0001145549-14-002871.txt : 20140325 0001145549-14-002871.hdr.sgml : 20140325 20140325142008 ACCESSION NUMBER: 0001145549-14-002871 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120131 FILED AS OF DATE: 20140325 DATE AS OF CHANGE: 20140325 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: 14715579 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 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-01-31 0000857156 S000004505 2 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 35 47 19749614658.34 3753579.48 9779227.24 19743589010.58 0.0024 1.0001 2012-01-31 1.0001 2012-01-31 C000012379 1.00 5666582052.44 1.00 -368385525.56 1405331474.43 1773716999.99 0.0001 1.0001 2012-01-31 1.0001 2012-01-31 C000012380 1.00 14077006958.14 1.00 -649501889.92 4639758016.44 5289259906.36 0.0001 1.0001 2012-01-31 1.0001 2012-01-31 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086LB21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 40000000.00 39999722.22 0.0020 N 39999600.00 39999600.00 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086LB70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 9000000.00 8999625.00 0.0005 N 8999730.00 8999730.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086LBG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 130000000.00 129987000.00 0.0066 N 129989600.00 129989600.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LBM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1999744.45 0.0001 N 1999800.00 1999800.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LB82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 19000000.00 18998965.56 0.0010 N 18999240.00 18999240.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LB90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 27000000.00 26998320.00 0.0014 N 26998650.00 26998650.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LBD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15998506.67 0.0008 N 15998880.00 15998880.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.230000% 03221LBN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 23900000.00 23896793.42 0.0012 N 23897132.00 23897132.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221LBN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7998973.33 0.0004 N 7999040.00 7999040.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.180000% 03221LBQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 28000000.00 27996780.00 0.0014 N 27996360.00 27996360.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.200000% 03221LBU3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15997600.00 0.0008 N 15997600.00 15997600.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 87000000.00 86999275.00 0.0044 N 86999130.00 86999130.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999966.67 0.0001 N 1999960.00 1999960.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.440000% 04014AB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 55000000.00 54996638.88 0.0028 N 54998350.00 54998350.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.280000% 04014AB93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 53000000.00 52996702.22 0.0027 N 52997350.00 52997350.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.260000% 04014ABM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 15000000.00 14997833.33 0.0008 N 14998350.00 14998350.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBL6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 71000000.00 71000000.00 0.0036 N 71014200.00 71014200.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBS1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 43000000.00 43000000.00 0.0022 N 43009460.00 43009460.00 Bank of America, NA Bank of America, NA 0.911200% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-04-23 2012-08-22 N N N 147000000.00 147000000.00 0.0074 N 147049980.00 147049980.00 Bank of America, NA Bank of America, NA 0.260000% 0605C05L2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 165000000.00 165000000.00 0.0084 N 165000000.00 165000000.00 Bank of America, NA Bank of America, NA 0.260000% 0605C05N8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Bank of America, NA Bank of America, NA 0.240000% 0605C05P3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 50000000.00 50000000.00 0.0025 N 49999500.00 49999500.00 Bank of Montreal Bank of Montreal 0.080000% 06366WF25 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 15000000.00 15000000.00 0.0008 N 14999700.00 14999700.00 Bank of Montreal Bank of Montreal 0.070000% 06366WG57 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 38000000.00 38000000.00 0.0019 N 38000000.00 38000000.00 Bank of Montreal Bank of Montreal 0.110000% 06366WK86 Certificate of Deposit N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 168000000.00 168000000.00 0.0085 N 167998320.00 167998320.00 Bank of Montreal Bank of Montreal 0.230000% 06366WWH3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 42000000.00 42000000.00 0.0021 N 42003360.00 42003360.00 Bank of Nova Scotia Bank of Nova Scotia 0.310000% 06417ENK5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 21000000.00 21000000.00 0.0011 N 21001050.00 21001050.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 33000000.00 33000000.00 0.0017 N 33023760.00 33023760.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EPL1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 123000000.00 123000000.00 0.0062 N 123100860.00 123100860.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQH9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 5000000.00 5000000.00 0.0003 N 5004400.00 5004400.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417EVW0 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 65000000.00 65000000.00 0.0033 N 65006500.00 65006500.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EWZ2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 59000000.00 59000000.00 0.0030 N 59002360.00 59002360.00 Bank of Nova Scotia Bank of Nova Scotia 0.355300% 06417EXR9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-27 2012-07-26 N N N 113000000.00 113000000.00 0.0057 N 113016950.00 113016950.00 Bank of the West Bank of the West 0.255000% 0642G0XD8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 59000000.00 59000000.00 0.0030 N 59000000.00 59000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000% 06538EBY2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 33000000.00 33000000.00 0.0017 N 33000000.00 33000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000% 06538EDR5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 60000000.00 60000000.00 0.0030 N 59998800.00 59998800.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000% 06538EFN2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 91000000.00 91000000.00 0.0046 N 90996360.00 90996360.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06740M4F7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N N 80000000.00 80000000.00 0.0041 N 80000000.00 80000000.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06740M4P5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 65000000.00 65000000.00 0.0033 N 64991550.00 64991550.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 80000000.00 80000000.00 0.0041 N 80004000.00 80004000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 00799J004_0.1900_M120201_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2012-07-19 0.00 Treasury Debt 150371000.00 150313859.02 United States Treasury Department 2012-07-31 0.625000 Treasury Debt 92143700.00 92385116.49 United States Treasury Department 2013-10-31 2.750000 Treasury Debt 113584400.00 119401119.53 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 355000000.00 355000000.00 0.0180 N 355000000.00 355000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 07699U005_0.1200_M120207_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2033-09-01 2.343000 Government Agency Debt 22000000.00 3320110.62 Fannie Mae 2033-09-01 2.403000 Government Agency Debt 20030252.00 3237204.59 Fannie Mae 2034-01-01 2.540000 Government Agency Debt 50000000.00 3902885.88 Fannie Mae 2034-03-01 2.480000 Government Agency Debt 33830314.00 3562982.09 Fannie Mae 2034-07-01 2.170000 Government Agency Debt 45787072.00 3972567.33 Fannie Mae 2034-07-01 2.366000 Government Agency Debt 13680000.00 4192091.95 Fannie Mae 2034-07-01 2.482000 Government Agency Debt 19197609.00 4161558.43 Fannie Mae 2034-07-01 2.526000 Government Agency Debt 93447220.00 4277311.41 Fannie Mae 2034-08-01 2.436000 Government Agency Debt 234664.00 107390.47 Fannie Mae 2034-12-01 2.309000 Government Agency Debt 27490937.00 3315938.42 Fannie Mae 2035-01-01 2.360000 Government Agency Debt 23834582.00 3537989.18 Fannie Mae 2035-01-01 2.400000 Government Agency Debt 32195000.00 3327275.42 Fannie Mae 2035-03-01 2.423000 Government Agency Debt 21493663.00 3615137.27 Fannie Mae 2035-10-01 2.161000 Government Agency Debt 17800000.00 3856389.68 Fannie Mae 2036-02-01 2.647000 Government Agency Debt 14001361.00 3236315.25 Fannie Mae 2036-10-01 6.164000 Government Agency Debt 15098384.00 3364235.74 Fannie Mae 2036-11-01 2.662000 Government Agency Debt 23415028.00 4057536.78 Fannie Mae 2037-04-01 5.514000 Government Agency Debt 16950000.00 3179220.52 Fannie Mae 2037-05-01 5.859000 Government Agency Debt 18457479.00 3429823.55 Fannie Mae 2037-09-01 5.809000 Government Agency Debt 12494779.00 3574328.61 Fannie Mae 2037-09-01 5.988000 Government Agency Debt 2157613.00 475031.40 Fannie Mae 2037-11-01 5.866000 Government Agency Debt 17179506.00 3725706.26 Fannie Mae 2037-11-01 6.161000 Government Agency Debt 16276233.00 3238973.14 Fannie Mae 2037-12-01 5.714000 Government Agency Debt 10070181.00 3641283.92 Fannie Mae 2038-01-01 5.256000 Government Agency Debt 11000000.00 3334883.35 Fannie Mae 2038-02-01 5.490000 Government Agency Debt 15600000.00 3648543.65 Fannie Mae 2038-05-01 4.855000 Government Agency Debt 731984.00 272931.08 Fannie Mae 2038-08-01 5.756000 Government Agency Debt 10006464.00 3130964.86 Fannie Mae 2040-03-01 4.408000 Government Agency Debt 4602559.00 3126469.93 Fannie Mae 2041-06-01 2.420000 Government Agency Debt 4500000.00 4252530.03 Fannie Mae 2041-06-01 3.137000 Government Agency Debt 4500000.00 3932387.85 Fannie Mae 2041-06-01 3.549000 Government Agency Debt 15972815.00 14894266.68 Fannie Mae 2041-06-01 3.865000 Government Agency Debt 3813693.00 3478344.00 Fannie Mae 2041-08-01 2.835000 Government Agency Debt 3682050.00 3733566.23 Fannie Mae 2041-09-01 3.487000 Government Agency Debt 4222399.00 4104867.76 Fannie Mae 2041-11-01 2.951000 Government Agency Debt 3300000.00 3378075.55 Fannie Mae 2042-02-01 2.554000 Government Agency Debt 3471040.00 3602881.67 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y BARCLAYS CAPITAL INC N/A N/A N N 130000000.00 130000000.00 0.0066 N 129994800.00 129994800.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M120207_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2020-11-01 3.379000 Government Agency Debt 5314000.00 5645566.14 Fannie Mae 2021-05-15 9.426000 Government Agency Debt 4482577.00 784328.05 Fannie Mae 2022-05-25 4.250000 Government Agency Debt 60000000.00 3777081.11 Fannie Mae 2022-09-25 4.500000 Government Agency Debt 11300000.00 3188133.24 Fannie Mae 2023-12-25 3.500000 Government Agency Debt 6545000.00 4906038.89 Fannie Mae 2024-02-01 5.569000 Government Agency Debt 4500000.00 4968093.23 Fannie Mae 2025-08-25 3.500000 Government Agency Debt 5000000.00 3649465.45 Fannie Mae 2027-07-15 10.018000 Government Agency Debt 4502365.00 246312.35 Fannie Mae 2028-01-01 2.521000 Government Agency Debt 866063.00 8121.57 Fannie Mae 2031-10-25 0.794000 Government Agency Debt 21580000.00 3488351.82 Fannie Mae 2032-02-25 5.000000 Government Agency Debt 4500000.00 4704289.50 Fannie Mae 2033-07-25 6.252000 Government Agency Debt 75800000.00 4154715.87 Fannie Mae 2033-11-01 2.486000 Government Agency Debt 4200802.00 218683.83 Fannie Mae 2034-04-01 2.538000 Government Agency Debt 23795654.00 4022572.73 Fannie Mae 2034-08-01 2.436000 Government Agency Debt 647162.00 296164.00 Fannie Mae 2035-02-01 4.740000 Government Agency Debt 23655248.00 5111854.33 Fannie Mae 2035-04-01 2.115000 Government Agency Debt 14265927.00 4986456.76 Fannie Mae 2035-09-01 2.479000 Government Agency Debt 1100000.00 317747.12 Fannie Mae 2035-09-01 2.528000 Government Agency Debt 240000.00 96798.97 Fannie Mae 2035-10-01 2.069000 Government Agency Debt 18399121.00 2987774.28 Fannie Mae 2035-10-01 2.111000 Government Agency Debt 50000000.00 7192546.69 Fannie Mae 2035-10-01 2.163000 Government Agency Debt 50013319.00 7352998.80 Fannie Mae 2035-11-01 2.542000 Government Agency Debt 1100000.00 401792.87 Fannie Mae 2036-05-01 2.473000 Government Agency Debt 1675523.00 1764140.15 Fannie Mae 2036-06-01 2.075000 Government Agency Debt 11200000.00 3712319.58 Fannie Mae 2036-07-01 2.523000 Government Agency Debt 4690000.00 1347667.79 Fannie Mae 2036-07-01 5.992000 Government Agency Debt 14000000.00 4626152.38 Fannie Mae 2036-09-01 2.590000 Government Agency Debt 3100000.00 913138.59 Fannie Mae 2036-10-01 2.498000 Government Agency Debt 12360953.00 2598302.83 Fannie Mae 2036-10-01 2.533000 Government Agency Debt 7462597.00 2004948.26 Fannie Mae 2036-10-25 6.000000 Government Agency Debt 25000000.00 4493854.59 Fannie Mae 2036-11-01 4.274000 Government Agency Debt 10884651.00 2114527.93 Fannie Mae 2036-11-01 5.907000 Government Agency Debt 25004556.00 5513481.19 Fannie Mae 2037-01-01 2.573000 Government Agency Debt 29845210.00 7191331.06 Fannie Mae 2037-01-01 3.402000 Government Agency Debt 470000.00 107431.07 Fannie Mae 2037-01-01 5.668000 Government Agency Debt 20605023.00 5659356.51 Fannie Mae 2037-02-01 6.024000 Government Agency Debt 2000000.00 387517.45 Fannie Mae 2037-03-25 4.500000 Government Agency Debt 15000000.00 4680911.93 Fannie Mae 2037-04-01 2.981000 Government Agency Debt 2597169.00 1077708.56 Fannie Mae 2037-04-01 5.652000 Government Agency Debt 20000000.00 5128839.07 Fannie Mae 2037-08-01 6.109000 Government Agency Debt 15271324.00 4478321.95 Fannie Mae 2037-09-01 5.675000 Government Agency Debt 14487595.00 4075902.94 Fannie Mae 2037-09-01 5.988000 Government Agency Debt 17917773.00 3944870.90 Fannie Mae 2037-11-25 0.864000 Government Agency Debt 13300000.00 3389811.08 Fannie Mae 2038-01-01 5.830000 Government Agency Debt 20041172.00 4892324.86 Fannie Mae 2038-01-01 6.121000 Government Agency Debt 14559302.00 4747538.05 Fannie Mae 2038-02-01 2.915000 Government Agency