0001145549-14-002748.txt : 20140317 0001145549-14-002748.hdr.sgml : 20140317 20140317134126 ACCESSION NUMBER: 0001145549-14-002748 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121031 FILED AS OF DATE: 20140317 DATE AS OF CHANGE: 20140317 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14696948 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-10-31 0000857156 S000004504 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 67 35486845131.34 12741564.01 2139168.26 35497447527.09 0.0033 1.0002 2012-10-31 1.0002 2012-10-31 C000012378 1.00 35497447527.09 1.00 125225987.12 6459728252.73 6334502265.61 0.0006 1.0002 2012-10-31 1.0002 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 13000000.00 12984219.44 0.0004 N 12991030.00 12991030.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TM66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N Y Cash Rabobank Nederland N/A N/A 7000000.00 6996393.05 0.0002 N 6998740.00 6998740.00 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 170000000.00 169844827.78 0.0048 N 169943900.00 169943900.00 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 4000000.00 3995995.55 0.0001 N 3998440.00 3998440.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915TN99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N Y Cash Rabobank Nederland N/A N/A 56000000.00 55971020.00 0.0016 N 55977600.00 55977600.00 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 234000000.00 233716079.99 0.0066 N 233868960.00 233868960.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TP55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 998666.67 0.0000 N 999300.00 999300.00 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 33000000.00 32943625.00 0.0009 N 32966010.00 32966010.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.410000% 04915TQJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3993758.89 0.0001 N 3995400.00 3995400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.410000% 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 71000000.00 70877899.73 0.0020 N 70909830.00 70909830.00 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 56000000.00 55908393.33 0.0016 N 55928880.00 55928880.00 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 126000000.00 126000000.00 0.0035 N 126012600.00 126012600.00 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 335000000.00 335000000.00 0.0094 Security is a time deposit. 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Security N/A N/A 2013-03-01 2013-03-01 N N N 73000000.00 73000000.00 0.0021 N 73046720.00 73046720.00 Bank of Montreal Bank of Montreal 0.180000% 06366VV60 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 54000000.00 54000000.00 0.0015 N 54005940.00 54005940.00 Bank of Montreal Bank of Montreal 0.190000% 06366VV86 Certificate of Deposit N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 303000000.00 303000000.00 0.0085 N 303039390.00 303039390.00 Bank of Montreal Bank of Montreal 0.250000% 06366VZK5 Certificate of Deposit N First Tier Security N/A N/A 2012-11-27 2012-11-27 N N N 82000000.00 82000000.00 0.0023 N 82011480.00 82011480.00 Bank of Nova Scotia Bank of Nova Scotia 0.460000% 06417E6K4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2013-07-24 N N N 338000000.00 338000000.00 0.0095 N 338523900.00 338523900.00 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 190000000.00 190000000.00 0.0054 N 190011400.00 190011400.00 Bank of Nova Scotia Bank of Nova Scotia 0.290700% 06417FAK6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-21 2013-05-21 N N N 22000000.00 21999390.96 0.0006 N 22009240.00 22009240.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417FEN6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 13000000.00 13000000.00 0.0004 N 12999350.00 12999350.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417FEV8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 134000000.00 134000000.00 0.0038 N 133993300.00 133993300.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FFA3 Certificate of Deposit N First Tier Security N/A N/A 2013-01-30 2013-01-30 N N N 166000000.00 166000000.00 0.0047 N 166000000.00 166000000.00 Bank of the West Bank of the West 0.450000% 0642G0XW6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 32000000.00 32000000.00 0.0009 N 32004480.00 32004480.00 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 3000000.00 3000000.00 0.0001 N 3000810.00 3000810.00 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 48000000.00 48000000.00 0.0014 N 48014880.00 48014880.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E3K1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 8000000.00 8000000.00 0.0002 N 8000800.00 8000800.00 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 126000000.00 126000000.00 0.0035 N 126016380.00 126016380.00 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 171000000.00 171000000.00 0.0048 N 171030780.00 171030780.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000% 06538E4V6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 3000000.00 3000000.00 0.0001 N 3000510.00 3000510.00 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 13000000.00 13000000.00 0.0004 N 13002210.00 13002210.00 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 243000000.00 243000000.00 0.0068 N 243136080.00 243136080.00 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 92000000.00 92000000.00 0.0026 N 92051520.00 92051520.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538EU21 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 7000000.00 7000000.00 0.0002 N 7004130.00 7004130.00 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 32000000.00 32000000.00 0.0009 N 32003200.00 32003200.00 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 333000000.00 333000000.00 0.0094 N 333079920.00 333079920.00 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 17000000.00 17000000.00 0.0005 N 17015980.00 17015980.00 Barclays Bank Plc Barclays Bank Plc 0.740000% 06741XEL8 Certificate of Deposit N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 17000000.00 17000000.00 0.0005 N 17025670.00 17025670.00 Barclays Bank Plc Barclays Bank Plc 0.740000% 06741XEM6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 18000000.00 18000000.00 0.0005 N 18027360.00 18027360.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFP8 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 35000000.00 35000000.00 0.0010 N 35047250.00 35047250.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XFS2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-12 2013-03-12 N N N 35000000.00 35000000.00 0.0010 N 35047250.00 35047250.00 Barclays Bank Plc Barclays Bank Plc 0.670000% 06741XFT0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N N 83000000.00 83000000.00 0.0023 N 83107900.00 83107900.00 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 11000000.00 11000000.00 0.0003 N 11001540.00 11001540.00 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 63000000.00 63000000.00 0.0018 N 63000000.00 63000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M121106_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 836771.00 874803.90 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 14135.00 11221.22 Fannie Mae 2035-06-01 2.645000 Government Agency Debt 11817104.00 7332364.14 Fannie Mae 2036-11-01 2.462000 Government Agency Debt 40594559.00 7379871.14 Fannie Mae 2037-05-01 5.899000 Government Agency Debt 21462608.00 7107158.74 Fannie Mae 2038-03-01 2.767000 Government Agency Debt 3530232.00 765314.21 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 11065.00 11692.29 Fannie Mae 2040-04-01 3.779000 Government Agency Debt 13428836.00 5916041.49 Fannie Mae 2040-06-01 3.529000 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361875.00 234565.60 Freddie Mac 2030-09-01 4.000000 Government Agency Debt 379078.00 240664.48 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 42648214.00 22804321.53 Freddie Mac 2035-06-01 5.000000 Government Agency Debt 26449.00 6344.03 Freddie Mac 2036-06-01 6.000000 Government Agency Debt 8354115.00 1849258.85 Freddie Mac 2036-10-01 7.000000 Government Agency Debt 259637.00 91942.87 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 17658.00 12443.27 Freddie Mac 2037-07-01 6.500000 Government Agency Debt 13157017.00 6346045.53 Freddie Mac 2039-11-01 6.000000 Government Agency Debt 1100000.00 666747.47 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 82430.00 78256.61 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 6581.00 6247.81 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 860000.00 708193.03 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 1085064.00 1169661.63 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 62284.00 65327.82 Freddie 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7865154.00 535385.42 Fannie Mae 2034-11-01 2.704000 Government Agency Debt 2700343.00 239951.08 Fannie Mae 2034-12-01 2.553000 Government Agency Debt 7824495.00 2239702.18 Fannie Mae 2035-01-01 7.500000 Government Agency Debt 436970.00 212819.38 Fannie Mae 2035-04-01 2.405000 Government Agency Debt 47530901.00 15925797.23 Fannie Mae 2035-04-01 2.405000 Government Agency Debt 9863843.00 3339232.00 Fannie Mae 2035-06-01 6.000000 Government Agency Debt 2254794.00 328216.93 Fannie Mae 2035-07-01 2.453000 Government Agency Debt 25153230.00 25154621.18 Fannie Mae 2035-07-01 2.732000 Government Agency Debt 41905738.00 9391901.33 Fannie Mae 2035-10-01 1.926000 Government Agency Debt 50000000.00 7316746.76 Fannie Mae 2035-12-01 2.515000 Government Agency Debt 5995648.00 1310588.36 Fannie Mae 2036-02-01 2.124000 Government Agency Debt 8448791.00 1641949.33 Fannie Mae 2036-03-01 2.754000 Government Agency Debt 2403894.00 2400401.02 Fannie Mae 2036-03-01 5.000000 Government Agency Debt 2600000.00 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6610379.48 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 5245218.00 2364425.47 Fannie Mae 2038-04-01 4.757000 Government Agency Debt 17637536.00 4140361.06 Fannie Mae 2038-05-01 4.853000 Government Agency Debt 8300000.00 2338585.48 Fannie Mae 2038-08-01 5.756000 Government Agency Debt 4583055.00 1255443.26 Fannie Mae 2038-09-01 4.333000 Government Agency Debt 1274189.00 1132942.85 Fannie Mae 2038-09-01 6.500000 Government Agency Debt 4076789.00 1943226.01 Fannie Mae 2038-11-01 4.520000 Government Agency Debt 87790759.00 17561860.76 Fannie Mae 2038-11-01 4.520000 Government Agency Debt 1754534.00 350980.93 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 4540487.00 4797892.21 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 4263254.00 4504942.57 Fannie Mae 2039-03-01 5.500000 Government Agency Debt 4146223.00 1767535.79 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 1592000.00 1098670.92 Fannie Mae 2039-10-01 5.511000 Government Agency Debt 3447619.00 2315382.99 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2041-05-01 3.619000 Government Agency Debt 15030706.00 8937490.91 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 3031379.00 2157490.62 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 201924.00 143713.19 