0001145549-14-002803.txt : 20140319 0001145549-14-002803.hdr.sgml : 20140319 20140319130644 ACCESSION NUMBER: 0001145549-14-002803 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20140319 DATE AS OF CHANGE: 20140319 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: 14703491 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-06-30 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 42 55 14296832881.38 3868670.27 58882778.56 14241818773.09 0.0029 1.0001 2012-06-30 1.0001 2012-06-30 C000012373 1.00 14241818773.09 1.00 39913604.12 2577501156.85 2537587552.73 0.0001 1.0001 2012-06-30 1.0001 2012-06-30 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 02086LH66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 14800000.00 14795683.33 0.0010 N 14796596.00 14796596.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 97000000.00 96927627.21 0.0068 N 96931130.00 96931130.00 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5995466.66 0.0004 N 5995680.00 5995680.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.320000% 04915TG22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915TK43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N Y Cash Rabobank Nederland N/A N/A 106000000.00 105916966.68 0.0074 N 105906720.00 105906720.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.170000% 05253AGR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 16000000.00 15998262.22 0.0011 N 15998560.00 15998560.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.295300% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-11-26 N N N 27000000.00 27000000.00 0.0019 N 27000000.00 27000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. 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2012-09-12 2012-09-12 N N N 3000000.00 2999851.72 0.0002 N 2999940.00 2999940.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 41000000.00 41000000.00 0.0029 N 41005330.00 41005330.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 7000000.00 7000000.00 0.0005 N 7001260.00 7001260.00 Bank of Nova Scotia Bank of Nova Scotia 0.600000% 06417EPH0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 49000000.00 49000000.00 0.0034 N 49026950.00 49026950.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417ES79 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 48000000.00 48000000.00 0.0034 N 48000000.00 48000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 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06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 33000000.00 33000000.00 0.0023 N 33003630.00 33003630.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 51000000.00 51000000.00 0.0036 N 50998980.00 50998980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZB6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N N 35000000.00 35000000.00 0.0025 N 34999300.00 34999300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZN0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 9000000.00 9000000.00 0.0006 N 8999820.00 8999820.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZU4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 67000000.00 67000000.00 0.0047 N 66998660.00 66998660.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 8000000.00 8000000.00 0.0006 N 7999840.00 7999840.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 135000000.00 135000000.00 0.0095 N 135058050.00 135058050.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 24000000.00 24000000.00 0.0017 N 24014880.00 24014880.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M120702_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-01 2.438000 Government Agency Debt 55581559.00 12418935.93 Fannie Mae 2036-10-01 2.534000 Government Agency Debt 50001885.00 13456795.84 Fannie Mae 2036-11-01 2.557000 Government Agency Debt 75014451.00 14056972.65 Fannie Mae 2038-05-01 4.701000 Government Agency Debt 6891093.00 3895843.73 Fannie Mae 2041-02-01 3.362000 Government Agency Debt 8229651.00 6184069.64 Fannie Mae 2042-07-01 2.574000 Government Agency Debt 11903848.00 12387382.31 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 60000000.00 60000000.00 0.0042 N 60000000.00 60000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.210000% 07699U005_0.2100_M120706_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-02-01 5.000000 Government Agency Debt 30000000.00 2962669.24 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 13622.00 15013.21 Fannie Mae 2020-03-01 5.500000 Government Agency Debt 3625722.00 669470.67 Fannie Mae 2021-05-01 5.000000 Government Agency Debt 177728.00 83328.90 Fannie Mae 2021-09-01 5.500000 Government Agency Debt 1123867.00 653723.57 Fannie Mae 2021-11-01 3.000000 Government Agency Debt 2124679.00 1998361.92 Fannie Mae 2022-01-01 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Agency Debt 11467912.00 3161850.93 Fannie Mae 2029-01-01 5.690000 Government Agency Debt 3000000.00 2883529.61 Fannie Mae 2030-04-01 7.000000 Government Agency Debt 27892500.00 2268618.77 Fannie Mae 2030-10-01 4.000000 Government Agency Debt 4000000.00 2977161.96 Fannie Mae 2030-11-01 4.000000 Government Agency Debt 4000000.00 3119274.24 Fannie Mae 2030-12-07 5.000000 Government Agency Debt 3200000.00 3092845.29 Fannie Mae 2032-01-01 3.500000 Government Agency Debt 2892560.00 3017814.95 Fannie Mae 2032-02-01 3.500000 Government Agency Debt 6293477.00 6543976.37 Fannie Mae 2032-02-01 4.000000 Government Agency Debt 2724195.00 2963893.83 Fannie Mae 2032-03-01 3.500000 Government Agency Debt 3010359.00 3169356.49 Fannie Mae 2032-03-01 4.000000 Government Agency Debt 3045413.00 3321702.47 Fannie Mae 2032-03-01 4.000000 Government Agency Debt 2749821.00 2998887.46 Fannie Mae 2033-06-01 6.500000 Government Agency Debt 1728500.00 663628.86 Fannie Mae 2033-08-01 4.500000 Government Agency Debt 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2889838.86 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 383650.00 411614.22 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 3050117.00 3225050.19 Fannie Mae 2042-06-01 2.622000 Government Agency Debt 3636.00 3769.06 Fannie Mae 2042-06-01 2.763000 Government