Debt 13080400.00 5357639.63 Fannie Mae 2038-03-25 1.014000 Government Agency Debt 10000000.00 4488486.24 Fannie Mae 2038-05-01 4.685000 Government Agency Debt 15384956.00 3901978.54 Fannie Mae 2038-08-01 4.996000 Government Agency Debt 4939951.00 5210407.67 Fannie Mae 2039-12-01 4.355000 Government Agency Debt 6413945.00 4830205.86 Fannie Mae 2040-03-01 3.632000 Government Agency Debt 535485.00 291689.31 Fannie Mae 2040-03-01 4.038000 Government Agency Debt 9916749.00 7490726.48 Fannie Mae 2040-10-01 3.159000 Government Agency Debt 8175000.00 4899515.02 Fannie Mae 2040-11-01 2.954000 Government Agency Debt 2758472.00 2110877.45 Fannie Mae 2040-12-01 3.258000 Government Agency Debt 694004.00 441599.69 Fannie Mae 2041-02-01 3.103000 Government Agency Debt 16627545.00 12689373.71 Fannie Mae 2041-11-01 2.872000 Government Agency Debt 741996.00 745613.89 Fannie Mae 2041-11-01 2.876000 Government Agency Debt 1222755.00 1271811.10 Fannie Mae 2041-11-01 3.176000 Government Agency Debt 11257058.00 11318732.83 Fannie Mae 2041-12-01 2.847000 Government Agency Debt 150000.00 153989.60 Fannie Mae 2042-01-01 3.372000 Government Agency Debt 1340204.00 1410712.13 Fannie Mae 2042-02-01 3.045900 Government Agency Debt 342352.00 357570.66 Fannie Mae 2042-02-01 3.097900 Government Agency Debt 7045681.00 7366954.07 Fannie Mae 2044-04-01 1.408000 Government Agency Debt 54152574.00 5487721.65 Fannie Mae 2048-04-25 5.000000 Government Agency Debt 10000000.00 10659246.67 Freddie Mac 2016-12-15 2.120000 Government Agency Debt 250000.00 675.65 Freddie Mac 2018-12-15 4.000000 Government Agency Debt 12304.00 1519.08 Freddie Mac 2021-10-15 4.000000 Government Agency Debt 100000000.00 4214083.25 Freddie Mac 2022-08-15 4.250000 Government Agency Debt 86500000.00 4266671.75 Freddie Mac 2022-09-15 4.000000 Government Agency Debt 9567869.00 4552403.26 Freddie Mac 2024-04-15 5.000000 Government Agency Debt 4000000.00 4112982.67 Freddie Mac 2025-03-15 3.500000 Government Agency Debt 4650000.00 4341519.98 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 34220000.00 3277179.95 Freddie Mac 2034-06-15 5.000000 Government Agency Debt 43530025.00 47444360.93 Freddie Mac 2035-06-15 6.000000 Government Agency Debt 17033718.00 3907881.12 Freddie Mac 2036-03-15 0.648000 Government Agency Debt 8200000.00 3347105.15 Freddie Mac 2036-06-15 4.000000 Government Agency Debt 3992203.00 4259657.98 Freddie Mac 2037-06-15 6.000000 Government Agency Debt 37840000.00 4417024.79 Freddie Mac 2037-08-15 4.000000 Government Agency Debt 3500000.00 3216573.63 Freddie Mac 2037-10-15 0.868300 Government Agency Debt 10000000.00 3845915.68 Freddie Mac 2037-11-15 4.000000 Government Agency Debt 4000000.00 4154171.55 Freddie Mac 2038-02-15 1.008300 Government Agency Debt 10000000.00 3857445.82 Freddie Mac 2039-11-15 4.500000 Government Agency Debt 5612473.00 1813224.76 Freddie Mac 2040-10-15 4.000000 Government Agency Debt 1000000.00 1052548.51 GNMA 2023-03-16 3.000000 Government Agency Debt 1337222.00 877164.92 GNMA 2032-03-16 5.000000 Government Agency Debt 10000000.00 3862554.41 GNMA 2033-10-20 0.680900 Government Agency Debt 54500000.00 4146901.60 GNMA 2034-04-16 0.583000 Government Agency Debt 38373901.00 4992339.65 GNMA 2035-12-16 4.500000 Government Agency Debt 5750000.00 3964291.49 GNMA 2040-02-16 3.853000 Government Agency Debt 5000000.00 4275912.99 GNMA 2040-04-20 0.780900 Government Agency Debt 6698807.00 5194508.20 GNMA 2040-04-20 1.120900 Government Agency Debt 21451903.00 16721274.04 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y BARCLAYS CAPITAL INC N/A N/A N N 375000000.00 375000000.00 0.0190 N 375000000.00 375000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.220000% 06737HB32 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N Y Barclays Bank Plc N/A N/A N 2000000.00 1999975.56 0.0001 N 1999980.00 1999980.00 Barclays US Funding Corp Barclays US Funding Corp 0.220000% 06737HB81 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N Y Barclays Bank Plc N/A N/A N 31000000.00 30998673.89 0.0016 N 30999070.00 30999070.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.190000% 0554M2BG1 Other Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N Y BHP Billiton Ltd N/A N/A N 56000000.00 55995566.67 0.0028 N 55994960.00 55994960.00 BNP Paribas BNP Paribas 0.580000% 05572NDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 24000000.00 24000000.00 0.0012 N 24001440.00 24001440.00 BNP Paribas BNP Paribas 0.570000% 05572NDH6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 13000000.00 13000000.00 0.0007 N 13001430.00 13001430.00 BNP Paribas BNP Paribas 0.560000% 05572NDU7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 21000000.00 21000000.00 0.0011 N 21001260.00 21001260.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.240000% 987WVU007_0.2400_M120201_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2025-12-01 3.500000 Government Agency Debt 44017451.00 41562682.50 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 61475381.00 62596877.71 Freddie Mac 2039-01-01 5.500000 Government Agency Debt 190775641.00 62261687.24 Freddie Mac 2039-06-01 4.500000 Government Agency Debt 66458504.00 59792800.20 Freddie Mac 2040-08-15 4.500000 Government Agency Debt 60707602.00 60377741.12 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 40781769.00 41745472.39 GNMA 2040-02-15 6.000000 Government Agency Debt 100000000.00 65089284.28 GNMA 2041-03-20 4.500000 Government Agency Debt 61370684.00 61387681.64 GNMA 2042-01-15 3.500000 Government Agency Debt 56999141.00 60185772.98 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 500000000.00 500000000.00 0.0253 N 500000000.00 500000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.240000% 0556X0DK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-19 2012-04-19 N Y Bank of New Zealand N/A N/A N 5000000.00 4997400.00 0.0003 N 4995250.00 4995250.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDT4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 25000000.00 25000000.00 0.0013 N 25000250.00 25000250.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDV9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 9000000.00 9000000.00 0.0005 N 9000090.00 9000090.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.300000% 10513DFD7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 38000000.00 38000000.00 0.0019 N 37995060.00 37995060.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.310000% 10513DGA2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 50000000.00 50000000.00 0.0025 N 49976000.00 49976000.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.250000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 22000000.00 0.0011 N 22000000.00 22000000.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 78000000.00 77998310.00 0.0040 N 77999220.00 77999220.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21998533.33 0.0011 N 21999560.00 21999560.00 CAFCO, LLC CAFCO, LLC 0.430000% 12476EC64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21991065.55 0.0011 N 21997580.00 21997580.00 CAFCO, LLC CAFCO, LLC 0.270000% 12476ED55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N Y Letter of Credit Citibank NA N/A N/A 11000000.00 10994720.00 0.0006 N 10997360.00 10997360.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EDA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3996090.00 0.0002 N 3998920.00 3998920.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N Y Letter of Credit Citibank NA N/A N/A 31000000.00 30924024.17 0.0016 N 30968070.00 30968070.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.368900% 13606X4R6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-21 2012-07-23 N N N 92000000.00 92000000.00 0.0047 N 92010120.00 92010120.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.220000% 13606YBG0 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 181000000.00 181000000.00 0.0092 N 181014480.00 181014480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.210000% 13606YBK1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 20000000.00 20000000.00 0.0010 N 20001200.00 20001200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.280000% 1373X2BA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 49000000.00 48996570.00 0.0025 N 48997550.00 48997550.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 1373X2BH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 91000000.00 90989888.88 0.0046 N 90991810.00 90991810.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 1373X2BM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 11000000.00 10998411.11 0.0006 N 10998790.00 10998790.00 Chariot Funding, LLC Chariot Funding, LLC 0.150000% 15963TB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7300000.00 7299939.17 0.0004 N 7299927.00 7299927.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TB73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23000000.00 22999118.33 0.0012 N 22999540.00 22999540.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TB73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 11000000.00 10999596.67 0.0006 N 10999780.00 10999780.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TB81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14999358.33 0.0008 N 14999700.00 14999700.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TBM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1999755.56 0.0001 N 1999900.00 1999900.00 Chariot Funding, LLC Chariot Funding, LLC 0.160000% 15963TCF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10003000.00 10001088.32 0.0005 N 10001799.64 10001799.64 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TE70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 57000000.00 56961999.98 0.0029 N 56976630.00 56976630.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TE88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2997979.17 0.0002 N 2998740.00 2998740.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TE96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 85000000.00 84942152.78 0.0043 N 84963450.00 84963450.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RQN6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 56000000.00 56000000.00 0.0028 N 55967520.00 55967520.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RQP1 Certificate of Deposit N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 20000000.00 20000000.00 0.0010 N 19988400.00 19988400.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RQR7 Certificate of Deposit N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 27000000.00 27000000.00 0.0014 N 26977320.00 26977320.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BB12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 100000000.00 0.0051 N 100000000.00 100000000.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BBM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999111.11 0.0002 N 3999760.00 3999760.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BD93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7992444.44 0.0004 N 7997920.00 7997920.00 Ciesco, LLC Ciesco, LLC 0.550000% 17178BEG6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Letter of Credit Citibank NA N/A N/A 19000000.00 18969520.83 0.0010 N 18991070.00 18991070.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BGA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13968266.67 0.0007 N 13987400.00 13987400.00 Citibank, NA Citibank, NA 0.520000% 1730D2R20 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 54000000.00 54000000.00 0.0027 N 54031860.00 54031860.00 Citibank, NA Citibank, NA 0.520000% 1730D2R53 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 5000000.00 5000000.00 0.0003 N 5003000.00 5003000.00 Citibank, NA Citibank, NA 0.600000% 1730D2S94 Certificate of Deposit N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 2000000.00 2000000.00 0.0001 N 2001560.00 2001560.00 Citibank, NA Citibank, NA 0.350000% 1730D2T51 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 134000000.00 134000000.00 0.0068 N 134025460.00 134025460.00 Cleveland Airport System Taxable Revenue Bonds Series 2008F 0.110000% 186352MF4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 29000000.00 29000000.00 0.0015 N 29000000.00 29000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.491100% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-05-18 N N N 135000000.00 135000000.00 0.0068 N 135004050.00 135004050.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.612300% 20272ABF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-22 2012-06-22 N N N 123000000.00 122961122.19 0.0062 N 122954490.00 122954490.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.630000% 20272DFF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 25000000.00 24940937.50 0.0013 N 24945250.00 24945250.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.360000% 971MDH006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 186000000.00 186000000.00 0.0094 N 186087420.00 186087420.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 971ULL000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 49000000.00 49000000.00 0.0025 N 49014210.00 49014210.00 CRC Funding, LLC CRC Funding, LLC 0.400000% 12622UB13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 188000000.00 188000000.00 0.0095 N 188000000.00 188000000.00 CRC Funding, LLC CRC Funding, LLC 0.580000% 12622UEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Citibank NA N/A N/A 73000000.00 72875332.22 0.0037 N 72884660.00 72884660.00 CRC Funding, LLC CRC Funding, LLC 0.510000% 12622UGA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3990933.33 0.0002 N 3987680.00 3987680.