0001145549-12-007394.txt : 20121001 0001145549-12-007394.hdr.sgml : 20121001 20120807135023 ACCESSION NUMBER: 0001145549-12-007394 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20120807 DATE AS OF CHANGE: 20120807 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: 121012477 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-07-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 43 63 14300688757.48 4062289.19 678645.15 14304072401.52 0.0032 1.0001 2012-07-31 1.0001 2012-07-31 C000012373 1.00 14304072401.52 1.00 62253628.43 2651821767.95 2589568139.52 0.0001 1.0001 2012-07-31 1.0001 2012-07-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 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 14800000.00 14799383.33 0.0010 N 14799556.00 14799556.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 97000000.00 96955110.55 0.0068 N 96967990.00 96967990.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5997166.66 0.0004 N 5997960.00 5997960.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915TK43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N Y Cash Rabobank Nederland N/A N/A 106000000.00 105943466.68 0.0074 N 105958660.00 105958660.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N Y Cash Rabobank Nederland N/A N/A 73000000.00 72834492.78 0.0051 N 72861300.00 72861300.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TN81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 997644.44 0.0001 N 997960.00 997960.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.520000% 04915TNQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 997457.78 0.0001 N 997580.00 997580.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.296800% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-22 2012-11-26 N N N 27000000.00 27000000.00 0.0019 N 27000270.00 27000270.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 172000000.00 172000000.00 0.0120 Security is a time deposit. N 172000000.00 172000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 137000000.00 137000000.00 0.0096 Security is a time deposit. N 137000000.00 137000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NKF009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 27000000.00 27000000.00 0.0019 N 27019170.00 27019170.00 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 1000000.00 1000000.00 0.0001 N 1000040.00 1000040.00 Bank of Montreal Bank of Montreal 0.210000% 06366VND4 Certificate of Deposit N First Tier Security N/A N/A 2012-08-23 2012-08-23 N N N 7000000.00 7000170.81 0.0005 N 7000280.00 7000280.00 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 89000000.00 89000000.00 0.0062 N 89004450.00 89004450.00 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 21000000.00 21000000.00 0.0015 N 21001050.00 21001050.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 67000000.00 67000000.00 0.0047 N 67004020.00 67004020.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPR1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 44000000.00 44000000.00 0.0031 N 44002200.00 44002200.00 Bank of Montreal Bank of Montreal 0.200000% 06366VQN9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 33000000.00 33000000.00 0.0023 N 33001980.00 33001980.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417E2V4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 3000000.00 2999930.02 0.0002 N 3000180.00 3000180.00 Bank of Nova Scotia Bank of Nova Scotia 0.430000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2013-07-26 N N N 176000000.00 176000000.00 0.0123 N 176000000.00 176000000.00 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 41000000.00 41000000.00 0.0029 N 41010250.00 41010250.00 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 7000000.00 7000000.00 0.0005 N 7002240.00 7002240.00 Bank of Nova Scotia Bank of Nova Scotia 0.600000% 06417EPH0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 49000000.00 49000000.00 0.0034 N 49009310.00 49009310.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-11-15 N N N 23000000.00 23000000.00 0.0016 N 22999770.00 22999770.00 Bank of the West Bank of the West 0.450000% 0642G0XU0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 27000000.00 27000000.00 0.0019 N 27008910.00 27008910.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538EC96 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 61000000.00 61000000.00 0.0043 N 61010370.00 61010370.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538ED46 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 80000000.00 80000000.00 0.0056 N 80013600.00 80013600.00 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 33000000.00 33000000.00 0.0023 N 33000330.00 33000330.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 51000000.00 51000000.00 0.0036 N 51007650.00 51007650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZB6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N N 35000000.00 35000000.00 0.0024 N 35005250.00 35005250.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZN0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 9000000.00 9000000.00 0.0006 N 9001440.00 9001440.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZU4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 67000000.00 67000000.00 0.0047 N 67010720.00 67010720.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 8000000.00 8000000.00 0.0006 N 8001440.00 8001440.00 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 135000000.00 135000000.00 0.0094 N 135099900.00 135099900.00 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 24000000.00 24000000.00 0.0017 N 24022320.00 24022320.00 Barclays Bank Plc Barclays Bank Plc 0.650000% 06741XCZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 4000000.00 4000000.00 0.0003 N 4000360.00 4000360.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XDV7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 23000000.00 23000000.00 0.0016 N 23006900.00 23006900.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 00799J004_0.1800_M120801_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-05-01 5.841000 Government Agency Debt 47590392.00 17916234.54 Fannie Mae 2038-03-01 0.00 Government Agency Debt 16901140.00 18254786.10 Fannie Mae 2038-08-01 4.433000 Government Agency Debt 18852549.00 17608320.28 Fannie Mae 2040-05-01 3.658000 Government Agency Debt 35338722.00 18756274.91 Fannie Mae 2041-03-01 3.286000 Government Agency Debt 21211890.00 18046330.90 Fannie Mae 2041-03-01 3.547000 Government Agency Debt 20071743.00 17845135.30 Fannie Mae 2041-04-01 3.180000 Government Agency Debt 25130786.00 17722787.24 Fannie Mae 2042-04-01 2.401000 Government Agency Debt 13752151.00 14250130.99 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 135000000.00 135000000.00 0.0094 N 135000000.00 135000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 07699U005_0.2200_M120807_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-04-01 4.000000 Government Agency Debt 5190000.00 1294802.04 Fannie Mae 2022-01-01 4.500000 Government Agency Debt 4470000.00 1296922.90 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 2414890.00 2080524.06 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 80186.00 69083.44 Fannie Mae 2027-04-01 3.500000 Government Agency Debt 638730.00 604620.69 Fannie Mae 2027-04-01 4.000000 Government Agency Debt 1268600.00 1342657.17 Fannie Mae 2030-09-01 9.500000 Government Agency Debt 1804574.00 1293472.81 Fannie Mae 2030-12-01 7.000000 Government Agency Debt 1590289.00 1347504.22 Fannie Mae 2030-12-01 8.000000 Government Agency Debt 2646642.00 1327536.42 Fannie Mae 2032-03-01 7.000000 Government Agency Debt 2140527.00 1301928.79 Fannie Mae 2032-06-01 7.000000 Government Agency Debt 8800000.00 1261262.10 Fannie Mae 2032-08-01 7.000000 Government Agency Debt 9582100.00 1219959.72 Fannie Mae 2033-06-01 5.000000 Government Agency Debt 4003820.00 1242058.63 Fannie Mae 2033-09-01 6.000000 Government Agency Debt 2626809.00 1230631.31 Fannie Mae 2035-01-01 7.000000 Government Agency Debt 5490000.00 1255967.29 Fannie Mae 2035-05-01 5.000000 Government Agency Debt 5144499.00 1373679.35 Fannie Mae 2035-06-01 5.000000 Government Agency Debt 916331.00 442384.88 Fannie Mae 2035-08-01 6.500000 Government Agency Debt 7162191.00 1240528.61 Fannie Mae 2035-10-25 5.500000 Government Agency Debt 98609.00 107713.11 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 5120000.00 1276817.41 Fannie Mae 2036-12-01 7.000000 Government Agency Debt 14834245.00 1311559.64 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3181832.00 1319005.57 Fannie Mae 2038-04-01 4.799000 Government Agency Debt 218667.00 62578.05 Fannie Mae 2038-04-01 4.799000 Government Agency Debt 181327.00 51892.10 Fannie Mae 2038-04-01 7.500000 Government Agency Debt 1850000.00 1232055.85 Fannie Mae 2038-07-01 5.250000 Government Agency Debt 2535307.00 905467.97 Fannie Mae 2038-07-01 5.250000 Government Agency Debt 2283648.00 815589.64 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 3461199.00 1341319.59 Fannie Mae 2039-05-25 6.500000 Government Agency Debt 860741.00 426127.26 Fannie Mae 2039-07-01 5.500000 Government Agency Debt 1630555.00 1369846.09 Fannie Mae 2040-05-01 4.367000 Government Agency Debt 2048916.00 1221801.40 Fannie Mae 2040-08-01 6.000000 Government Agency Debt 1274154.00 1332223.82 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 842293.00 823159.43 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 1588006.00 1330272.22 Fannie Mae 2040-12-01 5.500000 Government Agency Debt 991137.00 732645.51 Fannie Mae 2040-12-01 5.500000 Government Agency Debt 816192.00 603326.69 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 938593.00 862654.74 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 2142364.00 2148355.92 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 1417025.00 1376307.25 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 1181977.00 1233671.14 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 1364077.00 1363061.82 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1363975.00 1338549.36 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 1290826.00 1334590.59 Fannie Mae 2042-03-01 3.000000 Government Agency Debt 1315306.00 1364698.81 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1285570.00 1393396.83 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 1170564.00 1239179.77 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1251203.00 1389272.93 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1229172.00 1364814.24 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 1243130.00 1335813.39 Fannie Mae 2042-07-01 4.500000 Government Agency Debt 1122715.00 1240005.04 Fannie Mae 2042-07-01 4.500000 Government Agency Debt 1108125.00 1230633.33 Freddie Mac 2018-11-01 5.000000 Government Agency Debt 8200000.00 1241384.46 Freddie Mac 2020-10-01 5.000000 Government Agency Debt 7275000.00 1384040.08 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 3000000.00 1313759.78 Freddie Mac 2027-06-01 3.500000 Government Agency Debt 1276996.00 1372036.65 Freddie Mac 2031-03-01 7.500000 Government Agency Debt 5000000.00 1295263.83 Freddie Mac 2036-01-01 7.000000 Government Agency Debt 4148751.00 829393.08 Freddie Mac 2036-08-01 7.000000 Government Agency Debt 1220216.00 1350837.55 Freddie Mac 2036-10-01 7.000000 Government Agency Debt 3218142.00 1239812.74 Freddie Mac 2037-01-01 6.000000 Government Agency Debt 5920231.00 1287204.04 Freddie Mac 2038-01-01 7.000000 Government Agency Debt 5454284.00 1368195.42 Freddie Mac 2039-08-01 4.500000 Government Agency Debt 697362.00 457609.54 Freddie Mac 2040-02-15 4.000000 Government Agency Debt 4945199.00 5008772.76 Freddie Mac 2040-04-01 5.000000 Government Agency Debt 2000000.00 1403712.03 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 1299438.00 1375269.21 Freddie Mac 2041-11-01 4.500000 Government Agency Debt 1354217.00 1237503.34 Freddie Mac 2042-02-01 4.500000 Government Agency Debt 1273742.00 1370081.50 Freddie Mac 2042-03-01 4.000000 Government Agency Debt 1161539.00 1252011.65 Freddie Mac 2042-03-01 4.500000 Government Agency Debt 1240009.00 1335507.82 Freddie Mac 2042-03-01 4.500000 Government Agency Debt 1169143.00 1290098.72 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 1277944.00 1368157.29 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 1240431.00 1357496.64 Freddie Mac 2042-06-01 4.500000 Government Agency Debt 1269849.00 1396852.89 Freddie Mac 2042-06-01 4.500000 Government Agency Debt 1231977.00 1365788.76 GNMA 2037-01-16 4.500000 Government Agency Debt 5544379.00 2221419.61 GNMA 2038-03-16 5.000000 Government Agency Debt 20645.00 13994.15 GNMA 2038-03-16 5.000000 Government Agency Debt 16067.00 10890.97 GNMA 2038-04-20 2.750000 Government Agency Debt 5615295.00 5186970.78 GNMA 2038-04-20 2.750000 Government Agency Debt 5283678.00 4880648.90 GNMA 2039-06-16 3.500000 Government Agency Debt 1432265.00 1263450.24 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y BARCLAYS CAPITAL INC N/A N/A N N 100000000.00 100000000.00 0.0070 N 99999500.00 99999500.