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 91435.00 65076.04 Fannie Mae 2041-06-01 3.374000 Government Agency Debt 23107979.00 18572251.75 Fannie Mae 2041-06-01 3.616000 Government Agency Debt 640189.00 458113.19 Fannie Mae 2041-07-01 3.336000 Government Agency Debt 30218294.00 29596688.59 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 288531.00 296458.76 Fannie Mae 2041-08-01 2.912000 Government Agency Debt 28500000.00 19373231.10 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 282212.00 310354.98 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 6061142.00 6447084.92 Fannie Mae 2041-10-01 3.295000 Government Agency Debt 17305599.00 13443880.18 Fannie Mae 2041-10-01 3.306000 Government Agency Debt 21507618.00 17192959.58 Fannie Mae 2041-10-01 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Government Agency Debt 1954251.00 1907465.88 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 1293741.00 1434322.10 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 62705.00 69416.08 Fannie Mae 2042-07-01 1.348000 Government Agency Debt 64390317.00 2368207.34 Fannie Mae 2042-07-01 2.445000 Government Agency Debt 6092128.00 6122853.26 Fannie Mae 2042-07-01 2.769000 Government Agency Debt 1945062.00 2017305.91 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 1055310.00 1099969.53 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 17741.00 17539.99 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 13745.00 13589.27 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 7450.00 7365.59 Fannie Mae 2042-08-01 2.235000 Government Agency Debt 21107415.00 21663999.58 Fannie Mae 2042-08-01 2.616000 Government Agency Debt 9685515.00 10089646.66 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 162274.00 170053.23 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 125869.00 130809.56 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 299930.00 325154.62 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 7466677.00 7724065.13 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 5874611.00 6077118.10 Fannie Mae 2042-09-01 2.122000 Government Agency Debt 5612114.00 5830668.13 Fannie Mae 2042-09-01 2.238000 Government Agency Debt 1994294.00 2065568.14 Fannie Mae 2042-09-01 2.500000 Government Agency Debt 703054.00 711743.51 Fannie Mae 2042-09-01 2.985000 Government Agency Debt 902616.00 956245.38 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 3227333.00 3394489.80 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 237234.00 256605.53 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 60477.00 65415.30 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 5633522.00 6139651.10 Fannie Mae 2042-10-01 2.500000 Government Agency Debt 4000000.00 4056317.33 Fannie Mae 2042-10-01 2.500000 Government Agency Debt 1597106.00 1619592.19 Fannie Mae 2042-10-01 2.516000 Government Agency Debt 11849082.00 12307149.13 Fannie Mae 2042-10-01 2.516000 Government Agency Debt 366580.00 380751.41 Fannie Mae 2042-10-25 7.244920 Government Agency Debt 7000000.00 1064158.96 Fannie Mae 2043-10-25 6.500000 Government Agency Debt 2500000.00 582369.39 Fannie Mae 2044-07-25 7.000000 Government Agency Debt 9491362.00 2786518.55 Fannie Mae 2045-12-25 7.000000 Government Agency Debt 11794229.00 4066139.02 Fannie Mae 2048-01-25 7.000000 Government Agency Debt 25551000.00 3888109.24 Fannie Mae 2048-02-01 5.040000 Government Agency Debt 19964606.00 4966160.89 Freddie Mac 2014-03-15 5.500000 Government Agency Debt 3000000.00 61719.79 Freddie Mac 2014-06-15 6.000000 Government Agency Debt 1331000.00 300085.44 Freddie Mac 2016-08-15 5.500000 Government Agency Debt 1300000.00 549297.81 Freddie Mac 2018-10-15 4.000000 Government Agency Debt 5800000.00 43009.52 Freddie Mac 2020-02-01 4.000000 Government Agency Debt 1300000.00 307307.03 Freddie Mac 2024-01-15 4.000000 Government Agency Debt 5250000.00 1473830.10 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 1775871.00 780386.09 Freddie Mac 2027-09-01 3.000000 Government Agency Debt 584357.00 616331.70 Freddie Mac 2028-03-01 5.000000 Government Agency Debt 1500000.00 236110.14 Freddie Mac 2028-08-15 3.500000 Government Agency Debt 2838578.00 1911337.79 Freddie Mac 2028-11-15 5.000000 Government Agency Debt 1500000.00 1091660.14 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 8556753.00 1697240.31 Freddie Mac 2030-11-15 3.500000 Government Agency Debt 2500000.00 1852822.12 Freddie Mac 2030-11-15 5.500000 Government Agency Debt 2000000.00 69750.04 Freddie Mac 2031-06-15 5.000000 Government Agency Debt 1400000.00 469767.95 Freddie Mac 2031-10-15 5.500000 Government Agency Debt 1500000.00 1341661.39 Freddie Mac 2032-04-15 4.500000 Government Agency Debt 1000000.00 18549.72 Freddie Mac 2032-07-15 5.500000 Government Agency Debt 2600000.00 658716.16 Freddie Mac 2032-11-15 4.500000 Government Agency Debt 1000000.00 618542.27 Freddie Mac 2033-01-15 5.000000 Government Agency Debt 1900000.00 1534699.36 Freddie Mac 2033-04-15 5.000000 Government Agency Debt 1500000.00 180396.31 Freddie Mac 2033-11-15 5.500000 Government Agency Debt 1500000.00 654191.96 Freddie Mac 2034-01-15 4.500000 Government Agency Debt 1904315.00 1942098.75 Freddie Mac 2034-01-15 5.500000 Government Agency Debt 812605.00 597627.15 Freddie Mac 2034-01-15 5.500000 Government Agency Debt 750000.00 419401.39 Freddie Mac 2034-04-15 5.500000 Government Agency Debt 1000000.00 1044565.33 Freddie Mac 2036-03-15 6.000000 Government Agency Debt 1000000.00 1082039.00 Freddie Mac 2036-08-01 7.500000 Government Agency Debt 2558998.00 315190.08 Freddie Mac 2036-10-01 7.000000 Government Agency Debt 2323257.00 822713.73 Freddie Mac 2036-11-15 6.000000 Government Agency Debt 3000000.00 611295.97 Freddie Mac 2037-03-15 4.500000 Government Agency Debt 3750000.00 1158441.07 Freddie Mac 2039-01-15 3.500000 Government Agency Debt 4000000.00 979583.54 Freddie Mac 2039-04-15 4.500000 Government Agency Debt 1000000.00 845969.63 Freddie Mac 2039-06-01 4.500000 Government Agency Debt 2576439.00 1061652.38 Freddie Mac 2039-12-15 3.500000 Government Agency Debt 6218680.00 6436933.66 Freddie Mac 2040-07-15 3.500000 Government Agency Debt 2500000.00 1350662.07 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 235480.00 223557.77 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 133894.00 127115.01 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 83665.00 79429.08 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 352808.00 288715.50 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 80119.00 62134.79 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 52445.00 40672.73 Freddie Mac 2041-05-15 3.500000 Government Agency Debt 4000000.00 4089271.80 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 351828.00 292215.68 Freddie Mac 2041-12-01 4.500000 Government Agency Debt 118650.00 104680.61 Freddie Mac 2042-03-01 3.500000 Government Agency Debt 1010000.00 1058859.73 Freddie Mac 2042-04-01 4.500000 Government Agency Debt 861649.00 928191.99 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 2740505.00 2824588.69 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 360365.00 374044.33 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 22088.00 23167.44 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 18533.00 19438.71 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 3342482.00 3579493.12 Freddie Mac 2042-09-01 4.000000 Government Agency Debt 551393.00 613364.20 Freddie Mac 2043-02-25 7.000000 Government Agency Debt 16355000.00 2298809.65 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 942000000.00 942000000.00 0.0265 N 942000000.00 942000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M121101_2M49 0000851376 Government Agency Repurchase Agreement Y 07.000 FRPC G80375 G 2033-01-20 7.000000 Government Agency Debt 4832818.00 4003274.59 Fannie Mae 2016-02-01 5.424000 Government Agency Debt 66843.00 66542.70 Fannie Mae 2017-03-01 5.500000 Government Agency Debt 1555125.00 230401.22 Fannie Mae 2018-09-01 6.000000 Government Agency Debt 376056.00 108381.50 Fannie Mae 2019-06-01 5.500000 Government Agency Debt 27900000.00 4002868.77 Fannie Mae 2020-01-01 4.360000 Government Agency Debt 18759.00 21034.41 Fannie Mae 2020-03-01 5.000000 Government Agency Debt 1928101.00 532450.06 Fannie Mae 2020-07-01 5.000000 Government Agency Debt 2100000.00 537354.49 Fannie Mae 2021-11-01 3.000000 Government Agency Debt 3002157.00 2530178.36 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 440594.00 78167.88 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 4810924.00 4162324.46 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 5105824.00 4046896.68 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 4821795.00 3995335.36 Fannie Mae 2027-03-01 3.000000 Government Agency Debt 4236347.00 4378763.73 Fannie Mae 2027-05-01 4.000000 Government Agency Debt 34093.00 36478.31 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 4101002.00 4287400.65 Fannie Mae 2029-09-01 8.500000 Government Agency Debt 1079535.00 536577.71 Fannie Mae 2031-04-01 6.000000 Government Agency Debt 17880762.00 319419.43 Fannie Mae 2031-12-01 2.353000 Government Agency Debt 9627410.00 156979.94 Fannie Mae 2032-05-01 3.500000 Government Agency Debt 4000000.00 4121298.38 Fannie Mae 2032-11-01 8.000000 Government Agency Debt 5236250.00 4079919.11 Fannie Mae 2033-03-01 5.500000 Government Agency Debt 38480000.00 4092633.87 Fannie Mae 2033-04-01 6.000000 Government Agency Debt 854216.00 549322.55 Fannie Mae 2033-04-01 6.000000 Government Agency Debt 7600000.00 432707.83 Fannie Mae 2034-02-01 4.816000 Government Agency Debt 1869985.00 135291.50 Fannie Mae 2034-07-01 2.140000 Government Agency Debt 1324498.00 172188.97 Fannie Mae 2034-07-01 2.357000 Government Agency Debt 1102667.00 228701.77 Fannie Mae 2034-12-01 5.000000 Government Agency Debt 12717564.00 3858772.99 Fannie Mae 2035-01-01 7.500000 Government Agency Debt 467750.00 227810.29 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 146090.00 115975.14 Fannie Mae 2036-06-01 6.500000 Government Agency Debt 4275580.00 4105845.52 Fannie Mae 2036-10-01 5.698000 Government Agency Debt 590000.00 175011.50 Fannie Mae 2037-01-01 5.837000 Government Agency Debt 317000.00 69687.69 Fannie Mae 2037-02-01 3.271000 Government Agency Debt 1172000.00 105908.45 Fannie Mae 2037-09-01 4.607000 Government Agency Debt 665000.00 215024.13 Fannie Mae 2037-11-01 6.117000 Government Agency Debt 16276233.00 2057763.11 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 219946.00 111959.92 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 19300000.00 4266352.83 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 963462.00 440314.63 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 321639.00 144987.58 Fannie Mae 2038-04-01 4.927000 Government Agency Debt 260000.00 93009.20 Fannie Mae 2039-03-01 2.862000 Government Agency Debt 48326.00 51065.65 Fannie Mae 2039-03-01 4.500000 Government Agency Debt 6091326.00 4054199.50 Fannie Mae 2039-06-01 4.026000 Government Agency Debt 276146.00 58549.84 Fannie Mae 2039-07-01 5.500000 Government Agency Debt 6428182.00 3311726.68 Fannie Mae 2040-04-01 3.779000 