0001145549-12-009882.txt : 20121231 0001145549-12-009882.hdr.sgml : 20121231 20121107122118 ACCESSION NUMBER: 0001145549-12-009882 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121031 FILED AS OF DATE: 20121107 DATE AS OF CHANGE: 20121107 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: 121185679 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-10-31 0000857156 S000004508 4 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 41 58 14799995545.50 5229477.69 806613.37 14804418409.82 0.0033 1.0001 2012-10-31 1.0001 2012-10-31 C000012383 25000.00 10270304080.38 1.00 80740875.06 417821052.43 337080177.37 0.0001 1.0001 2012-10-31 1.0001 2012-10-31 C000012384 1000000.00 1441232921.85 1.00 -122502793.51 195658751.04 318161544.55 0.0001 1.0001 2012-10-31 1.0001 2012-10-31 C000012385 3000000.00 1253652533.07 1.00 -55920812.54 187202253.99 243123066.53 0.0010 1.0001 2012-10-31 1.0001 2012-10-31 C000038267 10000000.00 1839228874.52 1.00 5290071.87 207363557.97 202073486.10 0.0012 1.0001 2012-10-31 1.0001 2012-10-31 Alpine Securitization Corp Alpine Securitization Corp 0.460000% 02086LP42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 10000000.00 9987861.11 0.0007 N 9993100.00 9993100.00 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 28572000.00 28545920.11 0.0019 N 28562571.24 28562571.24 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 40000000.00 39959955.55 0.0027 N 39984400.00 39984400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TQ47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Cash Rabobank Nederland N/A N/A 11000000.00 10981208.33 0.0007 N 10988670.00 10988670.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 43000000.00 42929659.16 0.0029 N 42945390.00 42945390.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.260700% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-22 2012-11-26 N N N 131000000.00 131000000.00 0.0088 N 131013100.00 131013100.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.170000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 156000000.00 156000000.00 0.0105 Security is a time deposit. N 156000000.00 156000000.00 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 24000000.00 24000000.00 0.0016 N 24004080.00 24004080.00 Bank of America, NA Bank of America, NA 0.420000% 06052WRC9 Other Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 97000000.00 97000000.00 0.0066 N 97012939.80 97012939.80 Bank of America, NA Bank of America, NA 0.400000% 06052WRP0 Other Note N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 8000000.00 8000000.00 0.0005 N 8001220.00 8001220.00 Bank of America, NA Bank of America, NA 0.270000% 06052WSC8 Other Note N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 42000000.00 42000000.00 0.0028 N 41999181.00 41999181.00 Bank of Montreal Bank of Montreal 0.310000% 06366VD86 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 15000000.00 15000407.71 0.0010 N 15008700.00 15008700.00 Bank of Montreal Bank of Montreal 0.310000% 06366VD94 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 87000000.00 87000000.00 0.0059 N 87052200.00 87052200.00 Bank of Nova Scotia Bank of Nova Scotia 0.460000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2013-07-26 N N N 127000000.00 127000000.00 0.0086 N 127198120.00 127198120.00 Bank of Nova Scotia Bank of Nova Scotia 0.310000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-15 N N N 57000000.00 57000000.00 0.0039 N 57003420.00 57003420.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417FEW6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 9000000.00 9000000.00 0.0006 N 8999550.00 8999550.00 Bank of the West Bank of the West 0.450000% 0642G0XZ9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 36000000.00 36000000.00 0.0024 N 36009720.00 36009720.00 Bank of the West Bank of the West 0.380000% 0642G0YD7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 3000000.00 3000000.00 0.0002 N 3000930.00 3000930.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4E4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 55000000.00 55000000.00 0.0037 N 55007150.00 55007150.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4P9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-19 2012-12-19 N N N 112000000.00 112000000.00 0.0076 N 112020160.00 112020160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000% 06538E5C7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 26000000.00 26000000.00 0.0018 N 26004420.00 26004420.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538EC96 Certificate of Deposit N First 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06741XFP8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 15000000.00 15000000.00 0.0010 N 15020250.00 15020250.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06741XGQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-04-11 N N N 30000000.00 30000000.00 0.0020 N 30008100.00 30008100.00 Barclays Bank Plc Barclays Bank Plc 0.440000% 06741XGY8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 13000000.00 13000000.00 0.0009 N 13001820.00 13001820.