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M120807_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.424000 Government Agency Debt 4853776.00 4886703.86 Fannie Mae 2017-04-25 6.000000 Government Agency Debt 250000.00 137934.20 Fannie Mae 2018-09-01 5.000000 Government Agency Debt 10000000.00 1603098.99 Fannie Mae 2018-10-25 9.250000 Government Agency Debt 86050000.00 217595.84 Fannie Mae 2020-01-01 4.360000 Government Agency Debt 5923135.00 6562097.00 Fannie Mae 2021-05-01 4.000000 Government Agency Debt 4600000.00 1514812.44 Fannie Mae 2021-10-25 8.500000 Government Agency Debt 19000000.00 480333.91 Fannie Mae 2022-02-01 3.000000 Government Agency Debt 1508310.00 1277609.41 Fannie Mae 2022-03-25 4.250000 Government Agency Debt 50000000.00 750721.95 Fannie Mae 2022-10-25 4.000000 Government Agency Debt 2125000.00 119695.07 Fannie Mae 2023-02-01 5.178000 Government Agency Debt 1000.00 619.62 Fannie Mae 2023-07-25 4.750000 Government Agency Debt 2700000.00 185668.77 Fannie Mae 2023-08-25 4.250000 Government Agency Debt 8275000.00 683241.41 Fannie Mae 2023-10-25 5.000000 Government Agency Debt 8700000.00 721570.83 Fannie Mae 2023-12-25 4.500000 Government Agency Debt 370000.00 87241.38 Fannie Mae 2024-05-01 4.000000 Government Agency Debt 3110000.00 1588556.96 Fannie Mae 2024-12-01 4.000000 Government Agency Debt 2250000.00 1508891.81 Fannie Mae 2025-09-01 5.000000 Government Agency Debt 6000000.00 1468996.03 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 2223200.00 2119016.46 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 1881662.00 1580326.36 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 407645.00 370324.22 Fannie Mae 2026-03-25 4.000000 Government Agency Debt 475000.00 284660.13 Fannie Mae 2026-06-01 3.500000 Government Agency Debt 1590340.00 1558250.46 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1594243.00 1545410.24 Fannie Mae 2027-05-01 3.500000 Government Agency Debt 1456376.00 1562405.24 Fannie Mae 2027-06-25 4.500000 Government Agency Debt 1677000.00 787862.82 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 16307555.00 17257453.77 Fannie Mae 2027-12-01 5.500000 Government Agency Debt 8100000.00 1462979.35 Fannie Mae 2030-03-25 4.500000 Government Agency Debt 1600000.00 82730.15 Fannie Mae 2030-04-25 4.500000 Government Agency Debt 3000000.00 274958.68 Fannie Mae 2030-04-25 5.500000 Government Agency Debt 5000000.00 459469.28 Fannie Mae 2030-08-25 5.500000 Government Agency Debt 3000000.00 132502.78 Fannie Mae 2031-03-25 5.000000 Government Agency Debt 21953155.00 216884.80 Fannie Mae 2031-07-25 5.000000 Government Agency Debt 2500000.00 664817.85 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 675443.00 706971.47 Fannie Mae 2032-02-01 3.500000 Government Agency Debt 9329501.00 9708554.37 Fannie Mae 2032-03-01 3.500000 Government Agency Debt 1591600.00 1678467.06 Fannie Mae 2032-04-01 7.500000 Government Agency Debt 1605983.00 1529520.21 Fannie Mae 2032-07-01 3.500000 Government Agency Debt 16443314.00 17588338.69 Fannie Mae 2032-09-25 7.000000 Government Agency Debt 4803000.00 295360.41 Fannie Mae 2033-03-25 5.000000 Government Agency Debt 700000.00 73630.75 Fannie Mae 2033-08-25 5.000000 Government Agency Debt 3050000.00 395719.56 Fannie Mae 2034-12-01 5.500000 Government Agency Debt 9000000.00 2059463.96 Fannie Mae 2035-02-25 5.000000 Government Agency Debt 2000000.00 286795.42 Fannie Mae 2035-04-01 2.399000 Government Agency Debt 4337792.00 1484701.22 Fannie Mae 2035-04-01 2.401000 Government Agency Debt 9103445.00 3133881.75 Fannie Mae 2035-04-25 5.000000 Government Agency Debt 1700000.00 390766.19 Fannie Mae 2035-06-25 4.500000 Government Agency Debt 2857000.00 362797.29 Fannie Mae 2035-10-25 5.500000 Government Agency Debt 257002.00 280729.80 Fannie Mae 2036-09-25 4.500000 Government Agency Debt 3000000.00 471547.54 Fannie Mae 2036-10-25 0.645200 Government Agency Debt 4131000.00 786694.51 Fannie Mae 2036-10-25 0.745000 Government Agency Debt 1520000.00 517416.53 Fannie Mae 2036-10-25 6.000000 Government Agency Debt 1620493.00 216497.07 Fannie Mae 2037-02-25 0.575000 Government Agency Debt 1700000.00 310809.50 Fannie Mae 2037-03-01 7.500000 Government Agency Debt 10867317.00 2128683.04 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 11001425.00 1567833.98 Fannie Mae 2038-01-25 5.000000 Government Agency Debt 130000.00 145304.21 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 8696463.00 1436748.13 Fannie Mae 2038-03-25 0.945000 Government Agency Debt 573854.00 127403.88 Fannie Mae 2038-04-01 4.799000 Government Agency Debt 1015816.00 290705.89 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 2795113.00 1649894.01 Fannie Mae 2040-01-25 4.000000 Government Agency Debt 202940.00 98506.72 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 2031749.00 1625494.61 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 2033750.00 2153612.15 Fannie Mae 2041-03-01 3.286000 Government Agency Debt 2012620.00 1712266.40 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 17389064.00 16855635.14 Fannie Mae 2041-05-01 5.500000 Government Agency Debt 2008982.00 2201121.34 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 16924550.00 16911954.34 Fannie Mae 2041-09-01 3.392000 Government Agency Debt 4751229.00 4505399.31 Fannie Mae 2042-02-01 5.000000 Government Agency Debt 1524705.00 1681531.73 Fannie Mae 2042-03-01 2.606000 Government Agency Debt 3029854.00 3027931.99 Fannie Mae 2042-04-01 2.401000 Government Agency Debt 9531427.00 9876570.09 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 1721294.00 1819747.03 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1537741.00 1655443.28 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1999506.00 2258289.74 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1434335.00 1554605.50 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 15824949.00 16780825.77 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 1455426.00 1540739.72 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 1442035.00 1564963.74 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 1410295.00 1562963.07 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 812869.00 847406.73 Fannie Mae 2042-07-01 2.506000 Government Agency Debt 5543900.00 5816573.03 Freddie Mac 2013-03-15 0.850000 Government Agency Debt 2500000.00 515342.09 Freddie Mac 2016-09-15 6.000000 Government Agency Debt 780103.00 128950.56 Freddie Mac 2017-01-15 5.500000 Government Agency Debt 1910747.00 162901.86 Freddie Mac 2017-11-15 5.000000 Government Agency Debt 750000.00 29849.27 Freddie Mac 2018-03-15 4.000000 Government Agency Debt 2000000.00 421695.84 Freddie Mac 2018-04-15 4.500000 Government Agency Debt 10000000.00 42892.89 Freddie Mac 2018-05-15 4.500000 Government Agency Debt 7000000.00 511251.09 Freddie Mac 2018-06-15 2.250000 Government Agency Debt 1000000.00 438330.87 Freddie Mac 2018-09-01 4.500000 Government Agency Debt 5257687.00 1518295.94 Freddie Mac 2018-12-15 4.000000 Government Agency Debt 1502.00 125.71 Freddie Mac 2018-12-15 5.500000 Government Agency Debt 5500000.00 104758.84 Freddie Mac 2018-12-15 5.750000 Government Agency Debt 5600000.00 184596.19 Freddie Mac 2018-12-15 5.750000 Government Agency Debt 3400000.00 72190.48 Freddie Mac 2019-03-15 2.500000 Government Agency Debt 1000000.00 469291.11 Freddie Mac 2020-09-15 2.000000 Government Agency Debt 1000000.00 464629.50 Freddie Mac 2021-09-15 5.500000 Government Agency Debt 16000000.00 58080.63 Freddie Mac 2021-10-15 4.000000 Government Agency Debt 1066000.00 603869.95 Freddie Mac 2022-06-15 4.000000 Government Agency Debt 1075000.00 374773.88 Freddie Mac 2022-06-15 4.500000 Government Agency Debt 2500000.00 85710.48 Freddie Mac 2022-08-15 4.000000 Government Agency Debt 2000000.00 533448.76 Freddie Mac 2022-08-15 8.000000 Government Agency Debt 1310000.00 59006.45 Freddie Mac 2022-09-15 4.000000 Government Agency Debt 932131.00 326601.39 Freddie Mac 2022-11-15 4.000000 Government Agency Debt 1660390.00 641336.92 Freddie Mac 2022-12-15 4.250000 Government Agency Debt 3500000.00 248260.81 Freddie Mac 2023-03-15 4.250000 Government Agency Debt 10494970.00 410098.31 Freddie Mac 2023-05-15 5.000000 Government Agency Debt 10000000.00 80969.45 Freddie Mac 2023-11-15 2.000000 Government Agency Debt 1952148.00 688794.33 Freddie Mac 2023-12-15 6.500000 Government Agency Debt 200000.00 122173.73 Freddie Mac 2023-12-15 6.500000 Government Agency Debt 150000.00 81930.90 Freddie Mac 2024-02-15 5.000000 Government Agency Debt 80000.00 40055.98 Freddie Mac 2024-03-15 7.000000 Government Agency Debt 100000.00 56458.79 Freddie Mac 2024-05-15 4.000000 Government Agency Debt 4700000.00 547401.82 Freddie Mac 2024-10-15 5.500000 Government Agency Debt 10000000.00 31643.25 Freddie Mac 2025-02-01 5.500000 Government Agency Debt 6000000.00 1562271.63 Freddie Mac 2025-02-15 3.000000 Government Agency Debt 1200000.00 782192.46 Freddie Mac 2025-09-15 7.000000 Government Agency Debt 8659218.00 518741.87 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 18164999.00 17405337.05 Freddie Mac 2026-06-15 3.500000 Government Agency Debt 905000.00 351655.46 Freddie Mac 2027-02-15 4.500000 Government Agency Debt 1000000.00 183658.76 Freddie Mac 2027-11-15 3.500000 Government Agency Debt 358091.00 197254.82 Freddie Mac 2028-10-15 0.442000 Government Agency Debt 3892254.00 56559.35 Freddie Mac 2028-12-15 5.000000 Government Agency Debt 237500.00 197743.67 Freddie Mac 2030-04-01 4.500000 Government Agency Debt 25000000.00 17109637.65 Freddie Mac 2030-04-15 8.000000 Government Agency Debt 1000000.00 163075.48 Freddie Mac 2031-09-15 5.000000 Government Agency Debt 1450000.00 444567.11 Freddie Mac 2032-01-01 3.500000 Government Agency Debt 16920140.00 17334686.07 Freddie Mac 2032-09-01 8.000000 Government Agency Debt 2000000.00 1510585.34 Freddie Mac 2034-06-15 5.000000 Government Agency Debt 500000.00 83005.02 Freddie Mac 2034-08-15 5.000000 Government Agency Debt 10000000.00 323837.11 Freddie Mac 2034-12-15 5.000000 Government Agency Debt 650000.00 89794.19 Freddie Mac 2035-09-15 5.500000 Government Agency Debt 1550000.00 95900.69 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 4380000.00 397416.32 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 2540000.00 40250.31 Freddie Mac 2036-01-15 6.000000 Government Agency Debt 8830000.00 530106.16 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 17391150.00 784687.63 Freddie Mac 2037-03-15 4.500000 Government Agency Debt 450000.00 170264.39 Freddie Mac 2039-05-01 5.000000 Government Agency Debt 2002200.00 1318946.33 Freddie Mac 2039-09-01 5.000000 Government Agency Debt 3038710.00 1509668.80 Freddie Mac 2040-07-01 4.500000 Government Agency Debt 2508615.00 1488873.75 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 17750695.00 17007312.37 Freddie Mac 2041-03-15 2.500000 Government Agency Debt 1600000.00 793380.32 Freddie Mac 2041-04-15 4.000000 Government Agency Debt 377000.00 347054.97 Freddie Mac 2041-09-15 2.000000 Government Agency Debt 550000.00 539018.50 Freddie Mac 2042-01-01 3.500000 Government Agency Debt 2027332.00 2130200.07 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 15736407.00 16893671.87 Freddie Mac 2042-03-01 3.500000 Government Agency Debt 1487791.00 1581108.56 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 