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 22799D001_0.1800_M120201_2M47 0001230485 Treasury Repurchase Agreement Y United States Treasury Department 2041-05-15 4.375000 Treasury Debt 27665000.00 35706241.47 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 35000000.00 35000000.00 0.0018 N 35000000.00 35000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 22799D001_0.2100_M120201_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2018-08-15 5.000000 Government Agency Debt 6000000.00 961175.32 Freddie Mac 2029-01-15 6.000000 Government Agency Debt 6491746.00 526890.62 Freddie Mac 2030-02-15 6.000000 Government Agency Debt 7500399.00 6770440.35 Freddie Mac 2031-05-20 5.500000 Government Agency Debt 7711365.00 769871.20 Freddie Mac 2031-09-15 6.000000 Government Agency Debt 8510000.00 636903.70 Freddie Mac 2033-09-15 5.000000 Government Agency Debt 8113397.00 2326293.80 Freddie Mac 2033-09-15 5.000000 Government Agency Debt 5685385.00 1451603.24 Freddie Mac 2033-10-15 5.000000 Government Agency Debt 7712248.00 2111355.51 Freddie Mac 2033-10-15 6.000000 Government Agency Debt 6439301.00 2289807.18 Freddie Mac 2034-01-15 6.000000 Government Agency Debt 5912162.00 714508.81 Freddie Mac 2035-07-20 6.000000 Government Agency Debt 5268000.00 1443452.04 Freddie Mac 2035-09-20 5.000000 Government Agency Debt 7500000.00 4448882.64 Freddie Mac 2036-05-15 6.000000 Government Agency Debt 8278577.00 2087895.67 Freddie Mac 2036-08-15 6.000000 Government Agency Debt 5762067.00 1017506.04 Freddie Mac 2036-10-15 6.000000 Government Agency Debt 6782006.00 1411335.69 Freddie Mac 2037-01-15 3.430000 Government Agency Debt 7947000.00 8390144.82 Freddie Mac 2037-04-20 5.000000 Government Agency Debt 8087766.00 3251027.96 Freddie Mac 2037-07-15 3.630000 Government Agency Debt 7404400.00 7885783.52 Freddie Mac 2037-08-15 6.000000 Government Agency Debt 7240000.00 5457485.93 Freddie Mac 2038-01-15 3.120000 Government Agency Debt 5734300.00 5948842.84 Freddie Mac 2038-05-15 6.500000 Government Agency Debt 6028046.00 1577304.68 Freddie Mac 2038-09-15 6.500000 Government Agency Debt 6743533.00 1384136.84 Freddie Mac 2038-09-20 6.000000 Government Agency Debt 6000000.00 632428.45 Freddie Mac 2039-04-15 5.000000 Government Agency Debt 5799960.00 4878028.52 Freddie Mac 2039-05-15 4.500000 Government Agency Debt 6248400.00 5533123.65 Freddie Mac 2039-06-15 4.500000 Government Agency Debt 7800000.00 7466612.76 Freddie Mac 2039-06-15 4.500000 Government Agency Debt 6700000.00 6242990.57 Freddie Mac 2039-09-20 5.500000 Government Agency Debt 8127371.00 2427647.21 Freddie Mac 2039-10-20 4.500000 Government Agency Debt 6200000.00 4783003.57 Freddie Mac 2040-02-20 5.000000 Government Agency Debt 8553878.00 5180762.84 Freddie Mac 2040-05-15 5.050000 Government Agency Debt 7795829.00 7598001.41 Freddie Mac 2040-05-20 5.500000 Government Agency Debt 6258492.00 3431143.38 Freddie Mac 2040-06-15 3.550000 Government Agency Debt 6857052.00 7237167.38 Freddie Mac 2040-06-20 5.000000 Government Agency Debt 6109387.00 5116535.72 Freddie Mac 2040-07-15 4.500000 Government Agency Debt 6321543.00 6527793.64 Freddie Mac 2040-08-15 4.000000 Government Agency Debt 7466534.00 7881338.97 Freddie Mac 2040-09-15 4.500000 Government Agency Debt 7408505.00 7792364.57 Freddie Mac 2040-10-20 5.000000 Government Agency Debt 7599880.00 7135693.53 Freddie Mac 2040-11-15 4.500000 Government Agency Debt 8000000.00 8497612.00 Freddie Mac 2041-01-20 4.500000 Government Agency Debt 5759093.00 5703992.88 Freddie Mac 2041-03-15 4.500000 Government Agency Debt 7992074.00 8236534.85 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 8479419.00 9020974.83 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 8388112.00 9009459.26 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 7907554.00 8489269.49 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 5870987.00 6388649.02 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 8563724.00 9338288.75 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 7730657.00 8426622.82 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 5967979.00 6459568.80 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 6065952.00 6302705.12 Freddie Mac 2041-07-15 4.500000 Government Agency Debt 5837072.00 6081390.17 Freddie Mac 2041-08-15 4.000000 Government Agency Debt 6253717.00 6742146.25 Freddie Mac 2041-08-15 4.500000 Government Agency Debt 6133247.00 6732488.63 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 8347578.00 9019808.85 Freddie Mac 2041-10-15 4.500000 Government Agency Debt 6413922.00 7009164.68 Freddie Mac 2041-12-15 3.500000 Government Agency Debt 6746285.00 7103772.78 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 7127948.00 7505660.23 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 6331589.00 6667101.91 Freddie Mac 2042-01-15 4.045000 Government Agency Debt 7696800.00 8076734.52 Freddie Mac 2045-10-15 5.550000 Government Agency Debt 8194103.00 8066940.97 Freddie Mac 2045-11-15 3.650000 Government Agency Debt 8081600.00 8572527.40 Freddie Mac 2046-11-15 3.550000 Government Agency Debt 6350000.00 6692916.02 Freddie Mac 2046-12-15 3.230000 Government Agency Debt 7300000.00 7564524.89 Freddie Mac 2046-12-15 3.700000 Government Agency Debt 7648000.00 8148832.02 Freddie Mac 2047-01-15 3.340000 Government Agency Debt 6151200.00 6421811.92 Freddie Mac 2047-01-15 3.370000 Government Agency Debt 5752600.00 6002601.20 Freddie Mac 2047-01-15 4.045000 Government Agency Debt 6965600.00 7301738.08 Freddie Mac 2047-02-15 3.280000 Government Agency Debt 8313000.00 8632042.26 Freddie Mac 2048-12-15 3.440000 Government Agency Debt 8376435.00 8764374.23 Freddie Mac 2051-06-15 5.650000 Government Agency Debt 8384599.00 9441991.42 Freddie Mac 2051-09-15 5.625000 Government Agency Debt 8049239.00 9068307.42 Freddie Mac 2051-10-15 5.390000 Government Agency Debt 7626759.00 8648053.30 Freddie Mac 2051-12-15 4.730000 Government Agency Debt 6370392.00 6791817.41 Freddie Mac 2051-12-15 4.900000 Government Agency Debt 7472422.00 8054248.81 Freddie Mac 2051-12-15 5.300000 Government Agency Debt 8664655.00 9600123.05 Freddie Mac 2052-07-15 4.975000 Government Agency Debt 6660980.00 7241523.96 Freddie Mac 2053-01-15 4.990000 Government Agency Debt 6681035.00 7288198.94 Freddie Mac 2053-02-15 4.020000 Government Agency Debt 8266236.00 8410437.27 GNMA 2013-03-15 7.000000 Government Agency Debt 6500000.00 4430.74 GNMA 2039-06-15 4.500000 Government Agency Debt 6676482.00 6290451.64 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 451511634.00 451511634.00 0.0229 N 451511634.00 451511634.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.450000% 2284K0B38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Canadian Imperial Bank of Commerce N/A N/A Credit / Liquidity Fannie Mae N/A N/A Credit / Liquidity Freddie Mac N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A Credit / Liquidity UBS AG N/A N/A 85000000.00 84997875.00 0.0043 N 84998300.00 84998300.00 Danske Bank A/S Danske Bank A/S 0.330000% 971UCL000 0001142175 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 81000000.00 81000000.00 0.0041 N 81001620.00 81001620.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 21599B009_0.2400_M120201_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-25 4.000000 Government Agency Debt 17830398.00 18875069.13 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 60399873.00 33124931.39 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 991JCA005_0.3000_M120201_2M47 0001074042 Other Repurchase Agreement N AFFILIATED MANAGERS GROUP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249998.64 AMDOCS LTD ORD 2012-01-31 N/A Other Instrument common stock or ETF 0.00 791977.60 BANK OF AMERICA CORPORATION COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249994.16 BOSTON SCIENTIFIC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249994.30 BROADRIDGE FINL SOLUTIONS INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 164248.76 CALPINE CORP COM NEW 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249990.52 CELANESE CORP DEL COM SER 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2396564.62 CLEAR CHANNEL OUTDOOR HLDGS CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 76260.00 COMMUNITY HEALTH SYS INC NEWCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2977508.16 DELPHI FINL GROUP INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249981.54 EL PASO CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 76037.10 ENTRAVISION COMMUNICATIONS CCL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 217486.00 GENWORTH FINL INC COM CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249995.40 GOODRICH CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249897.56 HANOVER INS GROUP INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249986.68 HOLLYFRONTIER CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249990.69 HUNTSMAN CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 525029.25 JOURNAL COMMUNICATIONS INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 660717.89 JPMORGAN CHASE & CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249996.14 KRONOS WORLDWIDE INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 724662.62 LYDALL INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 310763.25 MEDCO HEALTH SOLUTIONS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249947.33 PACKAGING CORP AMER COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 997669.28 POLARIS INDS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249970.71 RED LION HOTELS CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 281824.40 REGIONS FINANCIAL CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249996.42 ROCKWOOD HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249978.03 SOUTHERN UN CO NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249982.40 TEMPLE INLAND INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3249973.68 VISTEON CORP COM NEW 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2274805.44 WABCO HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2774563.56 WHITE MTNS INS GROUP LTD COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1000208.00 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 65000000.00 65000000.00 0.0033 Repurchase agreement collateralized by common stock and ETFs. N 65000000.00 65000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M120213_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2025-09-01 3.500000 Government Agency Debt 96033.00 76915.55 Freddie Mac 2026-10-01 3.000000 Government Agency Debt 3000000.00 3048478.23 Freddie Mac 2031-12-01 4.000000 Government Agency Debt 3053975.00 3236197.13 Freddie Mac 2037-07-01 5.500000 Government Agency Debt 9268297.00 2993015.11 Freddie Mac 2037-12-01 5.000000 Government Agency Debt 6500000.00 3033176.16 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 8900000.00 3452051.64 Freddie Mac 2038-09-01 5.000000 Government Agency Debt 413246.00 154900.54 Freddie Mac 2038-10-01 6.000000 Government Agency Debt 2631341.00 1079434.72 Freddie Mac 2038-10-01 7.000000 Government Agency Debt 6097629.00 3131890.23 Freddie Mac 2039-05-01 4.500000 Government Agency Debt 4005707.00 2960619.60 Freddie Mac 2039-09-01 6.500000 Government Agency Debt 3000000.00 3335153.72 Freddie Mac 2041-03-01 4.000000 Government Agency Debt 3499141.00 3296211.19 Freddie Mac 2041-04-01 4.500000 Government Agency Debt 3504445.00 3191897.28 Freddie Mac 2041-04-01 5.000000 Government Agency Debt 2946661.00 3132422.29 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 3302039.00 3381914.23 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 3050606.00 3149089.42 Freddie Mac 2041-08-01 5.000000 Government Agency Debt 2934417.00 3160383.45 Freddie Mac 2041-10-01 5.000000 Government Agency Debt 2800674.00 3025059.35 Freddie Mac 2041-12-01 4.500000 Government Agency Debt 3060135.00 3264904.57 First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 50000000.00 50000000.00 0.0025 Y 49998000.00 49998000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.130000% 99ETSZ007_0.1300_M120223_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-01-25 3.500000 Government Agency Debt 19208225.00 19917194.18 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 27026474.00 25536401.01 Fannie Mae 2040-03-25 7.000000 Government Agency Debt 5077664.00 5953884.21 GNMA 2033-11-16 5.500000 Government Agency Debt 23843300.00 27944903.94 GNMA 2036-10-16 2.500000 Government Agency Debt 30424884.00 27118845.97 GNMA 2037-10-16 2.250000 Government Agency Debt 30022821.00 28276938.06 GNMA 2039-07-20 1.180900 Government Agency Debt 19781904.00 19948484.06 GNMA 2040-04-20 0.680900 Government Agency Debt 27405309.00 27291018.15 GNMA 2040-07-20 4.500000 Government Agency Debt 26522672.00 27932941.78 GNMA 2041-04-16 4.000000 Government Agency Debt 18068324.00 19691877.34 GNMA 2041-11-20 7.000000 Government Agency Debt 13598491.00 15557824.03 First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 235000000.00 235000000.00 0.0119 Y 235000000.00 235000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120430_2M47 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2022-12-15 2.500000 Government Agency Debt 165349017.00 121771915.66 Freddie Mac 2028-04-15 3.500000 Government Agency Debt 74375000.00 52474347.55 Freddie Mac 2028-06-15 3.500000 Government Agency Debt 75000000.00 53303345.76 Freddie Mac 2033-10-15 7.000000 Government Agency Debt 64332666.00 75666816.54 Freddie Mac 2040-08-15 0.639600 Government Agency Debt 15292706.00 15099832.32 Freddie Mac 2040-09-15 4.500000 Government Agency Debt 59543000.00 65633117.58 Freddie Mac 2041-02-15 4.500000 Government Agency Debt 50702000.00 46416916.61 Freddie Mac 2041-12-15 0.889600 Government Agency Debt 53315952.00 53233654.50 GNMA 2036-10-15 7.000000 Government Agency Debt 1000.00 119.29 First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 465000000.00 465000000.00 0.0236 Y 465000000.00 465000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120301_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2014-06-01 4.500000 Government Agency Debt 362556.00 35818.25 Fannie Mae 2024-01-25 1.162500 Government Agency Debt 36150000.00 899641.74 Fannie Mae 2025-03-25 3.000000 Government Agency Debt 426150.00 443668.17 Fannie Mae 2026-08-25 2.750000 Government Agency Debt 1200000.00 1176554.60 Fannie Mae 2027-11-01 6.500000 Government Agency Debt 12033846.00 784012.70 Fannie Mae 2029-03-01 6.000000 Government Agency Debt 522665.00 273619.36 Fannie Mae 2029-06-25 0.793600 Government Agency Debt 49427847.00 1971576.76 Fannie Mae 2031-12-18 0.834600 Government Agency Debt 118500000.00 1858642.17 Fannie Mae 2032-01-25 3.500000 Government Agency Debt 3441480.00 3568503.88 Fannie Mae 2032-03-25 0.826300 Government Agency Debt 51626284.00 1415337.33 Fannie Mae 2033-02-25 0.776300 Government Agency Debt 32939431.00 1846664.79 Fannie Mae 2033-03-25 0.676300 Government Agency Debt 50000000.00 1771359.12 Fannie Mae 2033-03-25 0.793600 Government Agency Debt 19500000.00 1921227.74 Fannie Mae 2033-05-01 5.000000 Government Agency Debt 2128808.00 1859949.81 Fannie Mae 2034-10-01 6.000000 Government Agency Debt 2349882.00 562272.27 Fannie Mae 2035-07-01 6.500000 Government Agency Debt 3881268.00 784972.27 Fannie Mae 2035-11-01 7.000000 Government Agency Debt 4005992.00 568050.73 Fannie Mae 2036-06-01 2.582000 Government