Government Agency Debt 5907839.00 2602684.30 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 10313.00 8306.15 Fannie Mae 2041-01-01 2.970000 Government Agency Debt 258544.00 153113.84 Fannie Mae 2041-02-01 3.096000 Government Agency Debt 7846924.00 4434041.84 Fannie Mae 2041-05-01 3.182000 Government Agency Debt 31324.00 26265.78 Fannie Mae 2041-06-01 3.301000 Government Agency Debt 12153621.00 8649965.34 Fannie Mae 2041-06-01 3.374000 Government Agency Debt 144056.00 115780.11 Fannie Mae 2041-06-01 3.616000 Government Agency Debt 2186541.00 1564668.04 Fannie Mae 2041-07-01 3.296000 Government Agency Debt 1090763.00 825329.09 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 6218106.00 3785717.10 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 503480.00 544472.75 Fannie Mae 2041-12-01 2.523000 Government Agency Debt 87481.00 83061.10 Fannie Mae 2042-01-01 5.500000 Government Agency Debt 78320.00 85593.83 Fannie Mae 2042-02-01 2.188000 Government Agency Debt 74347.00 60630.67 Fannie Mae 2042-02-01 2.261000 Government Agency Debt 487531.00 415158.20 Fannie Mae 2042-02-01 2.502000 Government Agency Debt 58234.00 51000.50 Fannie Mae 2042-02-01 4.500000 Government Agency Debt 4197755.00 4425268.66 Fannie Mae 2042-04-01 2.708000 Government Agency Debt 32092.00 31233.83 Fannie Mae 2042-05-01 2.499000 Government Agency Debt 229731.00 234952.92 Fannie Mae 2042-05-01 2.683000 Government Agency Debt 4907359.00 4726118.76 Fannie Mae 2042-05-01 5.000000 Government Agency Debt 90496.00 100882.14 Fannie Mae 2042-06-01 2.622000 Government Agency Debt 55833.00 55573.43 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 226581.00 251201.85 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 3822367.00 4084153.17 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 3229477.00 3611908.28 Fannie Mae 2042-07-01 2.769000 Government Agency Debt 412089.00 427394.90 Fannie Mae 2042-07-01 4.500000 Government Agency Debt 4074801.00 4353245.16 Fannie Mae 2042-07-25 3.000000 Government Agency Debt 2444.00 2416.31 Fannie Mae 2042-08-01 2.616000 Government Agency Debt 2674113.00 2785691.35 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 5362636.00 5619714.72 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 4049149.00 4188729.55 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 426276.00 461083.91 Fannie Mae 2042-10-01 2.516000 Government Agency Debt 368430.00 382672.93 Fannie Mae 2042-10-01 4.500000 Government Agency Debt 1148131.00 1280682.72 Fannie Mae 2043-05-01 1.348000 Government Agency Debt 10065889.00 248908.07 Freddie Mac 2019-03-01 4.500000 Government Agency Debt 2736110.00 532751.07 Freddie Mac 2022-05-01 5.500000 Government Agency Debt 2479344.00 417179.72 Freddie Mac 2023-02-01 5.500000 Government Agency Debt 8800000.00 1697234.93 Freddie Mac 2023-07-01 4.500000 Government Agency Debt 2672297.00 515267.29 Freddie Mac 2024-09-01 4.500000 Government Agency Debt 1220872.00 427016.52 Freddie Mac 2026-01-01 3.000000 Government Agency Debt 5000000.00 3793709.63 Freddie Mac 2026-08-01 3.500000 Government Agency Debt 574891.00 537061.44 Freddie Mac 2027-07-01 6.000000 Government Agency Debt 9730949.00 2237118.24 Freddie Mac 2031-03-01 7.500000 Government Agency Debt 874773.00 211558.22 Freddie Mac 2034-11-01 7.500000 Government Agency Debt 54521.00 38546.99 Freddie Mac 2037-02-01 7.000000 Government Agency Debt 5868181.00 4070549.19 Freddie Mac 2037-05-01 6.000000 Government Agency Debt 10837000.00 3834006.28 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 1320000.00 537164.61 Freddie Mac 2038-08-01 6.500000 Government Agency Debt 8755476.00 4079578.43 Freddie Mac 2040-05-01 5.500000 Government Agency Debt 4336048.00 4343965.31 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 190042.00 180420.27 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 36171.00 28051.74 Freddie Mac 2041-01-01 4.000000 Government Agency Debt 5000000.00 4149094.29 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 6228173.00 3947126.98 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 148315.00 148467.10 Freddie Mac 2041-06-01 4.500000 Government Agency Debt 582199.00 443992.26 Freddie Mac 2041-10-01 4.000000 Government Agency Debt 5000000.00 3937750.91 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 3829098.00 4128765.08 Freddie Mac 2042-07-01 4.000000 Government Agency Debt 500000.00 518012.44 Freddie Mac 2042-07-01 4.500000 Government Agency Debt 656463.00 725652.82 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 80938.00 89403.28 Freddie Mac 2042-09-01 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8136932.87 Fannie Mae 2037-08-01 2.480000 Government Agency Debt 38075.00 21610.63 Fannie Mae 2037-12-01 5.651000 Government Agency Debt 36357689.00 8164529.00 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 17379619.00 7834338.61 Fannie Mae 2039-03-01 4.796000 Government Agency Debt 19995950.00 7963657.85 Fannie Mae 2039-12-01 3.963000 Government Agency Debt 79295.00 71315.62 Fannie Mae 2039-12-01 4.044000 Government Agency Debt 12252000.00 4606064.23 Fannie Mae 2040-01-01 3.560000 Government Agency Debt 11039.00 4063.31 Fannie Mae 2040-04-01 3.714000 Government Agency Debt 17423000.00 9192238.81 Fannie Mae 2040-07-01 4.608000 Government Agency Debt 7060011.00 7084580.00 Fannie Mae 2040-11-01 3.056000 Government Agency Debt 233269.00 113792.27 Fannie Mae 2041-01-01 2.820000 Government Agency Debt 13757916.00 8367141.38 Fannie Mae 2041-01-01 3.459000 Government Agency Debt 12093000.00 10318593.13 Fannie Mae 2041-02-01 3.307000 Government Agency Debt 13478663.00 9116395.31 Fannie 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Government Agency Debt 11137784.00 9665469.42 Fannie Mae 2042-04-01 2.368000 Government Agency Debt 3025.00 3000.68 Fannie Mae 2042-05-01 2.499000 Government Agency Debt 3883226.00 3971494.04 Fannie Mae 2042-05-01 2.683000 Government Agency Debt 4691481.00 4518213.64 Fannie Mae 2042-07-01 2.380000 Government Agency Debt 28933.00 29525.75 Fannie Mae 2042-08-01 1.977000 Government Agency Debt 10036192.00 10214143.35 Fannie Mae 2042-09-01 2.496000 Government Agency Debt 1428574.00 1496876.98 Fannie Mae 2042-10-01 2.198000 Government Agency Debt 2490725.00 2573864.57 Fannie Mae 2042-10-01 2.516000 Government Agency Debt 7522204.00 7813000.74 Fannie Mae 2042-11-01 2.177000 Government Agency Debt 2512430.00 2584007.04 Fannie Mae 2042-11-01 2.295000 Government Agency Debt 10153607.00 10543967.50 Fannie Mae 2043-06-01 1.348000 Government Agency Debt 104125516.00 7990414.42 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 204000000.00 204000000.00 0.0057 N 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55581559.00 11795914.38 Fannie Mae 2037-09-01 4.774000 Government Agency Debt 10851017.00 11077074.05 Fannie Mae 2037-11-01 5.874000 Government Agency Debt 11951180.00 10962463.58 Fannie Mae 2038-03-01 5.658000 Government Agency Debt 10173952.00 9451454.33 Fannie Mae 2038-07-01 2.572000 Government Agency Debt 26255941.00 11239893.01 Fannie Mae 2040-05-01 4.364000 Government Agency Debt 15119295.00 7904854.08 Fannie Mae 2040-07-01 4.608000 Government Agency Debt 10530599.00 10567245.72 Fannie Mae 2041-01-01 2.970000 Government Agency Debt 17757210.00 10516100.53 Fannie Mae 2041-07-01 3.933000 Government Agency Debt 11761865.00 8047657.88 Fannie Mae 2042-02-01 2.261000 Government Agency Debt 14480256.00 12330696.90 Fannie Mae 2042-04-01 2.368000 Government Agency Debt 14519998.00 14403262.80 Fannie Mae 2042-10-01 2.503000 Government Agency Debt 14839251.00 15540981.87 First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 165000000.00 165000000.00 0.0046 N 165000000.00 165000000.00 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 2000000.00 1996022.23 0.0001 N 1994700.00 1994700.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2LT2 Other Commercial Paper N First Tier Security N/A N/A 2012-11-27 2012-11-27 N Y BHP Billiton Ltd N/A N/A N 56000000.00 55991911.11 0.0016 N 55991600.00 55991600.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2LU9 Other Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N Y BHP Billiton Ltd N/A N/A N 10000000.00 9998500.00 0.0003 N 9998500.00 9998500.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2M38 Other Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N Y BHP Billiton Ltd N/A N/A N 100000000.00 99982222.22 0.0028 N 99981000.00 99981000.00 BNP Paribas BNP Paribas 0.380000% 05572NKL9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 176000000.00 176000000.00 0.0050 N 175985920.00 175985920.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.350000% 987WVU007_0.3500_M121101_2M49 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2018-04-01 4.500000 Government Agency Debt 40310006.00 6251251.47 Fannie Mae 2020-04-01 4.000000 Government Agency Debt 13159711.00 6262658.84 Fannie Mae 2021-01-01 5.000000 Government Agency Debt 20000000.00 6265707.14 Fannie Mae 2024-07-01 4.000000 Government Agency Debt 18055561.00 6241137.65 Fannie Mae 2024-09-01 4.000000 Government Agency Debt 8444602.00 6332224.03 Fannie Mae 2025-08-01 4.000000 Government Agency Debt 11383275.00 6308477.66 Fannie Mae 2025-12-01 4.000000 Government Agency Debt 8738644.00 6351276.34 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 8000000.00 6328857.74 Fannie Mae 2026-03-01 4.000000 Government Agency Debt 6731671.00 6373384.21 Fannie Mae 2026-03-01 4.000000 Government Agency Debt 7064449.00 6288484.96 Fannie Mae 2026-11-01 3.500000 Government Agency Debt 7645399.00 6268077.09 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 6261400.00 6368803.91 Fannie Mae 2027-05-01 2.500000 Government Agency Debt 6195398.00 6299037.94 Fannie Mae 2027-06-01 3.500000 Government Agency Debt 5989336.00 6356107.32 Fannie Mae 2027-08-01 2.500000 Government Agency Debt 6110519.00 6344914.81 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 6005945.00 6265712.16 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 5999606.00 6259817.07 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 5960731.00 6248296.53 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 6066411.00 6359074.89 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 5971645.00 6259737.06 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 5961533.00 6249137.22 Fannie Mae 2031-11-01 4.000000 Government Agency Debt 6137223.00 6337427.81 Fannie Mae 2032-03-01 3.500000 Government Agency Debt 5958567.00 6298609.10 Fannie Mae 2032-09-01 3.500000 Government Agency Debt 5756802.00 6270103.92 Fannie Mae 2035-04-01 2.748000 Government Agency Debt 61814810.00 13750635.49 Fannie Mae 2035-10-01 6.000000 Government Agency Debt 12307000.00 6253972.21 Fannie Mae 2035-11-01 5.000000 Government Agency Debt 32617469.00 6279826.73 Fannie Mae 2037-07-01 3.024000 Government Agency Debt 50840143.00 14635343.61 Fannie Mae 2038-01-01 6.000000 Government Agency Debt 25409542.00 6365965.33 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 21749040.00 6324280.66 Fannie Mae 2039-01-01 5.500000 Government Agency Debt 7140340.00 6351786.69 Fannie Mae 2039-07-01 3.746000 Government Agency Debt 34659651.00 13011361.77 