1484165.00 1571618.32 Freddie Mac 2042-06-15 0.748700 Government Agency Debt 286025.00 285706.94 GNMA 2021-03-20 5.000000 Government Agency Debt 240000.00 217255.31 GNMA 2027-11-18 6.500000 Government Agency Debt 3200000.00 114467.53 GNMA 2032-10-20 4.500000 Government Agency Debt 4668840.00 170316.56 GNMA 2032-11-20 5.000000 Government Agency Debt 2350000.00 340537.94 GNMA 2034-10-16 0.638700 Government Agency Debt 828664.00 509327.37 GNMA 2036-10-20 5.500000 Government Agency Debt 2760622.00 483211.40 GNMA 2037-04-20 0.544000 Government Agency Debt 2355108.00 416940.61 GNMA 2037-04-20 0.546700 Government Agency Debt 1500000.00 282828.72 GNMA 2038-03-16 5.000000 Government Agency Debt 774613.00 525069.05 GNMA 2038-03-16 5.000000 Government Agency Debt 88036.00 59674.93 GNMA 2038-04-20 2.750000 Government Agency Debt 7386841.00 6823386.56 GNMA 2038-06-20 1.046700 Government Agency Debt 1400000.00 347370.41 GNMA 2038-07-20 1.096700 Government Agency Debt 1649680.00 321974.09 GNMA 2038-11-20 4.000000 Government Agency Debt 483262.00 477554.12 GNMA 2039-06-16 3.500000 Government Agency Debt 1000.00 882.13 GNMA 2039-10-16 3.000000 Government Agency Debt 36932.00 30880.79 GNMA 2040-09-20 0.746700 Government Agency Debt 159680.00 114338.21 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y BARCLAYS CAPITAL INC N/A N/A N N 314000000.00 314000000.00 0.0220 N 314000000.00 314000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.190000% 987WVU007_0.1900_M120801_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2041-02-01 3.192000 Government Agency Debt 33782110.00 27140443.92 GNMA 2040-07-15 4.500000 Government Agency Debt 104300582.00 95946504.82 GNMA 2042-06-20 4.000000 Government Agency Debt 150772740.00 166474545.40 GNMA 2042-07-20 3.000000 Government Agency Debt 51445352.00 54458506.27 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 334000000.00 334000000.00 0.0233 N 334000000.00 334000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.280000% 10513DJV3 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 64000000.00 64000000.00 0.0045 N 64000640.00 64000640.00 CAFCO, LLC CAFCO, LLC 0.500000% 12476EHE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999819.44 0.0001 N 999920.00 999920.00 CAFCO, LLC CAFCO, LLC 0.500000% 12476EHH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8998000.00 0.0006 N 8999190.00 8999190.00 CAFCO, LLC CAFCO, LLC 0.620000% 12476EJE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12990148.89 0.0009 N 12996100.00 12996100.00 CAFCO, LLC CAFCO, LLC 0.610000% 12476EJH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5995221.66 0.0004 N 5998080.00 5998080.00 CAFCO, LLC CAFCO, LLC 0.590000% 12476EJQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N Y Letter of Credit Citibank NA N/A N/A 76000000.00 75932740.00 0.0053 N 75971880.00 75971880.00 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 59000000.00 59000000.00 0.0041 N 59000590.00 59000590.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.417800% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-08-16 2013-04-16 N N N 170000000.00 170000000.00 0.0119 N 170028900.00 170028900.00 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 31049000.00 31049000.00 0.0022 N 31048689.51 31048689.51 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963THV4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24995916.67 0.0017 N 24996500.00 24996500.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963TJ42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 34000000.00 33993256.66 0.0024 N 33994560.00 33994560.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963TJ59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 21995508.33 0.0015 N 21996480.00 21996480.00 Chariot Funding, LLC Chariot Funding, LLC 0.200000% 15963TJA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 32000000.00 31992888.89 0.0022 N 31994560.00 31994560.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TKC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 21000000.00 20990760.00 0.0015 N 20993490.00 20993490.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TKK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 51000000.00 50975378.33 0.0036 N 50980620.00 50980620.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TKS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24986861.11 0.0017 N 24988500.00 24988500.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TKW8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14991750.00 0.0010 N 14992341.00 14992341.00 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 50000000.00 50000000.00 0.0035 N 50002000.00 50002000.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRU9 Certificate of Deposit N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 183000000.00 183000000.00 0.0128 N 183031110.00 183031110.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRW5 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 40000000.00 40000000.00 0.0028 N 40007200.00 40007200.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSB0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N N 11000000.00 11000000.00 0.0008 N 10994390.00 10994390.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSC8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 2000000.00 2000000.00 0.0001 N 2000400.00 2000400.00 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 24000000.00 23998333.33 0.0017 N 23999280.00 23999280.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BHD0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N Y Letter of Credit Citibank NA N/A N/A 38000000.00 37993540.00 0.0027 N 37997340.00 37997340.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BNR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 109000000.00 108464083.34 0.0076 N 108827780.00 108827780.00 Citibank, NA Citibank, NA 0.520000% 1730D23Z3 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 87000000.00 87000000.00 0.0061 N 87001740.00 87001740.00 Citibank, NA Citibank, NA 0.520000% 1730D24B5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 28000000.00 28000000.00 0.0020 N 28003080.00 28003080.00 Citibank, NA Citibank, NA 0.520000% 1730D24E9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N N 48000000.00 48000000.00 0.0034 N 48006720.00 48006720.00 Citibank, NA Citibank, NA 0.500000% 1730D24H2 Certificate of Deposit N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 66000000.00 66000000.00 0.0046 N 66010560.00 66010560.00 Citibank, NA Citibank, NA 0.530000% 1730D24N9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 71000000.00 71000000.00 0.0050 N 71038340.00 71038340.00 Citibank, NA Citibank, NA 0.180000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 90000000.00 90000000.00 0.0063 Security is a time deposit. N 90000000.00 90000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.668100% 20271FAP1 Other Note N First Tier Security N/A N/A 2012-10-29 2013-08-27 N N N 150000000.00 150000000.00 0.0105 N 150103800.00 150103800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.205000% 20272DH94 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 37350000.00 37348298.50 0.0026 N 37349253.00 37349253.00 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 17000000.00 16998016.67 0.0012 N 16998980.00 16998980.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.240000% 972WXS007 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 96000000.00 96000000.00 0.0067 N 96003840.00 96003840.00 CRC Funding, LLC CRC Funding, LLC 0.530000% 12622UH90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39995288.89 0.0028 N 39998400.00 39998400.00 CRC Funding, LLC CRC Funding, LLC 0.610000% 12622UJE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Letter of Credit Citibank NA N/A N/A 58000000.00 57956757.77 0.0041 N 57979120.00 57979120.00 CRC Funding, LLC CRC Funding, LLC 0.700000% 12622UKN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13977677.78 0.0010 N 13987400.00 13987400.00 CRC Funding, LLC CRC Funding, LLC 1.005000% 12622UNR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 34000000.00 33832833.33 0.0024 N 33883380.00 33883380.00 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 154000000.00 154000000.00 0.0108 N 154000000.00 154000000.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550DTB5 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 2000000.00 2000000.00 0.0001 N 2000220.00 2000220.00 Credit Suisse AG Credit Suisse AG 0.340000% 22550DTG4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 10800000.00 10800000.00 0.0008 N 10801296.00 10801296.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.170000% 22799D001_0.1700_M120801_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2039-07-20 5.000000 Government Agency Debt 50000000.00 15207919.48 Freddie Mac 2040-09-15 4.500000 Government Agency Debt 47530000.00 35592406.48 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 47870000.00 50913627.69 Freddie Mac 2042-02-20 4.000000 Government Agency Debt 3670000.00 3904198.85 Freddie Mac 2052-09-15 5.050000 Government Agency Debt 47708269.00 54666500.26 GNMA 2041-09-20 4.500000 Government Agency Debt 40249413.00 38112001.64 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 194506447.00 194506447.00 0.0136 N 194506447.00 194506447.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 22799E009_0.2000_M120820_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2025-07-01 4.000000 Government Agency Debt 48123611.00 33931929.43 Freddie Mac 2030-05-01 4.500000 Government Agency Debt 47092310.00 23283421.64 Freddie Mac 2032-04-01 7.500000 Government Agency Debt 50000000.00 1504893.32 Freddie Mac 2032-05-01 3.500000 Government Agency Debt 37725000.00 40052492.58 Freddie Mac 2036-07-01 6.500000 Government Agency Debt 31730000.00 7138974.63 Freddie Mac 2036-08-01 6.000000 Government Agency Debt 49200000.00 6891863.66 Freddie Mac 2037-01-01 5.500000 Government Agency Debt 46799651.00 15399910.74 Freddie Mac 2041-01-01 4.000000 Government Agency Debt 47690899.00 46993225.69 Freddie Mac 2041-06-01 4.500000 Government Agency Debt 45597009.00 28803635.08 First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 200000000.00 200000000.00 0.0140 Y 200000000.00 200000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120913_2M54 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2027-02-01 3.500000 Government Agency Debt 22000000.00 22387442.59 Fannie Mae 2036-06-25 0.816200 Government Agency Debt 75898500.00 16310692.97 Fannie Mae 2036-11-01 5.500000 Government Agency Debt 22000000.00 5590704.74 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 21807687.00 23726964.92 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 6175000.00 6677191.04 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 6638326.00 7471802.07 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 21851306.00 23636749.75 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 22028609.00 24983970.73 Freddie Mac 2035-02-15 0.548800 Government Agency Debt 6211566.00 1819139.40 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 130000000.00 130000000.00 0.0091 Y 130002600.00 130002600.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120914_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2027-04-01 3.000000 Government Agency Debt 28535000.00 29585044.55 First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 29000000.00 29000000.00 0.0020 Y 29000580.00 29000580.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.160000% 992JYD004_0.1600_M120806_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2024-05-01 4.000000 Government Agency Debt 56137963.00 16754831.41 Freddie Mac 2027-04-01 3.000000 Government Agency Debt 10040000.00 10409456.71 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 17404841.00 18736571.70 First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 45000000.00 45000000.00 0.0031 N 45000000.00 45000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 992JYD004_0.2000_M120801_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2027-04-01 3.000000 Government Agency Debt 11810000.00 12244590.02 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 12000000.00 12000000.00 0.0008 N 12000000.00 12000000.00 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 Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A 11000000.00 10998350.00 0.0008 N 10999340.00 10999340.