Agency Debt 10162511.00 10638083.32 Freddie Mac 2021-08-01 6.000000 Government Agency Debt 3907664.00 651491.30 Freddie Mac 2024-09-01 5.000000 Government Agency Debt 3350000.00 664787.71 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 3393128.00 2942747.41 Freddie Mac 2026-07-01 4.500000 Government Agency Debt 1510481.00 1302113.18 Freddie Mac 2029-07-01 4.500000 Government Agency Debt 92144.00 53687.53 Freddie Mac 2030-05-01 4.000000 Government Agency Debt 4286509.00 2790083.72 Freddie Mac 2030-10-01 4.000000 Government Agency Debt 85435.00 72674.22 Freddie Mac 2031-03-01 4.500000 Government Agency Debt 3919792.00 2942229.10 Freddie Mac 2032-05-01 7.500000 Government Agency Debt 2050000.00 661996.65 Freddie Mac 2032-08-01 8.500000 Government Agency Debt 1600000.00 649580.38 Freddie Mac 2033-11-01 6.500000 Government Agency Debt 1433763.00 408017.55 Freddie Mac 2035-01-01 5.500000 Government Agency Debt 11090000.00 2989524.51 Freddie Mac 2035-11-01 4.500000 Government Agency Debt 2075959.00 653731.47 Freddie Mac 2036-09-01 4.500000 Government Agency Debt 3229592.00 2920154.34 Freddie Mac 2037-04-01 7.500000 Government Agency Debt 114178.00 59152.88 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 624925.00 172989.51 Freddie Mac 2037-10-01 7.000000 Government Agency Debt 3869308.00 2937295.37 Freddie Mac 2038-03-01 5.000000 Government Agency Debt 2237059.00 658211.80 Freddie Mac 2038-03-01 6.000000 Government Agency Debt 11148956.00 3384544.45 Freddie Mac 2038-04-01 6.500000 Government Agency Debt 1626169.00 668302.10 Freddie Mac 2040-08-01 5.500000 Government Agency Debt 901195.00 659038.47 Freddie Mac 2041-01-01 5.500000 Government Agency Debt 3089808.00 2995849.71 Freddie Mac 2041-03-01 4.000000 Government Agency Debt 3214272.00 3175281.58 Freddie Mac 2041-03-01 5.000000 Government Agency Debt 2707748.00 2618873.56 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 15028134.00 15001337.91 Freddie Mac 2041-07-01 5.000000 Government Agency Debt 415617.00 363111.03 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 3013460.00 3192392.57 Freddie Mac 2042-02-01 3.500000 Government Agency Debt 2247702.00 2367594.36 Freddie Mac 2042-02-01 3.500000 Government Agency Debt 114570.00 120037.61 Freddie Mac 2042-02-01 5.000000 Government Agency Debt 2838524.00 3055037.20 Freddie Mac 2042-03-01 5.000000 Government Agency Debt 625200.00 674032.14 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 2988764.00 3158765.48 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 1016736.00 1059837.62 Freddie Mac 2042-05-01 4.500000 Government Agency Debt 3063782.00 3292511.43 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 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Securities, Inc Deutsche Bank Securities, Inc 0.300000% 991JCA005_0.3000_M120702_2M54 0001074042 Other Repurchase Agreement N AEROFLEX HLDG CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 5.74 ALPHA NATURAL RESOURCES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749992.32 ANADARKO PETE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749955.25 ASSURED GUARANTY LTD COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 630603.60 BASIC ENERGY SVCS INC NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749993.04 BAXTER INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749973.20 CENTERPOINT ENERGY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749990.64 COOPER INDUSTRIES PLC SHS 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749988.00 CUMMINS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749981.54 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749932.47 ENTRAVISION COMMUNICATIONS CCL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 119919.90 HERSHEY CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749957.73 HONEYWELL INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749982.24 MCDERMOTT INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749997.51 MOSAIC CO NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749997.80 NIKE INC CL B 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749928.60 PEABODY ENERGY CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749992.10 PPG INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749961.00 PRAXAIR INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749915.46 SPECTRA ENERGY CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749984.20 TEEKAY CORPORATION COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749979.00 VALERO ENERGY CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749990.13 WALTER ENERGY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 749978.64 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 15000000.00 15000000.00 0.0011 Repurchase agreement collateralized by common stock and ETFs. N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120702_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-05-25 4.000000 Government Agency Debt 25873531.00 12124990.30 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 365435.00 318305.03 Fannie Mae 2042-05-25 7.000000 Government Agency Debt 31260.00 36705.19 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 12000000.00 12000000.00 0.0008 N 12000000.00 12000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120712_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-06-01 6.500000 Government Agency Debt 42443189.00 41002514.51 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 23513988.00 16430576.16 First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 55000000.00 55000000.00 0.0039 Y 55000000.00 55000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M120920_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-07-25 4.500000 Government Agency Debt 38214297.00 36511827.94 Fannie Mae 2042-04-25 5.000000 Government Agency Debt 33303429.00 35883428.74 GNMA 2041-03-20 3.500000 Government Agency Debt 43317907.00 46215495.24 First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 114000000.00 114000000.00 0.0080 Y 114000000.00 114000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 99ETSZ007_0.2800_M120924_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-25 4.500000 Government Agency Debt 68382884.00 33113051.41 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 33533726.00 38677646.80 First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 69000000.00 69000000.00 0.0048 Y 69000000.00 69000000.