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHD3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 67000000.00 67000000.00 0.0045 N 67000000.00 67000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.350000% 00799J004_0.3500_M121101_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 2.537000 Government Agency Debt 38266574.00 40004029.53 Fannie Mae 2042-11-01 2.549000 Government Agency Debt 46295985.00 48395970.88 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 85000000.00 85000000.00 0.0057 N 85000000.00 85000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M121107_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-06-01 5.000000 Government Agency Debt 10250000.00 1089753.64 Fannie Mae 2018-07-01 5.000000 Government Agency Debt 10040000.00 1075779.67 Fannie Mae 2018-09-01 4.000000 Government Agency Debt 2676811.00 609954.01 Fannie Mae 2018-09-01 5.000000 Government Agency Debt 10000000.00 1488760.29 Fannie Mae 2019-03-01 4.000000 Government Agency Debt 9910000.00 1720299.37 Fannie Mae 2022-05-01 2.500000 Government Agency Debt 2948963.00 2913880.80 Fannie Mae 2025-03-01 9.500000 Government Agency Debt 34938481.00 209822.54 Fannie Mae 2025-09-01 3.500000 Government Agency Debt 481535.00 274568.51 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 2540719.00 1944663.01 Fannie Mae 2026-05-01 4.500000 Government 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Government Agency Debt 500000.00 232564.74 Freddie Mac 2030-03-01 5.000000 Government Agency Debt 4204224.00 2773993.29 Freddie Mac 2031-01-01 9.000000 Government Agency Debt 1605659.00 1130799.94 Freddie Mac 2031-03-01 7.500000 Government Agency Debt 275365.00 66595.25 Freddie Mac 2031-10-01 7.500000 Government Agency Debt 25006373.00 1123330.26 Freddie Mac 2032-04-01 7.500000 Government Agency Debt 98658289.00 2787392.65 Freddie Mac 2032-05-01 3.000000 Government Agency Debt 2000000.00 2054807.24 Freddie Mac 2032-10-01 3.000000 Government Agency Debt 325816.00 344080.92 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 60459837.00 32328330.62 Freddie Mac 2034-11-01 7.500000 Government Agency Debt 2445479.00 1728982.61 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 1929.00 1359.33 Freddie Mac 2037-03-01 6.000000 Government Agency Debt 840153.00 272497.38 Freddie Mac 2037-09-15 7.500000 Government Agency Debt 1186542.00 1155502.37 Freddie Mac 2038-02-01 5.000000 Government Agency Debt 34265.00 12483.62 Freddie Mac 2038-05-01 5.500000 Government Agency Debt 3541125.00 1130335.06 Freddie Mac 2038-10-01 6.000000 Government Agency Debt 1344987.00 221375.65 Freddie Mac 2039-05-01 5.000000 Government Agency Debt 104028.00 18606.03 Freddie Mac 2040-09-01 5.000000 Government Agency Debt 1375600.00 1135957.44 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 4163.00 3952.23 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 11142.00 11141.76 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 1299438.00 1356046.29 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 528122.00 409575.10 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 2097861.00 1572324.85 Freddie Mac 2042-02-01 4.500000 Government Agency Debt 1040634.00 670185.42 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 2656571.00 2738079.45 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 170000.00 180164.20 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 1220903.00 1331533.89 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1920173.00 2073951.44 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 1141845.00 1261270.26 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 392534.00 410432.18 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 102357.00 107359.19 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 1000.00 1048.87 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 217000000.00 217000000.00 0.0147 N 217000000.00 217000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M121107_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.424000 Government Agency Debt 21895170.00 21796802.76 Fannie Mae 2017-02-01 2.387000 Government Agency Debt 6173932.00 815080.04 Fannie Mae 2019-08-01 4.172000 Government Agency Debt 5467074.00 4377634.81 Fannie Mae 2020-01-01 4.360000 Government Agency Debt 1297177.00 1454520.40 Fannie Mae 2020-11-01 3.270000 Government Agency Debt 5314000.00 5819329.52 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 523193.00 92822.17 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 163418.00 170845.67 Fannie Mae 2033-06-01 2.250000 Government Agency Debt 10000000.00 1233189.37 Fannie Mae 2033-07-01 2.405000 Government Agency Debt 19328270.00 840361.91 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 15416.00 12238.16 Fannie Mae 2035-07-01 2.788000 Government Agency Debt 3988600.00 809924.58 Fannie Mae 2035-11-01 2.795000 Government Agency Debt 1437322.00 1312891.79 Fannie Mae 2036-02-01 