0001145549-14-002813.txt : 20140319 0001145549-14-002813.hdr.sgml : 20140319 20140319131830 ACCESSION NUMBER: 0001145549-14-002813 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120531 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: 14703532 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 2012-05-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 38 52 14244047318.39 2689243.70 44831393.12 14201905168.97 0.0027 1.0000 2012-05-31 1.0000 2012-05-31 C000012373 1.00 14201905168.97 1.00 66503844.72 2974116613.05 2907612768.33 0.0001 1.0000 2012-05-31 1.0000 2012-05-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Alpine Securitization Corp Alpine Securitization Corp 0.180000% 02086LFD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 10000000.00 9999400.00 0.0007 N 9999200.00 9999200.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LFJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 98000000.00 97991207.22 0.0069 N 97989220.00 97989220.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086LFM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999300.00 0.0004 N 5999220.00 5999220.00 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 14791860.00 0.0010 N 14792156.00 14792156.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AF65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 36000000.00 35998500.00 0.0025 N 35998560.00 35998560.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.370000% 04014AFU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-28 2012-06-28 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 37000000.00 36989732.50 0.0026 N 36992970.00 36992970.00 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 999724.44 0.0001 N 999850.00 999850.00 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 15995920.00 0.0011 N 15995520.00 15995520.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.289800% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-11-26 N N N 27000000.00 27000000.00 0.0019 N 27000000.00 27000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.200000% 972BSY006 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 124000000.00 124000000.00 0.0087 N 124014880.00 124014880.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NKF009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 27000000.00 27000000.00 0.0019 N 27009720.00 27009720.00 Bank of Montreal Bank of Montreal 0.190000% 06366VDF0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 32000000.00 32000000.00 0.0023 N 32000640.00 32000640.00 Bank of Montreal Bank of Montreal 0.170000% 06366VDP8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Bank of Montreal Bank of Montreal 0.200000% 06366VMQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 1000000.00 1000000.00 0.0001 N 1000050.00 1000050.00 Bank of Montreal Bank of Montreal 0.200000% 06366VNY8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 89000000.00 89000000.00 0.0063 N 89004450.00 89004450.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPJ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 21000000.00 21000000.00 0.0015 N 21000000.00 21000000.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 67000000.00 67000000.00 0.0047 N 67000000.00 67000000.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPR1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 44000000.00 44000000.00 0.0031 N 44000000.00 44000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EF73 Certificate of Deposit N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 23000000.00 23000000.00 0.0016 N 23000230.00 23000230.00 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 41004100.00 41004100.00 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 7001050.00 7001050.00 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 0.0035 N 49040180.00 49040180.00 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 48000960.00 48000960.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EV83 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-11-15 N N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.318800% 06417EXR9 Certificate of Deposit N First Tier Security N/A N/A 2012-06-26 2012-07-26 N N N 113000000.00 113000000.00 0.0080 N 113006780.00 113006780.00 Bank of Nova Scotia Bank of Nova Scotia 0.160000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 120000000.00 120000000.00 0.0084 Security is a time deposit. N 120000000.00 120000000.00 Bank of the West Bank of the West 0.440000% 0642G0XQ9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 41000000.00 41000000.00 0.0029 N 41011480.00 41011480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.590000% 06538EDW4 Certificate of Deposit N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 9000000.00 9001108.42 0.0006 N 9001260.00 9001260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 33000000.00 33000000.00 0.0023 N 32999340.00 32999340.00 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 134993250.00 134993250.00 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 24003360.00 24003360.