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCL8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 20000000.00 20000000.00 0.0014 N 20000200.00 20000200.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 9000000.00 9000000.00 0.0006 N 9000360.00 9000360.00 DNB Bank ASA DNB Bank ASA 0.270000% 23330LDV5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 71000000.00 71000000.00 0.0050 N 71009230.00 71009230.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LEA0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 69000000.00 69000000.00 0.0048 N 69008280.00 69008280.00 Fannie Mae Fannie Mae 0.090000% 313588ZD0 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 5000000.00 4999912.50 0.0004 N 4999980.00 4999980.00 Fannie Mae Fannie Mae 0.090000% 313588ZL2 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 2300000.00 2299919.50 0.0002 N 2299981.60 2299981.60 Fannie Mae Fannie Mae 1.125000% 31398AT77 Government Agency Debt N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 30000000.00 30022869.00 0.0021 N 30023310.00 30023310.00 Fannie Mae Fannie Mae 1.750000% 31398AYM8 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 37000000.00 37062710.95 0.0026 N 37063418.00 37063418.00 Farm Credit System Farm Credit System 0.105000% 313312B41 Government Agency Debt N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 3000000.00 2999667.50 0.0002 N 2999874.00 2999874.00 Farm Credit System Farm Credit System 0.100000% 313312ZV5 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 10000000.00 9999361.11 0.0007 N 9999870.00 9999870.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 81142000.00 81136229.90 0.0057 N 81139078.89 81139078.89 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 51000000.00 50996146.64 0.0036 N 50998164.00 50998164.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384C49 Government Agency Debt N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 65000000.00 64990033.34 0.0046 N 64996685.00 64996685.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384E21 Government Agency Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 86000000.00 85985666.67 0.0060 N 85994238.00 85994238.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 136000000.00 135999150.00 0.0095 N 135999728.00 135999728.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384ZA0 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 162000000.00 161998649.99 0.0114 N 161999676.00 161999676.00 Federal Home Loan Bank Federal Home Loan Bank 0.084000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 57000000.00 56998803.00 0.0040 N 56999715.00 56999715.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 37000000.00 36998936.25 0.0026 N 36999815.00 36999815.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 50000000.00 49998548.61 0.0035 N 49999700.00 49999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 50000000.00 49998243.05 0.0035 N 49999700.00 49999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 46000000.00 45998735.00 0.0032 N 45999724.00 45999724.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 25000000.00 24999159.72 0.0018 N 24999850.00 24999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 15000000.00 14999450.00 0.0011 N 14999910.00 14999910.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384ZN2 Government Agency Debt N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 37000000.00 36998602.22 0.0026 N 36999667.00 36999667.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384ZN2 Government Agency Debt N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 1000000.00 999955.56 0.0001 N 999991.00 999991.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384ZV4 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 30000000.00 29998275.00 0.0021 N 29999610.00 29999610.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384ZV4 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 1000000.00 999936.11 0.0001 N 999987.00 999987.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384ZX0 Government Agency Debt N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 25000000.00 24998263.89 0.0018 N 24999650.00 24999650.00 Freddie Mac Freddie Mac 0.085000% 313396B28 Government Agency Debt N First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 10000000.00 9999150.00 0.0007 N 9999600.00 9999600.00 Freddie Mac Freddie Mac 0.095000% 313396YW7 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 15928000.00 15928000.00 0.0011 N 15928000.00 15928000.00 Freddie Mac Freddie Mac 0.110000% 313396ZL0 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 34000000.00 33998545.56 0.0024 N 33999728.00 33999728.00 Freddie Mac Freddie Mac 0.115000% 313396ZL0 Government Agency Debt N First Tier 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First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 2000000.00 1999097.78 0.0001 N 1999600.00 1999600.00 General Electric Capital Corp General Electric Capital Corp 0.290000% 36959HJ57 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 8000000.00 7995811.11 0.0006 N 7997920.00 7997920.00 General Electric Capital Corp General Electric Capital Corp 0.340000% 36959HKC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 95000000.00 94908483.33 0.0067 N 94936350.00 94936350.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKP1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 33000000.00 32965817.50 0.0023 N 32972610.00 32972610.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 4000000.00 3995820.00 0.0003 N 3996600.00 3996600.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL62 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 34000000.00 33961617.78 0.0024 N 33964640.00 33964640.