0001145549-14-002887.txt : 20140325 0001145549-14-002887.hdr.sgml : 20140325 20140325150555 ACCESSION NUMBER: 0001145549-14-002887 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: 14715745 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 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-12-31 0000857156 S000004509 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 32 45 891546771.92 165597.85 51354.82 891661014.95 0.0022 1.0000 2011-12-31 1.0000 2011-12-31 C000012386 1.00 891661014.95 1.00 5459594.49 32910327.93 27450733.44 0.0001 1.0000 2011-12-31 1.0000 2011-12-31 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221LAD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4999466.67 0.0056 N 4999700.00 4999700.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221LAK6 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 1000000.00 999850.00 0.0011 N 999910.00 999910.00 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 2000000.00 1999965.56 0.0022 N 1999960.00 1999960.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999931.11 0.0022 N 1999960.00 1999960.00 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 2000000.00 1999388.89 0.0022 N 1999800.00 1999800.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.600000% 971JFK004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 1000000.00 1000000.00 0.0011 N 1000630.00 1000630.00 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 3000000.00 3000000.00 0.0034 N 2999940.00 2999940.00 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 4000000.00 4000000.00 0.0045 N 4000080.00 4000080.00 Bank of Montreal Bank of Montreal 0.160000% 06366WVV3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 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 4000000.00 4000000.00 0.0045 N 4000520.00 4000520.00 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 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 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 5000000.00 5000000.00 0.0056 N 5000350.00 5000350.00 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 1000000.00 1000000.00 0.0011 N 1000110.00 1000110.00 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 8000000.00 8000000.00 0.0090 N 8001200.00 8001200.00 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 0.0022 N 2000760.00 2000760.00 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 9000000.00 9000000.00 0.0101 Security is a time deposit. N 9000000.00 9000000.00 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 5000000.00 5000000.00 0.0056 N 5000200.00 5000200.00 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 5000000.00 5000000.00 0.0056 N 4999200.00 4999200.00 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 3000000.00 3000000.00 0.0034 N 2999880.00 2999880.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M120103_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-07-01 3.500000 Government Agency Debt 112698.00 115161.34 Fannie Mae 2037-07-01 5.000000 Government Agency Debt 4961100.00 4039512.69 Fannie Mae 2039-01-01 6.000000 Government Agency Debt 4000.00 1430.84 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 2044.00 2185.52 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 2257.00 2346.96 Freddie Mac 2024-03-15 2.000000 Government Agency Debt 10423.00 6877.47 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 4541.00 4160.93 GNMA 2039-06-20 2.600000 Government Agency Debt 3906.00 3805.41 GNMA 2039-11-16 3.250000 Government Agency Debt 3010.00 2754.48 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M120106_2MN1 0000851376 Government Agency Repurchase Agreement Y GNMA 2039-11-16 3.250000 Government Agency Debt 36716931.00 33600000.91 First Tier Security N/A N/A 2012-01-06 2012-01-06 Y BARCLAYS CAPITAL INC N/A N/A N N 32000000.00 32000000.00 0.0359 N 32000640.00 32000640.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HAK5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N Y Barclays Bank Plc N/A N/A N 5000000.00 4999475.01 0.0056 N 4999450.00 4999450.00 Barclays US Funding Corp Barclays US Funding Corp 0.200000% 06737HAT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N Y Barclays Bank Plc N/A N/A N 2000000.00 1999711.11 0.0022 N 1999640.00 1999640.00 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 1000000.00 999757.22 0.0011 N 999570.00 999570.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 987WVU007_0.0600_M120103_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2037-06-25 4.000000 Government Agency Debt 14014352.00 13650000.18 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 13000000.00 13000000.00 0.0146 N 13000000.00 13000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 987YEA006_0.2200_M120103_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2022-10-25 6.000000 Government Agency Debt 10000.00 653.41 Fannie Mae 2031-11-25 0.907000 Government Agency Debt 1900000.00 48927.66 Fannie Mae 2034-05-25 5.000000 Government Agency Debt 212882.00 222310.07 Fannie Mae 2036-06-25 0.657200 Government Agency Debt 110000.00 45629.32 Fannie Mae 2037-04-25 0.543600 Government Agency Debt 285714.00 162039.57 Fannie Mae 2037-06-25 0.693600 Government Agency Debt 500000.00 168067.60 Fannie Mae 2040-07-25 5.000000 Government Agency Debt 217359.00 244770.75 Fannie Mae 2041-10-25 4.000000 Government Agency Debt 180000.00 190429.24 Freddie Mac 2020-10-15 5.000000 Government Agency Debt 100000.00 115719.78 Freddie Mac 2021-02-15 1.200000 Government Agency Debt 25000000.00 204839.42 Freddie Mac 2021-04-15 5.000000 Government Agency Debt 100000.00 115983.08 Freddie Mac 2021-05-15 5.000000 Government Agency Debt 100000.00 113876.18 Freddie Mac 2022-05-15 0.812500 Government Agency Debt 1874976.00 239241.73 Freddie Mac 2030-11-15 0.728300 Government Agency Debt 800000.00 6200.94 Freddie Mac 2035-07-15 0.647800 Government Agency Debt 3550000.00 24126.65 Freddie Mac 2037-11-15 0.778300 Government Agency Debt 418521.00 128037.31 GNMA 2032-01-16 0.700200 Government Agency Debt 4500000.00 57378.89 GNMA 2039-04-20 0.634800 Government Agency Debt 65000.00 11768.79 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 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 5000000.00 5000000.00 0.0056 N 4999350.00 4999350.