1.912000 Government Agency Debt 40007450.00 1943657.57 Fannie Mae 2036-03-01 5.609000 Government Agency Debt 10200000.00 2240346.81 Fannie Mae 2036-08-01 2.888000 Government Agency Debt 23680000.00 5731548.55 Fannie Mae 2036-09-01 2.635000 Government Agency Debt 14143030.00 984043.71 Fannie Mae 2036-09-01 6.266000 Government Agency Debt 13351050.00 1521559.77 Fannie Mae 2037-04-01 1.738000 Government Agency Debt 10185158.00 1720937.26 Fannie Mae 2037-08-01 3.084000 Government Agency Debt 1384603.00 283443.96 Fannie Mae 2037-08-01 5.776000 Government Agency Debt 30013267.00 5398331.86 Fannie Mae 2037-11-01 5.910000 Government Agency Debt 2980000.00 1097165.43 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 53668.00 24192.32 Fannie Mae 2038-04-01 4.757000 Government Agency Debt 5514904.00 1294607.92 Fannie Mae 2038-05-01 4.675000 Government Agency Debt 10500000.00 1196145.07 Fannie Mae 2038-07-01 5.070000 Government Agency Debt 3157653.00 974456.61 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 23903.00 25258.09 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 11739.00 12404.50 Fannie Mae 2039-03-01 5.237000 Government Agency Debt 2352000.00 677537.68 Fannie Mae 2040-03-01 3.870000 Government Agency Debt 2000000.00 1236295.55 Fannie Mae 2040-05-01 3.646000 Government Agency Debt 10375971.00 5051211.14 Fannie Mae 2040-05-01 4.160000 Government Agency Debt 9065000.00 2011351.26 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 70350.00 56660.33 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 52542.00 42317.65 Fannie Mae 2040-07-01 4.087000 Government Agency Debt 14279429.00 8713847.05 Fannie Mae 2041-01-01 2.820000 Government Agency Debt 35947167.00 21861961.40 Fannie Mae 2041-02-01 3.096000 Government Agency Debt 39241992.00 22174374.86 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 126919.00 90330.69 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 6851.00 4875.99 Fannie Mae 2041-07-01 2.564000 Government Agency Debt 2020000.00 1159860.72 Fannie Mae 2041-10-01 3.306000 Government Agency Debt 23052484.00 18427908.93 Fannie Mae 2041-12-01 2.523000 Government Agency Debt 692046.00 657081.01 Fannie Mae 2042-01-01 2.713000 Government Agency Debt 7394770.00 5679555.83 Fannie Mae 2042-02-01 2.188000 Government Agency Debt 25113463.00 20480264.27 Fannie Mae 2042-02-01 2.261000 Government Agency Debt 3736.00 3181.40 Fannie 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25476.00 26721.01 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 24848.00 26062.32 GNMA 2040-01-16 0.814000 Government Agency Debt 18635986.00 8733358.21 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 228000000.00 228000000.00 0.0154 N 228000000.00 228000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.400000% 992JYM004_0.4000_M121106_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-02-01 5.424000 Government Agency Debt 221028.00 220035.00 Fannie Mae 2016-12-01 5.270000 Government Agency Debt 600000.00 682610.81 Fannie Mae 2018-09-01 2.925000 Government Agency Debt 42926086.00 2008833.95 Fannie Mae 2018-09-01 2.960000 Government Agency Debt 5489951.00 5836063.31 Fannie Mae 2018-09-01 3.020000 Government Agency Debt 4400000.00 4723975.88 Fannie Mae 2018-10-01 2.820000 Government Agency Debt 1901719.00 2021547.18 Fannie Mae 2018-10-01 3.070000 Government Agency Debt 5100000.00 5486319.23 Fannie Mae 2019-07-01 5.240000 Government Agency Debt 2198381.00 2462207.64 Fannie Mae 2019-08-01 4.960000 Government Agency Debt 1515000.00 1751637.44 Fannie Mae 2019-08-01 5.450000 Government Agency Debt 3400000.00 3974802.87 Fannie Mae 2019-09-01 4.700000 Government Agency Debt 4380000.00 4820435.06 Fannie Mae 2019-10-01 4.650000 Government Agency Debt 1323000.00 1493460.37 Fannie Mae 2020-01-01 3.307000 Government Agency Debt 1990874.00 1129683.15 Fannie Mae 2020-01-01 4.360000 Government Agency Debt 142655.00 159958.59 Fannie Mae 2020-12-01 3.530000 Government Agency Debt 916432.00 1018551.55 Fannie Mae 2023-02-01 5.170000 Government Agency Debt 327093.00 195723.85 Fannie Mae 2032-05-01 2.375000 Government Agency Debt 12445674.00 568582.66 Fannie Mae 2033-03-01 2.250000 Government Agency Debt 8000000.00 975728.28 Fannie Mae 2033-04-01 2.260000 Government Agency Debt 8000000.00 1115938.75 Fannie Mae 2033-08-01 2.766000 Government Agency Debt 3000242.00 217399.53 Fannie Mae 2033-09-01 2.935000 Government 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3200000.00 1030423.81 Fannie Mae 2035-07-01 2.732000 Government Agency Debt 1299600.00 291265.96 Fannie Mae 2035-08-01 2.189000 Government Agency Debt 7981.00 5156.72 Fannie Mae 2035-08-01 3.628000 Government Agency Debt 15126447.00 1332977.80 Fannie Mae 2035-09-01 2.324000 Government Agency Debt 4170000.00 1052620.21 Fannie Mae 2035-10-01 2.018000 Government Agency Debt 33627.00 4196.16 Fannie Mae 2035-11-01 4.425000 Government Agency Debt 589418.00 90132.55 Fannie Mae 2035-12-01 2.628000 Government Agency Debt 4756496.00 1099252.09 Fannie Mae 2035-12-01 