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.600000% 2284K0J48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A 89000000.00 88949566.66 0.0062 N 88980420.00 88980420.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.450000% 2284K0JC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A 41000000.00 40978475.00 0.0029 N 40988110.00 40988110.00 Deutsche Bank AG Deutsche Bank AG 0.420000% 25154U2Y9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 154000000.00 154000000.00 0.0108 N 153987680.00 153987680.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25154U3N2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 68000000.00 68000000.00 0.0048 N 67992520.00 67992520.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25154UA95 Certificate of Deposit N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N N 71000000.00 71000000.00 0.0050 N 71006390.00 71006390.00 Deutsche Bank AG Deutsche Bank AG 0.470000% 25154UM43 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 71000000.00 71000000.00 0.0050 N 71019170.00 71019170.00 Deutsche Bank AG Deutsche Bank AG 0.470000% 25154US88 Certificate of Deposit N First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 27000000.00 27000000.00 0.0019 N 27004320.00 27004320.00 Deutsche Bank AG Deutsche Bank AG 0.470000% 25154UW83 Certificate of Deposit N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 1000000.00 1000000.00 0.0001 N 1000190.00 1000190.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 21599B009_0.1700_M120801_2M54 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2014-07-31 0.125000 Treasury Debt 183973700.00 183600049.42 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 180000000.00 180000000.00 0.0126 N 180000000.00 180000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 21599B009_0.1900_M120801_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-04-25 0.00 Government Agency Debt 28399009.00 27273414.28 Fannie Mae 2042-08-25 3.500000 Government Agency Debt 22709429.00 24726586.46 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 50000000.00 50000000.00 0.0035 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.350000% 991JCA005_0.3500_M120801_2M54 0001074042 Other Repurchase Agreement N AEROFLEX HLDG CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 10741.38 ALPHA NATURAL RESOURCES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749992.10 AMERICAN SAFETY INS HLDGS LTORD 2012-07-31 N/A Other Instrument common stock or ETF 0.00 261740.16 APOLLO RESIDENTIAL MTG INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749993.15 BAKER MICHAEL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 336275.68 BANK OF AMERICA CORPORATION COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749992.88 BASIC ENERGY SVCS INC NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749994.81 BLUEGREEN CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 503746.00 BOSTON SCIENTIFIC CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749995.68 COEUR D ALENE MINES CORP IDACOM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749993.24 CRAWFORD & CO CL B 2012-07-31 N/A Other Instrument common stock or ETF 0.00 27288.00 CRYOLIFE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 340267.20 CUBIC CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 383777.58 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749941.50 ENTRAVISION COMMUNICATIONS CCL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 124825.56 FIVE STAR QUALITY CARE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 333468.00 IDT CORP CL B NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 47333.52 INDEPENDENCE HLDG CO NEW COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 111811.18 JPMORGAN CHASE & CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749977.28 KENEXA CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 68236.00 KEYCORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749999.12 KRATON PERFORMANCE POLYMERS COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 73280.00 MAXIMUS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749950.74 MOVADO GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749984.96 MYERS INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 24645.00 NELNET INC CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 182436.69 PIONEER ENERGY SVCS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 674889.87 QUIKSILVER INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749998.11 REGIONS FINANCIAL CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749993.10 REX AMERICAN RESOURCES CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 29954.00 SAUER-DANFOSS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749969.29 SEACUBE CONTAINER LEASING LTSHS 2012-07-31 N/A Other Instrument common stock or ETF 0.00 34782.60 STANDARD MTR PRODS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 88231.04 UNIVERSAL AMERN SPIN CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 175846.72 UNIVERSAL INS HLDGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 49050.00 VENOCO INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 749999.04 VISHAY PRECISION GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 179520.00 VONAGE HLDGS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 438079.25 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 15000000.00 15000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120807_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-04-01 2.500000 Government Agency Debt 3700918.00 3811002.33 Fannie Mae 2027-07-01 3.500000 Government Agency Debt 3549237.00 3851956.41 Fannie Mae 2028-09-01 6.000000 Government Agency Debt 15846804.00 3829412.89 Fannie Mae 2028-09-01 7.000000 Government Agency Debt 13571960.00 3808059.41 Fannie Mae 2032-07-01 6.500000 Government Agency Debt 120669896.00 3807424.60 Fannie Mae 2036-01-01 6.000000 Government Agency Debt 10115965.00 3020717.76 Fannie Mae 2036-02-01 2.552000 Government Agency Debt 31914863.00 3870578.36 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 16445704.00 3826373.98 Fannie Mae 2040-04-01 4.000000 Government Agency Debt 4517012.00 3844349.72 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 4884000.00 3875485.65 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 4824881.00 3872199.05 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 276306.00 196444.60 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 4000000.00 3858061.08 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 3711235.00 3856542.91 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 1147603.00 983484.83 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 3661187.00 3844037.52 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 3616974.00 3887066.82 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 1441901.00 1533802.96 Freddie Mac 2030-02-15 4.500000 Government Agency Debt 11636221.00 13120979.53 Freddie Mac 2030-06-15 4.500000 Government Agency Debt 22843000.00 25361829.08 Freddie Mac 2032-11-15 5.500000 Government Agency Debt 5684202.00 5092635.30 Freddie Mac 2033-03-15 3.500000 Government Agency Debt 25981000.00 27259074.67 Freddie Mac 2036-09-15 6.000000 Government Agency Debt 23262000.00 27058753.85 Freddie Mac 2037-03-15 5.500000 Government Agency Debt 26607000.00 30682110.38 Freddie Mac 2040-10-15 0.598700 Government Agency Debt 37500000.00 26327260.40 Freddie Mac 2041-10-15 4.500000 Government Agency Debt 25826652.00 30431724.84 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Deutsche Bank Securities Inc N/A N/A N N 235000000.00 235000000.00 0.0164 N 235000000.00 235000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120807_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-25 4.000000 Government Agency Debt 3887149.00 3331249.62 Fannie Mae 2042-08-25 6.500000 Government Agency Debt 4905560.00 4989536.65 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Deutsche Bank Securities Inc N/A N/A N N 8000000.00 8000000.00 0.0006 N 7999360.00 7999360.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M120807_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2019-05-01 4.500000 Government Agency Debt 1889396.00 326951.13 Fannie Mae 2026-10-01 4.000000 Government Agency Debt 1546720.00 1606211.19 Fannie Mae 2035-03-01 5.500000 Government Agency Debt 13000000.00 5195530.44 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 13833052.00 5236773.50 Fannie Mae 2039-08-01 5.000000 Government Agency Debt 7023638.00 5239715.91 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 104232.00 74105.57 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 356574.00 305580.52 Fannie Mae 2042-02-01 4.500000 Government Agency Debt 4818161.00 5203131.39 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 2984378.00 3251900.98 Fannie Mae 2042-04-25 5.000000 Government Agency Debt 33303429.00 35530910.36 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 4749415.00 5231042.12 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 4888118.00 5190026.00 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 148832.00 158211.36 GNMA 2041-10-20 3.500000 Government Agency Debt 42762362.00 46171723.09 GNMA 2042-01-20 4.000000 Government Agency Debt 11950.00 12441.81 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Deutsche Bank Securities Inc N/A N/A N N 114000000.00 114000000.00 0.0080 N 113996580.00 113996580.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 99ETSZ007_0.2800_M120807_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-03-25 6.000000 Government Agency Debt 103000000.00 20394521.20 Fannie Mae 2040-05-25 4.500000 Government Agency Debt 27153644.00 12568997.86 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 26626.00 22818.23 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 33533726.00 38646892.65 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 234914.00 249718.23 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Deutsche Bank Securities Inc N/A N/A N N 69000000.00 69000000.00 0.0048 N 68994480.00 68994480.00 DNB Bank ASA DNB Bank ASA 0.270000% 23330LDV5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 71000000.00 71000000.00 0.0050 N 71003550.00 71003550.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LEA0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 69000000.00 69000000.00 0.0048 N 69003450.00 69003450.00 DNB Bank ASA DNB Bank ASA 0.520000% 23330LHP4 Certificate of Deposit N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 14000000.00 14000000.00 0.0010 N 14002520.00 14002520.00 DNB Bank ASA DNB Bank ASA 0.470000% 23330LJN7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 17000000.00 17000000.00 0.0012 N 16999150.00 16999150.00 Fannie Mae Fannie Mae 1.750000% 31398AYM8 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 37000000.00 37014471.76 0.0026 N 37015022.00 37015022.00 Farm Credit System Farm Credit System 0.105000% 313312B41 Government Agency Debt N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 3000000.00 2999930.00 0.0002 N 2999988.00 2999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 81142000.00 81141639.37 0.0057 N 81141918.86 81141918.86 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 51000000.00 50999759.17 0.0036 N 50999949.00 50999949.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384B57 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 66000000.00 65998020.00 0.0046 N 65999670.00 65999670.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384C23 Government Agency Debt N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 25000000.00 24998833.33 0.0017 N 24999800.00 24999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384C49 Government Agency Debt N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 65000000.00 64996533.33 0.0045 N 64999415.00 64999415.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384C98 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 66000000.00 65995764.99 0.0046 N 65999208.00 65999208.