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 63000000.00 62928320.00 0.0044 N 62933850.00 62933850.00 General Electric Capital Corp General Electric Capital Corp 0.350000% 36959HMB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N N N 52000000.00 51918100.00 0.0036 N 51923560.00 51923560.00 General Electric Capital Corp General Electric Capital Corp 0.370000% 36959HMH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N N 31000000.00 30946473.33 0.0022 N 30952880.00 30952880.00 GFRE Holdings LLC GFRE Holdings LLC 0.250000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1875000.00 1875000.00 0.0001 N 1875000.00 1875000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 38399H002_0.1800_M120702_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-01-01 4.000000 Government Agency Debt 61221897.00 64975567.41 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 42869080.00 40024433.28 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 992JYE002_0.2200_M120702_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 4.000000 Government Agency Debt 24224153.00 17256941.98 Fannie Mae 2038-10-01 5.500000 Government Agency Debt 88697491.00 33193206.59 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 35000000.00 33156897.23 Freddie Mac 2032-02-01 4.000000 Government Agency Debt 30978918.00 32952362.44 Freddie Mac 2032-06-01 4.000000 Government Agency Debt 17164255.00 18563315.33 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 34457783.00 33151826.93 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 33025692.00 33325449.98 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 192000000.00 192000000.00 0.0135 N 192000000.00 192000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M120913_2M54 0000769993 Other Repurchase Agreement N AAR CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 186408.68 ABM INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 64407.84 ACCURIDE CORP NEW COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 184843.20 ACTIVE NETWORK INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 62248.56 AFFILIATED MANAGERS GROUP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 25109.00 AIR LEASE CORP CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 740621.92 ALASKA AIR GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 165312.00 ALBANY INTL CORP CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 34234.97 ALERE INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 418959.44 ALLETE INC COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 37596.97 ALLIANCE ONE INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 32878.00 ALLIANT ENERGY CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 175265.70 ALLIANT TECHSYSTEMS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 309460.14 ALLSTATE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 236521.92 AMERICAN ASSETS TR INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 16496.40 AMERICAN DG ENERGY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 138815.00 ANADARKO PETE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 751346.75 APTARGROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 59928.58 ARABIAN AMERN DEV CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 517.44 ARCH COAL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 443774.50 ARLINGTON ASSET INVT CORP CL A NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 750.40 ASBURY AUTOMOTIVE GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 194647.50 ASSISTED LIVING CONCPT NEV NCL A NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 437906.40 ASSURANT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 43967.40 ATWOOD OCEANICS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 43604.88 BAKER MICHAEL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 407460.48 BEMIS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 155251.20 BEST BUY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 554802.48 BIOMED REALTY TRUST INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 407445.12 BLOUNT INTL INC NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 235521.06 BORGWARNER INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 570332.91 BOSTON PROPERTIES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 143972.78 BOYD GAMING CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 260895.24 BPZ RESOURCES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 21467.16 C&J ENERGY SVCS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 164187.18 CALIX INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 11453.31 CARRIAGE SVCS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 22122.65 CATO CORP NEW CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 116.88 CHEMED CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 447080.80 CHIMERA INVT CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 395705.92 CLARCOR INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 21436.80 CLECO CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 128138.79 CLIFFS NATURAL RESOURCES INCCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 547977.30 CNA FINL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 123778.20 CNH GLOBAL N V SHS NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 68831.25 COACH INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 587351.92 COLONIAL PPTYS TR COM SH B 2012-06-29 N/A Other Instrument common stock or ETF 0.00 118675.85 COLONY FINL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 96772.44 COMPASS MINERALS INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 98697.34 COMSTOCK RES INC COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 718362.72 CONSOLIDATED GRAPHICS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 47953.12 CONVERGYS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 44716.42 COOPER COS INC COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 213044.15 COOPER TIRE & RUBR CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 80905.50 COPA HOLDINGS SA CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 25347.27 CORPORATE OFFICE PPTYS TR SH BEN I 2012-06-29 N/A Other Instrument common stock or ETF 0.00 14805.92 COVANTA HLDG CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 122290.63 CUBIC CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 454481.44 CYTEC INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 84775.11 DCT INDUSTRIAL TRUST INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 24423.93 DEERE & CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 366554.40 DELTIC TIMBER CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 23332.08 DELUXE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 246770.68 DIEBOLD INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 290463.60 DIGITAL DOMAIN MEDIA GROUP ICOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 253051.68 DINEEQUITY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13863.16 DONALDSON INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 993.86 DR PEPPER SNAPPLE GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 47469.24 DUKE REALTY CORP COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 744728.50 DUN & BRADSTREET CORP DEL NECOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 335439.48 DYNEX CAP INC COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 18220.70 EATON VANCE CORP COM NON 2012-06-29 N/A Other Instrument common stock or ETF 0.00 478832.65 ENERGEN CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 31240.94 ENERGYSOLUTIONS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 19057.25 ENVESTNET INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 12333.62 EQUIFAX INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 675170.80 ESSEX PPTY TR INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 195772.29 ESTERLINE TECHNOLOGIES CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 708425.26 EXCEL TR INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 18924.30 FEDERAL REALTY INVT TR SH BEN I 2012-06-29 N/A Other Instrument common stock or ETF 0.00 234104.88 FIRST BANCORP P R COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 528199.13 FIRST BANCORP P R COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 33489.52 FIRST COMWLTH FINL CORP PA COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 113582.82 FOREST CITY ENTERPRISES INC CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 143457.08 FORTEGRA FINL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 124359.08 FRANKLIN RES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 120691.80 FRONTLINE LTD SHS 2012-06-29 N/A Other Instrument common stock or ETF 0.00 213973.92 GAP INC DEL COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 19690.92 GARDNER DENVER INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 152716.68 GLOBAL CASH ACCESS HLDGS INCCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 56019.84 GOLD RESOURCE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 268495.20 GOLDEN STAR RES LTD CDA COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 602904.60 GOODYEAR TIRE & RUBR CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 240607.20 GOVERNMENT PPTYS INCOME TR COM SHS 2012-06-29 N/A Other Instrument common stock or ETF 0.00 103708.80 GREEN DOT CORP CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 733709.02 GROUP 1 AUTOMOTIVE INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 77061.44 GUIDEWIRE SOFTWARE INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 59104.22 GULFMARK OFFSHORE INC CL A NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 465143.72 HAEMONETICS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 215949.71 HARRIS CORP DEL COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 54710.04 HARVEST NATURAL RESOURCES INCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 291920.20 HCC INS HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 2201.00 HEALTH CARE REIT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 33521.60 HEALTH MGMT ASSOC INC NEW CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 208948.53 HERSHA HOSPITALITY TR SH BEN I 2012-06-29 N/A Other Instrument common stock or ETF 0.00 194229.28 HILL ROM HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 189848.95 HILLENBRAND INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 116264.43 HUBBELL INC CL B 2012-06-29 N/A Other Instrument common stock or ETF 0.00 436988.20 HUNTINGTON INGALLS INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 138166.29 INTERCONTINENTALEXCHANGE INCCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 21864.82 INTERMEC INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 87918.66 INTRALINKS HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 92548.52 ION GEOPHYSICAL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 62318.88 JONES LANG LASALLE INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 129519.06 KADANT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 57640.64 KEYCORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 630924.58 KOHLS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 223774.65 KOPPERS HOLDINGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 154912.52 KORN FERRY INTL COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 620860.66 KOSMOS ENERGY LTD SHS 2012-06-29 N/A Other Instrument common stock or ETF 0.00 246558.04 LACLEDE GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 81909.69 LEGGETT & PLATT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13973.82 LEUCADIA NATL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 1447.60 LIFE TIME FITNESS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13928.59 LIVE NATION ENTERTAINMENT INCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 17851.28 LSB INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 65171.26 LSI CORPORATION COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 491020.80 M/I HOMES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 24327.88 MAIDENFORM BRANDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 91937.82 MAIN STREET CAPITAL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 436532.95 MARCUS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 31454.50 MCCLATCHY CO CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 173178.72 MCCORMICK & CO INC COM NON 2012-06-29 N/A Other Instrument common stock or ETF 0.00 