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M120601_2M54 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2034-02-15 2.000000 Government Agency Debt 126363417.00 107633473.93 GNMA 2039-06-20 2.600000 Government Agency Debt 58777999.00 55116526.88 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 155000000.00 155000000.00 0.0109 N 155000000.00 155000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120604_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2013-09-01 3.500000 Government Agency Debt 1958000.00 79437.69 Fannie Mae 2014-06-01 4.500000 Government Agency Debt 900000.00 70481.42 Fannie Mae 2014-09-01 7.000000 Government Agency Debt 4884162.00 71617.50 Fannie Mae 2014-12-01 8.000000 Government Agency Debt 1251987.00 69680.37 Fannie Mae 2015-02-01 6.000000 Government Agency Debt 635537.00 63514.66 Fannie Mae 2015-03-01 4.500000 Government Agency Debt 720200.00 77096.55 Fannie Mae 2015-03-01 5.500000 Government Agency Debt 917324.00 67244.18 Fannie Mae 2016-01-01 6.500000 Government Agency Debt 13000000.00 67588.37 Fannie Mae 2016-01-01 6.500000 Government Agency Debt 5000000.00 65005.05 Fannie Mae 2016-05-01 7.000000 Government Agency Debt 2628252.00 72963.73 Fannie Mae 2016-11-01 7.000000 Government Agency Debt 1455940.00 63780.06 Fannie Mae 2017-11-01 5.500000 Government Agency Debt 1072000.00 63438.00 Fannie Mae 2018-03-01 5.500000 Government Agency Debt 159000.00 64237.57 Fannie Mae 2018-03-01 6.000000 Government Agency Debt 707917.00 69950.77 Fannie Mae 2018-03-01 6.500000 Government Agency Debt 1000000.00 80229.86 Fannie Mae 2018-05-01 5.000000 Government Agency Debt 355000.00 62911.60 Fannie Mae 2018-06-01 5.000000 Government Agency Debt 417748.00 75404.36 Fannie Mae 2018-09-01 5.500000 Government Agency Debt 500000.00 77538.94 Fannie Mae 2018-10-01 6.500000 Government Agency Debt 5104119.00 71168.82 Fannie Mae 2018-12-01 6.000000 Government Agency Debt 2488098.00 80370.04 Fannie Mae 2019-01-01 5.000000 Government Agency Debt 471060.00 81852.45 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 586890.00 63156.21 Fannie Mae 2019-07-01 4.500000 Government Agency Debt 257930.00 77229.46 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 427931.00 73098.03 Fannie Mae 2019-08-01 5.000000 Government Agency Debt 400000.00 76429.73 Fannie Mae 2019-11-01 5.000000 Government Agency Debt 424228.00 67885.00 Fannie Mae 2019-12-01 5.000000 Government Agency Debt 210000.00 72464.60 Fannie Mae 2019-12-01 5.500000 Government Agency Debt 500000.00 81438.09 Fannie Mae 2020-01-01 4.000000 Government Agency Debt 156682.00 75553.59 Fannie Mae 2020-03-01 4.000000 Government Agency Debt 225960.00 67655.10 Fannie Mae 2020-05-01 5.000000 Government Agency Debt 268145.00 69875.31 Fannie Mae 2020-06-01 4.000000 Government Agency Debt 222454.00 65567.35 Fannie Mae 2020-06-01 5.000000 Government Agency Debt 260970.00 71932.15 Fannie Mae 2020-07-01 4.500000 Government Agency Debt 1016732.00 81085.66 Fannie Mae 2020-08-01 4.500000 Government Agency Debt 339215.00 77658.97 Fannie Mae 2020-11-01 5.000000 Government Agency Debt 282000.00 62561.88 Fannie Mae 2021-01-01 5.500000 Government Agency Debt 276000.00 69489.10 Fannie Mae 2021-04-01 5.000000 Government Agency Debt 212401.00 75182.90 Fannie Mae 2021-05-01 5.000000 Government Agency Debt 363423.00 76269.35 Fannie Mae 2021-06-01 4.500000 Government Agency Debt 291507.00 77677.80 Fannie Mae 2021-07-01 5.000000 Government Agency Debt 250000.00 76874.48 Fannie Mae 2021-09-01 5.000000 Government Agency Debt 381576.00 80928.75 Fannie Mae 2021-09-01 5.000000 Government Agency Debt 548144.00 68918.87 Fannie Mae 2021-10-01 5.000000 Government Agency Debt 407589.00 81417.66 Fannie Mae 2023-02-01 5.500000 Government Agency Debt 234000.00 67125.27 Fannie Mae 2023-05-01 6.000000 Government Agency Debt 150000.00 73521.62 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 180000.00 66357.69 Fannie Mae 2023-08-01 5.500000 Government Agency Debt 500000.00 80703.82 Fannie Mae 2023-09-01 5.000000 Government Agency Debt 1047303.00 72902.90 Fannie Mae 2024-02-01 5.000000 Government Agency Debt 152833.00 64597.04 Fannie Mae 2024-02-01 5.500000 Government Agency Debt 375000.00 71782.52 Fannie Mae 2024-03-01 6.000000 Government Agency Debt 259621.00 65624.53 Fannie Mae 2025-04-01 5.000000 Government Agency Debt 147562.00 82177.58 Fannie Mae 2026-12-01 5.500000 Government Agency Debt 375446.00 76354.61 Fannie Mae 2027-05-01 3.000000 Government Agency Debt 63359.00 66250.23 Fannie Mae 2027-09-01 5.500000 Government Agency Debt 384400.00 80440.72 Fannie Mae 2029-09-01 7.000000 Government Agency Debt 4131868.00 68538.52 Fannie Mae 2029-10-01 4.500000 Government Agency Debt 102171.00 65171.82 Fannie Mae 2030-02-01 5.000000 Government Agency Debt 110495.00 80407.45 Fannie Mae 2030-05-01 8.000000 Government Agency Debt 9800966.00 78152.90 Fannie Mae 2032-01-01 7.000000 Government Agency Debt 1300000.00 74867.14 Fannie Mae 2032-02-01 3.000000 Government Agency Debt 2556167.00 2644106.29 Fannie Mae 2032-08-01 6.500000 Government Agency Debt 1110000.00 73806.80 Fannie Mae 2033-05-01 6.500000 Government Agency Debt 4755505.00 73120.64 Fannie Mae 2033-06-01 7.000000 Government Agency Debt 1288652.00 72327.96 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 300000.00 70280.05 Fannie