5.250000 Government Agency Debt 1700000.00 341938.94 Fannie Mae 2036-01-01 2.335000 Government Agency Debt 9187809.00 1730342.59 Fannie Mae 2036-02-01 2.124000 Government Agency Debt 1015419.00 197337.89 Fannie Mae 2036-02-01 5.180000 Government Agency Debt 15000000.00 2554599.34 Fannie Mae 2036-02-01 5.380000 Government Agency Debt 9277990.00 685394.26 Fannie Mae 2036-03-01 4.684000 Government Agency Debt 10771067.00 5447448.65 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2.954000 Government Agency Debt 2289564.00 406874.26 Fannie Mae 2037-05-01 2.480000 Government Agency Debt 5954209.00 1178351.09 Fannie Mae 2037-05-01 5.512000 Government Agency Debt 2782459.00 1214808.85 Fannie Mae 2037-07-01 2.855000 Government Agency Debt 8157542.00 1083694.05 Fannie Mae 2037-07-01 5.636000 Government Agency Debt 700000.00 123972.80 Fannie Mae 2037-07-01 6.682000 Government Agency Debt 7902944.00 1040589.87 Fannie Mae 2037-08-01 1.698000 Government Agency Debt 14459503.00 1836465.57 Fannie Mae 2037-08-01 2.325000 Government Agency Debt 4150000.00 1495422.18 Fannie Mae 2037-08-01 2.480000 Government Agency Debt 28487.00 16168.67 Fannie Mae 2037-08-01 3.084000 Government Agency Debt 1595267.00 326569.27 Fannie Mae 2037-08-01 5.706000 Government Agency Debt 12000000.00 1740303.27 Fannie Mae 2037-09-01 5.805000 Government Agency Debt 50000.00 8886.71 Fannie Mae 2038-03-01 5.115000 Government Agency Debt 2000000.00 454625.04 Fannie Mae 2038-04-01 4.367000 Government 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2067000.00 972765.24 Fannie Mae 2040-07-01 3.578000 Government Agency Debt 900000.00 580964.54 Fannie Mae 2040-07-01 3.838000 Government Agency Debt 64075.00 34616.42 Fannie Mae 2040-08-01 6.000000 Government Agency Debt 1274154.00 1169522.78 Fannie Mae 2040-09-01 4.210000 Government Agency Debt 382577.00 195380.56 Fannie Mae 2040-10-01 3.126000 Government Agency Debt 3881306.00 1832478.68 Fannie Mae 2041-01-01 2.961000 Government Agency Debt 3775000.00 2628595.57 Fannie Mae 2041-01-01 5.500000 Government Agency Debt 41797.00 46179.81 Fannie Mae 2041-02-01 3.983000 Government Agency Debt 5041282.00 4905472.56 Fannie Mae 2041-03-01 2.990000 Government Agency Debt 1500000.00 1150482.97 Fannie Mae 2041-05-01 2.600000 Government Agency Debt 683007.00 314298.91 Fannie Mae 2041-05-01 3.182000 Government Agency Debt 607686.00 509556.49 Fannie Mae 2041-06-01 2.998000 Government Agency Debt 36904.00 28141.64 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 1599265.00 1138227.60 Fannie Mae 2041-06-01 3.374000 Government Agency Debt 1399716.00 1124974.10 Fannie Mae 2041-06-01 3.511000 Government Agency Debt 52996.00 40701.85 Fannie Mae 2041-07-01 3.296000 Government Agency Debt 667413.00 505000.04 Fannie Mae 2041-09-01 3.562000 Government Agency Debt 9009.00 7658.50 Fannie Mae 2041-10-01 2.782000 Government Agency Debt 1783153.00 1803368.69 Fannie Mae 2041-10-01 3.264000 Government Agency Debt 1780000.00 1267479.42 Fannie Mae 2041-10-01 3.295000 Government Agency Debt 60900.00 47310.26 Fannie Mae 2041-10-01 4.577000 Government Agency Debt 3824502.00 3730010.04 Fannie Mae 2042-01-01 3.087000 Government Agency Debt 5350000.00 4453941.08 Fannie Mae 2042-02-01 2.188000 Government Agency Debt 33562.00 27370.13 Fannie Mae 2042-02-01 2.279000 Government Agency Debt 4305073.00 3556518.03 Fannie Mae 2042-04-01 2.708000 Government Agency Debt 88135.00 85778.20 Fannie Mae 2042-05-01 2.345000 Government Agency Debt 2644440.00 2736028.22 Fannie Mae 2042-06-01 2.622000 Government 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5482031.00 5744031.88 Fannie Mae 2042-11-01 2.567000 Government Agency Debt 2002953.00 2102265.75 Fannie Mae 2042-11-01 3.075000 Government Agency Debt 2025500.00 2152248.70 Fannie Mae 2048-02-01 5.040000 Government Agency Debt 212891.00 52956.26 Freddie Mac 2039-01-01 6.500000 Government Agency Debt 2354881.00 1164019.99 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 1076410.00 1164512.28 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 210000000.00 210000000.00 0.0142 N 210000000.00 210000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.400000% 06737HRV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N Y Barclays Bank Plc N/A N/A N 10000000.00 9980111.11 0.0007 N 9973500.00 9973500.00 Barclays US Funding Corp Barclays US Funding Corp 0.400000% 06737HRW1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-30 2013-04-30 N Y Barclays Bank Plc N/A N/A N 6000000.00 5988000.00 0.0004 N 5983980.00 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CORPORATION COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549998.72 BERKSHIRE HATHAWAY INC DEL CL B NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549914.10 CAPITAL ONE FINL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549980.00 CATERPILLAR INC DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549947.25 CHEVRON CORP NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549960.38 COCA COLA CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1549938.80 COOPER INDUSTRIES PLC SHS 2012-10-31 N/A 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2012-11-14 N N N 16000000.00 15999191.11 0.0011 N 15999600.00 15999600.00 Farm Credit System Farm Credit System 0.125000% 313312N71 Government Agency Debt N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 22000000.00 21999465.28 0.0015 N 21999692.00 21999692.