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 8896859.00 6346416.52 Fannie Mae 2040-11-01 2.930000 Government Agency Debt 40021540.00 16513623.19 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 6391536.00 6343815.17 Fannie Mae 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Fannie Mae 2042-05-01 4.500000 Government Agency Debt 5871128.00 6354761.59 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 5785022.00 6336080.74 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 5708232.00 6289971.06 Fannie Mae 2042-06-01 2.422000 Government Agency Debt 14675250.00 13781536.63 Fannie Mae 2042-06-01 2.455000 Government Agency Debt 16118476.00 15825400.41 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 5883630.00 6281704.07 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 5993066.00 6373516.44 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 5613850.00 6233323.46 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 5899485.00 6330027.88 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 5931366.00 6320050.62 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 5852726.00 6234206.38 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 5991020.00 6309817.51 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 5871084.00 6279247.13 Fannie 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2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7499981.91 INTERNATIONAL BUSINESS MACHSCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7499842.35 ISHARES INC MSCI MEX 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7499943.04 PROCTER & GAMBLE CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7499936.64 SIMON PPTY GROUP INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7499970.00 UNITED TECHNOLOGIES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 703.80 WELLS FARGO & CO NEW COM 2012-10-31 N/A Other 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2012-11-01 2012-11-01 N N N 450000000.00 450000000.00 0.0127 N 450000000.00 450000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121120_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2020-04-01 4.340000 Government Agency Debt 5715459.00 6417596.39 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 85613.00 89743.26 Fannie Mae 2036-08-01 2.698000 Government Agency Debt 29242438.00 6634378.66 Fannie Mae 2037-06-01 5.000000 Government Agency Debt 56228.00 16677.08 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 52067.00 19111.98 Fannie Mae 2039-10-01 5.258000 Government Agency Debt 9712.00 9585.12 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 290056.00 235544.72 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 42566468.00 42889758.54 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 797168.00 912470.91 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 97240.00 104782.36 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 55000000.00 55000000.00 0.0015 Y 55000000.00 55000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M121108_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 291281.00 305333.37 Fannie Mae 2031-05-25 1.750000 Government Agency Debt 20417524.00 19200687.21 Fannie Mae 2032-10-01 3.000000 Government Agency Debt 1124817.00 1181487.24 Fannie Mae 2035-02-01 5.134000 Government Agency Debt 58020824.00 7980780.81 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 32750000.00 23746233.25 Fannie Mae 2038-06-01 4.844000 Government Agency Debt 24860688.00 10070346.03 Fannie Mae 2038-07-01 4.998000 Government Agency Debt 30030945.00 10058418.41 Fannie Mae 2040-07-25 4.000000 Government Agency Debt 3104245.00 1868246.54 Fannie Mae 2041-03-25 0.866500 Government Agency Debt 16375313.00 10651674.21 Fannie Mae 2041-05-25 4.500000 Government Agency Debt 25929940.00 29140455.52 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 18233718.00 17811919.16 Fannie Mae 2042-04-01 2.842000 Government Agency Debt 2975656.00 2852937.68 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 56582813.00 64836000.96 First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 192000000.00 192000000.00 0.0054 Y 192000000.00 192000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M121126_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-07-01 2.500000 Government Agency Debt 15557658.00 15997624.33 Fannie Mae 2031-08-25 2.500000 Government Agency Debt 482579.00 493908.42 Fannie Mae 2032-10-01 3.000000 Government Agency Debt 2263087.00 2377105.27 Fannie Mae 2035-01-01 2.616000 Government Agency Debt 24902653.00 4707564.10 Fannie Mae 2035-03-25 6.000000 Government Agency Debt 103000000.00 17277993.17 Fannie Mae 2036-07-01 2.963000 Government Agency Debt 27248607.00 11592069.02 Fannie Mae 2036-08-01 2.698000 Government Agency Debt 20757562.00 4709372.26 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 27211000.00 19730038.26 Fannie Mae 2039-01-01 2.431000 Government Agency Debt 19544296.00 7530200.54 Fannie Mae 2039-01-01 5.024000 Government Agency Debt 1690176.00 505300.76 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 19229305.00 7809302.89 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 347299.00 127481.35 Fannie Mae 2039-10-01 5.258000 Government Agency Debt 6497209.00 6412327.65 Fannie Mae 2040-05-01 3.518000 Government Agency Debt 14815279.00 5706968.22 Fannie Mae 2041-03-25 0.866500 Government Agency Debt 9863827.00 6416138.22 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 707016.00 574143.92 Fannie Mae 2041-11-01 2.611000 Government Agency Debt 5319225.00 4763280.89 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 200751.00 229787.76 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 168286.00 183011.77 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 404192.00 432209.99 Freddie Mac 2032-06-15 2.500000 Government Agency Debt 23320218.00 24243031.14 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 6350607.00 6895173.67 GNMA 2026-10-20 3.000000 Government Agency Debt 26666440.00 18739722.37 GNMA 2033-01-16 3.137000 Government Agency Debt 500000.00 295228.95 GNMA 2033-08-20 5.000000 Government Agency Debt 5246875.00 6223626.25 GNMA 2036-10-16 2.500000 Government Agency Debt 16738532.00 13652930.65 GNMA 2040-07-20 4.500000 Government Agency Debt 5400000.00 3323651.22 GNMA 2040-08-20 3.000000 Government Agency Debt 10000000.00 10349050.43 GNMA 2041-06-20 4.000000 Government Agency Debt 13402000.00 14639183.29 GNMA 2041-09-20 2.000000 Government Agency Debt 20772000.00 20453481.29 GNMA 2041-10-20 3.500000 Government Agency Debt 5087103.00 5404982.26 GNMA 2042-03-20 7.000000 Government Agency Debt 18292642.00 20912793.86 GNMA 2042-05-16 2.000000 Government Agency Debt 10298000.00 9967198.99 GNMA 2042-05-20 3.000000 Government Agency Debt 17802311.00 18436393.71 GNMA 2042-08-16 2.500000 Government Agency Debt 16303000.00 16105592.41 GNMA 2042-08-20 2.500000 Government Agency Debt 21853000.00 21422131.68 First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 316000000.00 316000000.00 0.0089 Y 316000000.00 316000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M121119_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 109347.00 114622.26 Fannie Mae 2031-12-01 3.500000 Government Agency Debt 33258.00 30595.49 Fannie Mae 2038-05-01 5.000000 Government Agency Debt 36210779.00 9962745.38 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 119859.00 43996.06 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 34507132.00 36806089.90 First Tier Security N/A N/A 2012-11-19 2012-11-19 N N N 45000000.00 45000000.00 0.0013 Y 45000000.00 45000000.00 Deutsche Bank Securities, Inc 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Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 20000000.00 19999422.22 0.0006 N 19999680.00 19999680.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 14550000.00 14549660.50 0.0004 N 14549767.20 14549767.20 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 10000000.00 9999822.22 0.0003 N 9999840.00 9999840.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384N88 Government Agency Debt N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 8000000.00 7999751.11 0.0002 N 7999872.00 7999872.00 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 7000000.00 6999790.00 0.0002 N 6999888.00 6999888.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 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146967660.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HNU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 6000000.00 5995306.66 0.0002 N 5997360.00 5997360.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HNV5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 10000000.00 9991841.67 0.0003 N 9995500.00 9995500.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HPL5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 28000000.00 27972373.33 0.0008 N 27981800.00 27981800.00 General Electric Capital Corp General Electric Capital Corp 0.310000% 36959HPS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 1000000.00 998992.50 0.0000 N 999290.00 999290.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HQ42 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 184000000.00 183811400.00 0.0052 N 183858320.00 183858320.00 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 4835000.00 4835000.00 0.0001 N 4835000.00 4835000.00 Goldman Sachs & Co Goldman Sachs & Co 0.270000% 38399H002_0.2700_M121101_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 33136147.00 33683081.85 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 36258331.00 30892428.22 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 53450038.00 56174489.97 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 115000000.00 115000000.00 0.0032 N 115000000.00 115000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 992JYE002_0.2100_M121102_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 2.500000 Government Agency Debt 19741550.00 20248592.62 Fannie Mae 2032-10-01 3.500000 Government Agency Debt 18600585.00 19992720.98 Fannie Mae 2033-06-01 5.500000 Government Agency Debt 491358.00 99877.73 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 77700000.00 20081837.37 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 23275247.00 20035624.29 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 20184296.00 20014501.29 Fannie Mae 2042-05-01 2.274000 Government Agency Debt 20619000.00 19925136.25 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 18053010.00 20167391.96 Freddie Mac 2031-04-01 4.500000 Government Agency Debt 20820372.00 16454164.94 Freddie Mac 2039-10-01 5.000000 Government Agency Debt 27300000.00 20065375.63 Freddie Mac 2041-03-01 5.000000 Government Agency Debt 20076349.00 20047931.52 Freddie Mac 2041-06-01 4.500000 Government Agency Debt 38822404.00 20136007.23 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 18604804.00 19959547.26 Freddie Mac 2042-10-01 3.000000 Government Agency Debt 19432166.00 20021290.98 First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 245000000.00 245000000.00 0.0069 N 245000000.00 245000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.250000% 