Mae 2033-10-01 6.500000 Government Agency Debt 515579.00 63955.92 Fannie Mae 2033-11-01 6.500000 Government Agency Debt 306339.00 70576.87 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 702475.00 62300.05 Fannie Mae 2034-02-01 6.000000 Government Agency Debt 225336.00 66383.90 Fannie Mae 2034-02-01 6.500000 Government Agency Debt 1522927.00 67413.72 Fannie Mae 2034-03-01 5.000000 Government Agency Debt 314000.00 79951.82 Fannie Mae 2034-05-01 6.500000 Government Agency Debt 959320.00 74118.85 Fannie Mae 2034-07-01 6.500000 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Government Agency Debt 168000.00 71079.16 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 214700.00 66534.68 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 382678.00 65591.65 Fannie Mae 2037-12-01 5.604000 Government Agency Debt 40568538.00 11307712.16 Fannie Mae 2038-01-01 5.500000 Government Agency Debt 175000.00 63885.16 Fannie Mae 2038-01-01 6.500000 Government Agency Debt 416776.00 63896.09 Fannie Mae 2038-02-01 4.500000 Government Agency Debt 112571.00 63256.44 Fannie Mae 2038-03-01 6.000000 Government Agency Debt 151825.00 79909.67 Fannie Mae 2038-04-01 4.783000 Government Agency Debt 38638567.00 12915556.95 Fannie Mae 2038-05-01 4.694000 Government Agency Debt 7735951.00 4471070.34 Fannie Mae 2038-07-01 2.581000 Government Agency Debt 26255941.00 12266837.41 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 241319.00 62869.00 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 196525.00 76938.03 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 102000.00 67238.72 Fannie Mae 2039-03-01 4.000000 Government Agency Debt 74321.00 66531.27 Fannie Mae 2039-06-01 4.500000 Government Agency Debt 105509.00 64192.71 Fannie Mae 2039-07-01 4.000000 Government Agency Debt 102320.00 64305.08 Fannie Mae 2039-08-01 4.000000 Government Agency Debt 100878.00 80969.78 Fannie Mae 2039-08-01 6.500000 Government Agency Debt 181956.00 74534.31 Fannie Mae 2039-10-01 4.000000 Government Agency Debt 103060.00 82464.69 Fannie Mae 2040-03-01 4.263000 Government Agency Debt 18022694.00 13756737.32 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 68187.00 69385.94 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 109117.00 73165.51 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 84000.00 78853.16 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 79963.00 74121.92 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 97782.00 69044.19 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 82920.00 75910.87 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 96857.00 70333.93 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 73004.00 72076.27 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 75000.00 71122.99 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 83425.00 75760.61 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 86589.00 75965.37 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 86928.00 75645.13 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 68622.00 70623.22 Fannie Mae 2041-01-01 2.523000 Government Agency Debt 25000000.00 14452100.57 Fannie Mae 2041-01-01 3.500000 Government Agency Debt 85388.00 79931.47 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 67705.00 66758.73 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 71369.00 65842.02 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 71093.00 65311.73 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 61377.00 63996.95 Fannie Mae 2041-02-01 3.364000 Government Agency Debt 16336202.00 13045924.68 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 67918.00 71681.77 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 75461.00 68300.67 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 2677871.00 2676926.17 Fannie Mae 2041-03-01 3.500000 Government Agency Debt 71951.00 71981.11 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 78322.00 77758.31 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 74768.00 76942.39 Fannie Mae 2041-04-01 4.000000 Government Agency Debt 70125.00 69722.67 Fannie Mae 2041-05-01 3.219000 Government Agency Debt 9370173.00 9048098.85 Fannie Mae 2041-05-01 5.500000 Government Agency Debt 2008982.00 2193411.22 Fannie Mae 2041-06-01 4.000000 Government Agency Debt 92077.00 77447.16 Fannie Mae 2041-07-01 3.542000 Government Agency Debt 13380250.00 11404466.72 Fannie Mae 2041-07-01 4.000000 Government Agency Debt 78156.00 66251.54 Fannie Mae 2041-08-01 2.906000 Government Agency Debt 17000000.00 14162063.28 Fannie Mae 2041-08-01 3.127000 Government Agency Debt 14000000.00 12532079.15 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 80629.00 80280.17 Fannie Mae 2041-09-01 3.500000 Government Agency Debt 67002.00 69614.91 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 62465.00 66837.83 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 75839.00 75582.29 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1999506.00 2211716.90 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 2520545.00 2658044.93 Freddie Mac 2013-09-01 5.500000 Government Agency Debt 10000000.00 79214.36 Freddie Mac 2014-05-01 7.500000 Government Agency Debt 24485871.00 