Agency Debt 7800000.00 783778.75 Fannie Mae 2036-08-01 6.000000 Government Agency Debt 4438825.00 782877.45 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 3386000.00 1234067.97 Fannie Mae 2037-10-01 6.222000 Government Agency Debt 3486568.00 763546.62 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 13395446.00 12656903.77 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 2410297.00 856354.40 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 2796582.00 785089.47 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 2658389.00 957509.58 Fannie Mae 2038-05-01 7.000000 Government Agency Debt 1575239.00 783122.42 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 3534624.00 862462.38 Fannie Mae 2039-03-01 7.000000 Government Agency Debt 352089.00 173972.83 Fannie Mae 2039-05-25 5.500000 Government Agency Debt 13000000.00 1620264.17 Fannie Mae 2040-01-01 4.031000 Government Agency Debt 107629.00 112894.13 Fannie Mae 2040-02-25 4.500000 Government Agency Debt 137000.00 151669.55 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 200047.00 176925.09 Fannie Mae 2040-11-01 3.500000 Government Agency Debt 927497.00 871384.09 Fannie Mae 2041-01-25 4.000000 Government Agency Debt 825833.00 872448.24 Fannie Mae 2041-12-25 3.500000 Government Agency Debt 991090.00 952517.44 Fannie Mae 2041-12-25 3.500000 Government Agency Debt 837603.00 837598.53 Freddie Mac 2025-12-15 3.500000 Government Agency Debt 2016000.00 2102130.91 Freddie Mac 2029-06-15 0.678300 Government Agency Debt 50000000.00 1716616.45 Freddie Mac 2030-08-15 4.000000 Government Agency Debt 2003000.00 2076325.28 Freddie Mac 2030-10-15 0.578300 Government Agency Debt 1857144.00 1842514.87 Freddie Mac 2032-01-15 1.039600 Government Agency Debt 100000000.00 1884380.39 Freddie Mac 2036-03-01 6.000000 Government Agency Debt 454170.00 407308.85 Freddie Mac 2039-11-01 6.000000 Government Agency Debt 2132839.00 1880030.46 Freddie Mac 2040-11-15 0.639600 Government Agency Debt 2174802.00 2136747.89 Freddie Mac 2040-12-15 4.000000 Government Agency Debt 718508.00 755576.79 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 5788000.00 654410.33 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 45923.00 50284.63 Freddie Mac 2041-09-01 4.000000 Government Agency Debt 456017.00 479344.49 GNMA 2026-01-15 3.500000 Government Agency Debt 87314.00 85946.32 GNMA 2029-04-20 5.250000 Government Agency Debt 3080000.00 227412.37 GNMA 2037-10-16 2.250000 Government Agency Debt 465821.00 438732.64 GNMA 2038-09-20 0.730900 Government Agency Debt 6000000.00 1589790.38 GNMA 2039-05-20 4.000000 Government Agency Debt 200263.00 114761.23 GNMA 2041-07-15 5.000000 Government Agency Debt 298263.00 300370.99 GNMA 2051-09-15 5.250000 Government Agency Debt 763313.00 867879.57 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 65000000.00 65000000.00 0.0033 Y 65000000.00 65000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M120402_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2014-01-01 4.500000 Government Agency Debt 997782.00 67122.61 Fannie Mae 2014-02-01 6.000000 Government Agency Debt 9367099.00 79387.90 Fannie Mae 2014-09-01 4.500000 Government Agency Debt 708378.00 75211.22 Fannie Mae 2015-05-01 5.500000 Government Agency Debt 973079.00 153163.04 Fannie Mae 2016-07-01 6.000000 Government Agency Debt 595344.00 115961.09 Fannie Mae 2016-12-01 6.000000 Government Agency Debt 4000000.00 118426.89 Fannie Mae 2017-05-01 7.000000 Government Agency Debt 689932.00 82586.50 Fannie Mae 2017-07-01 4.500000 Government Agency Debt 600000.00 149289.52 Fannie Mae 2017-10-01 4.500000 Government Agency Debt 241927.00 84533.00 Fannie Mae 2017-10-01 5.000000 Government Agency Debt 411999.00 113777.65 Fannie Mae 2017-10-01 7.000000 Government Agency Debt 2638827.00 77341.50 Fannie Mae 2017-10-01 8.000000 Government Agency Debt 21590286.00 142431.54 Fannie Mae 2018-10-01 5.000000 Government Agency Debt 500000.00 85231.13 Fannie Mae 2018-11-01 5.000000 Government Agency Debt 670000.00 116523.00 Fannie Mae 2019-02-01 4.500000 Government Agency Debt 574178.00 118042.38 Fannie Mae 2019-03-01 4.000000 Government Agency Debt 635029.00 138480.30 Fannie Mae 2019-04-01 5.500000 Government Agency Debt 659008.00 146105.49 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 667038.00 145668.40 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 518419.00 120514.52 Fannie Mae 2019-06-01 5.000000 Government Agency Debt 657878.00 112808.53 Fannie Mae 2019-06-01 5.500000 Government Agency Debt 361693.00 76483.66 Fannie Mae 2019-07-01 4.000000 Government Agency Debt 553121.00 145158.50 Fannie Mae 2019-07-01 5.500000 Government Agency Debt 754644.00 142503.92 Fannie Mae 2019-08-01 5.500000 Government Agency Debt 302036.00 75718.56 Fannie Mae 2019-09-01 5.000000 Government Agency Debt 693949.00 124301.72 Fannie Mae 2019-09-01 7.000000 Government Agency Debt 6500000.00 153466.42 Fannie Mae 2019-10-01 5.000000 Government Agency Debt 689787.00 148599.52 Fannie Mae 2019-11-01 5.500000 Government Agency Debt 220064.00 78915.78 Fannie Mae 2019-12-01 4.000000 Government Agency Debt 800000.00 149323.27 Fannie Mae 2019-12-01 5.500000 Government Agency Debt 240860.00 75257.87 Fannie Mae 2020-05-01 5.000000 Government Agency Debt 572999.00 133411.78 Fannie Mae 2020-07-01 4.500000 Government Agency Debt 465000.00 106664.85 Fannie Mae 2020-10-01 4.000000 Government Agency Debt 245076.00 75062.38 Fannie Mae 2020-10-01 5.000000 Government Agency Debt 345348.00 78536.73 Fannie Mae 2020-12-01 4.000000 Government Agency Debt 340000.00 114091.92 Fannie Mae 2020-12-01 4.000000 Government Agency Debt 197833.00 80606.75 Fannie Mae 2021-11-01 4.500000 Government Agency Debt 247682.00 77922.24 Fannie Mae 2021-12-01 6.500000 Government Agency Debt 2501506.00 121690.27 Fannie Mae 2022-03-01 6.500000 Government Agency Debt 3300000.00 150378.87 Fannie Mae 2023-05-01 7.000000 Government Agency Debt 9827504.00 157443.59 Fannie Mae 2023-10-01 2.392000 Government Agency Debt 2571145.00 146017.81 Fannie Mae 2024-01-01 6.000000 Government Agency Debt 792000.00 150467.57 Fannie Mae 2024-02-01 6.500000 Government Agency Debt 473932.00 163595.43 Fannie Mae 2024-02-01 6.500000 Government Agency Debt 5058491.00 117976.00 Fannie Mae 2025-06-01 6.500000 Government Agency Debt 1364375.00 139701.15 Fannie Mae 2025-09-01 3.500000 Government Agency Debt 201012.00 154587.63 Fannie Mae 2025-12-01 6.500000 Government Agency Debt 719144.00 159644.94 Fannie Mae 2026-01-01 6.500000 Government Agency Debt 3903904.00 118942.48 Fannie Mae 2026-01-01 6.500000 Government Agency Debt 3557400.00 84416.16 Fannie Mae 2026-02-01 6.500000 Government Agency Debt 4664858.00 149460.10 Fannie Mae 2026-02-01 6.500000 Government Agency Debt 1973613.00 83478.39 Fannie Mae 2026-03-01 6.500000 Government Agency Debt 4080000.00 87440.01 Fannie Mae 2026-08-01 4.000000 Government Agency Debt 83520.00 82280.31 Fannie Mae 2026-12-01 6.500000 Government Agency Debt 205575.00 85430.55 Fannie Mae 2027-01-01 7.000000 Government Agency Debt 273245.00 81521.33 Fannie Mae 2027-05-01 6.500000 Government Agency Debt 1900000.00 83188.51 Fannie Mae 2027-08-01 6.500000 Government Agency Debt 5692957.00 76245.31 Fannie Mae 2027-10-01 6.500000 Government Agency Debt 9138766.00 83126.91 Fannie Mae 2027-12-01 6.000000 Government Agency Debt 290329.00 97748.60 Fannie Mae 2027-12-01 7.000000 Government Agency Debt 413096.00 149236.33 Fannie Mae 2027-12-01 7.000000 Government Agency Debt 356907.00 111994.85 Fannie Mae 2028-06-01 6.500000 Government Agency Debt 10171020.00 111707.12 Fannie Mae 2028-07-01 5.500000 Government Agency Debt 581607.00 81128.72 Fannie Mae 2028-09-01 5.000000 Government Agency Debt 258270.00 80428.34 Fannie Mae 2028-09-01 6.500000 Government Agency Debt 3363858.00 81149.77 Fannie Mae 2029-01-01 2.470000 Government Agency Debt 11400000.00 83691.34 Fannie Mae 2029-01-01 6.500000 Government Agency Debt 806572.00 75092.40 Fannie Mae 2029-02-01 6.500000 Government Agency Debt 3400000.00 74714.70 Fannie Mae 2030-05-25 3.500000 Government Agency Debt 34100000.00 27835083.14 Fannie Mae 2031-01-01 9.000000 Government Agency Debt 4636125.00 87543.58 Fannie Mae 2031-04-01 9.000000 Government Agency Debt 2650849.00 147998.50 Fannie Mae 2031-09-01 7.000000 Government Agency Debt 8378157.00 107729.79 Fannie Mae 2032-04-01 2.476000 Government Agency Debt 15008744.00 102618.42 Fannie Mae 2032-05-01 7.000000 Government Agency Debt 1030000.00 157762.82 Fannie Mae 2032-07-01 6.500000 Government Agency Debt 2665766.00 99846.90 Fannie Mae 2033-02-01 5.500000 Government Agency Debt 370000.00 84935.21 Fannie Mae 2033-06-01 5.500000 Government Agency Debt 985745.00 124789.53 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 302171.00 77255.38 Fannie Mae 2033-09-01 6.000000 Government Agency Debt 410000.00 75726.54 Fannie Mae 2033-11-01 5.500000 Government Agency Debt 483291.00 125461.41 Fannie Mae 2034-01-01 5.500000 Government Agency Debt 447412.00 165674.58 Fannie Mae 2034-03-01 4.995000 Government Agency Debt 1150000.00 130645.74 Fannie Mae 2034-03-01 5.000000 Government Agency Debt 500000.00 142604.11 Fannie Mae 2034-06-01 5.500000 Government Agency Debt 450575.00 116578.03 Fannie Mae 2034-07-01 5.073000 Government Agency Debt 1100000.00 145735.93 Fannie Mae 2034-08-01 6.500000 Government Agency Debt 487706.00 80934.64 Fannie Mae 2034-10-01 1.945000 Government Agency Debt 400000.00 156128.73 Fannie Mae 2034-10-01 4.500000 Government Agency Debt 298700.00 123685.07 Fannie Mae 2034-10-01 6.000000 Government Agency Debt 350000.00 130887.34 Fannie Mae 2034-11-01 6.000000 Government Agency Debt 394708.00 88054.85 Fannie Mae 2035-03-01 5.500000 Government Agency Debt 405000.00 143550.07 Fannie Mae 2035-03-25 6.000000 Government Agency Debt 75081450.00 20097947.11 Fannie Mae 2035-05-01 5.500000 Government Agency Debt 350000.00 81802.56 Fannie Mae 2035-05-01 6.500000 Government Agency Debt 380533.00 152077.28 Fannie Mae 2035-07-01 5.500000 Government Agency Debt 500000.00 147279.58 Fannie Mae 2035-08-01 4.969000 Government Agency Debt 6857.00 2133.51 Fannie Mae 2035-08-01 5.500000 Government Agency Debt 506355.00 164530.13 Fannie Mae 2035-09-01 4.500000 Government Agency Debt 223135.00 136297.31 Fannie Mae 2035-09-01 5.500000 Government Agency Debt 276000.00 83177.13 Fannie Mae 2035-10-01 5.000000 Government Agency Debt 260700.00 88081.71 Fannie Mae 2035-11-01 5.905000 Government Agency Debt 508309.00 93984.59 Fannie Mae 2035-12-01 7.000000 Government Agency Debt 552933.00 81616.19 Fannie Mae 2036-01-01 6.000000 Government Agency Debt 606806.00 168367.51 Fannie Mae 2036-01-01 6.000000 Government Agency Debt 250517.00 78582.37 Fannie Mae 2036-01-01 6.500000 Government Agency Debt 235000.00 86173.11 Fannie Mae 2036-01-01 6.500000 Government Agency Debt 250000.00 78788.42 Fannie Mae 2036-01-01 7.000000 Government Agency Debt 392532.00 81365.44 Fannie Mae 2036-02-01 2.335000 Government Agency Debt 315000.00 116558.07 Fannie Mae 2036-02-01 6.500000 Government Agency Debt 440668.00 85955.10 Fannie Mae 2036-03-01 6.000000 Government Agency Debt 485000.00 129885.10 Fannie Mae 2036-03-01 6.500000 Government Agency Debt 441538.00 124390.82 Fannie Mae 2036-04-01 5.500000 Government Agency Debt 425000.00 150275.25 Fannie Mae 2036-04-01 5.500000 Government Agency Debt 206621.00 121201.07 Fannie Mae 2036-04-01 5.618000 Government Agency Debt 430000.00 128925.49 Fannie Mae 2036-04-01 6.500000 Government Agency Debt 1531761.00 147386.72 Fannie Mae 2036-05-01 2.644000 Government Agency Debt 934808.00 124353.56 Fannie Mae 2036-05-01 6.000000 Government Agency Debt 528201.00 122266.35 Fannie Mae 2036-06-01 5.500000 Government Agency Debt 414531.00 118551.71 Fannie Mae 2036-06-01 6.500000 Government Agency Debt 280000.00 104521.77 Fannie Mae 2036-07-01 6.000000 Government Agency Debt 393104.00 116338.43 Fannie Mae 2036-08-01 5.000000 Government Agency Debt 345150.00 104540.22 Fannie Mae 2036-08-01 6.000000 Government Agency Debt 201628.00 76298.73 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 240000.00 83519.79 Fannie Mae 2036-08-01 8.000000 Government Agency Debt 1208601.00 107840.41 Fannie Mae 2036-09-01 5.500000 Government Agency Debt 290794.00 141917.28 Fannie Mae 2036-09-01 6.500000 Government Agency Debt 245000.00 82423.96 Fannie Mae 2036-10-01 5.500000 Government Agency Debt 6615606.00 2096180.18 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 323070.00 100018.77 Fannie Mae 2036-10-01 6.500000 Government Agency Debt 255000.00 78225.96 Fannie Mae 2036-11-01 6.000000 Government Agency Debt 254427.00 91138.80 Fannie Mae 2036-11-01 6.500000 Government Agency Debt 310000.00 124272.69 Fannie Mae 2036-12-01 6.000000 Government Agency Debt 249004.00 92510.49 Fannie Mae 2036-12-01 6.500000 Government Agency Debt 584005.00 120333.29 Fannie Mae 2037-01-01 5.500000 Government Agency Debt 360707.00 155049.25 Fannie Mae 2037-03-01 5.759000 Government Agency Debt 315406.00 123475.61 Fannie Mae 2037-03-01 6.000000 Government Agency Debt 468951.00 154743.47 Fannie Mae 2037-04-01 2.592000 Government Agency Debt 423972.00 110171.74 Fannie Mae 2037-04-01 7.000000 Government Agency Debt 505000.00 131682.04 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 822323.00 152405.90 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 227675.00 92322.61 Fannie Mae 2037-05-01 6.000000 Government Agency Debt 557526.00 153712.78 Fannie Mae 2037-05-01 6.500000 Government Agency Debt 346160.00 85791.36 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 228417.00 74226.78 Fannie Mae 2037-06-01 6.000000 Government Agency Debt 220113.00 103626.89 Fannie Mae 2037-07-01 5.500000 Government Agency Debt 322600.00 138198.51 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 698041.00 170791.40 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 245732.00 86662.33 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 318809.00 143596.67 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 540279.00 118967.26 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 226164.00 100138.71 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 209441.00 77865.75 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 439950.00 156595.95 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 948357.00 124631.93 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 348703.00 124569.67 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 227367.00 85412.32 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 208792.00 80780.89 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 