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384M97 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 60000000.00 59999783.32 0.0041 N 59999880.00 59999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384M97 Government Agency Debt N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 3000000.00 2999990.42 0.0002 N 2999994.00 2999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 50000000.00 49998500.00 0.0034 N 49999200.00 49999200.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 2400000.00 2399957.33 0.0002 N 2399961.60 2399961.60 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384P52 Government Agency Debt N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 10000000.00 9999530.56 0.0007 N 9999750.00 9999750.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384P78 Government Agency Debt N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 60200000.00 60196990.00 0.0041 N 60198254.20 60198254.20 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384Q69 Government Agency Debt N First Tier Security N/A N/A 2012-11-23 2012-11-23 N N N 9000000.00 8999395.00 0.0006 N 8999613.00 8999613.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384R35 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 10000000.00 9999175.00 0.0007 N 9999480.00 9999480.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384R50 Government Agency Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 1000000.00 999915.42 0.0001 N 999944.00 999944.00 Freddie Mac Freddie Mac 0.100000% 313396N41 Government Agency Debt N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 20000000.00 19999777.78 0.0014 N 19999840.00 19999840.00 Freddie Mac Freddie Mac 0.130000% 313396N41 Government Agency Debt N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 5000000.00 4999927.78 0.0003 N 4999960.00 4999960.00 Freddie Mac Freddie Mac 0.130000% 313396R39 Government Agency Debt N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 19000000.00 18998147.50 0.0013 N 18999012.00 18999012.00 Freddie Mac Freddie Mac 0.300300% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-01-10 2013-11-08 N N N 350000000.00 350000000.00 0.0236 N 350320250.00 350320250.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.300000% 3686M0NA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 82000000.00 81952166.66 0.0055 N 81956540.00 81956540.00 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 78000000.00 77996533.34 0.0053 N 77998440.00 77998440.00 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 100000000.00 99994666.66 0.0068 N 99997000.00 99997000.00 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 15000000.00 14994166.67 0.0010 N 14997300.00 14997300.00 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 29000000.00 28986289.44 0.0020 N 28993910.00 28993910.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.210000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2810000.00 2810000.00 0.0002 N 2810000.00 2810000.00 Goldman Sachs & Co Goldman Sachs & Co 0.270000% 38399H002_0.2700_M121101_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2032-07-01 3.500000 Government Agency Debt 31220128.00 32793996.52 Fannie Mae 2032-10-01 3.000000 Government Agency Debt 50395495.00 52954149.45 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 50000000.00 53067682.27 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 40412257.00 43184281.89 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 173333438.00 173333438.00 0.0117 N 173333438.00 173333438.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 992JYE002_0.2100_M121101_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 36166193.00 36074406.28 Freddie Mac 2031-10-01 4.000000 Government Agency Debt 17988729.00 13035821.92 Freddie Mac 2038-01-01 4.500000 Government Agency Debt 113494746.00 36067484.65 Freddie Mac 2042-04-01 4.000000 Government Agency Debt 30747346.00 30322287.42 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 110000000.00 110000000.00 0.0074 N 110000000.00 110000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.250000% 992JYE002_0.2500_M121105_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 3.500000 Government Agency Debt 50000000.00 34880798.50 Fannie Mae 2026-03-01 4.000000 Government Agency Debt 42735000.00 34719309.82 Fannie Mae 2033-11-01 7.500000 Government Agency Debt 16891083.00 11346178.28 Fannie Mae 2041-10-01 2.561000 Government Agency Debt 2260974.00 1959754.30 Freddie Mac 2039-05-01 4.500000 Government Agency Debt 78438809.00 34693959.28 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 112000000.00 