77708.51 Freddie Mac 2016-04-01 6.000000 Government Agency Debt 8430395.00 68991.14 Freddie Mac 2016-12-01 5.500000 Government Agency Debt 500000.00 78107.05 Freddie Mac 2017-02-01 6.000000 Government Agency Debt 2519054.00 72442.36 Freddie Mac 2017-12-01 5.500000 Government Agency Debt 645607.00 74455.81 Freddie Mac 2018-03-01 6.000000 Government Agency Debt 1040000.00 80634.14 Freddie Mac 2018-04-01 5.000000 Government Agency Debt 525000.00 62918.03 Freddie Mac 2018-11-01 4.500000 Government Agency Debt 57579.00 9543.22 Freddie Mac 2018-12-01 5.500000 Government Agency Debt 487000.00 75910.67 Freddie Mac 2018-12-01 6.000000 Government Agency Debt 2012326.00 70852.11 Freddie Mac 2019-03-01 7.500000 Government Agency Debt 10944849.00 69759.32 Freddie Mac 2019-06-01 5.500000 Government Agency Debt 460000.00 73721.60 Freddie Mac 2020-04-01 4.000000 Government Agency Debt 265000.00 66646.11 Freddie Mac 2020-04-01 5.500000 Government Agency Debt 504854.00 67407.39 Freddie Mac 2020-07-01 5.500000 Government Agency Debt 263000.00 63339.75 Freddie Mac 2020-10-01 8.000000 Government Agency Debt 3262034.00 80971.14 Freddie Mac 2021-02-01 5.500000 Government Agency Debt 338000.00 79924.27 Freddie Mac 2021-05-01 5.000000 Government Agency Debt 350000.00 72065.39 Freddie Mac 2021-05-01 5.000000 Government Agency Debt 255000.00 64545.81 Freddie Mac 2021-06-01 5.000000 Government 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N 25000000.00 25000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120621_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-08-01 7.000000 Government Agency Debt 407484055.00 109610084.51 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 371079.00 140057.67 First Tier Security N/A N/A 2012-06-21 2012-06-21 N N N 105000000.00 105000000.00 0.0074 Y 105000000.00 105000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120625_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-25 4.500000 Government Agency Debt 87838010.00 44359116.65 Freddie Mac 2036-03-01 5.500000 Government Agency Debt 275000.00 78690.50 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 3898.00 4108.25 Freddie Mac 2042-02-01 4.000000 Government Agency Debt 7186933.00 7623183.34 First Tier Security N/A N/A 2012-06-25 2012-06-25 N N N 50000000.00 50000000.00 0.0035 Y 50000000.00 50000000.00 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 12484825.27 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 12000000.00 12000000.00 0.0008 Y 12000000.00 12000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120611_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-06-01 2.143000 Government Agency Debt 1426387.00 416913.93 Fannie Mae 2037-01-01 6.072000 Government Agency Debt 8312438.00 1307545.86 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 31465648.00 27436224.84 Fannie Mae 2038-08-25 4.000000 Government Agency Debt 62810000.00 67338182.27 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 153425.00 57907.75 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 74054.00 35733.48 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 34328834.00 30551650.01 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 388516.00 414788.14 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 49731.00 53583.06 Fannie Mae 2042-05-25 7.000000 Government Agency Debt 374699.00 432679.30 GNMA 2037-03-20 4.000000 Government Agency Debt 38405.00 35061.41 First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 123000000.00 123000000.00 0.0087 Y 122998770.00 122998770.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120612_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-06-01 2.143000 Government Agency Debt 1115391.00 326013.94 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 376148.00 141970.88 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 23883102.00 11524378.16 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 3439.00 2405.29 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 131419.00 111579.32 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 30340.00 26220.40 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 539812.00 444852.75 Fannie Mae 2041-09-25 3.000000 Government Agency Debt 31241251.00 32348023.84 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 53979.00 56438.96 GNMA 2037-03-20 4.000000 Government Agency Debt 7718455.00 7046475.96 GNMA 2041-03-20 3.500000 Government Agency Debt 37428.00 40065.97 First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 50000000.00 50000000.00 0.0035 Y 50000000.00 50000000.00 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 20001400.00 20001400.00 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 9000810.00 9000810.00 DNB Bank ASA DNB Bank ASA 0.270000% 23330LDV5 Certificate of Deposit N First Tier Security N/A N/A 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2012-08-27 N N N 2000000.00 1998598.33 0.0001 N 1999080.00 1999080.00 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 7993813.33 0.0006 N 7995600.00 7995600.00 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 94880669.44 0.0067 N 94903100.00 94903100.00 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 32956440.00 