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999431.67 0.0034 N 2999790.00 2999790.00 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 3000000.00 2998966.67 0.0034 N 2999700.00 2999700.00 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 2000000.00 1999285.00 0.0022 N 1999780.00 1999780.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.354100% 13606X4J4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-07-09 N N N 1000000.00 1000000.00 0.0011 N 1000150.00 1000150.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.321400% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.080000% 13606YAK2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 8000000.00 8000000.00 0.0090 N 7999040.00 7999040.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 9000000.00 9000000.00 0.0101 N 8985780.00 8985780.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.310000% 1373X2AA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 6000000.00 5999535.00 0.0067 N 5999700.00 5999700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X2AD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 6000000.00 5999400.00 0.0067 N 5999640.00 5999640.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6999657.78 0.0079 N 6999930.00 6999930.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4999297.22 0.0056 N 4999850.00 4999850.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 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 1000000.00 999789.17 0.0011 N 999940.00 999940.00 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 1000000.00 999763.61 0.0011 N 999920.00 999920.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999724.44 0.0022 N 1999900.00 1999900.00 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 5000000.00 4998277.78 0.0056 N 4999500.00 4999500.00 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 8000000.00 8000000.00 0.0090 N 7996000.00 7996000.00 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 2000000.00 2000000.00 0.0022 N 1998980.00 1998980.00 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 1000000.00 1000000.00 0.0011 N 999520.00 999520.00 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 13000000.00 13000000.00 0.0146 N 12997803.00 12997803.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.600000% 20272DFF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 5000000.00 4986166.66 0.0056 N 4984100.00 4984100.00 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 1000000.00 997095.00 0.0011 N 996820.00 996820.00 CRC Funding, LLC CRC Funding, LLC 0.310000% 12622UAJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999707.22 0.0022 N 1999760.00 1999760.00 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 4000000.00 3998622.22 0.0045 N 3999000.00 3999000.00 CRC Funding, LLC CRC Funding, LLC 0.330000% 12622UBE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3998386.67 0.0045 N 3998440.00 3998440.00 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 1000000.00 997792.78 0.0011 N 997520.00 997520.00 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 12000000.00 12000000.00 0.0135 N 11999880.00 11999880.00 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 5000000.00 5000000.00 0.0056 N 4999950.00 4999950.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.040000% 22799D001_0.0400_M120103_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2039-03-15 4.500000 Government Agency Debt 4950000.00 3729916.68 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 3656744.00 3656744.00 0.0041 N 3656744.00 3656744.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.060000% 992JYD004_0.0600_M120103_2MN1 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2035-03-25 0.843600 Government Agency Debt 4200000.00 62995.02 Fannie Mae 2035-10-25 0.793600 Government Agency Debt 2900000.00 922031.95 Fannie Mae 2036-06-25 0.893600 Government Agency Debt 34000000.00 1246323.37 Fannie Mae 2037-08-25 0.943600 Government Agency Debt 10264000.00 395010.44 Freddie Mac 2034-03-15 1.070200 Government Agency Debt 20735000.00 3593008.40 Freddie Mac 2035-03-15 0.628300 Government Agency Debt 12028858.00 573778.67 Freddie Mac 2035-04-15 7.000000 Government Agency Debt 7867428.00 1914462.28 Freddie Mac 2035-07-15 0.778300 Government Agency Debt 49460063.00 4687277.08 Freddie Mac 2035-08-15 0.720200 Government Agency Debt 20000000.00 2795522.81 Freddie Mac 2036-07-15 0.478300 Government Agency Debt 2265000.00 1934983.61 Freddie Mac 2036-07-15 0.728300 Government Agency Debt 3970000.00 94899.14 GNMA 2034-02-20 0.485300 Government Agency Debt 10000000.00 2180884.48 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 20000000.00 20000000.00 0.0224 N 20000000.00 20000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.500000% 2284K0A54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Canadian Imperial Bank of Commerce N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Deutsche Bank AG N/A N/A Credit / Liquidity Fannie Mae N/A N/A Credit / Liquidity Freddie Mac N/A N/A Credit / Liquidity General Electric Capital Corp N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A Credit / Liquidity UBS AG N/A N/A 2000000.00 1999888.89 0.0022 N 1999960.00 1999960.00 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 2000000.00 1999866.67 0.0022 N 1999900.00 1999900.