112000000.00 0.0076 N 112000000.00 112000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2MN4 0000769993 Other Repurchase Agreement N AMERICAN AXLE & MFG HLDGS INCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249990.74 ATWOOD OCEANICS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249974.72 BABCOCK & WILCOX CO NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249995.00 CALLAWAY GOLF CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249998.96 CBS CORP NEW CL B 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249980.36 CHIMERA INVT CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249999.17 CORPORATE EXECUTIVE BRD CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249974.80 DOLE FOOD CO INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1180415.00 EXCEL TR INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249990.74 FAIR ISAAC CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249967.42 HERSHEY CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249950.57 LEUCADIA NATL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249980.30 MICHAEL KORS HLDGS LTD SHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249946.11 MSC INDL DIRECT INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 70063.70 NOBLE ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249951.30 PARTNERRE LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249969.72 PLAINS EXPL& PRODTN CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249997.76 SCHLUMBERGER LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249953.10 SCHWAB CHARLES CORP NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249989.06 SUPERIOR ENERGY SVCS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249989.10 TITANIUM METALS CORP COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249988.64 ULTRA PETROLEUM CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1249982.72 First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 25000000.00 25000000.00 0.0017 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations Y 25000000.00 25000000.00 Gotham Funding Corp Gotham Funding Corp 0.250000% 38346LM52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 76000000.00 75982055.56 0.0051 N 75980050.00 75980050.00 Govco, LLC Govco, LLC 0.630000% 38362VL27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Credit / Liquidity Citibank NA N/A N/A 62000000.00 61998915.00 0.0042 N 61999380.00 61999380.00 Govco, LLC Govco, LLC 0.620000% 38362VL68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Credit / Liquidity Citibank NA N/A N/A 54000000.00 53995350.00 0.0036 N 53997840.00 53997840.00 Govco, LLC Govco, LLC 0.570000% 38362VLE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Credit / Liquidity Citibank NA N/A N/A 72000000.00 71985180.00 0.0049 N 71992800.00 71992800.00 Govco, LLC Govco, LLC 0.520000% 38362VLF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 14000000.00 13997168.89 0.0009 N 13998460.00 13998460.00 Govco, LLC Govco, LLC 0.440000% 38362VMH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N Y Credit / Liquidity Citibank NA N/A N/A 14000000.00 13992128.89 0.0009 N 13995100.00 13995100.00 Govco, LLC Govco, LLC 0.440000% 38362VMJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Citibank NA N/A N/A 22000000.00 21987362.22 0.0015 N 21992080.00 21992080.00 HSBC Bank Plc HSBC Bank Plc 0.425000% 972XGJ004 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 59000000.00 59000637.80 0.0040 N 59022420.00 59022420.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RPD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 72000000.00 71948000.00 0.0049 N 71946453.60 71946453.60 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 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First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 35000000.00 34995100.00 0.0024 N 34998600.00 34998600.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0N40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 23000000.00 22988960.00 0.0016 N 22996090.00 22996090.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0Q88 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N N N 43000000.00 42954491.66 0.0029 N 42978930.00 42978930.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0R20 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 9000000.00 8988600.00 0.0006 N 8994960.00 8994960.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.364500% 46636JAW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-01 2013-03-01 N N N 109000000.00 109000000.00 0.0074 N 109038150.00 109038150.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.350000% 46899T004_0.3500_M121101_2MN4 0001168163 Government Agency Repurchase Agreement Y Freddie Mac 2038-11-15 2.000000 Government Agency Debt 50464610.00 28194816.49 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 168000012.00 177805184.45 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 200000000.00 200000000.00 0.0135 N 200000000.00 200000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.330700% 48125LBA9 Other Note N First Tier Security N/A N/A 2012-11-21 2012-12-21 N N N 500000000.00 500000000.00 0.0338 N 500036500.00 500036500.