992JYE002_0.2500_M121105_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2024-05-01 4.000000 Government Agency Debt 48650000.00 23486404.12 Fannie Mae 2031-04-01 4.500000 Government Agency Debt 25116192.00 23475398.79 Fannie Mae 2035-02-01 5.500000 Government Agency Debt 26101801.00 5805926.02 Fannie Mae 2036-03-01 6.000000 Government Agency Debt 75048160.00 23305125.71 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 22432481.00 23274106.78 Fannie Mae 2041-12-01 2.582000 Government Agency Debt 25026799.00 23382601.63 Fannie Mae 2042-07-01 4.500000 Government Agency Debt 21992265.00 23518964.15 Freddie Mac 2035-08-01 5.500000 Government Agency Debt 17316874.00 9419509.89 Freddie Mac 2038-04-01 5.500000 Government Agency Debt 50000000.00 23419255.57 Freddie Mac 2038-11-01 6.000000 Government Agency Debt 61453105.00 23224450.78 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 32430000.00 23438256.62 First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 215000000.00 215000000.00 0.0061 N 215000000.00 215000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.250000% 992JYE002_0.2500_M121107_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 3.500000 Government Agency Debt 4204632.00 4408966.87 Fannie Mae 2032-04-01 4.000000 Government Agency Debt 1115021.00 1163748.56 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 133098693.00 33246291.93 Fannie Mae 2039-12-01 5.500000 Government Agency Debt 50000000.00 33222882.08 Freddie Mac 2038-06-01 6.000000 Government Agency Debt 100000000.00 33276352.24 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 32120000.00 33281758.43 First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 132000000.00 132000000.00 0.0037 N 132000000.00 132000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M121220_2M49 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 149991.00 ATWOOD OCEANICS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149966.40 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 149999.40 CALLAWAY GOLF CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149998.56 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 149985.81 CHIMERA INVT CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149998.05 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 149977.55 EXCEL TR INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149994.45 FAIR ISAAC CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149955.76 HERSHEY CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149960.79 LEUCADIA NATL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149984.13 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 149956.48 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 149954.70 NOBLE ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149986.60 PARTNERRE LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149954.08 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 149972.47 SCHLUMBERGER LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149943.90 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 149988.45 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 149982.58 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 149995.80 ULTRA PETROLEUM CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149981.46 WESTAR ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 472.48 First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 3000000.00 3000000.00 0.0001 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations Y 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2M49 0000769993 Other Repurchase Agreement N 3-D SYS CORP DEL COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 213563.35 AARONS INC COM PAR 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 137031.75 ABM INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 44608.68 AECOM TECHNOLOGY CORP DELAWACOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 65865.15 AES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 424395.40 AK STL HLDG CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 665010.27 ALAMO GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 31062.00 ALBANY INTL CORP CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 51148.75 ALEXANDER & BALDWIN INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 202795.88 ALLIANCE ONE INTL INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 313737.84 ALLIANT TECHSYSTEMS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 45449.34 AMERICAN ASSETS TR INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 26845.10 AMERICAN DG ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 652.68 AMERICAN SAFETY INS HLDGS LTORD 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 173784.24 AMERICAN VANGUARD CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 129489.18 ANN INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 355054.39 APPLIED INDL TECHNOLOGIES INCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 45780.12 ARES COML REAL ESTATE CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 135.04 ARROW ELECTRS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 360391.05 ATMOS ENERGY CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 450364.00 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 3399986.40 BAKER MICHAEL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 345181.20 BALLY TECHNOLOGIES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 637297.44 BASIC ENERGY SVCS INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 27645.12 BELDEN INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 235595.52 BELO CORP COM SER 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 67403.32 BEMIS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 70680.24 BERKLEY W R CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 4429.60 BIGLARI HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 357607.38 BIO RAD LABS INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 60866.82 BIOTIME INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 2244.55 BORGWARNER INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 462853.15 BOSTON PROPERTIES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 199317.63 BRANDYWINE RLTY TR SH BEN I 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 355789.82 BRINKS CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 17844.84 BROWN & BROWN INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 301070.00 BROWN FORMAN CORP CL B 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 60420.00 BROWN SHOE INC NEW COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 81110.73 BUCKLE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 94619.40 CALGON CARBON CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 122778.24 CAMERON INTERNATIONAL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 123129.72 CANTEL MEDICAL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 12638.34 CAPITALSOURCE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 25849.12 CAREFUSION CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 434486.34 CARLISLE COS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 136610.91 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 3399974.19 CHENIERE ENERGY INC COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 283104.00 CHICOS FAS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 15681.03 CHUBB CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 339515.80 CLARCOR INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 445396.75 CLEAN HARBORS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 296689.44 COHEN & STEERS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 53871.09 CORESITE RLTY CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 217598.92 COUSINS PPTYS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 607381.88 CRANE CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 132329.70 CREXUS INVT CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 258144.01 DONALDSON INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 198510.23 DYCOM INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 473553.99 EATON VANCE CORP COM NON 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 93184.65 EDUCATION RLTY TR INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 164983.32 EMERGENT BIOSOLUTIONS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 102604.94 EMPLOYERS HOLDINGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 344076.74 ENDEAVOUR INTL CORP COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 6088.72 ENDURANCE SPECIALTY HLDGS LTSHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 196199.10 ENTRAVISION COMMUNICATIONS CCL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 16654.44 EPL OIL & GAS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 322777.32 EQUITY LIFESTYLE PPTYS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 645165.59 ESTERLINE TECHNOLOGIES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 207529.88 EVERCORE PARTNERS INC CLASS A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 441187.01 EXCO RESOURCES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 173103.84 EXTERRAN HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 58922.16 F M C CORP COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 77077.60 FIRST HORIZON NATL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 404864.40 FLOTEK INDS INC DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 15647.99 FLOWERS FOODS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 12505.36 FMC TECHNOLOGIES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 461541.72 FNB CORP PA COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 300100.37 FORTEGRA FINL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 76641.00 FRONTLINE LTD SHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 320386.28 FURMANITE CORPORATION COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 148585.32 FUTUREFUEL CORPORATION COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 106262.07 GARTNER INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 240534.99 GATX CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 72008.91 GENERAL GROWTH PPTYS INC NEWCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 470556.90 GENUINE PARTS CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 71160.88 GENWORTH FINL INC COM CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 17283.92 GFI GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 11123.10 GLOBAL PMTS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 431762.62 GOLD RESOURCE CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 48932.60 GOLD RESV INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 64224.20 GP STRATEGIES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 117628.06 GRAHAM CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 16261.50 GREENHILL & CO INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 29650.00 GREIF INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 330726.33 GSE HLDG INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 47475.81 HARRIS CORP DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 502276.70 HATTERAS