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 21599B009_0.0800_M120103_2MN1 0001074042 Government Agency Repurchase Agreement Y GNMA 2040-04-20 0.645000 Government Agency Debt 29562881.00 29659509.74 GNMA 2040-07-16 0.532500 Government Agency Debt 33187319.00 32740490.55 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 60000000.00 60000000.00 0.0673 N 60000000.00 60000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M120105_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2020-10-01 5.500000 Government Agency Debt 92996.00 29369.23 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 144496.00 148320.79 Fannie Mae 2033-12-01 6.500000 Government Agency Debt 459711.00 177963.17 Fannie Mae 2037-05-01 6.500000 Government Agency Debt 141179.00 93377.32 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 13950.00 5228.66 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 48288.00 13114.75 Fannie Mae 2038-03-01 5.000000 Government Agency Debt 341731.00 177914.32 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 2150819.00 1315151.15 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 688260.00 648510.83 Freddie Mac 2034-02-15 1.247800 Government Agency Debt 5306564.00 1173941.77 Freddie Mac 2037-10-01 7.000000 Government Agency Debt 2052978.00 648651.43 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 2196286.00 624821.01 Freddie Mac 2040-11-15 0.628300 Government Agency Debt 152506.00 145013.79 Freddie Mac 2041-11-15 1.397700 Government Agency Debt 144355.00 123167.11 GNMA 2036-09-15 7.000000 Government Agency Debt 2232197.00 649671.76 GNMA 2037-11-16 2.750000 Government Agency Debt 190547.00 183381.98 GNMA 2038-11-15 7.000000 Government Agency Debt 1210809.00 648569.67 GNMA 2039-02-15 7.000000 Government Agency Debt 908023.00 440640.79 GNMA 2040-06-15 5.000000 Government Agency Debt 2071.00 1975.39 GNMA 2041-11-20 7.000000 Government Agency Debt 12398.00 14314.49 First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 7000000.00 7000000.00 0.0079 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120109_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-07-25 0.893600 Government Agency Debt 4720463.00 120082.98 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 755902.00 205298.75 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 6805.00 2697.34 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 13828029.00 7761292.27 Fannie Mae 2039-11-25 5.000000 Government Agency Debt 334096.00 204288.10 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 38583.00 36736.61 GNMA 2037-11-16 2.750000 Government Agency Debt 9680.00 9316.01 GNMA 2040-07-20 4.500000 Government Agency Debt 1000.00 1064.18 First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 8000000.00 8000000.00 0.0090 Y 8000080.00 8000080.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120209_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-11-25 5.000000 Government Agency Debt 13609889.00 8321974.62 GNMA 2037-11-16 2.750000 Government Agency Debt 1455.00 1400.29 GNMA 2039-05-20 4.000000 Government Agency Debt 4975.00 2929.72 First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 8000000.00 8000000.00 0.0090 Y 8000000.00 8000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.230000% 30601VA50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1037000.00 1036973.50 0.0012 N 1036979.26 1036979.26 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 30601VAJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 5000000.00 4999480.55 0.0056 N 4999600.00 4999600.00 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 1000000.00 999740.00 0.0011 N 999660.00 999660.00 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 10000000.00 9999698.61 0.0112 N 9999920.00 9999920.00 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 3000000.00 2999926.25 0.0034 N 2999952.00 2999952.00 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 7000000.00 6999739.45 0.0079 N 6999874.00 6999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 5000000.00 4999975.00 0.0056 N 4999985.00 4999985.00 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 1000000.00 999966.67 0.0011 N 999989.00 999989.00 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 5000000.00 4999804.16 0.0056 N 4999935.00 4999935.00 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 3000000.00 2999898.33 0.0034 N 2999952.00 2999952.00 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 10000000.00 9999594.45 0.0112 N 9999800.00 9999800.00 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 10000000.00 9999583.33 0.0112 N 9999800.00 9999800.00 Freddie Mac Freddie Mac 0.030000% 313396RH8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 1000000.00 999998.33 0.0011 N 1000000.00 1000000.00 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 2000000.00 1999986.67 0.0022 N 1999996.00 1999996.00 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 7000000.00 6999790.00 0.0079 N 6999937.00 6999937.00 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 1000000.00 999964.17 0.0011 N 999989.00 999989.00 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 2000000.00 1999900.83 0.0022 N 1999972.00 1999972.00 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 12000000.00 11999573.30 0.0135 N 11999796.00 11999796.00 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 2000000.00 1999958.89 0.0022 N 1999960.00 1999960.00 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 6000000.00 5999740.00 0.0067 N 5999874.00 5999874.00 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 15000000.00 15000000.00 0.0168 N 15019350.00 15019350.00 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 8000000.00 7999422.22 0.0090 N 7999920.00 7999920.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HAJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 12000000.00 11998753.33 0.0135 N 11999880.00 11999880.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HBT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 2000000.00 1999050.00 0.0022 N 1999740.00 1999740.