0001145549-14-002884.txt : 20140325 0001145549-14-002884.hdr.sgml : 20140325 20140325150549 ACCESSION NUMBER: 0001145549-14-002884 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 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: 14715743 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-12-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 33 46 14350128064.08 2830027.06 779550.07 14352178541.07 0.0022 1.0000 2011-12-31 1.0000 2011-12-31 C000012373 1.00 14352178541.07 1.00 120751178.55 3248193163.46 3127441984.91 0.0001 1.0000 2011-12-31 1.0000 2011-12-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LA30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 37400000.00 37399522.11 0.0026 N 37399626.00 37399626.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LA63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 89000000.00 88997156.95 0.0062 N 88997330.00 88997330.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LAC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 999929.72 0.0001 N 999950.00 999950.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221JA39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7999866.67 0.0006 N 7999840.00 7999840.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221JA47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6999813.33 0.0005 N 6999860.00 6999860.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221LA59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 84000000.00 83997013.33 0.0059 N 83998320.00 83998320.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221LA91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999857.78 0.0001 N 1999920.00 1999920.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 24000000.00 23999586.67 0.0017 N 23999520.00 23999520.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 48000000.00 47992800.00 0.0033 N 47995680.00 47995680.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 13000000.00 12997985.00 0.0009 N 12998830.00 12998830.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.275000% 05253ABA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 3000000.00 2999083.34 0.0002 N 2999700.00 2999700.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.080000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 121000000.00 121000000.00 0.0084 Security is a time deposit. N 120997580.00 120997580.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.490000% 973HUY009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 8000000.00 8000000.00 0.0006 N 8002880.00 8002880.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 30000000.00 30000000.00 0.0021 N 30000000.00 30000000.00 Bank of Montreal Bank of Montreal 0.070000% 06366WA20 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 45000000.00 45000000.00 0.0031 N 44999100.00 44999100.00 Bank of Montreal Bank of Montreal 0.250000% 06366WMW1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 47000000.00 47000000.00 0.0033 N 47000940.00 47000940.00 Bank of Montreal Bank of Montreal 0.120000% 06366WWR1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 9000000.00 0.0006 N 9000360.00 9000360.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EAL7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 1000000.00 1000000.00 0.0001 N 1000070.00 1000070.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EKP7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 5000000.00 5000000.00 0.0003 N 5000550.00 5000550.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELE1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 97000000.00 97000000.00 0.0068 N 97014550.00 97014550.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELM3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 23000000.00 23000000.00 0.0016 N 23003450.00 23003450.00 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 30000000.00 30000000.00 0.0021 N 30005700.00 30005700.00 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 2000000.00 2000000.00 0.0001 N 2000520.00 2000520.00 Bank of Nova Scotia Bank of Nova Scotia 0.600000% 06417EPH0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 49000000.00 49000000.00 0.0034 N 49012250.00 49012250.00 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 2000000.00 2000000.00 0.0001 N 2000760.00 2000760.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQF3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 25000000.00 25000000.00 0.0017 N 25010000.00 25010000.00 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 27000000.00 27000000.00 0.0019 N 27010800.00 27010800.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417ESF1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 25000000.00 25000000.00 0.0017 N 25002000.00 25002000.00 Bank of Nova Scotia Bank of Nova Scotia 0.010000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 113000000.00 113000000.00 0.0079 Security is a time deposit. N 113000000.00 113000000.00 Bank of the West Bank of the West 0.255000% 0642G0WY3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 42000000.00 42000000.00 0.0029 N 42001680.00 42001680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000% 06538EBD8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 100000000.00 100000000.00 0.0070 N 99998000.00 99998000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000% 06538EBX4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 42000000.00 42000000.00 0.0029 N 41997900.00 41997900.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.090000% 06538ECB1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 30000000.00 30000000.00 0.0021 N 29999100.00 29999100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.080000% 06538ECD7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 11000000.00 11000000.00 0.0008 N 10999560.00 10999560.00 Barclays Bank Plc Barclays Bank Plc 0.682600% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-02-16 N N N 30000000.00 30000000.00 0.0021 N 30004200.00 30004200.00 Barclays Bank Plc Barclays Bank Plc 0.730000% 06740MZB2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20006000.00 20006000.00 Barclays Capital, Inc Barclays Capital, Inc 0.010000% 00799J004_0.0100_M120103_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2030-05-15 6.250000 Treasury Debt 12600500.00 19545475.35 United States Treasury Department 2031-02-15 5.375000 Treasury Debt 21810200.00 31454630.97 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 50000000.00 50000000.00 0.0035 N 50000000.00 50000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 00799J004_0.0200_M120103_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2030-05-15 6.250000 Treasury Debt 59181300.00 91800058.77 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 90000000.00 90000000.00 0.0063 N 90000000.00 90000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M120106_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-05-01 4.000000 Government Agency Debt 6112308.00 1947626.90 Fannie Mae 2019-06-25 5.000000 Government Agency Debt 250000.00 30312.82 Fannie Mae 2021-05-01 4.000000 Government Agency Debt 4600000.00 1894876.19 Fannie Mae 2024-07-01 4.000000 Government Agency Debt 2419210.00 1898125.80 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1926062.00 1878443.04 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 1811314.00 1897151.98 Fannie Mae 2027-12-01 5.500000 Government Agency Debt 7575000.00 1795606.07 Fannie Mae 2034-01-01 5.000000 Government Agency Debt 2899809.00 876555.35 Fannie Mae 2034-02-01 5.500000 Government Agency Debt 8300000.00 1951390.20 Fannie Mae 2034-08-25 0.407000 Government Agency Debt 46329.00 2225.74 Fannie Mae 2034-12-25 2.500000 Government Agency Debt 400533.00 282413.46 Fannie Mae 2036-05-01 6.500000 Government Agency Debt 4500000.00 1991076.55 Fannie Mae 2036-07-01 7.000000 Government Agency Debt 8615200.00 1892638.75 Fannie Mae 2036-10-01 2.533000 Government Agency Debt 15165.00 4094.45 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 3463930.00 1924966.58 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2400000.00 1884440.32 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 2006636.00 1947117.17 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 2149498.00 1917640.37 Fannie Mae 2040-10-01 3.000000 Government Agency Debt 1988240.00 1952231.77 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 2090000.00 1888705.40 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1952589.00 