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384E21 Government Agency Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 86000000.00 85992833.32 0.0060 N 85998538.00 85998538.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384F87 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 39000000.00 38993803.34 0.0027 N 38996646.00 38996646.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384H28 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 46000000.00 45992410.00 0.0032 N 45995170.00 45995170.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384H44 Government Agency Debt N First Tier Security N/A N/A 2012-09-26 2012-09-26 N N N 20000000.00 19995644.45 0.0014 N 19997820.00 19997820.00 Freddie Mac Freddie Mac 0.110000% 313396A94 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 4000000.00 3999938.89 0.0003 N 3999988.00 3999988.00 Freddie Mac Freddie Mac 0.085000% 313396B28 Government Agency Debt N First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 10000000.00 9999858.33 0.0007 N 9999970.00 9999970.00 Freddie Mac Freddie Mac 0.407600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2013-08-09 N N N 125000000.00 125000000.00 0.0087 N 125137000.00 125137000.00 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 35000000.00 34997375.00 0.0024 N 34998600.00 34998600.00 General Electric Capital Corp General Electric Capital Corp 0.290000% 36959HHT7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 2000000.00 1999581.11 0.0001 N 1999760.00 1999760.00 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 8000000.00 7997744.44 0.0006 N 7998720.00 7998720.00 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 95000000.00 94935400.00 0.0066 N 94970550.00 94970550.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKP1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 33000000.00 32974892.50 0.0023 N 32985810.00 32985810.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 4000000.00 3996920.00 0.0003 N 3998240.00 3998240.00 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 34000000.00 33970684.45 0.0024 N 33980280.00 33980280.00 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 63000000.00 62945120.00 0.0044 N 62962830.00 62962830.00 General Electric Capital Corp General Electric Capital Corp 0.350000% 36959HMB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 52000000.00 51933266.68 0.0036 N 51948520.00 51948520.00 General Electric Capital Corp General Electric Capital Corp 0.370000% 36959HMH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N N 31000000.00 30956031.67 0.0022 N 30967140.00 30967140.00 GFRE Holdings LLC Taxable Demand Notes Series 2009A 0.250000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1875000.00 1875000.00 0.0001 N 1875000.00 1875000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 38399H002_0.1800_M120801_2M54 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2032-07-01 3.500000 Government Agency Debt 43651708.00 46656415.12 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 55014662.00 58343584.94 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M120801_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2038-04-01 5.000000 Government Agency Debt 95012797.00 32938497.89 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 43600000.00 32889183.31 Freddie Mac 2034-05-01 5.000000 Government Agency Debt 81702665.00 22423777.23 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 1042430.00 998542.32 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 85000000.00 85000000.00 0.0059 N 85000000.00 85000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M120913_2M54 0000769993 Other Repurchase Agreement N 3-D SYS CORP DEL COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 362943.36 AAR CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 173270.80 ABM INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 133597.46 ADVANCED MICRO DEVICES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 309451.60 AIR LEASE CORP CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 69435.59 AIR PRODS & CHEMS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 272326.32 ALEXANDERS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 860.12 ALEXANDRIA REAL ESTATE EQ INCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 219457.50 ALLETE INC COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 37470.32 ALLIANT ENERGY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 40540.50 ALLIANT TECHSYSTEMS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 38449.02 AMERICAN DG ENERGY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 130672.00 AMERICAN FINL GROUP INC OHIOCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 73166.30 AMERICAN GREETINGS CORP CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 40263.98 AMERICAN WTR WKS CO INC NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 20741.15 ANIXTER INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 82699.06 ARROW ELECTRS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 606626.16 ASSURED GUARANTY LTD COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 71729.98 AVERY DENNISON CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 205772.40 AVG TECHNOLOGIES N V SHS 2012-07-31 N/A Other Instrument common stock or ETF 0.00 107460.00 BAKER MICHAEL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 398474.46 BARD C R INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 517921.28 BARNES & NOBLE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 272526.90 BARNES & NOBLE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 239445.60 BECTON DICKINSON & CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 20271.86 BELO CORP COM SER 2012-07-31 N/A Other Instrument common stock or ETF 0.00 43852.60 BEMIS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 14537.60 BIG LOTS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 86155.23 BIOTIME INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 11698.72 BLACK HILLS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 28432.80 BLOUNT INTL INC NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 214900.40 BLYTH INC COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 111221.61 BOOZ ALLEN HAMILTON HLDG CORCL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 966.56 BOSTON BEER INC CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 24648.19 BOYD GAMING CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 400780.80 BRANDYWINE RLTY TR SH BEN I 2012-07-31 N/A Other Instrument common stock or ETF 0.00 391109.25 BRIDGEPOINT ED INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 290708.55 BROWN FORMAN CORP CL B 2012-07-31 N/A Other Instrument common stock or ETF 0.00 355977.30 BUCKEYE TECHNOLOGIES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 213591.50 C&J ENERGY SVCS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 171550.62 CACI INTL INC CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 278847.38 CALGON CARBON CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 24303.24 CALIX INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 102757.90 CALLON PETE CO DEL COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 14877.30 CALPINE CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 176058.75 CAMDEN PPTY TR SH BEN I 2012-07-31 N/A Other Instrument common stock or ETF 0.00 53305.98 CAREFUSION CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 211466.08 CARPENTER TECHNOLOGY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 253947.20 CELADON GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 280898.28 CENTRAL PAC FINL CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 52320.25 CHIMERA INVT CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 517354.65 CHOICE HOTELS INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 26931.84 CINEMARK HOLDINGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 26108.09 CLEAR CHANNEL OUTDOOR HLDGS CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 10180.56 CLECO CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 112401.53 COLONIAL PPTYS TR COM SH B 2012-07-31 N/A Other Instrument common stock or ETF 0.00 43442.70 COMPASS MINERALS INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 387219.36 CONAGRA FOODS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 475020.60 CONSOL ENERGY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 278031.72 CONSOLIDATED GRAPHICS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 220604.96 CONVERGYS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 60466.50 COOPER COS INC COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 20003.70 COOPER TIRE & RUBR CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 285550.28 CORPORATE EXECUTIVE BRD CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 17298.99 COVANTA HLDG CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 325474.70 CPI AEROSTRUCTURES INC COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 25150.44 CRAWFORD & CO CL B 2012-07-31 N/A Other Instrument common stock or ETF 0.00 130959.66 CREXUS INVT CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 529052.66 CUBESMART COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 117684.98 DANAHER CORP DEL COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 44096.35 DELTIC TIMBER CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 137607.40 DIGITAL DOMAIN MEDIA GROUP ICOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 235605.60 DOMINION RES INC VA NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 118627.20 DOMTAR CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 425579.10 DOVER CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 360533.88 DRIL-QUIP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 431262.00 EMERITUS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 11314.38 ENTRAVISION COMMUNICATIONS CCL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 234.78 ENVESTNET INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 1927.60 ESSEX PPTY TR INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 209714.40 EXCO RESOURCES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 300625.08 EXELIS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 465971.22 F M C CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 92734.44 FAIR ISAAC CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 73226.90 FEDERAL REALTY INVT TR SH BEN I 2012-07-31 N/A Other Instrument common stock or ETF 0.00 170544.66 FELCOR LODGING TR INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 48835.93 FERRO CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 34715.56 FIRST BANCORP P R COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 446552.94 FLEETCOR TECHNOLOGIES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 334964.84 FORTEGRA FINL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 79094.80 FRONTLINE LTD SHS 2012-07-31 N/A Other Instrument common stock or ETF 0.00 113263.68 FXCM INC COM CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 58171.62 GALLAGHER ARTHUR J & CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 70205.92 GARDNER DENVER INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 445559.45 GENUINE PARTS CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 51665.02 GFI GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 11598.44 GLATFELTER COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 71354.14 GOLD RESV INC CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 50711.00 GOLDEN STAR RES LTD CDA COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 337359.60 GRAINGER W W INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 58529.10 GUIDEWIRE SOFTWARE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 160015.76 HCP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 84946.28 HEALTHCARE RLTY TR COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 15232.78 HHGREGG INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 243231.56 HILL ROM HLDGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 339388.16 HOST HOTELS & RESORTS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 547592.10 HUDSON VALLEY HOLDING CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 15778.76 HUNTINGTON INGALLS INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 210483.00 INSPERITY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 1469.34 INTRALINKS HLDGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 326400.10 IRON MTN INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 173826.00 ISTAR FINL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 24416.44 ITC HLDGS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 321147.31 JABIL CIRCUIT INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 19470.78 JANUS CAP GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 54502.72 KANSAS CITY SOUTHERN COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 281699.53 KAPSTONE PAPER & PACKAGING CCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 101941.95 KB HOME COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 449682.50 KENNAMETAL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 336800.52 KEY ENERGY SVCS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 12287.01 KIMCO RLTY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 143835.02 KODIAK OIL & GAS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 469738.25 KOPPERS HOLDINGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 233409.42 KRATON PERFORMANCE POLYMERS COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 408215.40 KRISPY KREME DOUGHNUTS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 16458.12 KRONOS WORLDWIDE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 149181.78 LABORATORY CORP AMER HLDGS COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 49271.00 LACLEDE GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 103135.80 LADENBURG THALMAN FIN SVCS ICOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 41.70 LAREDO PETE HLDGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 19665.00 LAZARD LTD SHS A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 295.35 LEUCADIA NATL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 112116.08 MAGNUM HUNTER RES CORP DEL COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 1813.37 MAIDENFORM BRANDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 108634.34 MARKEL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 318326.58 MARSH & MCLENNAN COS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 147322.68 MATADOR RES CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 839.77 MATERION CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 43546.86 MCEWEN MNG INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 8848.32 MEADWESTVACO CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 203764.60 MEETME INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 43763.99 MERCURY GENL CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 296641.48 METTLER TOLEDO INTERNATIONALCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 174347.70 MINE SAFETY APPLIANCES CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 35234.28 MISTRAS GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 14241.40 MOLINA HEALTHCARE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 364941.54 NATIONAL FINL PARTNERS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 538.59 NEOPHOTONICS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 387.10 NETSUITE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 399667.98 NEW YORK CMNTY BANCORP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 376230.64 NEWELL RUBBERMAID INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 465231.48 NEWMARKET CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 117180.20 NISOURCE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 276932.15 NORANDA ALUM HLDG CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 502225.22 NORTHWESTERN CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 57424.08 OFFICE DEPOT INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 362340.36 OFFICEMAX INC DEL COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 91886.76 OLD NATL BANCORP IND COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 173169.62 OLIN CORP COM PAR 2012-07-31 N/A Other Instrument common stock or ETF 0.00 175437.00 OM GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 30724.72 OMEGA PROTEIN CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 35102.62 ONE LIBERTY PPTYS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 28173.67 ORIENTAL FINL GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 32085.02 ORMAT TECHNOLOGIES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 129814.88 PARAMOUNT GOLD & SILVER CORPCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 215.38 PARK NATL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 208612.58 PARKER DRILLING CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 111808.30 PARKER HANNIFIN CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 47394.38 PENNYMAC MTG INVT TR COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 18590.52 PETROQUEST ENERGY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 417574.74 PILGRIMS PRIDE CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 76637.14 PINNACLE WEST CAP CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 136490.13 PLANTRONICS INC NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 46958.18 PNM RES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 769.60 POLYONE CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 19748.94 POST PPTYS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 139692.76 PPL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 2099976.40 PROVIDENT NEW YORK BANCORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 247152.00 PS BUSINESS PKS INC CALIF COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 393750.21 QUAKER CHEM CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 46862.79 RAYMOND JAMES FINANCIAL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 280405.65 REALD INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 239248.80 REGIS CORP MINN COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 307550.01 RESMED INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 358372.56 RLJ LODGING TR COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 275029.45 ROBBINS & MYERS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 197027.84 ROUNDYS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 109680.77 RPM INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 65428.50 RUBY TUESDAY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 98086.13 SAUER-DANFOSS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 317695.58 SCHLUMBERGER LTD COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 2099960.46 SCORPIO TANKERS INC SHS 2012-07-31 N/A Other Instrument common stock or ETF 0.00 114.40 SEABRIGHT HOLDINGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 13697.10 SENSIENT TECHNOLOGIES CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 60428.48 SHAW GROUP INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 2099974.86 SKILLED HEALTHCARE GROUP INCCL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 361771.27 SOUTHERN COPPER CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 459143.72 SOUTHWEST GAS CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 123605.04 SPIRIT AEROSYSTEMS HLDGS INCCOM CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 328134.87 ST JOE CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 458001.60 STARWOOD PPTY TR INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 119380.04 STIFEL FINL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 70995.60 STRYKER CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 198944.34 SYMETRA FINL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 95078.06 TEJON RANCH CO COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 38638.32 TITANIUM METALS CORP COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 16709.94 TMS INTL CORP CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 156267.36 TOOTSIE ROLL INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 49357.08 TOWER INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 11326.20 TOWERS WATSON & CO CL A 2012-07-31 N/A Other Instrument common stock or ETF 0.00 6060.52 TRC COS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 206976.40 TREDEGAR CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 447762.15 TRIPLE-S MGMT CORP CL B 2012-07-31 N/A Other Instrument common stock or ETF 0.00 94075.24 TRUEBLUE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 86175.00 TUTOR PERINI CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 12650.00 UGI CORP NEW COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 47414.07 UNIFIRST CORP MASS COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 47224.98 UNIT CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 41380.23 UNITED STATES CELLULAR CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 13605.90 UNITIL CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 2048.97 UNIVERSAL TECHNICAL INST INCCOM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 33341.31 URANERZ ENERGY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 77.48 URANIUM ENERGY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 98.58 USANA HEALTH SCIENCES INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 135855.00 VAALCO ENERGY INC COM NEW 2012-07-31 N/A Other Instrument common stock or ETF 0.00 398077.20 VALMONT INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 27060.34 VENOCO INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 415187.62 VERIFONE SYS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 408.76 VITAMIN SHOPPE INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 169903.59 WEBSTER FINL CORP CONN COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 214947.20 WEIS MKTS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 16979.85 WESCO AIRCRAFT HLDGS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 95150.00 WESCO INTL INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 153612.24 WESTAR ENERGY INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 57170.62 WHITE MTNS INS GROUP LTD COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 135332.85 WISCONSIN ENERGY CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 50056.60 WMS INDS INC COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 94093.51 XEROX CORP COM 2012-07-31 N/A Other Instrument common stock or ETF 0.00 476914.38 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 42000000.00 42000000.00 0.0029 Repurchase agreement collateralized by common stock and ETFs. Y 42000000.00 42000000.00 Govco, LLC Govco, LLC 0.530000% 38362VH97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N Y Credit / Liquidity Citibank NA N/A N/A 19000000.00 18997762.22 0.0013 N 18999050.00 18999050.00 Govco, LLC Govco, LLC 0.500000% 38362VHG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999791.67 0.0001 N 999910.00 999910.00 Govco, LLC Govco, LLC 0.620000% 38362VJE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity Citibank NA N/A N/A 33000000.00 32974993.33 0.0023 N 32989770.00 32989770.00 Govco, LLC Govco, LLC 0.610000% 38362VJH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Credit / Liquidity Citibank NA N/A N/A 32000000.00 31974515.55 0.0022 N 31989120.00 31989120.00 Govco, LLC Govco, LLC 0.570000% 38362VJJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N Y Credit / Liquidity Citibank NA N/A N/A 60000000.00 59954400.00 0.0042 N 59979000.00 59979000.00 HSBC Bank Plc HSBC Bank Plc 0.410000% 972VXH003 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 8000000.00 8000000.00 0.0006 N 7993120.00 7993120.00 HSBC USA, Inc HSBC USA, Inc 0.315000% 40427RKB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 69000000.00 68957133.75 0.0048 N 68964120.00 68964120.00 HSBC USA, Inc HSBC USA, Inc 0.320000% 40427RKP5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 2000000.00 1998524.44 0.0001 N 1998720.00 1998720.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.380000% 4497W0K49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N Y ING Bank NV N/A N/A N 12000000.00 11991893.36 0.0008 N 11992560.00 11992560.