000.00 0.0008 N 1000180.00 1000180.00 CAFCO, LLC CAFCO, LLC 0.330000% 12476EF79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4999725.00 0.0039 N 4999850.00 4999850.00 CAFCO, LLC CAFCO, LLC 0.370000% 12476EFL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5998828.34 0.0047 N 5999460.00 5999460.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999334.17 0.0008 N 999720.00 999720.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997790.00 0.0023 N 2999070.00 2999070.00 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 11000000.00 11000000.00 0.0085 N 11017380.00 11017380.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.170000% 13606YFL5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 3000000.00 3000000.00 0.0023 N 3000000.00 3000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.170000% 13606YGQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 3000000.00 3000000.00 0.0023 N 2999940.00 2999940.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.350000% 13738JFL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 6000000.00 5998891.66 0.0047 N 5999220.00 5999220.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.400000% 13738JFR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999466.66 0.0016 N 1999666.60 1999666.60 Catholic Health Initiatives Taxable CP Notes Series A 0.180000% 1491M0MF9 Other Commercial Paper N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 2000000.00 2000000.00 0.0016 N 1999020.00 1999020.00 Chariot Funding, LLC Chariot Funding, LLC 0.190000% 15963TF79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999968.33 0.0008 N 999980.00 999980.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TFE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3999667.78 0.0031 N 3999840.00 3999840.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 8000000.00 8000000.00 0.0062 N 8000560.00 8000560.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRM7 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 8000000.00 8000000.00 0.0062 N 8000640.00 8000640.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 Ciesco, LLC Ciesco, LLC 0.370000% 17178BFK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999445.00 0.0023 N 2999760.00 2999760.00 Ciesco, LLC Ciesco, LLC 0.350000% 17178BFS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999270.83 0.0023 N 2999640.00 2999640.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BGQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999249.17 0.0008 N 999690.00 999690.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BH65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998166.67 0.0016 N 1999220.00 1999220.00 Citibank, NA Citibank, NA 0.370000% 1730D23D2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 11000000.00 11000000.00 0.0085 N 11000000.00 11000000.00 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 7000000.00 7000000.00 0.0054 N 7001820.00 7001820.00 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 4000000.00 3999020.00 0.0031 N 3999840.00 3999840.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG61 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 5000000.00 4999125.00 0.0039 N 4999450.00 4999450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG95 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 3000000.00 2999430.00 0.0023 N 2999610.00 2999610.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 8000000.00 7998400.00 0.0062 N 7998960.00 7998960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 5000000.00 4998800.00 0.0039 N 4999100.00 4999100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272DHM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 1000000.00 999527.50 0.0008 N 999530.00 999530.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272DHQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 3000000.00 2998530.00 0.0023 N 2998500.00 2998500.00 CRC Funding, LLC CRC Funding, LLC 0.370000% 12622UFM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4998972.22 0.0039 N 4999400.00 4999400.00 CRC Funding, LLC CRC Funding, LLC 0.510000% 12622UGH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9993483.33 0.0078 N 9996000.00 9996000.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DPT0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 19000000.00 19000000.00 0.0147 N 18999050.00 18999050.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 22799D001_0.2000_M120601_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2040-04-15 5.000000 Government Agency Debt 1975000.00 1333882.78 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 14044400.00 13389387.90 Freddie Mac 2042-05-20 4.000000 Government Agency Debt 14095167.00 15181424.36 Freddie Mac 2052-06-15 5.180000 Government Agency Debt 14054432.00 16141489.54 GNMA 2039-06-20 5.000000 Government Agency Debt 5565000.00 3905877.16 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 48972433.00 48972433.00 0.0380 N 48972433.00 48972433.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 992JYD004_0.1800_M120601_2MN2 0001230485 Government Agency Repurchase Agreement Y GNMA 2041-04-20 5.000000 Government Agency Debt 29505000.00 25500647.80 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 25000000.00 25000000.00 0.0194 N 25000000.00 25000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.600000% 2284K0HA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Cash Canadian Imperial Bank of Commerce N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A 2000000.00 1997666.66 0.0016 N 1998760.00 1998760.00 Deutsche Bank AG Deutsche Bank AG 0.430000% 25154UC93 Certificate of Deposit N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 15000000.00 15000000.00 0.0116 N 15001950.00 15001950.00 Deutsche Bank AG Deutsche Bank AG 0.220000% 25154UH64 Certificate of Deposit N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 22000000.00 22000000.00 0.0171 N 22000220.00 22000220.