1918844.51 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 1963296.00 1922840.31 Fannie Mae 2041-03-25 2.500000 Government Agency Debt 1889412.00 1939768.06 Fannie Mae 2041-12-01 3.500000 Government Agency Debt 1919400.00 1984529.93 Freddie Mac 2017-04-15 4.000000 Government Agency Debt 1500000.00 31008.27 Freddie Mac 2017-11-15 4.000000 Government Agency Debt 466714.00 29137.93 Freddie Mac 2019-06-01 5.000000 Government Agency Debt 9011000.00 1966520.85 Freddie Mac 2023-05-01 5.000000 Government Agency Debt 103225.00 36118.33 Freddie Mac 2025-11-01 4.000000 Government Agency Debt 2094720.00 1956065.40 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 2009508.00 1901240.05 Freddie Mac 2026-06-01 3.500000 Government Agency Debt 1849307.00 1887792.62 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 58970.00 53442.59 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 11589050.00 10619079.59 Freddie Mac 2034-03-01 5.500000 Government Agency Debt 4700066.00 1890943.73 Freddie Mac 2036-10-01 7.000000 Government Agency Debt 5844886.00 1936158.57 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 2650000.00 1920865.24 Freddie Mac 2037-07-01 6.500000 Government Agency Debt 9070169.00 1950804.39 Freddie Mac 2037-10-01 6.500000 Government Agency Debt 5094704.00 1915212.10 Freddie Mac 2039-07-01 4.500000 Government Agency Debt 2449438.00 1905327.41 Freddie Mac 2041-07-15 4.000000 Government Agency Debt 1862127.00 1950695.10 Freddie Mac 2041-10-01 3.500000 Government Agency Debt 1894244.00 1948099.77 GNMA 2038-05-20 3.500000 Government Agency Debt 4000000.00 3533789.44 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC N/A N/A N N 72000000.00 72000000.00 0.0050 N 72000000.00 72000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M120103_2M54 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2033-10-15 2.000000 Government Agency Debt 23161078.00 20990131.42 Freddie Mac 2040-11-15 5.000000 Government Agency Debt 169144331.00 173825048.51 GNMA 2038-04-20 2.750000 Government Agency Debt 27336557.00 26734820.53 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 211000000.00 211000000.00 0.0147 N 211000000.00 211000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M120103_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2014-01-25 4.500000 Government Agency Debt 769948.00 208634.42 Fannie Mae 2014-04-01 6.000000 Government Agency Debt 4077457.00 1521522.13 Fannie Mae 2014-09-25 6.000000 Government Agency Debt 750000.00 237282.31 Fannie Mae 2016-07-01 6.000000 Government Agency Debt 7045092.00 1424032.31 Fannie Mae 2018-07-01 6.000000 Government Agency Debt 3932402.00 1595194.40 Fannie Mae 2018-08-01 4.000000 Government Agency Debt 6900000.00 1476535.54 Fannie Mae 2018-10-25 9.250000 Government Agency Debt 86050000.00 247889.12 Fannie Mae 2019-04-01 4.000000 Government Agency Debt 5190000.00 1554725.10 Fannie Mae 2019-09-01 5.000000 Government Agency Debt 10350.00 2260.17 Fannie Mae 2020-03-01 5.000000 Government Agency Debt 4613474.00 1402564.62 Fannie Mae 2021-12-25 8.500000 Government Agency Debt 11500000.00 261575.16 Fannie Mae 2023-06-01 5.500000 Government Agency Debt 10000000.00 1587091.89 Fannie Mae 2023-12-01 5.000000 Government Agency Debt 5000000.00 1546147.76 Fannie Mae 2025-12-01 4.000000 Government Agency Debt 1456744.00 1462491.39 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 1550000.00 1435677.21 Fannie Mae 2026-06-01 3.500000 Government Agency Debt 1590340.00 1591597.56 Fannie Mae 2026-09-01 4.000000 Government Agency Debt 1459648.00 1544356.10 Fannie Mae 2026-09-01 5.000000 Government Agency Debt 4000000.00 1402134.01 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 1522211.00 1596168.14 Fannie Mae 2026-11-01 3.000000 Government Agency Debt 1485635.00 1529532.02 Fannie Mae 2026-12-01 3.000000 Government Agency Debt 1508002.00 1563108.41 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 1506852.00 1586886.10 Fannie Mae 2027-03-25 0.698000 Government Agency Debt 10000000.00 248423.79 Fannie Mae 2029-10-01 4.500000 Government Agency Debt 2000000.00 1497002.40 Fannie Mae 2030-07-01 5.500000 Government Agency Debt 3800000.00 1537964.23 Fannie Mae 2030-09-01 9.500000 Government Agency Debt 1804574.00 1484153.73 Fannie Mae 2030-12-01 8.000000 Government Agency Debt 2646642.00 1429987.43 Fannie Mae 2031-11-01 4.000000 Government Agency Debt 1396104.00 1479297.77 Fannie Mae 2031-11-25 0.907000 Government Agency Debt 10000000.00 257513.99 Fannie Mae 2032-12-01 6.000000 Government Agency Debt 25072068.00 1564429.11 Fannie Mae 2032-12-25 4.000000 Government Agency Debt 3000000.00 250701.77 Fannie Mae 2032-12-25 4.000000 Government Agency Debt 2600000.00 219729.45 Fannie Mae 2033-03-25 5.000000 Government Agency Debt 2183200.00 264391.16 Fannie Mae 2033-04-01 7.500000 Government Agency Debt 4000000.00 1475047.68 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 5000000.00 1451013.38 Fannie Mae 2033-11-01 5.000000 Government Agency Debt 3500000.00 1537942.98 Fannie Mae 2034-05-25 0.693600 Government Agency Debt 193547.00 71847.27 Fannie Mae 2034-08-01 8.000000 Government Agency Debt 2000000.00 1523941.66 Fannie Mae 2034-09-01 5.500000 Government Agency Debt 3173450.00 1472464.02 Fannie Mae 2035-03-01 5.500000 Government Agency Debt 5000000.00 1598594.16 Fannie Mae 2035-04-01 7.000000 Government Agency Debt 1568846.00 1516964.15 Fannie Mae 2035-05-01 5.000000 Government Agency Debt 5144499.00 1490923.92 Fannie Mae 2035-08-01 6.500000 Government Agency Debt 7162191.00 1449406.77 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 2145607.00 1481598.27 Fannie Mae 2036-12-01 7.000000 Government Agency Debt 14834245.00 1586446.00 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 5857251.00 1443868.49 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3000000.00 1551941.49 Fannie Mae 2038-11-01 7.500000 Government Agency Debt 1500000.00 1558869.95 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 2000000.00 1419245.50 Fannie Mae 2039-06-01 4.500000 Government Agency Debt 2002671.00 1536629.08 Fannie Mae 2039-07-01 4.500000 Government Agency Debt 1639998.00 1444529.17 Fannie Mae 2040-09-01 5.000000 Government Agency Debt 1450187.00 1542575.14 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 2145641.00 1596904.85 Fannie Mae 2040-12-01 3.000000 Government Agency Debt 1436501.00 1410706.83 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1483057.00 1535384.12 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1357218.00 1330011.33 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1015443.00 995360.39 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 1462277.00 1470403.37 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 1402815.00 1403611.16 Fannie Mae 2041-02-01 5.000000 Government Agency Debt 3000000.00 1542714.74 Fannie Mae 2041-03-01 5.500000 Government Agency Debt 1400000.00 1459379.22 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 224573.00 223807.87 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 1564765.00 1579592.36 Fannie Mae 2041-08-01 5.000000 Government Agency Debt 1382205.00 1473548.48 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 1340335.00 1417895.75 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 1356660.00 1469809.25 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 1391673.00 1470148.69 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 1349903.00 1438487.21 Fannie Mae 2041-11-01 3.500000 Government Agency Debt 1492914.00 1538841.24 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1491152.00 1619708.81 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1402836.00 1522539.85 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1363975.00 1466732.86 Fannie Mae 2041-12-01 4.500000 Government Agency Debt 1290826.00 1407124.26 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 1394215.00 1519828.19 Freddie Mac 2016-09-15 6.000000 Government Agency Debt 1500000.00 229369.51 Freddie Mac 2018-04-15 4.000000 Government Agency Debt 1500000.00 224996.72 Freddie Mac 2018-06-15 4.000000 Government Agency Debt 2000000.00 264274.23 Freddie Mac 2018-10-01 5.000000 Government Agency Debt 9000000.00 1439711.46 Freddie Mac 2018-11-01 5.000000 Government Agency Debt 8200000.00 1534915.94 Freddie Mac 2018-12-01 4.500000 Government Agency Debt 6300000.00 1533453.11 Freddie Mac 2019-07-15 3.200000 Government Agency Debt 750000.00 221689.53 Freddie Mac 