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.380000% 4497W0K56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-05 2012-10-05 N Y ING Bank NV N/A N/A N 100000000.00 99931388.88 0.0070 N 99937000.00 99937000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.370000% 4497W0KH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N Y ING Bank NV N/A N/A N 14000000.00 13988920.55 0.0010 N 13988520.00 13988520.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.390000% 4497W0L14 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-01 2012-11-01 N Y ING Bank NV N/A N/A N 19000000.00 18981063.39 0.0013 N 18979290.00 18979290.00 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 140000000.00 140000000.00 0.0098 N 140002800.00 140002800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.205000% 4662J0HM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 49000000.00 48994419.45 0.0034 N 48997060.00 48997060.00 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 83000000.00 82979526.67 0.0058 N 82986720.00 82986720.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.220000% 4662J0JK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N N 3000000.00 2999101.66 0.0002 N 2999310.00 2999310.00 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 10000000.00 9995350.00 0.0007 N 9996800.00 9996800.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.190000% 46899T004_0.1900_M120801_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2041-04-01 4.000000 Government Agency Debt 55339887.00 57781750.21 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 42859349.00 45218250.17 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.300000% 992JYG007_0.3000_M120824_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 3.500000 Government Agency Debt 24458671.00 25804832.08 First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 25000000.00 25000000.00 0.0017 Y 25001000.00 25001000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.366800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-08-21 2013-08-21 N N N 129000000.00 129000000.00 0.0090 N 129076497.00 129076497.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.240000% 4820P2HQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 21996626.67 0.0015 N 21996920.00 21996920.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.210000% 4820P2J48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9998016.66 0.0007 N 9997800.00 9997800.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2J71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40464000.00 40455682.40 0.0028 N 40453884.00 40453884.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2KS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-26 2012-10-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 86000000.00 85954802.22 0.0060 N 85928620.00 85928620.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEW7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 33000000.00 33000000.00 0.0023 N 33003300.00 33003300.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEZ0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 58000000.00 58000000.00 0.0041 N 58006960.00 58006960.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LFD8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 50000000.00 50000000.00 0.0035 N 50006000.00 50006000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.480000% 53944LFF3 Certificate of Deposit N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 1000000.00 1000010.82 0.0001 N 1000200.00 1000200.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LHM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 33000000.00 32995783.34 0.0023 N 32996040.00 32996040.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.270000% 56274LJD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 24000000.00 23992260.00 0.0017 N 23992800.00 23992800.00 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 10000000.00 9999425.00 0.0007 N 9999400.00 9999400.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4HF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6000000.00 5999440.00 0.0004 N 5999520.00 5999520.00 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 27000000.00 26996722.50 0.0019 N 26997030.00 26997030.00 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 2000000.00 1999744.44 0.0001 N 1999760.00 1999760.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6000000.00 5999195.00 0.0004 N 5999280.00 5999280.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JB1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3998861.11 0.0003 N 3998920.00 3998920.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 7000000.00 6997861.11 0.0005 N 6997900.00 6997900.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 23208000.00 23200425.17 0.0016 N 23200573.44 23200573.44 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4KC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 43000000.00 42978500.00 0.0030 N 42978500.00 42978500.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4KK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N Y Credit / Liquidity PNC Bank NA N/A N/A 13000000.00 12992868.06 0.0009 N 12992720.00 12992720.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4KP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999492.78 0.0001 N 999400.00 999400.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000% 06399U000_0.1800_M120801_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2020-11-25 1.750000 Government Agency Debt 34029038.00 20010926.17 Fannie Mae 2038-05-25 3.500000 Government Agency Debt 30000000.00 29829397.89 Fannie Mae 2039-03-25 3.000000 Government Agency Debt 29393000.00 30270968.91 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 27900000.00 31171870.20 Freddie Mac 2030-10-15 3.500000 Government Agency Debt 37800000.00 30818771.31 Freddie Mac 2032-07-15 4.500000 Government Agency Debt 100000000.00 32292858.64 Freddie Mac 2040-10-15 4.000000 Government Agency Debt 38139000.00 30909346.05 GNMA 2034-12-20 4.500000 Government Agency Debt 41803593.00 27493390.10 GNMA 2039-01-20 4.300000 Government Agency Debt 35000000.00 29852471.04 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 255000000.00 255000000.00 0.0178 N 255000000.00 255000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399V008_0.1900_M120807_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2029-03-25 4.000000 Government Agency Debt 23136287.00 25750001.05 First Tier Security N/A N/A 2012-08-07 2012-08-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 25000000.00 25000000.00 0.0017 N 24999250.00 24999250.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60681P5H3 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 50000000.00 50000000.00 0.0035 N 50001000.00 50001000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.380000% 60681P6D1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 21000000.00 21000000.00 0.0015 N 21002940.00 21002940.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.370000% 60681P6E9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 57000000.00 57000000.00 0.0040 N 57007980.00 57007980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.380000% 60681P6J8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.535000% 60681P6N9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 61000000.00 61000000.00 0.0043 N 61001220.00 61001220.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.540000% 60681P6P4 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 23000000.00 23000000.00 0.0016 N 23000920.00 23000920.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.500000% 60681P7A6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 3000000.00 3000000.00 0.0002 N 2999580.00 2999580.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.350000% 60687GB23 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 70000000.00 70000000.00 0.0049 N 70007000.00 70007000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.400000% 60687GG77 Certificate of Deposit N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 71000000.00 71000000.00 0.0050 N 71007810.00 71007810.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.190000% 60687GM54 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 21000000.00 21000000.00 0.0015 N 20999790.00 20999790.00 National Australia Bank Ltd National Australia Bank Ltd 0.390000% 970MPM003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 87000000.00 87000000.00 0.0061 N 87026100.00 87026100.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 55000000.00 55000000.00 0.0038 N 55016500.00 55016500.00 National Australia Bank Ltd National Australia Bank Ltd 0.390000% 972QYG005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 59000000.00 59000000.00 0.0041 N 59021830.00 59021830.00 National Australia Bank Ltd National Australia Bank Ltd 0.410000% 972WCD003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 12000000.00 12000000.00 0.0008 N 12003240.00 12003240.00 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 18000000.00 17999400.00 0.0013 N 17999640.00 17999640.00 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 30000000.00 29998833.33 0.0021 N 29999100.00 29999100.00 Nationwide Building Society Nationwide Building Society 0.580000% 6385E0HU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 44000000.00 43980860.00 0.0031 N 43992080.00 43992080.00 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 25000000.00 24985125.00 0.0017 N 24993750.00 24993750.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.350000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15060000.00 15060000.00 0.0011 N 15060000.00 15060000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.350000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6V8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 28000000.00 28000000.00 0.0020 N 28004200.00 28004200.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6X4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 8000000.00 8000000.00 0.0006 N 8001200.00 8001200.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-23 2012-08-23 N Y Nordea Bank AB N/A N/A N 23000000.00 22995923.89 0.0016 N 22997700.00 22997700.00 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 150000000.00 149972208.33 0.0105 N 149983500.00 149983500.00 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 112000000.00 111976542.23 0.0078 N 111979840.00 111979840.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977JRQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 37000000.00 37000000.00 0.0026 N 36996300.00 36996300.00 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 140000000.00 140000000.00 0.0098 N 140064400.00 140064400.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.360000% 7562E0JL1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N Y Reckitt Benckiser Group Plc N/A N/A N 9000000.00 8995500.00 0.0006 N 8996310.00 8996310.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0LD6 Other Commercial Paper N First Tier Security N/A N/A 2012-11-13 2012-11-13 N Y Reckitt Benckiser Group Plc N/A N/A N 16000000.00 15977351.11 0.0011 N 15984640.00 15984640.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.480000% 7562E0MB9 Other Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N Y Reckitt Benckiser Group Plc N/A N/A N 4000000.00 3992960.00 0.0003 N 3994840.00 3994840.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.560000% 7562E0NP7 Other Commercial Paper N First Tier Security N/A N/A 2013-01-23 2013-01-23 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24931944.44 0.0017 N 24952750.00 24952750.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.640000% 7562E0Q82 Other Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N Y Reckitt Benckiser Group Plc N/A N/A N 26000000.00 25898773.33 0.0018 N 25923300.00 25923300.