FINL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 425266.40 HAVERTY FURNITURE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 53251.90 HAWAIIAN ELEC INDUSTRIES COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 12292.29 HCA HOLDINGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 441104.70 HEADWATERS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 138139.56 HEALTHCARE RLTY TR COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 634613.76 HEARTLAND PMT SYS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 448020.00 HILLENBRAND INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 47467.92 HORACE MANN EDUCATORS CORP NCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 52601.10 HOST HOTELS & RESORTS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 195272.37 HOWARD HUGHES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 175474.65 HUNTINGTON INGALLS INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 284239.56 IDEX CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 581751.16 IMATION CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1000.08 INPHI CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 165819.08 INTERMEC INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 18859.50 INTERNATIONAL FLAVORS&FRAGRACOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 69502.78 INTERNATIONAL GAME TECHNOLOGCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 506711.31 INVESTMENT TECHNOLOGY GRP NECOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 9267.72 ITT EDUCATIONAL SERVICES INCCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 94770.90 JOHN BEAN TECHNOLOGIES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 182871.20 KADANT INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 659917.38 KEY ENERGY SVCS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 432043.95 KITE RLTY GROUP TR COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 254848.52 LEXINGTON REALTY TRUST COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 211067.60 LEXMARK INTL NEW CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 15350.84 LIBBEY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 169494.05 LIBERTY PPTY TR SH BEN I 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 14564.52 LTC PPTYS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 422520.77 MAGNUM HUNTER RES CORP DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 72285.00 MAIDENFORM BRANDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 185523.48 MAIN STREET CAPITAL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 18640.71 MANNING & NAPIER INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 69804.63 MASTEC INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 543945.75 MAXIMUS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 381042.88 MAXLINEAR INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 428221.56 MERITAGE HOMES CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 158051.40 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 3399958.04 MID-AMER APT CMNTYS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 340179.42 MIDSOUTH BANCORP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 60.48 MILLER INDS INC TENN COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 14328.25 MOLINA HEALTHCARE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 108945.20 MOLYCORP INC DEL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 664879.71 MONSTER WORLDWIDE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 418920.39 NCI BUILDING SYS INC COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 196744.96 NEUSTAR INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 236503.15 NEW YORK CMNTY BANCORP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 206797.28 NOBLE ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 3399916.65 NORANDA ALUM HLDG CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 17693.77 NORTHROP GRUMMAN CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 82984.40 OGE ENERGY CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 319156.11 OM GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 48246.24 OMNOVA SOLUTIONS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 157791.96 ONEBEACON INSURANCE GROUP LTCL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 104910.40 ORIENTAL FINL GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 233893.44 ORMAT TECHNOLOGIES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 266396.00 OSHKOSH CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 415618.72 PACKAGING CORP AMER COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 20615.20 PANHANDLE OIL AND GAS INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 21097.44 PARAMOUNT GOLD & SILVER CORPCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 69590.71 PARK ELECTROCHEMICAL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 685080.00 PARK NATL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 70953.96 PARKER DRILLING CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 621736.04 PARKER HANNIFIN CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 280994.76 PHARMERICA CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 242110.00 PINNACLE WEST CAP CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 52595.70 PIONEER ENERGY SVCS CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 480424.98 PIPER JAFFRAY COS COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 31815.90 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 3399973.82 PRESTIGE BRANDS HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 6689.28 PRINCIPAL FINL GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 211960.40 PROASSURANCE CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 349473.04 PROTECTIVE LIFE CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 221104.40 PROTO LABS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 22085.92 PS BUSINESS PKS INC CALIF COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 482686.89 REALTY INCOME CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 1188.30 REGENCY CTRS CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 233026.40 REINSURANCE GROUP AMER INC COM NEW 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 153819.86 RELIANCE STEEL & ALUMINUM COCOM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 642021.84 RETAIL PPTYS AMER INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 505821.67 RLJ LODGING TR COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 149479.33 ROGERS CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 137763.92 ROSETTA STONE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 113229.05 RPC INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 73163.43 RUBY TUESDAY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 176637.75 SAIC INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 226573.20 SAUL CTRS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 24320.94 SCHLUMBERGER LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 3399990.20 SCORPIO TANKERS INC SHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 389982.60 SEABRIGHT HOLDINGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 442592.82 SELECT MED HLDGS CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 120840.75 SERVICE CORP INTL COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 76259.40 SIGNET JEWELERS LIMITED SHS 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 136369.00 SJW CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 18566.60 SKILLED HEALTHCARE GROUP INCCL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 161510.97 SOLERA HOLDINGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 55965.12 SONOCO PRODS CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 595389.14 SOUTH JERSEY INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 380565.70 SPECTRA ENERGY CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 428219.12 ST JOE CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 28518.48 STANCORP FINL GROUP INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 480441.32 STERLING BANCORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 10100.80 STURM RUGER & CO INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 115875.00 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 3399994.52 SUPERVALU INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 618840.95 SYNNEX CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 42005.81 SYSCO CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 65392.34 TD AMERITRADE HLDG CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 112033.40 TECO ENERGY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 398708.01 TENNANT CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 111564.45 TERADYNE INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 102776.00 THERMON GROUP HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 598632.24 TILLYS INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 18868.52 TORCHMARK CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 103392.54 TOWERS WATSON & CO CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 83923.85 TREDEGAR CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 268152.39 TRINITY INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 514875.00 TRW AUTOMOTIVE HLDGS CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 132843.78 TYLER TECHNOLOGIES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 123134.48 U S PHYSICAL THERAPY INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 12459.25 UNITED STATES ANTIMONY CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 10397.10 UNITED STATES CELLULAR CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 22909.00 UNUM GROUP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 509683.20 V F CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 76082.88 VALMONT INDS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 28576.80 VECTOR GROUP LTD COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 94167.66 VECTREN CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 99317.76 VULCAN MATLS CO COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 442584.80 WABASH NATL CORP COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 73890.48 WABCO HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 217808.80 WAL MART STORES INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 60763.99 WASHINGTON REAL 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Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 186623.70 WORLD WRESTLING ENTMT INC CL A 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 7172.00 XPO LOGISTICS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 76087.64 ZIMMER HLDGS INC COM 2012-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations 0.00 499185.25 First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 68000000.00 68000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations Y 68000000.00 68000000.00 Gotham Funding Corp Gotham Funding Corp 0.290000% 38346LM45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N Y Credit / Liquidity 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0.350000% 46899T004_0.3500_M121101_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2023-11-25 2.000000 Government Agency Debt 127000000.00 45495597.89 Fannie Mae 2039-12-25 1.066500 Government Agency Debt 34510465.00 10213412.63 Fannie Mae 2040-02-25 1.006500 Government Agency Debt 179914068.00 55923676.65 Freddie Mac 2039-12-15 2.000000 Government Agency Debt 50116177.00 41286913.95 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 50000000.00 53080399.18 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 200000000.00 200000000.00 0.0056 N 200000000.00 200000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.330700% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-11-21 2013-11-21 N N N 250000000.00 250000000.00 0.0070 N 250136500.00 250136500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.394800% 48125LEB4 Other Note N First Tier Security N/A N/A 2013-01-18 2013-11-18 N N N 110000000.00 110000000.00 0.0031 N 110161700.00 110161700.00 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2000000.00 2000000.00 0.0001 N 2000620.00 2000620.00 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 7000000.00 7000000.00 0.0002 N 7003360.00 7003360.00 National Australia Bank Ltd National Australia Bank Ltd 0.360000% 988KLW009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 161000000.00 161000000.00 0.0045 N 161045080.00 161045080.