2020-10-01 5.500000 Government Agency Debt 5145014.00 1415442.17 Freddie Mac 2022-10-15 7.000000 Government Agency Debt 1900000.00 243844.44 Freddie Mac 2023-07-01 5.500000 Government Agency Debt 8000000.00 1476733.81 Freddie Mac 2024-03-15 0.700000 Government Agency Debt 250000.00 250175.42 Freddie Mac 2025-03-01 4.000000 Government Agency Debt 2000000.00 1459614.26 Freddie Mac 2025-10-01 3.500000 Government Agency Debt 1598701.00 1579380.88 Freddie Mac 2025-11-01 3.500000 Government Agency Debt 1571384.00 1413583.13 Freddie Mac 2025-12-01 3.500000 Government Agency Debt 1635987.00 1428081.64 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 1374060.00 1435838.75 Freddie Mac 2026-08-01 3.500000 Government Agency Debt 1481736.00 1440710.36 Freddie Mac 2029-06-15 0.848000 Government Agency Debt 10000000.00 245039.21 Freddie Mac 2029-08-15 0.798000 Government Agency Debt 10000000.00 259255.93 Freddie Mac 2031-03-01 7.500000 Government Agency Debt 5000000.00 1401042.40 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 579049.00 524773.27 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 22661872.00 20765137.99 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 2540000.00 222120.81 Freddie Mac 2035-12-15 6.000000 Government Agency Debt 2000000.00 269366.70 Freddie Mac 2037-03-15 4.500000 Government Agency Debt 450000.00 241772.56 Freddie Mac 2037-06-15 0.568000 Government Agency Debt 598617.00 127525.62 Freddie Mac 2037-11-01 5.500000 Government Agency Debt 4538783.00 1488170.51 Freddie Mac 2037-11-01 7.000000 Government Agency Debt 2001407.00 1442369.74 Freddie Mac 2038-04-01 5.500000 Government Agency Debt 4043883.00 1468317.37 Freddie Mac 2038-09-01 6.500000 Government Agency Debt 4475393.00 1597065.36 Freddie Mac 2040-06-01 5.500000 Government Agency Debt 1430000.00 1486524.02 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 1750000.00 1548829.79 Freddie Mac 2041-01-01 5.000000 Government Agency Debt 1415337.00 1452766.49 Freddie Mac 2041-03-01 5.500000 Government Agency Debt 1315613.00 1418380.84 Freddie Mac 2041-05-01 5.500000 Government Agency Debt 1370612.00 1485983.06 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 1432449.00 1539652.73 Freddie Mac 2041-07-01 5.000000 Government Agency Debt 1635186.00 1480056.06 Freddie Mac 2041-07-15 4.000000 Government Agency Debt 624557.00 654262.72 Freddie Mac 2041-10-01 5.000000 Government Agency Debt 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3996600.00 3996600.00 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 2000000.00 1995585.56 0.0001 N 1995040.00 1995040.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DCX5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 30000000.00 30000000.00 0.0021 N 29999700.00 29999700.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DCY3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 77000000.00 77000000.00 0.0054 N 76999230.00 76999230.00 Credit Suisse AG Credit Suisse AG 0.210000% 22550DDN6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 51000000.00 51000000.00 0.0036 N 50999490.00 50999490.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.040000% 22799D001_0.0400_M120103_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2018-07-15 5.000000 Government Agency Debt 99812000.00 18769045.91 Freddie Mac 2039-03-15 5.000000 Government Agency Debt 95809500.00 57108151.36 Freddie Mac 2039-08-15 5.000000 Government Agency Debt 93985000.00 68341699.08 Freddie Mac 2040-03-15 4.500000 Government Agency Debt 99784700.00 88473274.17 Freddie Mac 2040-03-20 5.000000 Government Agency Debt 99617800.00 85066651.36 Freddie Mac 2040-05-15 5.000000 Government Agency Debt 93140000.00 68857748.09 Freddie Mac 2041-04-15 4.500000 Government Agency Debt 99321700.00 104959917.32 Freddie Mac 2041-12-20 4.500000 Government Agency Debt 25680445.00 28059323.32 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 509446078.00 509446078.00 0.0355 N 509446078.00 509446078.00 Danske Corp Danske Corp 0.300000% 2363F6A91 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N Y Danske Bank A/S N/A N/A N 56000000.00 55996266.67 0.0039 N 55997200.00 55997200.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 21599B009_0.0800_M120103_2M54 0001074042 Government Agency Repurchase Agreement Y GNMA 2040-04-20 0.645000 Government Agency Debt 13631644.00 13676200.16 GNMA 2041-04-16 4.000000 Government Agency Debt 38772000.00 42302276.76 GNMA 2041-12-20 7.000000 Government Agency Debt 22772469.00 27221523.74 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 80000000.00 80000000.00 0.0056 N 80000000.00 80000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 991JCA005_0.2400_M120103_2M54 0001074042 Other Repurchase Agreement N AMDOCS LTD ORD 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749978.63 CLOROX CO DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749973.90 COMMUNITY HEALTH SYS INC NEWCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749989.00 COMPLETE PRODUCTION SERVICESCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749985.60 CUMMINS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749923.44 ENTRAVISION COMMUNICATIONS CCL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 195835.18 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749980.98 FAMILY DLR STORES INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749998.62 GENWORTH FINL INC COM CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749999.55 HANOVER INS GROUP INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749980.00 JOURNAL COMMUNICATIONS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 554982.40 KRAFT FOODS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749982.72 LEAR CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749963.25 NATIONAL PRESTO INDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749985.60 NEWFIELD EXPL CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749967.90 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749983.75 PUBLIC SVC ENTERPRISE GROUP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749977.92 REGIONS FINANCIAL CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749998.48 SEABOARD CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749576.85 SEALED AIR CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749991.72 SOUTHERN UN CO NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749960.61 WILLIAMS COS INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 749984.55 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 15000000.00 15000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M120117_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-08-25 4.000000 Government Agency Debt 53742822.00 57311142.35 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 37443288.00 21015887.50 GNMA 2037-11-16 2.750000 Government Agency Debt 113443.00 109177.27 GNMA 2040-06-15 5.000000 Government Agency Debt 16792.00 16016.76 GNMA 2040-07-20 4.500000 Government Agency Debt 66483.00 70749.59 First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 75000000.00 75000000.00 0.0052 Y 75000000.00 75000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M120105_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1302849.00 1337335.28 Fannie Mae 2027-04-25 4.500000 Government Agency Debt 7150000.00 4440082.77 Fannie Mae 2034-07-01 2.524000 Government Agency Debt 27784542.00 4680803.04 Fannie Mae 2035-09-01 4.500000 Government Agency Debt 13397237.00 4725421.36 Fannie Mae 2036-03-01 2.951000 Government Agency Debt 10540000.00 4691411.44 Fannie Mae 2036-07-01 2.106000 Government Agency Debt 1085188.00 110002.79 Fannie Mae 2036-07-01 5.808000 Government Agency Debt 15006651.00 4669301.73 Fannie Mae 2036-12-25 0.643600 Government Agency Debt 10000000.00 4400345.68 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 21625235.00 7149460.40 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 20000000.00 7141347.35 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 390625.00 146411.76 Fannie Mae 2038-04-25 4.500000 Government Agency Debt 4299524.00 4610525.77 Fannie Mae 2039-04-01 5.000000 Government Agency Debt 10340415.00 7084507.68 Fannie Mae 2039-06-25 4.500000 Government Agency Debt 1708082.00 1523380.17 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 843668.00 515873.69 Fannie Mae 2040-07-25 4.000000 Government Agency Debt 14123.00 13034.95 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 