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2MN1 0000769993 Other Repurchase Agreement N BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199851.60 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199961.62 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199993.78 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199991.25 DIAMOND OFFSHORE DRILLING INCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 153160.00 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199990.44 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199991.25 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199988.34 GOODYEAR TIRE & RUBR CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199996.16 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199961.51 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199994.12 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199963.44 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199999.60 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199945.80 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199983.50 OIL STS INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199958.22 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199992.52 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 152864.14 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199977.36 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199992.60 UNITED PARCEL SERVICE INC CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 199928.07 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 94570.30 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 4000000.00 4000000.00 0.0045 Repurchase agreement collateralized by common stock and ETFs. Y 4002240.00 4002240.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2MN1 0000769993 Other Repurchase Agreement N BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49873.20 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49961.79 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49988.33 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.55 DIAMOND OFFSHORE DRILLING INCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49952.00 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49997.61 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49984.02 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49989.52 GOODYEAR TIRE & RUBR CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.04 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49949.48 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49983.80 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49962.08 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.90 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49937.04 MCCLATCHY CO CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.60 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49986.75 OIL STS INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49951.77 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.13 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49981.68 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.04 THOMSON REUTERS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 606.97 UNITED PARCEL SERVICE INC CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49926.87 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 1000000.00 1000000.00 0.0011 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.730000% 992JYE002_0.7300_M120202_2MN1 0000769993 Other Repurchase Agreement N BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49873.20 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49961.79 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49988.33 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.55 DIAMOND OFFSHORE DRILLING INCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49952.00 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49997.61 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49984.02 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49989.52 GOODYEAR TIRE & RUBR CO COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.04 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49949.48 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49983.80 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49962.08 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49999.90 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49937.04 MCCLATCHY CO CL A 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.60 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49986.75 OIL STS INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49951.77 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49998.13 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49981.68 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49994.04 THOMSON REUTERS CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 606.97 UNITED PARCEL SERVICE INC CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 49926.87 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 1000000.00 1000000.00 0.0011 Repurchase agreement collateralized by common stock and ETFs. Y 1000470.00 1000470.