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988NJU000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 123000000.00 123000000.00 0.0035 N 123018450.00 123018450.00 National Australia Bank Ltd National Australia Bank Ltd 0.350000% 988QKC001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 69000000.00 69000000.00 0.0019 N 69010350.00 69010350.00 Nationwide Building Society Nationwide Building Society 0.340000% 6385E0N33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 38000000.00 37977390.00 0.0011 N 37982140.00 37982140.00 Nationwide Building Society Nationwide Building Society 0.450000% 6385E0NA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 128000000.00 127888000.00 0.0036 N 127929600.00 127929600.00 Nationwide Building Society Nationwide Building Society 0.380000% 6385E0NH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 10000000.00 9991872.22 0.0003 N 9993700.00 9993700.00 New York State HFA Housing RB (2180 Broadway) Series 2011B 0.180000% 64986UGU5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 5450000.00 5450000.00 0.0002 N 5450000.00 5450000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409RL24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 5000000.00 4999958.33 0.0001 N 4999950.00 4999950.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409RNG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-16 2013-01-16 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 129000000.00 128926470.00 0.0036 N 128931630.00 128931630.00 Nordea North America, Inc Nordea North America, Inc 0.340000% 6555P0P11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N Y Nordea Bank AB N/A N/A N 35000000.00 34969588.89 0.0010 N 34979000.00 34979000.00 Nordea North America, Inc Nordea North America, Inc 0.360000% 6555P0PK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N Y Nordea Bank AB N/A N/A N 14000000.00 13984600.00 0.0004 N 13988800.00 13988800.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-25 2013-02-25 N Y Nordea Bank AB N/A N/A N 103000000.00 102883838.89 0.0029 N 102911420.00 102911420.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-27 2013-02-27 N Y Nordea Bank AB N/A N/A N 310000000.00 309644361.12 0.0087 N 309724100.00 309724100.00 NRW.BANK NRW.BANK 0.240000% 62939LLV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 209000000.00 208960986.68 0.0059 N 208962380.00 208962380.00 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 34000000.00 34000000.00 0.0010 N 34026180.00 34026180.00 Rabobank Nederland Rabobank Nederland 0.480000% 74977JRZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 35000000.00 35000000.00 0.0010 N 35023450.00 35023450.00 Rabobank Nederland Rabobank Nederland 0.370000% 74977JSD5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 3000000.00 3000000.00 0.0001 N 3000660.00 3000660.00 Rabobank Nederland Rabobank Nederland 0.360000% 74977JSF0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 32000000.00 32000000.00 0.0009 N 32006080.00 32006080.00 Rabobank Nederland Rabobank Nederland 0.390000% 74977KR19 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 50000000.00 49918208.33 0.0014 N 49940500.00 49940500.00 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 328000000.00 328000000.00 0.0092 N 328003280.00 328003280.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.500000% 74977KP11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N Y Rabobank Nederland N/A N/A N 9000000.00 8988500.00 0.0003 N 8995500.00 8995500.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.480000% 74977KP52 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N Y Rabobank Nederland N/A N/A N 2000000.00 1997440.00 0.0001 N 1998940.00 1998940.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.330000% 74977KRF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N Y Rabobank Nederland N/A N/A N 23000000.00 22965212.50 0.0006 N 22968030.00 22968030.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.470000% 74927JM75 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-07 2012-12-07 N Y Royal Bank of Scotland Plc N/A N/A N 35000000.00 34983550.00 0.0010 N 34992300.00 34992300.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.490000% 74927JMJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N Y Royal Bank of Scotland Plc N/A N/A N 37000000.00 36976330.28 0.0010 N 36988530.00 36988530.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.450000% 74927JN41 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N Y Royal Bank of Scotland Plc N/A N/A N 14000000.00 13988800.00 0.0004 N 13993280.00 13993280.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.440000% 74927JNA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N Y Royal Bank of Scotland Plc N/A N/A N 35000000.00 34970055.55 0.0010 N 34980750.00 34980750.00 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 23000000.00 22996243.33 0.0006 N 22998390.00 22998390.00 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 2000000.00 1998933.33 0.0001 N 1999500.00 1999500.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0MC7 Other Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N Y Reckitt Benckiser Group Plc N/A N/A N 29000000.00 28983486.11 0.0008 N 28992750.00 28992750.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.540000% 7562E0MD5 Other Commercial Paper N First Tier Security N/A N/A 2012-12-13 2012-12-13 N Y Reckitt Benckiser Group Plc N/A N/A N 47000000.00 46970390.00 0.0013 N 46987780.00 46987780.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.640000% 7562E0Q74 Other Commercial Paper N First Tier Security N/A N/A 2013-03-07 2013-03-07 N Y Reckitt Benckiser Group Plc N/A N/A N 44000000.00 43901440.00 0.0012 N 43959960.00 43959960.00 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 74000000.00 73832924.44 0.0021 N 73932660.00 73932660.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0UB0 Other Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N Y Reckitt Benckiser Group Plc N/A N/A N 10250000.00 10212690.00 0.0003 N 10219762.50 10219762.50 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0UK0 Other Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 N Y Reckitt Benckiser Group Plc N/A N/A N 8000000.00 7969955.56 0.0002 N 7974320.00 7974320.00 Royal Bank of Canada Royal Bank of Canada 0.404000% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-01-04 2013-11-04 N N N 243000000.00 243000000.00 0.0068 N 243031590.00 243031590.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.310000% 82124LL59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 26000000.00 25999104.44 0.0007 N 25999220.00 25999220.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124LNQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4997083.34 0.0001 N 4997050.00 4997050.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050TMC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 5000000.00 4998519.44 0.0001 N 4999150.00 4999150.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050TNN7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 9000000.00 8994875.00 0.0003 N 8995050.00 8995050.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83051A5J6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 130000000.00 130000000.00 0.0037 N 130020800.00 130020800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.315000% 83051A7F2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 139000000.00 139000000.00 0.0039 N 139020850.00 139020850.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.200000% 8574P07D4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 96000000.00 96000000.00 0.0027 N 96012480.00 96012480.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.200000% 8574P07E2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 47000000.00 47000000.00 0.0013 N 47006110.00 47006110.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.180000% 8574P07G7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 121000000.00 121000000.00 0.0034 N 121010890.00 121010890.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P1AG1 Certificate of Deposit N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 74000000.00 74000000.00 0.0021 N 73995560.00 73995560.00 State Street Corp State Street Corp 0.180000% 85747JL54 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 11000000.00 10999780.00 0.0003 N 10999780.00 10999780.00 State Street Corp State Street Corp 0.230000% 85747JN94 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-09 2013-01-09 N N N 92000000.00 91959443.33 0.0026 N 91971480.00 91971480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.390000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-12-05 N N N 116000000.00 116000000.00 0.0033 N 115967520.00 115967520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.510000% 86562DLA6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 81000000.00 81000000.00 0.0023 N 81038070.00 81038070.00 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 89000000.00 88999038.25 0.0025 N 89044500.00 89044500.00 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 23000000.00 23000000.00 0.0006 N 23011960.00 23011960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.470000% 86562DNZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 16000000.00 16000000.00 0.0005 N 16007840.00 16007840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.460000% 86562DPD6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 133000000.00 133000000.00 0.0037 N 133065170.00 133065170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DPW4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 5000000.00 5000000.00 0.0001 N 5000150.00 5000150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562DRF9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 108000000.00 108005771.47 0.0030 N 108021600.00 108021600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562DSF8 Certificate of Deposit N First Tier Security N/A N/A 2012-12-28 2012-12-28 N N N 9000000.00 9001280.11 0.0003 N 9002070.00 9002070.