242966.00 252442.86 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 1466587.00 1420717.02 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 140192.00 133483.10 Freddie Mac 2030-05-15 4.500000 Government Agency Debt 4256000.00 4654323.30 Freddie Mac 2039-03-01 7.000000 Government Agency Debt 5543670.00 4728462.95 GNMA 2035-04-15 5.500000 Government Agency Debt 5873411.00 1323999.01 GNMA 2037-11-16 2.750000 Government Agency Debt 4860587.00 4677817.32 GNMA 2038-01-15 7.000000 Government Agency Debt 61905.00 47586.82 GNMA 2039-05-20 4.000000 Government Agency Debt 2161785.00 1273049.13 GNMA 2039-11-16 0.942500 Government Agency Debt 10094000.00 4159979.45 GNMA 2040-06-15 5.000000 Government Agency Debt 3319883.00 1833598.01 GNMA 2041-11-20 7.000000 Government Agency Debt 14105.00 16285.36 GNMA 2061-11-20 1.844000 Government Agency Debt 4710424.00 4617713.68 First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 83000000.00 83000000.00 0.0058 N 83000000.00 83000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120109_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1317208.00 1352074.36 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 772245.00 246917.73 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 26307.00 9860.23 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 2280576.00 619391.67 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 61897050.00 18299092.43 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 67216091.00 57399467.11 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 4220.00 4018.05 Freddie Mac 2040-09-01 5.000000 Government Agency Debt 225164.00 202416.14 GNMA 2041-06-16 6.500000 Government Agency Debt 1139610.00 1256561.23 First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 76000000.00 76000000.00 0.0053 Y 76000760.00 76000760.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120209_2M54 0001074042 Government Agency Repurchase Agreement Y GNMA 2037-10-16 2.250000 Government Agency Debt 118234192.00 111569685.65 GNMA 2037-11-16 2.750000 Government Agency Debt 41840046.00 40266760.33 GNMA 2039-05-20 4.000000 Government Agency Debt 1234.00 726.69 GNMA 2039-11-16 0.942500 Government Agency Debt 55761.00 22980.45 GNMA 2041-11-20 7.000000 Government Agency Debt 1072968.00 1238827.73 First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 147000000.00 147000000.00 0.0102 Y 147000000.00 147000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120103_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 3.500000 Government Agency Debt 8418444.00 8603457.96 Fannie Mae 2032-01-25 3.500000 Government Agency Debt 20065337.00 19886503.57 Fannie Mae 2037-01-01 5.500000 Government Agency Debt 78226355.00 27229147.06 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 452594.00 169638.62 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 8059108.00 3591242.34 Fannie Mae 2040-01-01 3.500000 Government Agency Debt 50270884.00 32426620.15 Fannie Mae 2040-10-01 3.596000 Government Agency Debt 37603826.00 31695352.09 Fannie Mae 2041-11-01 2.582000 Government Agency Debt 33179155.00 34292526.78 Freddie Mac 2041-04-01 5.000000 Government Agency Debt 415277.00 452789.65 GNMA 2040-05-20 0.784800 Government Agency Debt 16376933.00 13252721.94 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 165000000.00 165000000.00 0.0115 N 165000000.00 165000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120103_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-10-01 3.500000 Government Agency Debt 6563089.00 6770714.85 Fannie Mae 2032-01-25 3.500000 Government Agency Debt 1519581.00 1506037.65 Fannie Mae 2036-07-01 6.500000 Government Agency Debt 198987115.00 53368392.52 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 427701.00 160308.37 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 36784223.00 12891026.46 Freddie Mac 2035-08-15 0.947800 Government Agency Debt 13046987.00 4623690.22 GNMA 2037-11-16 2.750000 Government Agency Debt 131123.00 126192.46 GNMA 2038-01-15 7.000000 Government Agency Debt 447332.00 343867.33 GNMA 2041-06-16 6.500000 Government Agency Debt 1202978.00 1326432.30 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 78000000.00 78000000.00 0.0054 N 78000000.00 78000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120301_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-11-01 4.000000 Government Agency Debt 9997803.00 10498191.83 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 10000000.00 10000000.00 0.0007 Y 10000000.00 10000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601VAK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 3043000.00 3042710.91 0.0002 N 3042756.56 3042756.56 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 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 20515000.00 20508480.79 0.0014 N 20508024.90 20508024.90 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 5534000.00 5532561.16 0.0004 N 5532118.44 5532118.44 Fannie Mae Fannie Mae 0.035000% 313588RR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 29798000.00 29797710.30 0.0021 N 29797940.40 29797940.40 Fannie Mae Fannie Mae 0.035000% 313588RY3 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 3000000.00 2999950.42 0.0002 N 2999988.00 2999988.00 Fannie Mae Fannie Mae 0.035000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 34200000.00 34198969.25 0.0024 N 34199726.40 34199726.40 Fannie Mae Fannie Mae 0.030000% 313588TA3 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 23200000.00 23199168.66 0.0016 N 23199744.80 23199744.80 Fannie Mae Fannie Mae 0.040000% 313588TC9 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 15000000.00 14999250.00 0.0010 N 14999820.00 14999820.00 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 15000000.00 14999337.50 0.0010 N 14999790.00 14999790.00 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 5000000.00 4999836.11 0.0003 N 4999920.00 4999920.00 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 82000000.00 81996947.78 0.0057 N 81998524.00 81998524.00 Fannie Mae Fannie Mae 0.020000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 20000000.00 19998977.77 0.0014 N 19999500.00 19999500.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 76000000.00 75999683.34 0.0053 N 75999924.00 75999924.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 35000000.00 34999829.86 0.0024 N 34999965.00 34999965.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RR2 Government Agency Debt N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 23000000.00 22999680.56 0.0016 N 22999954.00 22999954.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 20000000.00 19999527.78 0.0014 N 19999920.00 19999920.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 19175000.00 19174637.80 0.0013 N 19174923.30 19174923.30 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 8560000.00 8559777.68 0.0006 N 8559965.76 8559965.76 Federal Home Loan Bank Federal Home Loan Bank 0.033000% 313384SF7 Government Agency Debt N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 15000000.00 14999670.00 0.0010 N 14999910.00 14999910.00 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 33000000.00 32998955.00 0.0023 N 32999670.00 32999670.00 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 84250000.00 84247191.66 0.0059 N 84249073.25 84249073.25 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384TE9 Government Agency Debt N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 63000000.00 62997532.50 0.0044 N 62999181.00 62999181.00 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 5000000.00 4999836.11 0.0003 N 4999920.00 4999920.00 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 15000000.00 14999491.66 0.0010 N 14999760.00 14999760.00 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 100000000.00 99997250.00 0.0070 N 99998200.00 99998200.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384TZ2 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 100000000.00 99985252.74 0.0070 N 99998200.00 99998200.00 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 103000000.00 102995822.78 0.0072 N 102997940.00 102997940.00 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 75000000.00 74996874.99 0.0052 N 74998500.00 74998500.