168991.00 79452.30 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 161504.00 78096.11 Fannie Mae 2037-10-01 5.000000 Government Agency Debt 326485.00 144272.90 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 473356.00 124678.64 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 304505.00 104215.59 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 675802.00 166931.70 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 135424.00 86768.18 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 1614074.00 167774.42 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 1065200.00 120746.89 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 296243.00 150235.56 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 664592.00 149370.67 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 543671.00 142988.72 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 498316.00 91456.52 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 1407959.00 122180.34 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 300000.00 106587.00 Fannie Mae 2037-12-01 6.500000 Government Agency Debt 1117290.00 157459.74 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 717885.00 99023.82 Fannie Mae 2038-01-01 6.500000 Government Agency Debt 217611.00 121916.45 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 260265.00 84861.55 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 163573.00 77695.94 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 90907.00 84256.08 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 197399.00 84872.91 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 157308.00 76732.70 Fannie Mae 2038-03-01 6.500000 Government Agency Debt 316815.00 158878.98 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 252424.00 147379.99 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 287478.00 127842.57 Fannie Mae 2038-04-01 6.500000 Government Agency Debt 2114459.00 145240.50 Fannie Mae 2038-04-01 7.000000 Government Agency Debt 713081.00 163634.23 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 258695.00 105334.06 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 314823.00 167075.15 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 208000.00 94483.86 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 207000.00 80623.32 Fannie Mae 2038-06-01 6.000000 Government Agency Debt 101083.00 78144.31 Fannie Mae 2038-07-01 6.000000 Government Agency Debt 4721871.00 1979493.73 Fannie Mae 2038-08-01 5.500000 Government Agency Debt 127907.00 52149.11 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 599068.00 136571.98 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 311620.00 84222.94 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 284045.00 74543.12 Fannie Mae 2038-12-01 6.500000 Government Agency Debt 236000.00 118320.92 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 160000.00 119632.41 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 420823.00 75856.10 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 358270.00 163230.05 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 189950.00 149930.84 Fannie Mae 2039-02-01 5.500000 Government Agency Debt 161000.00 75058.76 Fannie Mae 2039-02-01 6.000000 Government Agency Debt 230000.00 119280.01 Fannie Mae 2039-09-01 5.500000 Government Agency Debt 250836.00 143485.33 Fannie Mae 2039-11-01 4.000000 Government Agency Debt 129372.00 126965.36 Fannie Mae 2039-11-01 5.500000 Government Agency Debt 150970.00 110192.54 Fannie Mae 2039-12-01 5.000000 Government Agency Debt 100000.00 86561.94 Fannie Mae 2040-01-01 5.000000 Government Agency Debt 135971.00 119695.19 Fannie Mae 2040-03-01 4.500000 Government Agency Debt 83389.00 75565.30 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 202587.00 156414.95 Fannie Mae 2040-05-01 5.500000 Government Agency Debt 122386.00 118881.83 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 85693.00 81754.48 Fannie Mae 2040-06-01 5.500000 Government Agency Debt 172515.00 121798.37 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 106090.00 103928.71 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 80730.00 83629.26 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 173718.00 160202.45 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 116063.00 114508.99 Fannie Mae 2040-09-01 5.000000 Government Agency Debt 171620.00 151747.34 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 118569.00 124898.65 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 124457.00 120950.79 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 87367.00 79221.25 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 155700.00 143210.09 Fannie Mae 2041-01-01 5.000000 Government Agency Debt 120000.00 117655.16 Fannie Mae 2041-02-01 5.000000 Government Agency Debt 123000.00 123571.10 Fannie Mae 2041-03-01 3.460000 Government Agency Debt 86598.00 84484.67 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 116857.00 123445.80 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 114343.00 121136.29 Fannie Mae 2041-03-01 5.000000 Government Agency Debt 122168.00 118060.68 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 160000.00 157137.86 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 118607.00 119739.71 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 74000.00 76960.24 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 152369.00 161788.05 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 73651.00 79227.12 Fannie Mae 2041-05-01 5.500000 Government Agency Debt 133638.00 145259.96 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 118789.00 120561.72 Fannie Mae 2041-07-01 5.000000 Government Agency Debt 75000.00 80874.11 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 80629.00 84972.63 Fannie Mae 2041-08-01 5.000000 Government Agency Debt 139868.00 145257.44 Fannie Mae 2041-09-01 5.500000 Government Agency Debt 89939.00 98379.81 Fannie Mae 2041-12-25 4.000000 Government Agency Debt 13536023.00 14247548.56 Fannie Mae 2048-04-01 6.500000 Government Agency Debt 603811.00 169275.24 Fannie Mae 2049-08-01 5.000000 Government Agency Debt 156444.00 153745.94 Freddie Mac 2036-03-01 6.000000 Government Agency Debt 1957154.00 1755215.34 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 1747875.00 541549.27 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 160594.00 175846.74 Freddie Mac 2041-09-01 4.000000 Government Agency Debt 763476.00 802531.52 GNMA 2033-11-16 5.500000 Government Agency Debt 83421.00 97771.36 GNMA 2038-07-15 5.000000 Government Agency Debt 300057.00 197890.71 GNMA 2041-06-20 4.000000 Government Agency Debt 145914.00 153659.17 GNMA 2041-11-20 7.000000 Government Agency Debt 24828778.00 28406222.36 GNMA 2059-12-20 1.531000 Government Agency Debt 76202.00 57055.37 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 120000000.00 120000000.00 0.0061 Y 120000000.00 120000000.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.250000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.110000% 30601VB26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 10000000.00 9999969.44 0.0005 N 9999900.00 9999900.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VBN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 6000000.00 5999370.00 0.0003 N 5999400.00 5999400.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.150000% 30601VCL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 48729000.00 48719254.14 0.0025 N 48715355.88 48715355.88 Fannie Mae Fannie Mae 0.030000% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 50000000.00 49999125.00 0.0025 N 49999700.00 49999700.00 Fannie Mae Fannie Mae 0.030000% 313588TL9 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 18000000.00 17999670.00 0.0009 N 17999892.00 17999892.00 Fannie Mae Fannie Mae 0.020000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 75000000.00 74998833.33 0.0038 N 74999400.00 74999400.00 Fannie Mae Fannie Mae 0.015000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 10000000.00 9999883.33 0.0005 N 9999920.00 9999920.00 Fannie Mae Fannie Mae 0.035000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 2250000.00 2249938.75 0.0001 N 2249982.00 2249982.00 Fannie Mae Fannie Mae 0.020000% 313588UA1 Government Agency Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 43000000.00 42999139.98 0.0022 N 42999140.00 42999140.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 30000000.00 29999941.67 0.0015 N 29999970.00 29999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 205000000.00 204998804.15 0.0104 N 204999590.00 204999590.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 31000000.00 30999789.03 0.0016 N 30999938.00 30999938.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 62000000.00 61999535.00 0.0031 N 61999814.00 61999814.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384TC3 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 9850000.00 9849865.93 0.0005 N 9849960.60 9849960.60 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384TS8 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 45000000.00 44999300.00 0.0023 N 44999640.00 44999640.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 55000000.00 54999083.34 0.0028 N 54999065.00 54999065.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 5000000.00 4999833.33 0.0003 N 4999915.00 4999915.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384TZ2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 40000000.00 39999416.67 0.0020 N 39999240.00 39999240.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 50000000.00 49998833.33 0.0025 N 49998850.00 49998850.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 85000000.00 84997922.22 0.0043 N 84997960.00 84997960.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384UP2 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 100000000.00 99996597.22 0.0051 N 99997300.00 99997300.00 Freddie Mac Freddie Mac 0.030000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 85000000.00 84999645.84 0.0043 N 84999915.00 84999915.00 Freddie Mac Freddie Mac 0.035000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 50000000.00 49999756.94 0.0025 N 49999950.00 49999950.00 Freddie Mac Freddie Mac 0.025000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 60000000.00 59999500.00 0.0030 N 59999820.00 59999820.00 Freddie Mac Freddie Mac 0.030000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 25000000.00 24999750.00 0.0013 N 24999925.00 24999925.00 Freddie Mac Freddie Mac 0.030000% 313396TC7 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 25900000.00 25899697.83 0.0013 N 25899896.40 25899896.40 Freddie Mac Freddie Mac 0.020000% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 92308000.00 92306307.69 0.0047 N 92306338.46 92306338.46 Freddie Mac Freddie Mac 0.020000% 313396TY9 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 175000000.00 174996694.43 0.0089 N 174996675.00 174996675.00 Freddie Mac Freddie Mac 0.015000% 313396TZ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 30000000.00 29999562.50 0.0015 N 29999430.00 29999430.00 Freddie Mac Freddie Mac 0.020000% 313396UE1 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 2000000.00 1999955.55 0.0001 N 1999956.00 1999956.00 Freddie Mac Freddie Mac 0.010000% 313396UH4 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 39000000.00 38999534.17 0.0020 N 38999064.00 38999064.00 Freddie Mac Freddie Mac 0.020000% 313396UM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 301500000.00 301492127.47 0.0153 N 301492161.00 301492161.00 Freddie Mac Freddie Mac 0.481500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2013-02-08 N N N 100000000.00 100000000.00 0.0051 N 100258100.00 100258100.00 General Electric Capital Corp General Electric Capital Corp 0.270000% 36959HCS4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 41000000.00 40983395.00 0.0021 N 40995080.00 40995080.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HD38 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 18000000.00 17991320.00 0.0009 N 17997300.00 17997300.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HDC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 6000000.00 5996686.66 0.0003 N 5998920.00 5998920.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HDJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 8000000.00 7995551.11 0.0004 N 7998320.00 7998320.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HDT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 5000000.00 4997491.67 0.0003 N 4998700.00 4998700.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HE37 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 107000000.00 106939842.23 0.0054 N 106967900.00 106967900.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HEH6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 195000000.00 194885166.65 0.0099 N 194916150.00 194916150.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HFB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 100000000.00 99883555.56 0.0051 N 99923000.00 99923000.