131880.98 MCDERMOTT INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 90575.97 MCEWEN MNG INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 228821.11 MEETME INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 30388.85 MEREDITH CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 82812.40 METROPCS COMMUNICATIONS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 523521.35 METROPOLITAN HEALTH NETWORKSCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 204204.12 MGM RESORTS INTERNATIONAL COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 446511.78 MOHAWK INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 276755.55 MOLYCORP INC DEL COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 16540.20 MOVADO GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 75168.58 MSCI INC CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 98625.73 NATIONAL RETAIL PROPERTIES ICOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 146890.31 NCR CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 319667.40 NEOPHOTONICS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 26823.96 NEWELL RUBBERMAID INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 591621.55 NORDSTROM INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 208826.00 NORTHROP GRUMMAN CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 319946.59 NORTHWESTERN CORP COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 107150.12 OCEANEERING INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 73614.24 OFFICE DEPOT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 632984.65 OFFICEMAX INC DEL COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 27803.15 OM GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 66008.85 OMNOVA SOLUTIONS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 157986.16 ONE LIBERTY PPTYS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 314.67 OPKO HEALTH INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 14567.60 ORMAT TECHNOLOGIES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 147655.25 PALL CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 129731.70 PARAMOUNT GOLD & SILVER CORPCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 42834.33 PILGRIMS PRIDE CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 169356.20 PNM RES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 383192.89 PRESTIGE BRANDS HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 32901.12 PRINCIPAL FINL GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 380692.62 PROSPERITY BANCSHARES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 18259.24 PROVIDENT NEW YORK BANCORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 39863.52 QUAKER CHEM CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 54363.39 QUEST DIAGNOSTICS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 372149.25 REGENCY CTRS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 52753.68 REPUBLIC SVCS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 509671.00 RESMED INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 44286.95 RESOURCE CAP CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 110240.00 RLJ LODGING TR COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 281196.48 ROBBINS & MYERS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 161705.55 ROBERT HALF INTL INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 43798.68 ROCKWELL AUTOMATION INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 282950.22 ROLLINS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 757129.89 RPC INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 114708.88 RUBY TUESDAY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 129135.80 SAIC INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 98010.59 SALLY BEAUTY HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 232849.26 SCANA CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 41113.14 SCHAWK INC CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 2574.18 SCHWAB CHARLES CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 729338.94 SCRIPPS NETWORKS INTERACT INCL A COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 590908.15 SEALED AIR CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 40365.00 SENSIENT TECHNOLOGIES CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 36597.76 SKILLED HEALTHCARE GROUP INCCL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 169055.57 SM ENERGY CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 71907.27 SMITHFIELD FOODS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 719469.39 SNAP ON INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 22174.85 SOUTHERN COPPER CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 125000.73 SOUTHWEST AIRLS CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 476728.02 SOUTHWEST GAS CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 272674.40 SPANSION INC COM CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 57442.50 STANLEY BLACK & DECKER INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 133839.16 STEELCASE INC CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 103.56 STEWART INFORMATION SVCS CORCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 233032.32 STILLWATER MNG CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 480539.51 SUNCOKE ENERGY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 43780.36 SWS GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 46822.93 SYSTEMAX INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 68.46 TAHOE RES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 22982.24 TARGA RES CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 39564.00 TEAVANA HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 651457.95 TECO ENERGY INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 212123.60 TEEKAY TANKERS LTD CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 22.40 TENNANT CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 34094.70 TIDEWATER INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 5017.60 TMS INTL CORP CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13376.40 