0.0023 N 32961060.00 32961060.00 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 3994683.33 0.0003 N 3995240.00 3995240.00 General Electric 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42799760.00 39798848.08 Fannie Mae 2035-10-01 5.500000 Government Agency Debt 26474923.00 7777573.35 Fannie Mae 2036-04-01 5.500000 Government Agency Debt 57855723.00 17072702.67 Fannie Mae 2040-05-01 2.690000 Government Agency Debt 50472827.00 39554799.96 Freddie Mac 2026-09-01 4.000000 Government Agency Debt 39830269.00 39779016.14 Freddie Mac 2042-05-01 4.500000 Government Agency Debt 35984219.00 39767060.02 First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 175000000.00 175000000.00 0.0123 N 174998250.00 174998250.00 Goldman Sachs & Co Goldman Sachs & Co 0.200000% 992JYE002_0.2000_M120607_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2039-10-01 5.000000 Government Agency Debt 34678853.00 27616213.20 Fannie Mae 2041-04-01 3.354000 Government Agency Debt 42072053.00 35383787.12 First Tier Security N/A N/A 2012-06-07 2012-06-07 N N N 60000000.00 60000000.00 0.0042 N 60000000.00 60000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M120913_2M54 0000769993 Other Repurchase Agreement N ALTRIA GROUP INC COM 2012-05-31 N/A Other Instrument common stock or ETF 0.00 2099999.68 CITIGROUP INC COM NEW 2012-05-31 N/A Other Instrument common stock or ETF 0.00 2099994.00 United States Treasury Department 2013-07-15 1.875000 Treasury Debt 24471500.00 31781761.26 United States Treasury Department 2015-07-15 1.875000 Treasury Debt 3796700.00 4938454.13 VISA INC COM CL A 2012-05-31 N/A Other Instrument common stock or ETF 0.00 2099898.77 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 42000000.00 42000000.00 0.0030 Repurchase agreement collateralized by common stock and ETFs. 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48975010.00 48975010.00 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 82945773.33 0.0058 N 82946050.00 82946050.00 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 9990775.00 0.0007 N 9991300.00 9991300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.359800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-06-21 2013-06-21 N N N 129000000.00 129000000.00 0.0091 N 129098556.00 129098556.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P2F42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 41059000.00 41058349.90 0.0029 N 41057768.23 41057768.23 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P2FB6 Asset Backed 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Deposit N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 19000000.00 19000000.00 0.0013 N 18999810.00 18999810.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GXT0 Certificate of Deposit N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 69000000.00 69000000.00 0.0049 N 69000000.00 69000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GXZ6 Certificate of Deposit N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GZT8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 71000000.00 71000000.00 0.0050 N 70995030.00 70995030.00 National Australia Bank Ltd National Australia Bank Ltd 0.390000% 970MPM003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 87000000.00 87000000.00 0.0061 N 87036540.00 87036540.00 National Australia Bank Ltd National Australia Bank Ltd 0.600000% 971LQB007 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 57000000.00 57000000.00 0.0040 N 57008550.00 57008550.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 55000000.00 55000000.00 0.0039 N 55013750.00 55013750.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-07 2012-08-07 N Y National Australia Bank Ltd N/A N/A N 18000000.00 17993300.00 0.0013 N 17995320.00 17995320.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N Y National Australia Bank Ltd N/A N/A N 30000000.00 29988666.67 0.0021 N 29991900.00 29991900.00 Nationwide Building Society Nationwide Building Society 0.580000% 6385E0HU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 44000000.00 43937617.78 0.0031 N 43949400.00 43949400.00 Nationwide Building Society Nationwide Building Society 0.630000% 6385E0J46 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 25000000.00 24958437.50 0.0018 N 24967250.00 24967250.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.340000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15060000.00 15060000.00 0.0011 N 15060000.00 15060000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.340000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-06-07 2012-06-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409RFJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 1000000.00 999872.50 0.0001 N 999890.00 999890.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-23 2012-08-23 N Y Nordea Bank AB N/A N/A N 23000000.00 22984621.95 0.0016 N 22985740.00 22985740.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N Y Nordea Bank AB N/A N/A N 150000000.00 149898500.01 0.0106 N 149905500.00 149905500.00 NRW.BANK NRW.BANK 0.290000% 62939LHT9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 112000000.00 111921506.66 0.0079 N 111918240.00 111918240.