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.270000% 4820P2Q81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 24000000.00 23977140.00 0.0016 N 23971680.00 23971680.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.400000% 53943RM55 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 16000000.00 15993955.55 0.0011 N 15996800.00 15996800.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.250000% 53943RN88 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 1000000.00 999527.78 0.0001 N 999470.00 999470.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.245000% 53943RNJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 63000000.00 62966557.50 0.0043 N 62959680.00 62959680.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.240000% 56274LMJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 17000000.00 16994673.34 0.0011 N 16993880.00 16993880.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.250000% 56274LMJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 6000000.00 5998041.67 0.0004 N 5997840.00 5997840.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.250000% 56274LMK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-19 2012-12-19 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 30000000.00 29990000.00 0.0020 N 29988900.00 29988900.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.260000% 56274LN83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 5000000.00 4997544.45 0.0003 N 4997400.00 4997400.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4M76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 60070000.00 60057385.30 0.0041 N 60059788.10 60059788.10 Market Street Funding Corp Market Street Funding Corp 0.210000% 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23235216.21 Freddie Mac 2035-04-15 5.500000 Government Agency Debt 19200000.00 22478176.00 Freddie Mac 2035-08-15 1.220700 Government Agency Debt 75000000.00 22791847.83 Freddie Mac 2039-11-15 2.250000 Government Agency Debt 25000000.00 25301453.68 Freddie Mac 2040-05-15 3.000000 Government Agency Debt 25000000.00 23578662.11 Freddie Mac 2041-09-15 2.500000 Government Agency Debt 23500000.00 23782609.92 GNMA 2033-11-20 5.500000 Government Agency Debt 2923818.00 3391328.70 GNMA 2038-05-16 4.000000 Government Agency Debt 40500000.00 23039579.74 GNMA 2038-08-20 2.000000 Government Agency Debt 26732667.00 25173042.83 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 400000000.00 400000000.00 0.0270 N 400000000.00 400000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399V008_0.2000_M121107_2MN4 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2040-12-15 2.000000 Government Agency Debt 72643774.00 74608037.43 GNMA 2038-01-20 2.750000 Government Agency Debt 55666768.00 55484752.33 GNMA 2041-10-20 2.500000 Government Agency Debt 34217768.00 33677210.95 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 159000000.00 159000000.00 0.0107 N 158993640.00 158993640.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 992JYF009_0.2000_M121105_2MN4 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2027-10-15 2.000000 Government Agency Debt 73575767.00 75086841.58 GNMA 2038-01-20 2.750000 Government Agency Debt 19333232.00 19270017.42 GNMA 2040-09-20 0.668500 Government Agency Debt 45577457.00 34393141.68 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 125000000.00 125000000.00 0.0084 N 125000000.00 125000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.220000% 992JYF009_0.2200_M121101_2MN4 0000728612 Government Agency Repurchase Agreement Y 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551156.93 Freddie Mac 2040-03-01 5.500000 Government Agency Debt 133654.00 109066.70 Freddie Mac 2042-02-01 3.500000 Government Agency Debt 134676.00 142547.76 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 95000000.00 95000000.00 0.0064 N 95000000.00 95000000.00 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 51000000.00 51000000.00 0.0034 N 51024480.00 51024480.00 National Australia Bank Ltd National Australia Bank Ltd 0.380000% 988DCK001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 75000000.00 75000000.00 0.0051 N 75043500.00 75043500.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988FTY008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 13000000.00 13000000.00 0.0009 N 13002470.00 13002470.00 National Australia Bank Ltd National Australia Bank 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2013-01-29 N N N 56000000.00 56000000.00 0.0038 N 56000000.00 56000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112X5F8 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 144000000.00 144000000.00 0.0097 N 143998560.00 143998560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300700% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2013-04-22 N N N 74000000.00 74000000.00 0.0050 N 74037000.00 74037000.00 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 96000000.00 96000000.00 0.0065 N 96018240.00 96018240.