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DSH4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 1000000.00 1000000.00 0.0000 N 1000110.00 1000110.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DTG5 Certificate of Deposit N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 1000000.00 1000000.00 0.0000 N 1000100.00 1000100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUA6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 176000000.00 176000000.00 0.0050 N 176017600.00 176017600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 177000000.00 177000000.00 0.0050 N 177019470.00 177019470.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DXZ8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 8000000.00 8000000.00 0.0002 N 7999600.00 7999600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYR5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 3000000.00 3000000.00 0.0001 N 2999850.00 2999850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYT1 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 3000000.00 3000000.00 0.0001 N 2999850.00 2999850.00 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 138000000.00 138000000.00 0.0039 N 138001380.00 138001380.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WG77 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 1000000.00 1000000.00 0.0000 N 1000040.00 1000040.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WH76 Certificate of Deposit N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 3000000.00 3000000.00 0.0001 N 3000240.00 3000240.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.350000% 86562WK72 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 22000000.00 22000000.00 0.0006 N 22003080.00 22003080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86562WM70 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 153000000.00 153000000.00 0.0043 N 153024480.00 153024480.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.320000% 86562WN95 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 20000000.00 20000000.00 0.0006 N 20002000.00 20002000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.290000% 86562WQ76 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 158000000.00 158000000.00 0.0045 N 158011060.00 158011060.00 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 81000000.00 81000000.00 0.0023 N 81000000.00 81000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86958CEZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 131000000.00 131000000.00 0.0037 N 131000000.00 131000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.240000% 86958CKU7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-17 2013-01-17 N N N 15000000.00 15000000.00 0.0004 N 14999700.00 14999700.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.230000% 86958CLK8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 128000000.00 128000000.00 0.0036 N 127993600.00 127993600.00 Swedbank AB Swedbank AB 0.320000% 87019RL61 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 43000000.00 42998088.89 0.0012 N 42999140.00 42999140.00 Swedbank AB Swedbank AB 0.325000% 87019RL79 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 63000000.00 62996587.50 0.0018 N 62998110.00 62998110.00 Swedbank AB Swedbank AB 0.310000% 87019RL87 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 1000000.00 999939.72 0.0000 N 999970.00 999970.00 Swedbank AB Swedbank AB 0.300000% 87019RLU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 31000000.00 30993025.00 0.0009 N 30995350.00 30995350.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.230000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-07 2012-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas TRAN Series 2012 0.230000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-11-01 2012-11-01 Y JPMorgan Chase Bank NA N/A N/A N N 100000000.00 100000000.00 0.0028 N 100000000.00 100000000.00 Texas TRAN Series 2012 0.230000% 46636YW63 Variable Rate Demand Note N First Tier 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2013-01-16 2013-01-16 N N N 117000000.00 116997530.43 0.0033 N 116969580.00 116969580.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.301000% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-27 2013-05-28 N N N 58000000.00 58000000.00 0.0016 N 58027840.00 58027840.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.301000% 89112X3E3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2013-05-29 N N N 165000000.00 165000000.00 0.0046 N 165080850.00 165080850.00 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 108000000.00 108000000.00 0.0030 N 107998920.00 107998920.00 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 222000000.00 222000000.00 0.0063 N 222111000.00 222111000.00 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 83000000.00 83000000.00 0.0023 N 83015770.00 83015770.00 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 260000000.00 260000000.00 0.0073 N 260044200.00 260044200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.301700% 89112XZ99 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2013-05-20 N N N 334000000.00 334000000.00 0.0094 N 334153640.00 334153640.00 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 50000000.00 49989000.00 0.0014 N 49996000.00 49996000.00 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 115000000.00 114867111.11 0.0032 N 114896500.00 114896500.00 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 163000000.00 162801502.25 0.0046 N 162841890.00 162841890.00 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 500000000.00 500000000.00 0.0141 N 500060000.00 500060000.00 UBS AG UBS AG 0.420000% 90267RLG2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 21000000.00 21000000.00 0.0006 N 21010710.00 21010710.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M121107_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 353399.00 289610.37 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 51647095.00 52090545.76 Fannie Mae 2032-10-01 3.500000 Government Agency Debt 78637.00 84007.29 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 120474545.00 40905000.39 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 27342497.00 28631264.85 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 168275.00 181608.36 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 113061.00 122522.98 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 460279.00 474401.20 First Tier Security N/A N/A 2012-11-07 2012-11-07 Y UBS Securities LLC N/A N/A N N 120000000.00 120000000.00 0.0034 N 119995200.00 119995200.00 UBS Securities LLC UBS Securities LLC 0.200000% 992JYH005_0.2000_M121102_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-09-01 4.000000 Government Agency Debt 9867080.00 6797290.18 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 31856383.00 34702636.81 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 34840005.00 37801866.98 Freddie Mac 2025-06-01 4.000000 Government Agency Debt 78216000.00 38189385.51 First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 115000000.00 115000000.00 0.0032 N 115000000.00 115000000.00 UBS Securities LLC UBS Securities LLC 0.350000% 99EPPA003_0.3500_M121101_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2022-07-01 3.000000 Government Agency Debt 11786790.00 11941394.89 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 21688655.00 17248992.80 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 41295848.00 43984774.14 Freddie Mac 2026-03-01 4.000000 Government Agency Debt 51670521.00 44124838.48 First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 115000000.00 115000000.00 0.0032 N 115000000.00 115000000.00 Union Bank, NA Union Bank, NA 0.400000% 90527MS23 Certificate of Deposit N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 30000000.00 30000000.00 0.0008 N 30000600.00 30000600.00 Union Bank, NA Union Bank, NA 0.360000% 90527MU87 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 27000000.00 27000000.00 0.0008 N 27005670.00 27005670.00 Union Bank, NA Union Bank, NA 0.330000% 90527MW36 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 4000000.00 4000000.00 0.0001 N 4000960.00 4000960.00 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 11871000.00 11868625.80 0.0003 N 11868625.80 11868625.80 Victory Receivables Corp Victory Receivables Corp 0.210000% 92646KLL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 65000000.00 64992795.84 0.0018 N 64990250.00 64990250.00 Victory Receivables Corp Victory Receivables Corp 0.210000% 92646KLU4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 55003000.00 54994337.03 0.0015 N 54991449.37 54991449.37 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 70000000.00 69989111.11 0.0020 N 69984600.00 69984600.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.443000% 94985HD27 Other Note N First Tier Security N/A N/A 2012-12-22 2013-11-22 N N N 275000000.00 275000000.00 0.0077 N 275441375.00 275441375.00 Westpac Banking Corp Westpac Banking Corp 0.533300% 91621CAT8 Other Note N First Tier Security N/A N/A 2013-01-28 2013-11-27 N N N 100000000.00 100000000.00 0.0028 N 100021000.00 100021000.00 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 0.0001 N 4000160.00 4000160.00 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 18000000.00 18000000.00 0.0005 N 18005220.00 18005220.00 Westpac Banking Corp Westpac Banking Corp 0.465500% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2013-07-11 N N N 360000000.00 360000000.00 0.0101 N 360457200.00 360457200.00 Westpac Banking Corp Westpac Banking Corp 0.430700% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-23 2013-08-23 N N N 83000000.00 83000000.00 0.0023 N 83090470.00 83090470.00 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 53000000.00 52963488.88 0.0015 N 52987810.00 52987810.00 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 152000000.00 152000000.00 0.0043 N 152091200.00 152091200.00 Westpac Banking Corp Westpac Banking Corp 0.304500% 9612C4DV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-05 2013-02-04 N N N 50000000.00 50000000.00 0.0014 N 50016500.00 50016500.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 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 173207.64 173207.64 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 140786.16 140786.16 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 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 541190.75 541190.75 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 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 995768.12 995768.12 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 151567.46 151567.46 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 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 108276.07 108276.07 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49200.89 49200.89 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 43301.70 43301.70