TORCHMARK CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 248595.20 TOTAL SYS SVCS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 651467.52 TRANSDIGM GROUP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 582612.19 UGI CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 54563.20 UNITED STATES CELLULAR CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 75654.28 UNIVERSAL TECHNICAL INST INCCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 41147.10 UNS ENERGY CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 54144.00 URS CORP NEW COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 38862.66 VALMONT INDS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 1049.04 VANGUARD HEALTH SYS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13844.40 VECTREN CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 15301.78 VISTA GOLD CORP COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 3691.38 VORNADO RLTY TR SH BEN I 2012-06-29 N/A Other Instrument common stock or ETF 0.00 338547.76 VULCAN MATLS CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 140092.65 WEIS MKTS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 12689.83 WISCONSIN ENERGY CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 14740.96 XYLEM INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 385226.94 ZEP INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 13956.93 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 42000000.00 42000000.00 0.0029 Repurchase agreement collateralized by common stock and ETFs. 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Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Citibank NA N/A N/A 82000000.00 81973805.54 0.0058 N 81986880.00 81986880.00 ING Bank NV ING Bank NV 0.460000% 972ERF002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 140000000.00 140000000.00 0.0098 N 140016800.00 140016800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.205000% 4662J0HM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 49000000.00 48986048.61 0.0034 N 48987260.00 48987260.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.240000% 4662J0J78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 83000000.00 82962926.67 0.0058 N 82969290.00 82969290.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.220000% 4662J0JK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N N 3000000.00 2998551.66 0.0002 N 2998620.00 2998620.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0K27 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 10000000.00 9993100.00 0.0007 N 9994300.00 9994300.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.300000% 992JYG007_0.3000_M120724_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 3.500000 Government Agency Debt 24059299.00 25324580.40 Freddie Mac 2039-12-15 2.000000 Government Agency Debt 667712.00 576748.60 First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 25000000.00 25000000.00 0.0018 Y 25000500.00 25000500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.363800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-07-23 2013-07-19 N N N 129000000.00 129000000.00 0.0091 N 129094944.00 129094944.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2G33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N Y Letter of Credit JPMorgan 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2012-10-01 2012-10-01 N N N 33000000.00 33000000.00 0.0023 N 32990430.00 32990430.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEZ0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 58000000.00 58000000.00 0.0041 N 57982020.00 57982020.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.250000% 56274LGJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 24000000.00 23997333.33 0.0017 N 23997120.00 23997120.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4G65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 35000000.00 34999144.44 0.0025 N 34998600.00 34998600.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4GC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-12 2012-07-12 N 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Sumitomo Mitsui Banking Corp 0.350000% 86562DEH9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 49000000.00 49000000.00 0.0034 N 49004410.00 49004410.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHY9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 116000000.00 116000000.00 0.0081 N 115993040.00 115993040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 48000000.00 48000000.00 0.0034 N 47997120.00 47997120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 70000000.00 70000000.00 0.0049 N 69998600.00 69998600.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.190000% 86562WB31 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 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First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 32000000.00 32000000.00 0.0022 N 32001600.00 32001600.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959B7H2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 57000000.00 57000000.00 0.0040 N 57002850.00 57002850.00 Swedbank AB Swedbank AB 0.440000% 87019QKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 11000000.00 11000000.00 0.0008 N 11001760.00 11001760.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 24750000.00 24750000.00 0.0017 N 24750000.00 24750000.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 19845000.00 19845000.00 0.0014 N 19845000.00 19845000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.430000% 88324LG68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 82000000.00 81996082.22 0.0058 N 81996720.00 81996720.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.450000% 88324LGJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 60000000.00 59988000.00 0.0042 N 59992800.00 59992800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602TGG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9999261.11 0.0007 N 9998900.00 9998900.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TGR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10998313.33 0.0008 N 10998240.00 10998240.