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2MN1 0000769993 Other Repurchase Agreement N AON CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 196994.61 BLACKROCK INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299956.80 BUNGE LIMITED COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299999.66 CENTERPOINT ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299990.67 CONSOLIDATED EDISON INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 168617.46 CORNING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299993.40 ENNIS INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299999.25 EQT CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299959.29 FEDERATED INVS INC PA CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299997.64 HEALTHSPRING INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299969.53 ITT CORP NEW COM NEW 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299981.36 ITT EDUCATIONAL SERVICES INCCOM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299945.16 JAGUAR MNG INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299999.40 JOHNSON & JOHNSON 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299951.64 NRG ENERGY INC 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299993.50 OIL STS INTL INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 230639.64 PFIZER INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299988.78 PINNACLE WEST CAP CORP COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299994.66 RESMED INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299991.36 SALESFORCE COM INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 4189.79 SANDRIDGE ENERGY INC COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299997.12 UNITED PARCEL SERVICE INC CL B 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299928.87 WASTE MGMT INC DEL COM 2011-12-30 N/A Other Instrument common stock or ETF 0.00 299969.78 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 6000000.00 6000000.00 0.0067 Repurchase agreement collateralized by common stock and ETFs. Y 6000000.00 6000000.00 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 0.0011 N 999960.00 999960.00 Govco, LLC Govco, LLC 0.400000% 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 1000000.00 999822.22 0.0011 N 999920.00 999920.00 Govco, LLC Govco, LLC 0.340000% 38362VBF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4997875.00 0.0056 N 4998550.00 4998550.00 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 1000000.00 999527.22 0.0011 N 999700.00 999700.00 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 12000000.00 11991880.00 0.0134 N 11994840.00 11994840.00 Govco, LLC Govco, LLC 0.500000% 38362VDS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 998388.89 0.0011 N 998510.00 998510.00 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 1000000.00 997250.00 0.0011 N 997170.00 997170.00 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 1000000.00 999931.11 0.0011 N 999990.00 999990.00 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 2000000.00 1999845.00 0.0022 N 1999980.00 1999980.00 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 2000000.00 1999608.89 0.0022 N 1999920.00 1999920.00 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 1000000.00 999810.55 0.0011 N 999960.00 999960.00 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 1000000.00 999617.78 0.0011 N 999930.00 999930.00 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 3000000.00 2999520.83 0.0034 N 2999550.00 2999550.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RC58 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 1000000.00 999520.00 0.0011 N 999260.00 999260.00 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 6000000.00 5999996.67 0.0067 N 6000000.00 6000000.00 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 10000000.00 10000000.00 0.0112 N 9999480.00 9999480.00 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 1000000.00 999945.00 0.0011 N 999950.00 999950.00 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 2000000.00 1999547.78 0.0022 N 1999560.00 1999560.00 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 8000000.00 7998480.00 0.0090 N 7998160.00 7998160.00 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 3000000.00 2999156.67 0.0034 N 2999100.00 2999100.00 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 2000000.00 1999217.78 0.0022 N 1998960.00 1998960.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.215000% 53944A5R2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 6000000.00 6000000.00 0.0067 N 5999940.00 5999940.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.215000% 53944A6H3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 1000000.00 1000000.00 0.0011 N 999980.00 999980.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999942.50 0.0011 N 999970.00 999970.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4B11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999801.94 0.0011 N 999900.00 999900.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4BM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999660.00 0.0011 N 999810.00 999810.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4C28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998729.17 0.0034 N 2999310.00 2999310.00 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 2000000.00 1999041.66 0.0022 N 1999400.00 1999400.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000% 06399V008_0.2300_M120103_2MN1 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2023-12-25 2.000000 Government Agency Debt 23697918.00 13273500.03 Freddie Mac 2025-04-15 4.000000 Government Agency Debt 5821155.00 6296500.17 First Tier Security N/A N/A 2012-01-03 2012-01-03 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 19000000.00 19000000.00 0.0213 N 19000000.00 19000000.00 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 4000000.00 4000000.00 0.0045 N 4000080.00 4000080.00 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 3000000.00 3000000.00 0.0034 N 2999970.00 2999970.00 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 4000000.00 4000000.00 0.0045 N 3999960.00 3999960.00 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 1000000.00 1000004.58 0.0011 N 1000020.00 1000020.00 National Australia Bank Ltd National Australia Bank Ltd 0.370000% 971QKK002 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 3000000.00 3000000.00 0.0034 N 3000120.00 3000120.00 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 7000000.00 7000000.00 0.0079 N 7002240.00 7002240.00 New York City IDA Industrial RB (Allway Tools) Series 1997 0.640000% 649705LL2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 95000.00 95000.00 0.0001 N 95000.00 95000.00 Nordea North America, Inc Nordea North America, Inc 0.200000% 6555P0AL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N Y Nordea Bank AB N/A N/A N 3947000.00 3946583.37 0.0044 N 3946526.36 3946526.36 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 N/A N 3000000.00 2999612.50 0.0034 N 2999310.00 2999310.