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HFN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 19000000.00 18977516.67 0.0010 N 18981380.00 18981380.00 General Electric Co General Electric Co 0.090000% 36960LBF1 Other Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 25000000.00 24999125.00 0.0013 N 24999500.00 24999500.00 General Electric Co General Electric Co 0.080000% 36960LBG9 Other Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 72000000.00 71997600.00 0.0036 N 71998560.00 71998560.00 General Electric Co General Electric Co 0.110000% 36960LCL7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 2000000.00 1999706.66 0.0001 N 1999800.00 1999800.00 General Electric Co General Electric Co 0.140000% 36960LCU7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 207000000.00 206954920.00 0.0105 N 206975160.00 206975160.00 GFRE Holdings LLC GFRE Holdings LLC 0.270000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 38399H002_0.2200_M120201_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2012-12-28 0.375000 Government Agency Debt 14014000.00 14051329.79 Federal Farm Credit Bank 2012-12-05 0.180000 Government Agency Debt 17614000.00 17609948.78 Federal Home Loan Bank 2013-02-27 3.375000 Government Agency Debt 16500000.00 17297073.75 Federal Home Loan Bank 2016-05-18 5.375000 Government Agency Debt 14165000.00 17009322.16 Freddie Mac 2016-01-19 4.750000 Government Agency Debt 14896000.00 17232785.17 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 80000000.00 80000000.00 0.0041 N 80000000.00 80000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399J008_0.1400_M120201_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-01 4.000000 Government Agency Debt 98935144.00 105000000.24 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 100000000.00 100000000.00 0.0051 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2M47 0000769993 Other Repurchase Agreement N AGL RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949970.05 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949999.86 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949993.66 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949978.63 CONOCOPHILLIPS COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949985.28 CYTEC INDS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 524639.92 DIAMOND OFFSHORE DRILLING INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949989.60 EOG RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 256956.40 FREEPORT-MCMORAN COPPER & GOCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949982.70 HIGHER ONE HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949986.18 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949963.04 JUNIPER NETWORKS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949999.05 MOLYCORP INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949969.12 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949982.60 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949976.32 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949982.68 ROCK-TENN CO CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 649314.05 SANDRIDGE ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949994.16 SIGNET JEWELERS LIMITED SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 763867.85 TARGET CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 655648.91 UNION PAC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949907.04 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949956.28 WESTERN DIGITAL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 949992.42 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 19000000.00 19000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. Y 19002850.00 19002850.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2M47 0000769993 Other Repurchase Agreement N AGL RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599987.61 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599973.66 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599993.10 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599987.65 CONOCOPHILLIPS COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599994.32 DIAMOND OFFSHORE DRILLING INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599954.40 FREEPORT-MCMORAN COPPER & GOCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599991.50 HIGHER ONE HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 515974.14 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599952.16 JUNIPER NETWORKS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599989.41 MOLYCORP INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 530315.92 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599985.16 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599911.64 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 564291.22 REYNOLDS AMERICAN INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599966.96 SIGNET JEWELERS LIMITED SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599955.02 TEMPUR PEDIC INTL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599966.12 TRAVELERS COMPANIES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 189961.59 TYSON FOODS INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599996.82 UNION PAC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599911.12 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599957.68 WESTERN DIGITAL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599985.51 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 12000000.00 12000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 12000000.00 12000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120511_2M47 0000769993 Other Repurchase Agreement N ALPHA NATURAL RESOURCES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99998.07 AMEREN CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99980.19 AMERICAN EXPRESS CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99959.20 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99990.72 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99994.31 CONSOLIDATED EDISON INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99981.20 DELPHI FINL GROUP INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99990.54 FEDERATED INVS INC PA CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 464.13 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99953.24 MARATHON OIL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99969.84 MARRIOTT INTL INC NEW CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99999.90 MBIA INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99996.00 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99991.43 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99918.86 REYNOLDS AMERICAN INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99968.12 SIGNET JEWELERS LIMITED SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99977.16 TEMPUR PEDIC INTL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99971.56 TRAVELERS COMPANIES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99949.20 TYSON FOODS INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99999.47 UNITED PARCEL SERVICE INC CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99984.95 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99969.66 WELLPOINT INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 99995.36 First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 2000000.00 2000000.00 0.0001 Repurchase agreement collateralized by common stock and ETFs. Y 2000000.00 2000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120514_2M47 0000769993 Other Repurchase Agreement N AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849999.58 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849999.32 CENTURYLINK INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849980.33 HEWLETT PACKARD CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849977.24 HOLLYFRONTIER CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849974.35 JOHNSON & JOHNSON 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849974.12 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849984.38 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849928.96 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849948.04 United States Treasury Department 2040-02-15 4.625000 Treasury Debt 1901900.00 2568135.20 United States Treasury Department 2040-08-15 3.875000 Treasury Debt 23287495.00 27886437.97 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2849938.70 First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 57000000.00 57000000.00 0.0029 Repurchase agreement collateralized by common stock and ETFs. Y 57000000.00 57000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.750000% 992JYE002_0.7500_M120215_2M47 0000769993 Other Repurchase Agreement N 3M CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1711951.34 ACE LTD SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749953.62 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749984.30 AVON PRODS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749993.40 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749984.46 CHIMERA INVT CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 278935.74 CHIPOTLE MEXICAN GRILL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749836.71 CIT GROUP INC COM NEW 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749976.00 DEVRY INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749997.76 FEDERATED INVS INC PA CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749993.57 INVESCO MORTGAGE CAPITAL INCCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749999.84 JOHNSON & JOHNSON 2012-01-31 N/A Other Instrument common stock or ETF 0.00 742982.97 LENDER PROCESSING SVCS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749988.17 LIN TV CORP CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 629401.50 NATIONAL OILWELL VARCO INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749987.30 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749987.20 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749924.92 ORBITAL SCIENCES CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749996.71 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749965.26 QUAD / GRAPHICS INC COM CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749989.68 REGAL ENTMT GROUP CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749995.40 SHAW GROUP INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749994.56 UR ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 137259.40 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749993.00 First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 35000000.00 35000000.00 0.0018 Repurchase agreement collateralized by common stock and ETFs. Y 35000000.00 35000000.00 Govco, LLC Govco, LLC 0.350000% 38362VB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5999883.33 0.0003 N 5999880.00 5999880.00 Govco, LLC Govco, LLC 0.370000% 38362VBG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Credit / Liquidity Citibank NA N/A N/A 27000000.00 26995837.50 0.0014 N 26997840.00 26997840.00 Govco, LLC Govco, LLC 0.430000% 38362VBG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6998745.83 0.0004 N 6999440.00 6999440.00 Govco, LLC Govco, LLC 0.400000% 38362VBN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4998833.33 0.0003 N 4999400.00 4999400.00 Govco, LLC Govco, LLC 0.420000% 38362VBU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23992440.00 0.0012 N 23996400.00 23996400.00 Govco, LLC Govco, LLC 0.350000% 38362VCU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8995100.00 0.0005 N 8996670.00 8996670.00 Govco, LLC Govco, LLC 0.290000% 38362VD91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5996713.34 0.0003 N 5997000.00 5997000.00 Govco, LLC Govco, LLC 0.290000% 38362VDB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N Y Credit / Liquidity Citibank NA N/A N/A 64000000.00 63963911.10 0.0032 N 63966720.00 63966720.00 Govco, LLC Govco, LLC 0.280000% 38362VDG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Credit / Liquidity Citibank NA N/A N/A 29000000.00 28983083.33 0.0015 N 28983180.00 28983180.00 Govco, LLC Govco, LLC 0.300000% 38362VDH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N Y Credit / Liquidity Citibank NA N/A N/A 13000000.00 12991766.66 0.0007 N 12992200.00 12992200.00 Govco, LLC Govco, LLC 0.300000% 38362VDJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N Y Credit / Liquidity Citibank NA N/A N/A 62000000.00 61960216.66 0.0031 N 61962180.00 61962180.00 Govco, LLC Govco, LLC 0.290000% 38362VDW0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N Y Credit / Liquidity Citibank NA N/A N/A 123000000.00 122911815.84 0.0062 N 122904060.00 122904060.00 Govco, LLC Govco, LLC 0.520000% 38362VE74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity Citibank NA N/A N/A 20000000.00 19972266.67 0.0010 N 19982600.00 19982600.00 Govco, LLC Govco, LLC 0.520000% 38362VFL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Credit / Liquidity Citibank NA N/A N/A 45000000.00 44909000.00 0.0023 N 44925300.00 44925300.00 Govco, LLC Govco, LLC 0.630000% 38362VFL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 997550.00 0.0001 N 998340.00 998340.00 Govco, LLC Govco, LLC 0.620000% 38362VFM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9975716.67 0.0005 N 9983200.00 9983200.00 Govco, LLC Govco, LLC 0.520000% 38362VFU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-28 2012-06-28 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14967933.33 0.0008 N 14972250.00 14972250.00 Govco, LLC Govco, LLC 0.510000% 38362VGJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Credit / Liquidity Citibank NA N/A N/A 65000000.00 64845300.00 0.0033 N 64845300.00 64845300.00 Grampian Funding, LLC Grampian Funding, LLC 0.430000% 38501BB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 44000000.00 43999474.44 0.0022 N 44000000.00 44000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.280000% 38501BB99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 36000000.00 35997760.00 0.0018 N 35999280.00 35999280.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501BBF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 44000000.00 43995380.00 0.0022 N 43998680.00 43998680.00 Grampian Funding, LLC Grampian Funding, LLC 0.260000% 38501BBF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 19000000.00 18998078.89 0.0010 N 18999430.00 18999430.00 Grampian Funding, LLC Grampian Funding, LLC 0.250000% 38501BBQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 55000000.00 54991215.28 0.0028 N 54997250.00 54997250.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RCF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 92000000.00 91970330.00 0.0047 N 91968720.00 91968720.00 HSBC USA, Inc HSBC USA, Inc 0.240000% 40427RE80 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 6000000.00 5996120.00 0.0003 N 5991960.00 5991960.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.150000% 75914UAQ3 Other Commercial Paper N First Tier Security N/A N/A 2012-03-29 2012-03-29 N Y JPMorgan Chase Bank NA N/A N/A N 26000000.00 26000000.00 0.0013 N 26000000.00 26000000.00 Indiana Health & Educational Facility Financing Auth Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.120000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12545000.00 12545000.00 0.0006 N 12545000.00 12545000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.180000% 4662J0DP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 40000000.00 39983600.00 0.0020 N 39994800.00 39994800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.180000% 4662J0DR0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 6000000.00 5997480.00 0.0003 N 5999220.00 5999220.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.324700% 46636JAC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-03-13 N N N 114000000.00 114000000.00 0.0058 N 113995440.00 113995440.