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384UP2 Government Agency Debt N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 30000000.00 29998000.01 0.0021 N 29999340.00 29999340.00 Freddie Mac Freddie Mac 0.030000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 16000000.00 15999893.33 0.0011 N 15999968.00 15999968.00 Freddie Mac Freddie 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2012-02-06 N N N 25000000.00 24999125.00 0.0017 N 24999775.00 24999775.00 Freddie Mac Freddie Mac 0.030000% 313396SV6 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 19275000.00 19274389.62 0.0013 N 19274807.25 19274807.25 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 30000000.00 29998925.00 0.0021 N 29999670.00 29999670.00 Freddie Mac Freddie Mac 0.035000% 313396TJ2 Government Agency Debt N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 20000000.00 19999008.33 0.0014 N 19999720.00 19999720.00 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 100000000.00 99996444.44 0.0070 N 99998300.00 99998300.00 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 9000000.00 8999675.00 0.0006 N 8999847.00 8999847.00 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 50000000.00 49998972.22 0.0035 N 49999000.00 49999000.00 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 75000000.00 74996750.00 0.0052 N 74998425.00 74998425.00 Freddie Mac Freddie Mac 0.291100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-11-09 N N N 125000000.00 125000000.00 0.0087 N 125161250.00 125161250.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 65000000.00 64998645.83 0.0045 N 65000000.00 65000000.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 10000000.00 9999722.22 0.0007 N 10000000.00 10000000.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HA98 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 19000000.00 18999155.55 0.0013 N 18999810.00 18999810.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 48000000.00 47996533.33 0.0033 N 47999520.00 47999520.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 4000000.00 3999733.33 0.0003 N 3999960.00 3999960.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HC96 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 68000000.00 67957613.33 0.0047 N 67987760.00 67987760.00 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 106000000.00 105915906.66 0.0074 N 105952300.00 105952300.00 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 32000000.00 31975040.00 0.0022 N 31983040.00 31983040.00 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 4996587.50 0.0003 N 4996750.00 4996750.00 GFRE Holdings LLC GFRE Holdings LLC 0.300000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1925000.00 1925000.00 0.0001 N 1925000.00 1925000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120207_2M54 0000769993 Other Repurchase Agreement N AIR LEASE CORP CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1121763.36 ALCOA INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1159380.09 ALERE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1080727.45 ALLSTATE CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1565645.16 AUTOZONE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1062596.25 BIG LOTS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1086106.46 CAMERON INTERNATIONAL CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1073608.20 CATERPILLAR INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1453718.42 CENTRAL VT PUB SVC CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1594853.99 CENTURYLINK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 73301.49 CLIFFS NATURAL RESOURCES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1317676.80 CYTEC INDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1062575.00 DELEK US HLDGS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1151506.22 DU PONT E I DE NEMOURS & CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749979.80 ENTRAVISION COMMUNICATIONS CCL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 16905.44 EOG RES INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1733229.85 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749960.07 FLUOR CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1305804.00 FORTEGRA FINL CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 62103.27 GRAY TELEVISION INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 100453.28 GREAT PLAINS ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749986.14 HCA HOLDINGS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1071263.55 HERTZ GLOBAL HOLDINGS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1320923.13 ITC HLDGS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1075077.36 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 2234649.60 KBR INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 139886.04 KOHLS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1243258.80 LOEWS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1751600.64 MAIN STREET CAPITAL CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1402692.20 MARSH & MCLENNAN COS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1259520.00 MERCK & CO INC NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749984.70 MIDWAY GOLD CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 11573.10 NABORS INDUSTRIES LTD SHS 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1007660.74 NATURAL GAS SERVICES GROUP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 813742.55 NISOURCE INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749995.80 NORDSTROM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1583549.56 OWENS CORNING NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1261644.80 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749990.01 POLYPORE INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1813561.20 PROVIDENT FINL SVCS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1135937.83 QUICKSILVER RESOURCES INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1354750.92 RENTECH INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1088386.20 ROBBINS & MYERS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1640497.68 ROYAL CARIBBEAN CRUISES LTD COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1582890.34 SM ENERGY CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1225886.40 SUPERIOR ENERGY SVCS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1085390.28 SUPERVALU INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1734284.28 SWIFT TRANSN CO CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1099003.89 TOTAL SYS SVCS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1135615.10 UNION PAC CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1613329.90 UNITED TECHNOLOGIES CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1791611.40 YUM BRANDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 3749965.20 First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 75000000.00 75000000.00 0.0052 Repurchase agreement collateralized by common stock and ETFs. Y 75035250.00 75035250.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2M54 0000769993 Other Repurchase Agreement N BRIDGEPOINT ED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749993.00 COMPLETE PRODUCTION SERVICESCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1725796.80 DEERE & CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749964.86 DELPHI FINL GROUP INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1179172.20 DEVON ENERGY CORP NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749975.26 DOVER CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749971.10 DU PONT E I DE NEMOURS & CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 897146.95 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749992.40 HALLIBURTON CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749984.10 HESS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1409773.55 INTERNATIONAL GAME TECHNOLOGCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749983.57 JONES GROUP INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1432547.60 LAUDER ESTEE COS INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749982.50 LIN TV CORP CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 703855.25 MBIA INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1545192.74 MOSAIC CO NEW COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749995.40 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749999.68 PPG INDS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749931.65 SCHLUMBERGER LTD COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749963.60 SKECHERS U S A INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749996.90 SPRINT NEXTEL CORP COM SER 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1749998.25 STANLEY BLACK & DECKER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 175403.11 TEEKAY CORPORATION COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1722666.10 WAL MART STORES INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 1458716.84 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 35000000.00 35000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. Y 35019600.00 35019600.