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983TF50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14000000.00 13999704.44 0.0010 N 13999860.00 13999860.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.150000% 71838LF49 Other Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 1000000.00 999987.50 0.0001 N 999980.00 999980.00 PNC Bank NA PNC Bank NA 0.240000% 69349JFE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 27000000.00 26997660.00 0.0019 N 26998650.00 26998650.00 PNC Bank NA PNC Bank NA 0.225000% 69349JFM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N N 30000000.00 29996250.00 0.0021 N 29997300.00 29997300.00 Rabobank Nederland Rabobank Nederland 0.330000% 74977JQW5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 140000000.00 140000000.00 0.0099 N 140015400.00 140015400.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 140000000.00 140000000.00 0.0099 N 139994400.00 139994400.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0F19 Other Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N Y Reckitt Benckiser Group Plc N/A N/A N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0G26 Other Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 999483.33 0.0001 N 999760.00 999760.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.650000% 7562E0G91 Other Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24982847.22 0.0018 N 24992250.00 24992250.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.360000% 7562E0JL1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N Y Reckitt Benckiser Group Plc N/A N/A N 9000000.00 8990010.00 0.0006 N 8989290.00 8989290.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0LD6 Other Commercial Paper N First Tier Security N/A N/A 2012-11-13 2012-11-13 N Y Reckitt Benckiser Group Plc N/A N/A N 16000000.00 15964066.67 0.0011 N 15970080.00 15970080.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.480000% 7562E0MB9 Other Commercial Paper N First Tier Security N/A N/A 2012-12-11 2012-12-11 N Y Reckitt Benckiser Group Plc N/A N/A N 4000000.00 3989706.66 0.0003 N 3990720.00 3990720.00 Royal Bank of Canada Royal Bank of Canada 0.150000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 85000000.00 85000000.00 0.0060 Security is a time deposit. 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AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 57000000.00 57000000.00 0.0040 N 56993730.00 56993730.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E2FB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N Y Letter of Credit HSBC Bank Plc N/A N/A 45000000.00 44997500.00 0.0032 N 44997300.00 44997300.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2GR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 50000000.00 49977500.00 0.0035 N 49980500.00 49980500.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 106000000.00 106000000.00 0.0075 N 106001060.00 106001060.00 State Street Corp State Street Corp 0.190000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 3000000.00 2999810.00 0.0002 N 2999820.00 2999820.00 State Street Corp State Street Corp 0.240000% 85747JFF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 66000000.00 65993840.00 0.0046 N 65995380.00 65995380.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EJJ8 Government Agency Debt N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7998160.00 0.0006 N 7998080.00 7998080.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGZ2 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 38753000.00 38740792.81 0.0027 N 38739823.98 38739823.98 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHA6 Government Agency Debt N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 75000000.00 74975250.00 0.0053 N 74973750.00 74973750.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FHD0 Government Agency Debt N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49982500.00 0.0035 N 49981000.00 49981000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257G2B8 Government Agency Debt N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 57000000.00 56974920.00 0.0040 N 56973210.00 56973210.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GV26 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998800.00 0.0007 N 9999100.00 9999100.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JP43 Government Agency Debt N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 11000000.00 10999285.00 0.0008 N 10999560.00 10999560.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JQ75 Government Agency Debt N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15427000.00 15424531.68 0.0011 N 15424840.22 15424840.22 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2F0 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47748000.00 47747283.78 0.0034 N 47747522.52 47747522.52 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 13834000.00 13830610.67 0.0010 N 13830541.50 13830541.50 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K5X8 Government Agency Debt N 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Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 4000000.00 4000000.00 0.0003 N 3999960.00 3999960.