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.398900% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-02-21 2013-02-21 N N N 47000000.00 47000000.00 0.0024 N 46963293.00 46963293.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.594900% 48125LEB4 Other Note N First Tier Security N/A N/A 2012-04-18 2013-02-15 N N N 90000000.00 90000000.00 0.0046 N 89931330.00 89931330.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999680.55 0.0005 N 9999700.00 9999700.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2B79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 16000000.00 15999413.33 0.0008 N 15999360.00 15999360.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P2B87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14999475.00 0.0008 N 14999400.00 14999400.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P2BA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 43000000.00 42998065.00 0.0022 N 42997850.00 42997850.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2BG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29997250.00 0.0015 N 29997600.00 29997600.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2BM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14998166.67 0.0008 N 14998350.00 14998350.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2C52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29993950.00 0.0015 N 29994300.00 29994300.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2C60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29993766.67 0.0015 N 29994300.00 29994300.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2C78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29993583.33 0.0015 N 29994000.00 29994000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2CF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5998423.33 0.0003 N 5998380.00 5998380.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P2D44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 115000000.00 114949687.50 0.0058 N 114949400.00 114949400.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P2E76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 9000000.00 8994000.00 0.0005 N 8992170.00 8992170.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.225000% 53943RB24 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 62000000.00 61999612.50 0.0031 N 61999380.00 61999380.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.210000% 53944A7G4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 12000000.00 12000000.00 0.0006 N 12000120.00 12000120.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 32000000.00 31991413.33 0.0016 N 31995200.00 31995200.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N Y Credit / Liquidity PNC Bank NA N/A N/A 47000000.00 46986787.77 0.0024 N 46992480.00 46992480.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3040000.00 3039067.74 0.0002 N 3039452.80 3039452.80 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 49000000.00 48984660.28 0.0025 N 48991180.00 48991180.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4CU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N Y Credit / Liquidity PNC Bank NA N/A N/A 9000000.00 8996920.00 0.0005 N 8998110.00 8998110.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4DK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1998960.00 0.0001 N 1999380.00 1999380.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4DL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 9000000.00 8995457.50 0.0005 N 8997120.00 8997120.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4DR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999440.00 0.0001 N 999650.00 999650.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4DT8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 26000000.00 25985093.34 0.0013 N 25990640.00 25990640.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4E75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10000000.00 9993333.34 0.0005 N 9995800.00 9995800.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4E83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10000000.00 9993263.89 0.0005 N 9995800.00 9995800.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4EA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 14852000.00 14841789.25 0.0008 N 14845465.12 14845465.12 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.220000% 06399U000_0.2200_M120201_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-25 4.000000 Government Agency Debt 9127850.00 5183540.87 Fannie Mae 2028-02-25 4.000000 Government Agency Debt 21000000.00 12977039.12 Fannie Mae 2031-03-25 5.500000 Government Agency Debt 8313762.00 8529590.03 Fannie Mae 2031-11-25 5.500000 Government Agency Debt 28130000.00 11742357.84 Fannie Mae 2033-09-25 6.000000 Government Agency Debt 53070000.00 11922516.56 Fannie Mae 2034-03-25 4.500000 Government Agency Debt 23090000.00 11706510.96 Fannie Mae 2035-08-25 5.500000 Government Agency Debt 11377000.00 12628052.84 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 11855704.00 13462614.26 Fannie Mae 2041-11-25 3.500000 Government Agency Debt 11710000.00 12132984.72 Fannie Mae 2042-01-25 3.500000 Government Agency Debt 11650000.00 11791824.22 Fannie Mae 2042-01-25 4.000000 Government Agency Debt 11375000.00 11987929.29 Freddie Mac 2027-07-15 4.000000 Government Agency Debt 19500000.00 11491883.36 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 13500000.00 12696486.40 Freddie Mac 2030-10-15 0.728000 Government Agency Debt 50000000.00 12132175.38 Freddie Mac 2032-10-15 0.728000 Government Agency Debt 52820882.00 13281397.05 Freddie Mac 2033-03-15 0.648000 Government Agency Debt 50000000.00 13816851.38 Freddie Mac 2033-09-15 5.500000 Government Agency Debt 11000000.00 12771432.67 Freddie Mac 2033-11-15 6.000000 Government Agency Debt 20830255.00 12054208.93 Freddie Mac 2034-02-15 5.500000 Government Agency Debt 103961276.00 11600239.86 Freddie Mac 2034-03-15 6.000000 Government Agency Debt 50000000.00 13225710.85 Freddie Mac 2036-01-15 6.000000 Government Agency Debt 99942000.00 11909686.55 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 10605000.00 12555156.98 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 9890823.00 11674385.66 Freddie Mac 2041-12-15 3.500000 Government Agency Debt 11836730.00 12239019.96 GNMA 2034-05-20 4.500000 Government Agency Debt 15000000.00 11918138.48 GNMA 2036-08-20 6.000000 Government Agency Debt 10000000.00 11674190.00 GNMA 2036-09-20 6.000000 Government Agency Debt 10575845.00 12322540.98 GNMA 2037-01-20 4.500000 Government Agency Debt 14518151.00 11841534.30 GNMA 2039-04-16 4.500000 Government Agency Debt 20919066.00 13444848.15 GNMA 2039-06-20 4.500000 Government Agency Debt 25000000.00 13785152.76 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 350000000.00 350000000.00 0.0177 N 350000000.00 350000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.160000% 06399V008_0.1600_M120207_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-25 0.624000 Government Agency Debt 100000000.00 25644063.28 Fannie Mae 2036-04-25 2.500000 Government Agency Debt 23177959.00 22788055.49 Freddie Mac 2029-08-15 3.000000 Government Agency Debt 10785234.00 11087660.47 Freddie Mac 2030-10-15 3.500000 Government Agency Debt 27900000.00 25460538.17 Freddie Mac 2031-06-15 5.000000 Government Agency Debt 105515000.00 25229683.46 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 107000000.00 107000000.00 0.0054 N 106996790.00 106996790.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.240000% 60681P2M5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 23000000.00 23000000.00 0.0012 N 23000000.00 23000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.230000% 60681P2N3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 60000000.00 60000000.00 0.0030 N 60000000.00 60000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.190000% 60687GMX3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 98000000.00 98000000.00 0.0050 N 97999020.00 97999020.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GNS3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 29000000.00 29000000.00 0.0015 N 28999710.00 28999710.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.230000% 55799C003_0.2300_M120201_2M47 0000068136 Government Agency Repurchase Agreement Y Freddie Mac 2021-11-01 3.000000 Government Agency Debt 45000141.00 46606563.41 Freddie Mac 2027-02-01 3.000000 Government Agency Debt 47260704.00 49382709.61 Freddie Mac 2038-11-01 6.000000 Government Agency Debt 24538373.00 26551340.00 Freddie Mac 2039-08-01 5.000000 Government Agency Debt 85137146.00 54709455.88 Freddie Mac 2039-11-01 4.500000 Government Agency Debt 19944264.00 16020791.38 Freddie Mac 2039-12-01 4.500000 Government Agency Debt 58440000.00 44082301.02 Freddie Mac 2041-02-01 4.000000 Government Agency Debt 43694822.00 43146838.85 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 275000000.00 275000000.00 0.0139 N 275000000.00 275000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.320000% 63253THD3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 72000000.00 72000000.00 0.0036 N 72009360.00 72009360.00 National Australia Bank Ltd National Australia Bank Ltd 0.630000% 971DYK006 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 23000000.00 23000000.00 0.0012 N 23034960.00 23034960.00 National Australia Bank Ltd National Australia Bank Ltd 0.362500% 971LYK008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 101000000.00 101000245.26 0.0051 N 101026260.00 101026260.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973HMM004 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 65000000.00 65000000.00 0.0033 N 65048100.00 65048100.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973NEE008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 8000000.00 8000000.00 0.0004 N 8005520.00 8005520.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973SKG005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 2000000.00 2000000.00 0.0001 N 1999720.00 1999720.00 Nordea North America, Inc Nordea North America, Inc 0.070000% 6555P0BF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N Y Nordea Bank AB N/A N/A N 7000000.00 6999809.44 0.0004 N 6999510.00 6999510.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983TEN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 32000000.00 31976320.00 0.0016 N 31984640.00 31984640.00 Rabobank Nederland Rabobank Nederland 0.365300% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-02 2012-05-02 N N N 100000000.00 100000000.00 0.0051 N 100003000.00 100003000.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.300000% 74927JB36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N Y Royal Bank of Scotland Plc N/A N/A N 62000000.00 61998966.67 0.0031 N 61999380.00 61999380.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.270000% 74927JBG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N Y Royal Bank of Scotland Plc N/A N/A N 7000000.00 6999212.50 0.0004 N 6999370.00 6999370.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6997674.44 0.0004 N 6998880.00 6998880.00 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 27000000.00 26945550.00 0.0014 N 26948970.00 26948970.00 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 2000000.00 1994933.34 0.0001 N 1994320.00 1994320.00 Royal Bank of Canada Royal Bank of Canada 0.345300% 78009J3G8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-03-05 N N N 79000000.00 79000000.00 0.0040 N 79002370.00 79002370.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-03-27 N N N 234000000.00 234000000.00 0.0119 N 234016380.00 234016380.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-04-09 N N N 52000000.00 52000000.00 0.0026 N 52001560.00 52001560.00 Royal Bank of Canada Royal Bank of Canada 0.340000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-04-12 N N N 69000000.00 69000000.00 0.0035 N 69013110.00 69013110.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 61000000.00 61000000.00 0.0031 N 61031720.00 61031720.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2X2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 35000000.00 35000000.00 0.0018 N 35019950.00 35019950.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 16000000.00 16000000.00 0.0008 N 16002560.00 16002560.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.270000% 78011LAD8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.270000% 78011LAJ5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 29000000.00 29000000.00 0.0015 N 29000000.00 29000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011LAM8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 61000000.00 61000000.00 0.0031 N 60999390.00 60999390.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.210000% 78011LAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 35000000.00 35000000.00 0.0018 N 34998950.00 34998950.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.150000% 83050TBM2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 58000000.00 57995166.66 0.0029 N 57992460.00 57992460.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.320000% 83051AZU8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 21000000.00 21000000.00 0.0011 N 21000000.00 21000000.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365RBD6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N Y Societe Generale N/A N/A N 39000000.00 38992980.00 0.0020 N 38997270.00 38997270.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E2B31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 165000000.00 164997708.35 0.0084 N 164998350.00 164998350.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.230000% 8342E2BH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9998977.78 0.0005 N 9999200.00 9999200.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.230000% 8342E2BM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit HSBC Bank Plc N/A N/A 21000000.00 20997316.67 0.0011 N 20998110.00 20998110.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDG0 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19998733.33 0.0010 N 19999800.00 19999800.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EEF1 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35000000.00 34994458.33 0.0018 N 34998950.00 34998950.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EFM5 Government Agency Debt N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14994933.33 0.0008 N 14998045.50 14998045.50 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EFQ6 Government Agency Debt N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 33000000.00 32987808.33 0.0017 N 32995710.00 32995710.