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 21599B009_0.2200_M120601_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-03-25 3.000000 Government Agency Debt 10252815.00 10752424.42 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 79821894.00 71039131.95 Fannie Mae 2041-09-25 3.000000 Government Agency Debt 6382339.00 6608443.88 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 85000000.00 85000000.00 0.0660 N 85000000.00 85000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120607_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-05-25 4.000000 Government Agency Debt 10780638.00 5202010.57 First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120607_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-11-01 4.500000 Government Agency Debt 70758449.00 31264473.78 First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Deutsche Bank Securities Inc N/A N/A N N 30000000.00 30000000.00 0.0233 N 30000000.00 30000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120607_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-06-01 2.143000 Government Agency Debt 62909.00 18387.46 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 28377.00 10710.43 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 14488.00 12300.82 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 1000.00 864.22 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 1091.00 885.10 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 10673.00 11384.77 Fannie Mae 2042-05-25 7.000000 Government Agency Debt 184562.00 213120.82 GNMA 2037-03-20 4.000000 Government Agency Debt 5447306.00 4973056.23 First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCL8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 6000000.00 6000000.00 0.0047 N 6000420.00 6000420.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 5000000.00 5000000.00 0.0039 N 5000450.00 5000450.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 Fannie Mae Fannie Mae 0.110000% 313588YB5 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2750000.00 2749899.16 0.0021 N 2749991.75 2749991.75 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384XU8 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 10000000.00 9999847.22 0.0078 N 9999990.00 9999990.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 25000000.00 24999538.19 0.0194 N 24999950.00 24999950.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 5000000.00 4999795.83 0.0039 N 4999980.00 4999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 3000000.00 2999871.67 0.0023 N 2999988.00 2999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384YH6 Government Agency Debt N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 6000000.00 5999685.00 0.0047 N 5999970.00 5999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384YJ2 Government Agency Debt N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 3000000.00 2999857.50 0.0023 N 2999985.00 2999985.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2000000.00 1999792.22 0.0016 N 1999944.00 1999944.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 6000000.00 5999200.00 0.0047 N 5999802.00 5999802.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 4000000.00 3999488.89 0.0031 N 3999868.00 3999868.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 2000000.00 1999743.34 0.0016 N 1999930.00 1999930.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384ZX0 Government Agency Debt N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 5000000.00 4999222.22 0.0039 N 4999765.00 4999765.00 Freddie Mac Freddie Mac 0.100000% 313396XP3 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 15000000.00 15000000.00 0.0116 N 15000000.00 15000000.00 Freddie Mac Freddie Mac 0.090000% 313396XT5 Government Agency Debt N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 2000000.00 1999980.00 0.0016 N 1999998.00 1999998.00 Freddie Mac Freddie Mac 0.090000% 313396ZF3 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 1000000.00 999900.00 0.0008 N 999967.00 999967.00 Freddie Mac Freddie Mac 0.080000% 313396ZV8 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 2000000.00 1999760.00 0.0016 N 1999910.00 1999910.00 Freddie Mac Freddie Mac 0.369200% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2013-05-10 N N N 25000000.00 25000000.00 0.0194 N 25038275.00 25038275.00 Freddie Mac Freddie Mac 5.125000% 3134A4QD9 Government Agency Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 2000000.00 2011993.60 0.0016 N 2012466.00 2012466.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HG68 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 6000000.00 5998250.00 0.0047 N 5999340.00 5999340.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HHA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 1000000.00 999416.67 0.0008 N 999660.00 999660.00 General Electric Capital Corp General Electric Capital Corp 0.290000% 36959HJ57 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 4000000.00 3996906.67 0.0031 N 3997800.00 3997800.00 General Electric Capital Corp General Electric Capital Corp 0.340000% 36959HKC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 11000000.00 10986182.78 0.0085 N 10988780.00 10988780.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL62 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 6000000.00 5991573.33 0.0047 N 5991720.00 5991720.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 1500000.00 1497880.00 0.0012 N 1497915.00 1497915.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HLE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 1000000.00 998524.44 0.0008 N 998500.00 998500.00 General Electric Co General Electric Co 0.150000% 36960LFE0 Other Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 5000000.00 4999729.17 0.0039 N 4999800.00 4999800.00 General Electric Co General Electric Co 0.150000% 36960LFK6 Other Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 15000000.00 14998875.00 0.0116 N 14999250.00 14999250.00 General Electric Co General Electric Co 0.150000% 36960LFT7 Other Commercial Paper N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 4000000.00 3999566.67 0.0031 N 3999720.00 3999720.00 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M120604_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-08-01 4.500000 Government Agency Debt 15106156.00 15750000.92 First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 15000000.00 15000000.00 0.0116 N 14999850.00 14999850.