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TH63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999552.78 0.0001 N 1999500.00 1999500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15102000.00 15097771.44 0.0011 N 15097469.40 15097469.40 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 38000000.00 37987586.67 0.0027 N 37986700.00 37986700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 89000000.00 89000000.00 0.0062 N 89001780.00 89001780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XTH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 23000000.00 23000000.00 0.0016 N 23000690.00 23000690.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112XXP5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 150000000.00 150000000.00 0.0105 N 150000000.00 150000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYA7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 50000000.00 50000000.00 0.0035 N 50001000.00 50001000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYL3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 61000000.00 61000000.00 0.0043 N 60997560.00 60997560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 126000000.00 126000000.00 0.0088 N 125994960.00 125994960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZA6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 40000000.00 40000000.00 0.0028 N 39998400.00 39998400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZD0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 52000000.00 52000000.00 0.0037 N 51997920.00 51997920.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 72000000.00 71940600.00 0.0051 N 71977680.00 71977680.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 25000000.00 24988340.28 0.0018 N 24990750.00 24990750.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 35000000.00 34940111.11 0.0025 N 34954500.00 34954500.00 UBS AG UBS AG 0.470000% 90267RJD2 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 67000000.00 67000000.00 0.0047 N 66997990.00 66997990.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 145000000.00 145000000.00 0.0102 N 145000000.00 145000000.00 UBS Securities LLC UBS Securities LLC 0.200000% 936991009_0.2000_M120706_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 14712756.00 15300000.53 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y UBS Securities LLC N/A N/A N N 15000000.00 15000000.00 0.0011 N 15000000.00 15000000.00 UBS Securities LLC UBS Securities LLC 0.190000% 99EPPA003_0.1900_M120702_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-01 4.000000 Government Agency Debt 39343578.00 42661150.90 Freddie Mac 2041-11-01 3.500000 Government Agency Debt 61423008.00 62823800.53 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 20909324.00 22015049.40 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 125000000.00 125000000.00 0.0088 N 125000000.00 125000000.00 Union Bank, NA Union Bank, NA 0.450000% 90527MH58 Certificate of Deposit N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 2000000.00 2000000.00 0.0001 N 2000340.00 2000340.00 Union Bank, NA Union Bank, NA 0.400000% 90527MR73 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 54000000.00 54000000.00 0.0038 N 53989200.00 53989200.00 Univ of California CP Series B 0.180000% 91411SGH7 Other Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 11000000.00 10999175.00 0.0008 N 10999010.00 10999010.00 Univ of California CP Series B 0.180000% 91411SGJ3 Other Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 21000000.00 20998320.00 0.0015 N 20998110.00 20998110.00 Univ of California CP Series B 0.190000% 91411SGK0 Other Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 7000000.00 6999371.94 0.0005 N 6999300.00 6999300.00 Univ of California CP Series B 0.170000% 91411SGK0 Other Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 6000000.00 5999518.33 0.0004 N 5999400.00 5999400.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 90000000.00 89988500.00 0.0063 N 89987400.00 89987400.00 Westpac Banking Corp Westpac Banking Corp 0.328800% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TMR6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 4000000.00 4000000.00 0.0003 N 3999120.00 3999120.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-11-26 N N N 79000000.00 79000000.00 0.0055 N 79000000.00 79000000.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 96121TPC6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 6000000.00 6000000.00 0.0004 N 5998620.00 5998620.00 Westpac Banking Corp Westpac Banking Corp 0.540000% 9612C0H10 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 17000000.00 16992350.00 0.0012 N 16997280.00 16997280.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 29000000.00 28985097.22 0.0020 N 28983760.00 28983760.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 5000000.00 4989777.77 0.0004 N 4988150.00 4988150.00 Westpac Banking Corp Westpac Banking Corp 0.429800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-07 2013-02-07 N N N 105000000.00 105000000.00 0.0074 N 105000000.00 105000000.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.230000% 96122GGB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N Y Westpac New Zealand Ltd N/A N/A N 28000000.00 27998390.00 0.0020 N 27998600.00 27998600.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.245000% 96122GHA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N Y Westpac New Zealand Ltd N/A N/A N 6000000.00 5998407.50 0.0004 N 5998620.00 5998620.00 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 725715.43 725715.43 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 610689.53 610689.53 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 134611.46 134611.46 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1035561.92 1035561.92 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 209104.23 209104.23 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 175961.21 175961.21 Windmill Funding Corp Windmill Funding Corp 0.400000% 97342GGB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 89000000.00 88991100.00 0.0062 N 88994660.00 88994660.00