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2M54 0000769993 Other Repurchase Agreement N AON CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399988.58 BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399882.60 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399980.47 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399987.56 CENTURYLINK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 385437.16 CONSOLIDATED EDISON INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399950.10 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399995.55 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399994.47 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399982.50 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399991.81 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 14995.75 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399988.24 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399984.44 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399999.20 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399957.48 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399985.25 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399985.04 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399992.88 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399980.04 SALESFORCE COM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399971.66 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399993.42 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 399981.56 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 8000000.00 8000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 8000000.00 8000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2M54 0000769993 Other Repurchase Agreement N AON CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699956.58 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 275734.14 CALPINE CORP COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 644332.24 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699998.46 CENTURYLINK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699990.18 CONSOLIDATED EDISON INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699943.97 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699988.95 EMERSON ELEC CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699962.93 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699996.96 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699989.45 INVESTMENT TECHNOLOGY GRP NECOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 555848.32 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699989.24 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699987.16 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699975.00 MARTIN MARIETTA MATLS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699975.00 MASTERCARD INC CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 624523.77 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699995.53 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699987.54 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699996.72 SALESFORCE COM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699899.31 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699998.76 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 699984.12 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 14000000.00 14000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. Y 14000000.00 14000000.00 Govco, LLC Govco, LLC 0.320000% 38362VA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999982.22 0.0001 N 999980.00 999980.00 Govco, LLC Govco, LLC 0.320000% 38362VA45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Citibank NA N/A N/A 33000000.00 32999120.00 0.0023 N 32999340.00 32999340.00 Govco, LLC Govco, LLC 0.320000% 38362VA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Citibank NA N/A N/A 23000000.00 22999182.22 0.0016 N 22999540.00 22999540.00 Govco, LLC Govco, LLC 0.330000% 38362VA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14999450.00 0.0010 N 14999700.00 14999700.00 Govco, LLC Govco, LLC 0.320000% 38362VA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999928.89 0.0001 N 999960.00 999960.00 Govco, LLC Govco, LLC 0.320000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5999146.67 0.0004 N 5999520.00 5999520.00 Govco, LLC Govco, LLC 0.320000% 38362VAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3999360.00 0.0003 N 3999640.00 3999640.00 Govco, LLC Govco, LLC 0.350000% 38362VB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Citibank NA N/A N/A 130000000.00 129954500.00 0.0091 N 129972700.00 129972700.00 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 7000000.00 6995263.33 0.0005 N 6996990.00 6996990.00 Govco, LLC Govco, LLC 0.500000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 8000000.00 7987333.34 0.0006 N 7988480.00 7988480.00 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 5000000.00 4990827.78 0.0003 N 4991150.00 4991150.00 Govco, LLC Govco, LLC 0.600000% 38362VFE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2991750.00 0.0002 N 2991510.00 2991510.00 Govco, LLC Govco, LLC 0.620000% 38362VFK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Credit / Liquidity Citibank NA N/A N/A 47000000.00 46862394.44 0.0033 N 46860410.00 46860410.00 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 63000000.00 62811472.50 0.0044 N 62811000.00 62811000.00 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 31000000.00 30908171.11 0.0022 N 30906070.00 30906070.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BA33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 29000000.00 28999500.56 0.0020 N 29000000.00 29000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 18000000.00 17998760.00 0.0013 N 17999820.00 17999820.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 28000000.00 27997830.00 0.0020 N 27999720.00 27999720.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 15000000.00 14997933.33 0.0010 N 14999700.00 14999700.00 Grampian Funding, LLC Grampian Funding, LLC 0.320000% 38501BAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 34000000.00 33993351.11 0.0024 N 33998640.00 33998640.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501BAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 10000000.00 9998105.55 0.0007 N 9999600.00 9999600.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RAQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 71000000.00 70988659.72 0.0049 N 70989350.00 70989350.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.270000% 75914UAN0 Other Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y JPMorgan Chase Bank NA N/A N/A N 6000000.00 6000000.00 0.0004 N 5999940.00 5999940.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.200000% 75914UAP5 Other Commercial Paper N First Tier Security N/A N/A 2012-01-30 2012-01-30 N Y JPMorgan Chase Bank NA N/A N/A N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.010000% 4662J0A36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 144000000.00 143999920.00 0.0100 N 144000000.00 144000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.327400% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-01-23 2013-01-18 N N N 129000000.00 129000000.00 0.0090 N 128993292.00 128993292.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14999175.00 0.0010 N 14999250.00 14999250.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2AC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49996944.44 0.0035 N 49997000.00 49997000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999266.67 0.0007 N 9999400.00 9999400.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19997677.78 0.0014 N 19998000.00 19998000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2AT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9998338.89 0.0007 N 9998600.00 9998600.