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M120913_2MN2 0000769993 Other Repurchase Agreement N ALTRIA GROUP INC COM 2012-05-31 N/A Other Instrument common stock or ETF 0.00 149981.68 CITIGROUP INC COM NEW 2012-05-31 N/A Other Instrument common stock or ETF 0.00 149994.00 United States Treasury Department 2013-07-15 1.875000 Treasury Debt 2019700.00 2623035.91 VISA INC COM CL A 2012-05-31 N/A Other Instrument common stock or ETF 0.00 149917.24 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 3000000.00 3000000.00 0.0023 Repurchase agreement collateralized by common stock and ETFs. Y 3000000.00 3000000.00 Gotham Funding Corp Gotham Funding Corp 0.190000% 38346LF68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 3000000.00 2999920.83 0.0023 N 2999880.00 2999880.00 Govco, LLC Govco, LLC 0.350000% 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 2000000.00 1999747.22 0.0016 N 1999820.00 1999820.00 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 1000000.00 999690.00 0.0008 N 999870.00 999870.00 Govco, LLC Govco, LLC 0.370000% 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 9000000.00 8998150.00 0.0070 N 8998740.00 8998740.00 Govco, LLC Govco, LLC 0.380000% 38362VG23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1999345.55 0.0016 N 1999560.00 1999560.00 Govco, LLC Govco, LLC 0.440000% 38362VG56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14993766.67 0.0116 N 14996400.00 14996400.00 ING Bank NV ING Bank NV 0.460000% 972ERF002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 10000000.00 10000000.00 0.0078 N 9999800.00 9999800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.240000% 4662J0J78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 1000000.00 999346.67 0.0008 N 999350.00 999350.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0K27 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 6000000.00 5994465.00 0.0047 N 5994780.00 5994780.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.359800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-06-21 2013-06-21 N N N 38000000.00 38000000.00 0.0295 N 38029032.00 38029032.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P2FL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999699.16 0.0023 N 2999610.00 2999610.00 Labcon North America Taxable Demand Bonds Series 2010 0.650000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2125000.00 2125000.00 0.0016 N 2125000.00 2125000.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LFC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 3000000.00 2999798.33 0.0023 N 2999760.00 2999760.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LFJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 2000000.00 1999792.22 0.0016 N 1999760.00 1999760.00 Market Street Funding Corp Market Street Funding Corp 0.160000% 5705X4F17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 3000000.00 0.0023 N 3000000.00 3000000.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4F74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999966.67 0.0008 N 999970.00 999970.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1999766.67 0.0016 N 1999820.00 1999820.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999877.50 0.0008 N 999900.00 999900.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2999562.50 0.0023 N 2999640.00 2999640.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999552.77 0.0008 N 999580.00 999580.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999488.89 0.0008 N 999510.00 999510.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5044000.00 5041389.73 0.0039 N 5041528.44 5041528.44 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60681P5G5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 6000000.00 6000000.00 0.0047 N 6000120.00 6000120.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P5U4 Certificate of Deposit N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 2000000.00 2000000.00 0.0016 N 1999980.00 1999980.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 63253TNZ7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 3000000.00 3000000.00 0.0023 N 2999730.00 2999730.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972DDH005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 9000000.00 9000000.00 0.0070 N 9002520.00 9002520.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-07 2012-08-07 N Y National Australia Bank Ltd N/A N/A N 8000000.00 7997022.22 0.0062 N 7997920.00 7997920.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N Y National Australia Bank Ltd N/A N/A N 2000000.00 1999244.45 0.0016 N 1999460.00 1999460.00 Nationwide Building Society Nationwide Building Society 0.630000% 6385E0J46 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 5000000.00 4991687.50 0.0039 N 4993450.00 4993450.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409RFJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 1000000.00 999872.50 0.0008 N 999890.00 999890.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-22 2012-08-22 N Y Nordea Bank AB N/A N/A N 4000000.00 3997357.78 0.0031 N 3997560.00 3997560.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N Y Nordea Bank AB N/A N/A N 9000000.00 8993910.00 0.0070 N 8994330.00 8994330.00 NRW.BANK NRW.BANK 0.290000% 62939LHT9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 9000000.00 8993692.50 0.0070 N 8993430.00 8993430.00 Old Line Funding, LLC Old Line Funding, LLC 0.200000% 67983TGL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 13000000.00 12996461.11 0.0101 N 12998180.00 12998180.00 Rabobank Nederland Rabobank Nederland 0.330000% 74977JQW5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 12000000.00 12000000.00 0.0093 N 12001320.00 12001320.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 11000000.00 11000000.00 0.0085 N 10999560.00 10999560.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K96 Other Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4990972.22 0.0039 N 4992900.00 4992900.00 Roche Holdings Inc. Roche Holdings Inc. 0.150000% 77119LFC8 Other Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N Y Roche Holding LTD N/A N/A N 3000000.00 2999862.50 0.0023 N 2999910.00 2999910.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 4000000.00 4000000.00 0.0031 N 4000680.00 4000680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 5000000.00 5000000.00 0.0039 N 4999450.00 4999450.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2GR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9995500.00 0.0078 N 9996100.00 9996100.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 9000000.00 9000000.00 0.0070 N 9000090.00 9000090.00 State Street Corp State Street Corp 0.190000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 3000000.00 2999810.00 0.0023 N 2999820.00 2999820.00 State Street Corp State Street Corp 0.230000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2000000.00 1999846.67 0.0016 N 1999880.00 1999880.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHV3 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5999070.00 0.0047 N 5999220.00 5999220.