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.170000% 86562WZT8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 65000000.00 65000000.00 0.0046 N 64999350.00 64999350.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.260000% 86959B6K6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 70000000.00 70000000.00 0.0049 N 70004200.00 70004200.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.265000% 86959B6N0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 2000000.00 2000000.00 0.0001 N 2000140.00 2000140.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.265000% 86959B6P5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 35000000.00 35000000.00 0.0025 N 35002450.00 35002450.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 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37977960.00 37977960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112XGJ8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 10000000.00 10000000.00 0.0007 N 10000000.00 10000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112XQH1 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 43000000.00 43000000.00 0.0030 N 43000430.00 43000430.00 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 0.0063 N 89002670.00 89002670.00 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 23000920.00 23000920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112XWJ0 Certificate of Deposit N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 190000000.00 190000000.00 0.0134 N 190000000.00 190000000.00 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 0.0106 N 150007500.00 150007500.00 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 50003500.00 50003500.00 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 71912700.00 0.0051 N 71955360.00 71955360.00 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 34926850.00 0.0025 N 34944000.00 34944000.00 UBS Securities LLC UBS Securities LLC 0.220000% 99EPPA003_0.2200_M120601_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2032-05-01 4.000000 Government Agency Debt 26007137.00 28029305.24 Fannie Mae 2036-04-01 6.000000 Government Agency Debt 70038522.00 28071520.35 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 27249561.00 27643623.55 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 26814762.00 28210515.05 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 20877327.00 22494442.99 Freddie Mac 2041-09-01 4.500000 Government Agency Debt 8316618.00 8350592.87 First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 140000000.00 140000000.00 0.0099 N 140000000.00 140000000.00 Union Bank, NA Union Bank, NA 0.440000% 90527MA63 Certificate of Deposit N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N N 53000000.00 53000000.00 0.0037 N 53007950.00 53007950.00 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 1999900.00 1999900.00 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 10997470.00 0.0008 N 10997360.00 10997360.00 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 20995065.00 0.0015 N 20994960.00 20994960.00 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 6998226.67 0.0005 N 6998110.00 6998110.00 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 5998640.00 0.0004 N 5998380.00 5998380.00 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 89973000.00 0.0063 N 89964900.00 89964900.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KF56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 20000000.00 19999555.56 0.0014 N 19999400.00 19999400.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KFE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 69000000.00 68995016.67 0.0049 N 68993790.00 68993790.00 Westpac Banking Corp Westpac Banking Corp 0.328800% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-06 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 12998960.00 12998960.00 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 3999280.00 3999280.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 96121TNF1 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-11-26 N N N 79000000.00 79000000.00 0.0056 N 79000000.00 79000000.00 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 16984445.00 0.0012 N 16991160.00 16991160.00 Westpac Banking Corp Westpac Banking Corp 0.428800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-07 2013-02-07 N N N 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 27992844.44 0.0020 N 27990480.00 27990480.00 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 5997141.67 0.0004 N 5995980.00 5995980.00 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 607641.53 607641.53 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 133939.61 133939.61 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 1030393.34 1030393.34 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 175082.97 175082.97 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GF44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 13000000.00 12999675.00 0.0009 N 12999740.00 12999740.00 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GFC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 86000000.00 85992116.67 0.0061 N 85994840.00 85994840.00