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.620000% 7562E0QJ8 Other Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N Y Reckitt Benckiser Group Plc N/A N/A N 15325000.00 15264559.90 0.0011 N 15274427.50 15274427.50 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124LHF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49994361.11 0.0035 N 49996000.00 49996000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124LHG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 30000000.00 29996375.00 0.0021 N 29997600.00 29997600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LHG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4999375.00 0.0003 N 4999600.00 4999600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.320000% 82124LJA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49982222.22 0.0035 N 49987500.00 49987500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2997900.00 0.0002 N 2997750.00 2997750.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2997750.00 0.0002 N 2997480.00 2997480.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.410000% 83051A3X7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 17000000.00 17000000.00 0.0012 N 17002380.00 17002380.00 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 39000000.00 39000000.00 0.0027 N 39003900.00 39003900.00 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 57000000.00 57000000.00 0.0040 N 57015390.00 57015390.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2H68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 4000000.00 3999833.33 0.0003 N 3999880.00 3999880.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P06L7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 2000000.00 2000000.00 0.0001 N 2000300.00 2000300.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.210000% 8574P06P8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 104000000.00 104000000.00 0.0073 N 104014560.00 104014560.00 State Street Corp State Street Corp 0.250000% 85747JKB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 4000000.00 3998027.78 0.0003 N 3998560.00 3998560.00 State Street Corp State Street Corp 0.270000% 85747JKF3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 66000000.00 65962875.00 0.0046 N 65974920.00 65974920.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGZ2 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 38753000.00 38752612.47 0.0027 N 38752612.47 38752612.47 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHA6 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 75000000.00 74998125.00 0.0052 N 74998500.00 74998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHD0 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49997750.00 0.0035 N 49998000.00 49998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FJW6 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19992400.00 0.0014 N 19991000.00 19991000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FJY2 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 34114000.00 34100695.54 0.0024 N 34098307.56 34098307.56 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257G2B8 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 57000000.00 56992305.00 0.0040 N 56993160.00 56993160.00 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 36000000.00 35995320.00 0.0025 N 35996040.00 35996040.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K6B5 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 7000000.00 6999020.00 0.0005 N 6999090.00 6999090.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257NAH1 Government Agency Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 38000000.00 37985180.00 0.0027 N 37987080.00 37987080.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YFB5 Government Agency Debt N First Tier Security N/A N/A 2012-08-22 2012-08-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7999160.00 0.0006 N 7999280.00 7999280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-09-04 Y Sumitomo Mitsui Banking Corp N/A N/A N N 49000000.00 49000000.00 0.0034 N 49008330.00 49008330.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DEH9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 49000000.00 49000000.00 0.0034 N 49000490.00 49000490.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHY9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 116000000.00 116000000.00 0.0081 N 116015080.00 116015080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 48000000.00 48000000.00 0.0034 N 48006240.00 48006240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.510000% 86562DKX7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 59000000.00 59000000.00 0.0041 N 59005310.00 59005310.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.490000% 86562DMR8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 17000000.00 16999599.62 0.0012 N 17000000.00 17000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.470000% 86562DNU0 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 5000000.00 5000000.00 0.0003 N 4999500.00 4999500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 70000000.00 70000000.00 0.0049 N 70009100.00 70009100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.385000% 86562WD70 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 62000000.00 62000000.00 0.0043 N 62004960.00 62004960.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.390000% 86562WF37 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.280000% 86958CEY6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 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 11000000.00 11000000.00 0.0008 N 11001760.00 11001760.00 Swedbank AB Swedbank AB 0.340000% 87019QMV7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 44000000.00 44000000.00 0.0031 N 43992520.00 43992520.00 Swedbank AB Swedbank AB 0.450000% 87019RK39 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 2000000.00 1998425.00 0.0001 N 1998780.00 1998780.00 Texas TRAN Series 2011A 0.180000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.180000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 24750000.00 24750000.00 0.0017 N 24750000.00 24750000.00 Texas TRAN Series 2011A 0.180000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-01 2012-08-01 Y JP Morgan Chase & Co N/A N/A N N 19845000.00 19845000.00 0.0014 N 19845000.00 19845000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.450000% 88324LHL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 71000000.00 70983137.50 0.0050 N 70991480.00 70991480.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TH63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999936.11 0.0001 N 1999920.00 1999920.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15102000.00 15100791.84 0.0011 N 15100791.84 15100791.84 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 38000000.00 37995186.67 0.0027 N 37995440.00 37995440.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TK93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 27018000.00 27007125.25 0.0019 N 27004761.18 27004761.18 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TKF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 34000000.00 33985125.00 0.0024 N 33981640.00 33981640.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TKF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 19333000.00 19324944.59 0.0014 N 19322560.18 19322560.18 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.205000% 88602TKN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9995330.56 0.0007 N 9994100.00 9994100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.336800% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2013-04-22 N N N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89112XT47 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 110000000.00 110000000.00 0.0077 N 110000000.00 110000000.00 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 150000000.00 150000000.00 0.0105 N 150003000.00 150003000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYA7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 50000000.00 50000000.00 0.0035 N 50001500.00 50001500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYL3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 61000000.00 61000000.00 0.0043 N 61002440.00 61002440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 126000000.00 126000000.00 0.0088 N 126005040.00 126005040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZA6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 40000000.00 40000000.00 0.0028 N 40002000.00 40002000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZD0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 52000000.00 52000000.00 0.0036 N 52002600.00 52002600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 72000000.00 71967600.00 0.0050 N 71987040.00 71987040.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 25000000.00 24993131.95 0.0017 N 24995000.00 24995000.00 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 35000000.00 34952944.44 0.0024 N 34972350.00 34972350.00 UBS AG UBS AG 0.470000% 90267RJD2 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 67000000.00 67000000.00 0.0047 N 67024790.00 67024790.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 145000000.00 145000000.00 0.0101 N 145029000.00 145029000.00 UBS Securities LLC UBS Securities LLC 0.190000% 99EPPA003_0.1900_M120801_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2022-06-01 3.000000 Government Agency Debt 39669800.00 41102968.66 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 46261676.00 50697031.85 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 90000000.00 90000000.00 0.0063 N 90000000.00 90000000.00 Union Bank, NA Union Bank, NA 0.450000% 90527MH58 Certificate of Deposit N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 2000000.00 2000000.00 0.0001 N 2000300.00 2000300.00 Union Bank, NA Union Bank, NA 0.400000% 90527MR73 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 54000000.00 54000000.00 0.0038 N 54012420.00 54012420.00 Univ of California CP Series B 0.200000% 91411SHG8 Other Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 20000000.00 19998333.33 0.0014 N 19998400.00 19998400.00 Univ of California CP Series B 0.190000% 91411SJL5 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 28000000.00 27992611.11 0.0020 N 27991880.00 27991880.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TMR6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 4000000.00 4000000.00 0.0003 N 4000560.00 4000560.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-11-26 N N N 79000000.00 79000000.00 0.0055 N 78998420.00 78998420.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 96121TPC6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 6000000.00 6000000.00 0.0004 N 6001140.00 6001140.00 Westpac Banking Corp Westpac Banking Corp 0.498800% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-13 2013-07-11 N N N 40000000.00 40000000.00 0.0028 N 40009600.00 40009600.00 Westpac Banking Corp Westpac Banking Corp 0.540000% 9612C0H10 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 17000000.00 17000000.00 0.0012 N 16999830.00 16999830.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 29000000.00 28991138.89 0.0020 N 28991880.00 28991880.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 5000000.00 4991444.44 0.0003 N 4990950.00 4990950.00 Westpac Banking Corp Westpac Banking Corp 0.435800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-07 2013-02-07 N N N 105000000.00 105000000.00 0.0073 N 104996850.00 104996850.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.245000% 96122GHA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N Y Westpac New Zealand Ltd N/A N/A N 6000000.00 5999632.50 0.0004 N 5999700.00 5999700.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 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 630791.85 630791.85 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 159966.09 159966.09 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 139042.53 139042.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 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 1069649.94 1069649.94 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 209104.23 209104.23 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 181753.40 181753.40 Windmill Funding Corp Windmill Funding Corp 0.450000% 97342GHF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 86000000.00 85984950.00 0.0060 N 85993120.00 85993120.00