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257JQ67 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5999320.00 0.0047 N 5999460.00 5999460.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JS32 Government Agency Debt N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9996600.00 0.0078 N 9996400.00 9996400.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2T0 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999835.00 0.0023 N 2999880.00 2999880.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K3K8 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 13997830.00 0.0109 N 13998180.00 13998180.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5998530.00 0.0047 N 5998500.00 5998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K5X8 Government Agency Debt N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11994780.00 0.0093 N 11994480.00 11994480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-07-05 Y Sumitomo Mitsui Banking Corp N/A N/A N N 4000000.00 4000000.00 0.0031 N 4001040.00 4001040.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.170000% 86562WZT8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 5000000.00 5000000.00 0.0039 N 4999950.00 4999950.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.260000% 86959B6K6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 1000000.00 1000000.00 0.0008 N 1000060.00 1000060.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959B7G4 Certificate of Deposit N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 1000000.00 1000000.00 0.0008 N 1000070.00 1000070.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959B7H2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 8000000.00 8000000.00 0.0062 N 8000560.00 8000560.00 Swedbank AB Swedbank AB 0.440000% 87019QKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 4000000.00 4000000.00 0.0031 N 3999720.00 3999720.00 Texas TRAN Series 2011A 0.200000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-01 2012-06-01 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0023 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.200000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-01 2012-06-01 Y JP Morgan Chase & Co N/A N/A N N 4950000.00 4950000.00 0.0038 N 4950000.00 4950000.00 Texas TRAN Series 2011A 0.200000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-01 2012-06-01 Y JP Morgan Chase & Co N/A N/A N N 2975000.00 2975000.00 0.0023 N 2975000.00 2975000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.260000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.260000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Texas N/A N/A N N 1875000.00 1875000.00 0.0015 N 1875000.00 1875000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LFB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 12000000.00 11998833.33 0.0093 N 11999160.00 11999160.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TF65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9999652.78 0.0078 N 9999600.00 9999600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112XGJ8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 11000000.00 11000000.00 0.0085 N 11000000.00 11000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSF3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 1000000.00 1000000.00 0.0008 N 1000040.00 1000040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 11000000.00 11000000.00 0.0085 N 11000330.00 11000330.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XTH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 1000000.00 1000000.00 0.0008 N 1000040.00 1000040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112XWJ0 Certificate of Deposit N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 28000000.00 28000000.00 0.0217 N 28000000.00 28000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112XWX9 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 1000000.00 1000000.00 0.0008 N 1000010.00 1000010.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112XXP5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 2000000.00 2000000.00 0.0016 N 2000100.00 2000100.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GGL4 Other Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 5450000.00 5448145.49 0.0042 N 5448855.50 5448855.50 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 10000000.00 9979100.00 0.0077 N 9984000.00 9984000.00 UBS Securities LLC UBS Securities LLC 0.180000% 936991009_0.1800_M120601_2MN2 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-01 4.000000 Government Agency Debt 5369620.00 5100000.20 First Tier Security N/A N/A 2012-06-01 2012-06-01 Y UBS Securities LLC N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Union Bank, NA Union Bank, NA 0.440000% 90527MB21 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 1000000.00 1000000.00 0.0008 N 1000180.00 1000180.00 Union Bank, NA Union Bank, NA 0.430000% 90527MD45 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 3000000.00 3000000.00 0.0023 N 3000720.00 3000720.00 Univ of California CP Series B 0.180000% 91411SGJ3 Other Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 3000000.00 2999295.00 0.0023 N 2999280.00 2999280.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6997900.00 0.0054 N 6997270.00 6997270.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KFC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 6000000.00 5999633.33 0.0047 N 5999520.00 5999520.00 Westpac Banking Corp Westpac Banking Corp 0.328800% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-06 2012-07-03 N N N 7000000.00 7000000.00 0.0054 N 6999440.00 6999440.00 Westpac Banking Corp Westpac Banking Corp 0.428800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-07 2013-02-07 N N N 8000000.00 8000000.00 0.0062 N 8000000.00 8000000.00 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 49258.47 49258.47 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 41244.12 41244.12 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 24610.09 24610.09 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 20606.03 20606.03 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 24602.17 24602.17 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 20599.40 20599.40 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24600.45 24600.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 20597.96 20597.96 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GF44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6999825.00 0.0054 N 6999860.00 6999860.00