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EFY9 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 21000000.00 20991465.83 0.0011 N 20995739.10 20995739.10 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCY9 Government Agency Debt N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49996569.44 0.0025 N 49999500.00 49999500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDD4 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 95000000.00 94988969.44 0.0048 N 94998100.00 94998100.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDF9 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26995867.50 0.0014 N 26999460.00 26999460.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FDJ1 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26995725.00 0.0014 N 26999190.00 26999190.00 Straight A Funding, LLC Straight A Funding, LLC 0.150000% 86257FDK8 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 75000000.00 74997812.50 0.0038 N 74999250.00 74999250.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FEL5 Government Agency Debt N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 157000000.00 156934539.73 0.0079 N 156971740.00 156971740.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ53 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 31000000.00 30998691.11 0.0016 N 30999380.00 30999380.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ79 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49997888.89 0.0025 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GK77 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10902000.00 10901309.53 0.0006 N 10901563.92 10901563.92 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GM59 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 91621000.00 91601657.86 0.0046 N 91609089.27 91609089.27 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GN58 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14995170.83 0.0008 N 14996250.00 14996250.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GN82 Government Agency Debt N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 17000000.00 16994257.78 0.0009 N 16995410.00 16995410.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF44 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 7000000.00 6999667.50 0.0004 N 6999790.00 6999790.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF51 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 62558000.00 62555028.49 0.0032 N 62556123.26 62556123.26 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP32 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47000000.00 46994790.83 0.0024 N 46996710.00 46996710.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP57 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 58000000.00 57991122.78 0.0029 N 57994780.00 57994780.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KQ31 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998416.67 0.0005 N 9999000.00 9999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR22 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998205.56 0.0005 N 9998900.00 9998900.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR48 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 63000000.00 62986699.99 0.0032 N 62991810.00 62991810.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M6W5 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20012000.00 20008831.43 0.0010 N 20009998.80 20009998.80 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257YAT1 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 80000000.00 79971288.89 0.0041 N 79990400.00 79990400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.200000% 86562EW46 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 85000000.00 85000000.00 0.0043 N 85000000.00 85000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.220000% 86562WVD7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 99000000.00 99000000.00 0.0050 N 99001980.00 99001980.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WVN5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 35000000.00 35000000.00 0.0018 N 35000000.00 35000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WVP0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 80000000.00 80000000.00 0.0041 N 79999200.00 79999200.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.100000% 86959BV77 Certificate of Deposit N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 28000000.00 28000000.00 0.0014 N 27998040.00 27998040.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.100000% 86959BW27 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 83000000.00 83000000.00 0.0042 N 82993360.00 82993360.00 Swedbank AB Swedbank AB 0.190000% 87019QDM7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 15000000.00 15000000.00 0.0008 N 14999850.00 14999850.00 Swedbank AB Swedbank AB 0.175000% 87019QDW5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 66000000.00 66000000.00 0.0033 N 65998680.00 65998680.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.250000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas TRAN Series 2011A 0.080000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 38000000.00 38000000.00 0.0019 N 38000000.00 38000000.00 Texas TRAN Series 2011A 0.080000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 74245000.00 74245000.00 0.0038 N 74245000.00 74245000.00 Texas TRAN Series 2011A 0.080000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 26790000.00 26790000.00 0.0014 N 26790000.00 26790000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.160000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Texas N/A N/A N N 1070000.00 1070000.00 0.0001 N 1070000.00 1070000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.120000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12930000.00 12930000.00 0.0007 N 12930000.00 12930000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324LB89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 19000000.00 18999150.28 0.0010 N 18999240.00 18999240.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324LBG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 83898000.00 83889959.77 0.0042 N 83891288.16 83891288.16 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.200000% 88324LBV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 50748000.00 50740105.87 0.0026 N 50740387.80 50740387.80 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 18030000.00 18030000.00 0.0009 N 18029819.70 18029819.70 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23437000.00 23436850.26 0.0012 N 23436765.63 23436765.63 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 47487000.00 47485483.05 0.0024 N 47485575.39 47485575.39 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15000000.00 14995600.00 0.0008 N 14995650.00 14995650.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TD91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20020000.00 20012058.73 0.0010 N 20011992.00 20011992.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TDG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 9337000.00 9332720.54 0.0005 N 9332985.09 9332985.09 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TEM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 9000000.00 8993125.00 0.0005 N 8995310.10 8995310.10 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 100000000.00 100000000.00 0.0051 N 100053000.00 100053000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XFD2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 73000000.00 73000000.00 0.0037 N 73002920.00 73002920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XGB5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 36000000.00 36000000.00 0.0018 N 36003600.00 36003600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112XJV8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 202000000.00 202000000.00 0.0102 N 202026260.00 202026260.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112XKV6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 289000000.00 289000000.00 0.0146 N 289000000.00 289000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112XMD4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 200000000.00 200000000.00 0.0101 N 199998000.00 199998000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC12 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Support Agreement Toyota Motor Corp N/A N/A 180000000.00 179959399.99 0.0091 N 179985600.00 179985600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC20 Other Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Support Agreement Toyota Motor Corp N/A N/A 20000000.00 19995333.33 0.0010 N 19998200.00 19998200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.500000% 89233GDW3 Other Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N Y Support Agreement Toyota Motor Corp N/A N/A 74000000.00 73908527.78 0.0037 N 73970400.00 73970400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.550000% 89233GEE2 Other Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 80000000.00 79874111.10 0.0040 N 79956800.00 79956800.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEP7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Support Agreement Toyota Motor Corp N/A N/A 43000000.00 42919733.33 0.0022 N 42972050.00 42972050.00 UBS AG UBS AG 0.210000% 90267RBH1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 179000000.00 179000000.00 0.0091 N 179000000.00 179000000.00 UBS AG UBS AG 0.210000% 90267RBK4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 UBS AG UBS AG 0.210000% 90267RBS7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 76000000.00 76000000.00 0.0038 N 75999240.00 75999240.00 UBS AG UBS AG 0.210000% 90267RBU2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 UBS AG UBS AG 0.210000% 90267RBY4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 UBS AG UBS AG 0.200000% 90267RCF4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 34000000.00 34000000.00 0.0017 N 33999320.00 33999320.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.130000% 90262CC13 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N Y UBS AG N/A N/A N 32000000.00 31996648.89 0.0016 N 31995840.00 31995840.00 UBS Securities LLC UBS Securities LLC 0.230000% 99EPPA003_0.2300_M120201_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2031-02-01 4.000000 Government Agency Debt 12589846.00 12342272.69 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 36313384.00 35265085.43 Fannie Mae 2042-01-01 3.500000 Government Agency Debt 66906221.00 69692642.08 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 115000000.00 115000000.00 0.0058 N 115000000.00 115000000.00 Union Bank, NA Union Bank, NA 0.360000% 90527MWF9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 40000000.00 40000000.00 0.0020 N 40002400.00 40002400.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWS1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 24000000.00 24000000.00 0.0012 N 24003120.00 24003120.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWZ5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 15000000.00 15000000.00 0.0008 N 15000150.00 15000150.00 Union Bank, NA Union Bank, NA 0.450000% 90527MXF8 Certificate of Deposit N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 1000000.00 1000000.00 0.0001 N 999840.00 999840.00 Univ of California Commerical Paper Notes Series B 0.160000% 91411SCD0 Other Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 9500000.00 9498268.89 0.0005 N 9498195.00 9498195.00 Univ of California Commerical Paper Notes Series B 0.200000% 91411SE89 Other Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 20500000.00 20488952.78 0.0010 N 20488930.00 20488930.00 Univ of California General Revenue Bonds Series 2011 Y-2 0.375000% 91412GFA8 Other Municipal Debt N First Tier Security N/A N/A 2012-02-01 2012-07-01 N N N 30000000.00 30000000.00 0.0015 N 30002100.00 30002100.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.220000% 92217LB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 25000000.00 24999847.22 0.0013 N 24999750.00 24999750.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.180000% 92217LDR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 67000000.00 66971860.00 0.0034 N 66957790.00 66957790.00 Westpac Banking Corp Westpac Banking Corp 0.703100% 91621CAT8 Other Note N First Tier Security N/A N/A 2012-04-30 2013-02-27 N N N 100000000.00 100000000.00 0.0051 N 99995900.00 99995900.00 Westpac Banking Corp Westpac Banking Corp 0.385300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-05-01 N N N 158000000.00 158000000.00 0.0080 N 157973140.00 157973140.00 Westpac Banking Corp Westpac Banking Corp 0.385000% 9612C0BM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 180000000.00 179961500.01 0.0091 N 179978400.00 179978400.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 50000000.00 49983680.56 0.0025 N 49984500.00 49984500.00 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 20000000.00 19945400.00 0.0010 N 19941400.00 19941400.00 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 238689.07 238689.07 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 208638.11 208638.11 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 795539.45 795539.45 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 695381.03 695381.03 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1750178.03 1750178.03 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 1529830.61 1529830.61 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 855266.72 855266.72 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 747588.64 747588.64 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 198890.60 198890.60 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 173850.28 173850.28 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999968.89 0.0002 N 3999960.00 3999960.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 102000000.00 101996033.33 0.0052 N 101996940.00 101996940.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 12000000.00 11999346.67 0.0006 N 11999520.00 11999520.00 Windmill Funding Corp Windmill Funding Corp 0.230000% 97342GBN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 29000000.00 28996109.17 0.0015 N 28995940.00 28995940.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342GBQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 27000000.00 26996377.50 0.0014 N 26995680.00 26995680.00