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XV36 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 7000000.00 7000000.00 0.0005 N 7001190.00 7001190.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XW27 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 50000000.00 50000000.00 0.0034 N 50008500.00 50008500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XX83 Certificate of Deposit N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 10000000.00 10000000.00 0.0007 N 10001700.00 10001700.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.400000% 89233GL79 Other Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N Y Support Agreement Toyota Motor Corp N/A N/A 9000000.00 8999400.00 0.0006 N 8999820.00 8999820.00 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 30000000.00 29993400.00 0.0020 N 29997600.00 29997600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQB5 Other Commercial Paper N First Tier Security N/A N/A 2013-03-11 2013-03-11 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49942222.22 0.0034 N 49955000.00 49955000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQJ8 Other Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N Y Support Agreement Toyota Motor Corp N/A N/A 8000000.00 7990257.77 0.0005 N 7992240.00 7992240.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQL3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 44000000.00 43945635.55 0.0030 N 43956880.00 43956880.00 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 228000000.00 228000000.00 0.0154 N 228027360.00 228027360.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M121107_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 274023.00 224561.76 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 5672147.00 4511059.94 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 47268.00 51013.31 Freddie Mac 2027-05-01 3.500000 Government Agency Debt 31656.00 32676.71 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 6343.00 6873.84 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 38676287.00 41271792.48 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y UBS Securities LLC N/A N/A N N 45000000.00 45000000.00 0.0030 N 44998200.00 44998200.00 UBS Securities LLC UBS Securities LLC 0.350000% 99EPPA003_0.3500_M121101_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 3.000000 Government Agency Debt 14338239.00 14734477.62 Fannie Mae 2032-09-01 3.000000 Government Agency Debt 33100830.00 34755151.46 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 44447743.00 47410371.33 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 95000000.00 95000000.00 0.0064 N 95000000.00 95000000.00 Univ of California CP Series B 0.180000% 91411SMB3 Other Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 5000000.00 4999000.00 0.0003 N 4999000.00 4999000.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KLV2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 55102000.00 55093428.57 0.0037 N 55089877.56 55089877.56 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 4000160.00 4000160.00 Westpac Banking Corp Westpac Banking Corp 0.330000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-26 N N N 116000000.00 116000000.00 0.0078 N 116013920.00 116013920.00 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 72000000.00 71950400.00 0.0049 N 71983440.00 71983440.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N39 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 28000000.00 27980400.00 0.0019 N 27993280.00 27993280.00 Westpac Banking Corp Westpac Banking Corp 0.408500% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2013-02-07 N N N 118000000.00 118000000.00 0.0080 N 118070800.00 118070800.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.200000% 96122GMM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N Y Westpac New Zealand Ltd N/A N/A N 36000000.00 35990000.00 0.0024 N 35993880.00 35993880.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 455201.71 455201.71 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 418372.51 418372.51 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 368209.65 368209.65 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 541138.15 541138.15 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 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 649414.33 649414.33 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 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 1622829.88 1622829.88 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 584615.65 584615.65 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 205724.96 205724.96 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 324829.07 324829.07 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 110703.48 110703.48 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 97430.14 97430.14