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6998568.89 0.0005 N 6998740.00 6998740.00 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 10000000.00 9998100.00 0.0007 N 9997700.00 9997700.00 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 21000000.00 20991786.67 0.0015 N 20989080.00 20989080.00 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 20000000.00 19992055.55 0.0014 N 19989400.00 19989400.00 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 20000000.00 19991933.33 0.0014 N 19989000.00 19989000.00 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 19000000.00 18991407.78 0.0013 N 18987270.00 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Agreement Y Fannie Mae 2020-11-25 1.750000 Government Agency Debt 50000000.00 36606729.54 Fannie Mae 2032-09-25 1.157200 Government Agency Debt 57910000.00 36637648.71 Freddie Mac 2036-09-15 0.498000 Government Agency Debt 85058510.00 36056269.43 Freddie Mac 2037-02-15 5.700000 Government Agency Debt 93700000.00 35770767.68 Freddie Mac 2040-10-15 4.000000 Government Agency Debt 37167682.00 34832756.59 Freddie Mac 2041-04-15 0.798000 Government Agency Debt 698614.00 570033.95 GNMA 2038-02-20 5.000000 Government Agency Debt 58147000.00 35825794.25 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 210000000.00 210000000.00 0.0146 N 210000000.00 210000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.240000% 60681P2L7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 30000000.00 30000000.00 0.0021 N 30000600.00 30000600.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.200000% 60687GKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N N 70000000.00 70000000.00 0.0049 N 69999300.00 69999300.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GKE7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 72000000.00 72000000.00 0.0050 N 71999280.00 71999280.00 National Australia Bank Ltd National Australia Bank Ltd 0.600000% 971LQB007 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 57000000.00 57000000.00 0.0040 N 57000000.00 57000000.00 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 90000000.00 90000412.12 0.0063 N 90001800.00 90001800.00 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 65000000.00 65000000.00 0.0045 N 65020800.00 65020800.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973VHG002 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 2000000.00 2000000.00 0.0001 N 2000740.00 2000740.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.390000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15060000.00 15060000.00 0.0010 N 15060000.00 15060000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.390000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Nordea North America, Inc Nordea North America, Inc 0.150000% 6555P0B16 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N Y Nordea Bank AB N/A 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58000000.00 0.0040 N 58004060.00 58004060.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.310000% 74927JA52 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y Royal Bank of Scotland Plc N/A N/A N 48000000.00 47998346.67 0.0033 N 47998560.00 47998560.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BP0 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N Y Reckitt Benckiser Group Plc N/A N/A N 20000000.00 19984688.89 0.0014 N 19988600.00 19988600.00 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 6994540.00 0.0005 N 6995870.00 6995870.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.470000% 7562E0CT1 Other Commercial Paper N First Tier Security N/A N/A 2012-03-27 2012-03-27 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 998877.22 0.0001 N 998750.00 998750.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0F19 Other Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N Y Reckitt Benckiser Group Plc N/A N/A N 2000000.00 1994933.33 0.0001 N 1994200.00 1994200.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0G26 Other Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 996950.00 0.0001 N 996150.00 996150.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.650000% 7562E0G91 Other Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24914236.11 0.0017 N 24898250.00 24898250.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6S9 Certificate of Deposit N 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Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19999422.22 0.0014 N 19999600.00 19999600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124LAJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10000000.00 9998819.44 0.0007 N 9999200.00 9999200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050TAC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 35485000.00 35482289.34 0.0025 N 35482516.05 35482516.05 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050TAH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 2000000.00 1999777.78 0.0001 N 1999780.00 1999780.00 Skandinaviska Enskilda Banken AB 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0.0008 N 11999280.00 11999280.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EEC8 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24992875.00 0.0017 N 24998000.00 24998000.00 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 45000000.00 44985512.50 0.0031 N 44995500.00 44995500.00 Straight A Funding, LLC Straight A Funding, LLC 0.100000% 86257EEV6 Government Agency Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49997500.00 0.0035 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FCD5 Government Agency Debt N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 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Financing Bank N/A N/A 19445000.00 19438842.42 0.0014 N 19443249.95 19443249.95 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 10298000.00 10294684.61 0.0007 N 10296970.20 10296970.20 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 30000000.00 29995250.00 0.0021 N 29998500.00 29998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GF57 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 31892000.00 31891495.04 0.0022 N 31891681.08 31891681.08 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GG56 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40060000.00 40058097.16 0.0028 N 40058798.20 40058798.20 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 27000000.00 26994442.50 0.0019 N 26996490.00 26996490.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GL43 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 35105000.00 35096847.84 0.0024 N 35099383.20 35099383.20 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JD38 Government Agency Debt N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39204000.00 39203172.36 0.0027 N 39203607.96 39203607.96 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JD61 Government Agency Debt N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25016000.00 25013623.48 0.0017 N 25014499.04 25014499.04 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 2000000.00 1999577.78 0.0001 N 1999720.00 1999720.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JG35 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 67000000.00 66980905.00 0.0047 N 66985930.00 66985930.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KN91 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26992305.00 0.0019 N 26994330.00 26994330.00 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 17465000.00 17460206.83 0.0012 N 17461507.00 17461507.00 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 40000000.00 39987333.33 0.0028 N 39990000.00 39990000.00 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 10246000.00 10242701.36 0.0007 N 10243336.04 10243336.04 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 9996569.45 0.0007 N 9997100.00 9997100.00 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 44000000.00 43983512.22 0.0031 N 43985040.00 43985040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.200000% 86562EN20 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 100000000.00 100000000.00 0.0070 N 99998000.00 99998000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.240000% 86562WTS7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 70000000.00 70000000.00 0.0049 N 69998600.00 69998600.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WTV0 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 144000000.00 144000000.00 0.0100 N 144000000.00 144000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.120000% 86959BR80 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 95000000.00 95000000.00 0.0066 N 94992400.00 94992400.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.120000% 86959BS30 Certificate of Deposit N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 11000000.00 11000000.00 0.0008 N 10999010.00 10999010.00 Swedbank AB Swedbank AB 0.205000% 87019QCL0 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 42000000.00 42000000.00 0.0029 N 41999160.00 41999160.00 Texas TRAN Series 2011A 0.070000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.070000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 24750000.00 24750000.00 0.0017 N 24750000.00 24750000.00 Texas TRAN Series 2011A 0.070000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-03 2012-01-03 Y JP Morgan Chase & Co N/A N/A N N 19845000.00 19845000.00 0.0014 N 19845000.00 19845000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.320000% 88324LAC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 28000000.00 27997262.22 0.0020 N 27998320.00 27998320.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24000000.00 23996693.33 0.0017 N 23998080.00 23998080.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 67000000.00 66989615.00 0.0047 N 66993970.00 66993970.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.300000% 88324LAL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15997466.66 0.0011 N 15998400.00 15998400.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999672.78 0.0001 N 1999800.00 1999800.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.310000% 88324LAR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999380.00 0.0002 N 2999610.00 2999610.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 75000000.00 74996166.66 0.0052 N 74997000.00 74997000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 4000000.00 3999535.56 0.0003 N 3999600.00 3999600.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TAP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 22000000.00 21996638.89 0.0015 N 21997580.00 21997580.00 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 51162000.00 51137300.12 0.0036 N 51133349.28 51133349.28 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XAQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 2000000.00 2000000.00 0.0001 N 2001220.00 2001220.00 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 31000000.00 31000000.00 0.0022 N 31017050.00 31017050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112XCW3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 119000000.00 119000000.00 0.0083 N 119013090.00 119013090.00 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 50000000.00 50000000.00 0.0035 N 50002500.00 50002500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112XHE8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 114000000.00 114000000.00 0.0079 N 113998860.00 113998860.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112XHK4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 46000000.00 46000000.00 0.0032 N 45999540.00 45999540.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112Y5N9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 93000000.00 93000000.00 0.0065 N 93001860.00 93001860.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6K4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 110000000.00 110000000.00 0.0077 N 110003300.00 110003300.00 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 N 70000000.00 69966788.89 0.0049 N 69983900.00 69983900.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.570000% 89233GEG7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 21000000.00 20954780.00 0.0015 N 20974590.00 20974590.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEQ5 Other Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 120000000.00 119712000.00 0.0083 N 119832000.00 119832000.00 UBS AG UBS AG 0.190000% 90267A7D2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 100000000.00 100000000.00 0.0070 N 99999000.00 99999000.00 UBS AG UBS AG 0.200000% 90267RAL3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 29000000.00 29000000.00 0.0020 N 28998840.00 28998840.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.165000% 90262CA64 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N Y UBS AG N/A N/A N 25000000.00 24999427.08 0.0017 N 24999000.00 24999000.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.190000% 90262CAA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N Y UBS AG N/A N/A N 61000000.00 60997102.50 0.0043 N 60996950.00 60996950.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M120106_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 73133277.00 70744974.39 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 73678399.00 76135026.14 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y UBS Securities LLC N/A N/A N N 144000000.00 144000000.00 0.0100 N 144004320.00 144004320.00 Union Bank, NA Union Bank, NA 0.380000% 90527MVA1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 54000000.00 54000000.00 0.0038 N 53998380.00 53998380.00 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 2000000.00 2000000.00 0.0001 N 1999140.00 1999140.00 Univ of California Commerical Paper Notes Series B 0.230000% 91411SA91 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 4000000.00 3999795.55 0.0003 N 3999840.00 3999840.00 Univ of California Commerical Paper Notes Series B 0.170000% 91411SAC4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 8000000.00 7999584.44 0.0006 N 7999680.00 7999680.00 Univ of California Commerical Paper Notes Series B 0.250000% 91411SB82 Other Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 9000000.00 8997625.00 0.0006 N 8998200.00 8998200.00 Univ of California Commerical Paper Notes Series B 0.140000% 91411SBF6 Other Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 22000000.00 21996150.00 0.0015 N 21996260.00 21996260.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SBP4 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 5000000.00 4998012.50 0.0003 N 4998400.00 4998400.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.250000% 92217LAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 58000000.00 57990333.34 0.0040 N 57993620.00 57993620.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.220000% 92217LAT6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 23000000.00 22996345.55 0.0016 N 22997240.00 22997240.00 Westpac Banking Corp Westpac Banking Corp 0.360200% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-05-01 N N N 52000000.00 52000000.00 0.0036 N 51988040.00 51988040.00 Westpac Banking Corp Westpac Banking Corp 0.361400% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 12993500.00 12993500.00 Westpac Banking Corp Westpac Banking Corp 0.500000% 96121TJN9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 1000000.00 1000000.00 0.0001 N 1000370.00 1000370.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C0A33 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 23000000.00 22999616.67 0.0016 N 22999540.00 22999540.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 104000000.00 103894093.29 0.0072 N 103937600.00 103937600.00 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 49972916.67 0.0035 N 49970000.00 49970000.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 79000000.00 78910269.16 0.0055 N 78945490.00 78945490.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1173457.04 1173457.04 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 1019734.16 1019734.16 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 258579.24 258579.24 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 224705.36 224705.36 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1989106.59 1989106.59 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 1728533.63 1728533.63 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 338114.52 338114.52 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 293821.52 293821.52 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 81000000.00 80998650.00 0.0056 N 80999190.00 80999190.00 Windmill Funding Corp Windmill Funding Corp 0.270000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 38000000.00 37999430.00 0.0026 N 37999620.00 37999620.00