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TAL0 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 6000000.00 5999271.67 0.0067 N 5999940.00 5999940.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.360000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-01-06 2012-01-06 Y California State Teachers Retirement Systems N/A N/A Y California State Teachers Retirement Systems N/A N/A N 7605000.00 7605000.00 0.0085 N 7605000.00 7605000.00 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 2000000.00 1999931.11 0.0022 N 1999940.00 1999940.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.460000% 7562E0BA3 Other Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N Y Reckitt Benckiser Group Plc N/A N/A N 3000000.00 2998466.66 0.0034 N 2998980.00 2998980.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-03-27 N N N 6000000.00 6000000.00 0.0067 N 6000060.00 6000060.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H6V2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H6W0 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H7E9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H7K5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 1000000.00 1000000.00 0.0011 N 1000010.00 1000010.00 Sheffield Receivables 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 6000000.00 5999826.67 0.0067 N 5999880.00 5999880.00 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 1000000.00 999923.61 0.0011 N 999930.00 999930.00 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 1000000.00 1000000.00 0.0011 N 999930.00 999930.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.280000% 8342E2AB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N Y Letter of Credit HSBC Bank Plc N/A N/A 1000000.00 999922.22 0.0011 N 999960.00 999960.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E2AH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit HSBC Bank Plc N/A N/A 1200000.00 1199861.33 0.0013 N 1199919.00 1199919.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.100000% 8574P04R6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 6000000.00 6000000.00 0.0067 N 5999820.00 5999820.00 State Street Corp State Street Corp 0.200000% 85747JCD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 3000000.00 2998800.00 0.0034 N 2997150.00 2997150.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBN7 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 12000000.00 11999810.00 0.0135 N 12000000.00 12000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9999736.11 0.0112 N 9999900.00 9999900.00 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 5000000.00 4998865.28 0.0056 N 4999700.00 4999700.00 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 5000000.00 4999750.00 0.0056 N 4999900.00 4999900.00 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 2000000.00 1999905.00 0.0022 N 1999940.00 1999940.00 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 7000000.00 6998559.17 0.0078 N 6999090.00 6999090.00 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 5100000.00 5098950.25 0.0057 N 5099337.00 5099337.00 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 5000000.00 4998416.67 0.0056 N 4998750.00 4998750.00 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 3000000.00 2998875.83 0.0034 N 2998980.00 2998980.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562ER59 Certificate of Deposit N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 3000000.00 3000000.00 0.0034 N 2999910.00 2999910.00 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 3000000.00 3000000.00 0.0034 N 2999940.00 2999940.00 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 9000000.00 9000000.00 0.0101 N 9000000.00 9000000.00 Swedbank AB Swedbank AB 0.200000% 87019QCE6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 2000000.00 2000000.00 0.0022 N 1999980.00 1999980.00 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 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 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 2970000.00 2970000.00 0.0033 N 2970000.00 2970000.00 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 1980000.00 1980000.00 0.0022 N 1980000.00 1980000.00 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 1000000.00 999902.22 0.0011 N 999940.00 999940.00 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 4000000.00 3999366.66 0.0045 N 3999600.00 3999600.00 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 3000000.00 2999509.17 0.0034 N 2999700.00 2999700.00 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 5000000.00 4999419.44 0.0056 N 4999500.00 4999500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2998661.67 0.0034 N 2998470.00 2998470.00 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 9000000.00 9000000.00 0.0101 N 9004950.00 9004950.00 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 1000000.00 1000000.00 0.0011 N 1000050.00 1000050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112XHA6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 20000000.00 20000000.00 0.0224 N 20000000.00 20000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.240000% 89112YX73 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 9000000.00 9000000.00 0.0101 N 9000450.00 9000450.00 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 3000000.00 2998576.67 0.0034 N 2999310.00 2999310.00 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 N 5000000.00 4991666.67 0.0056 N 4995650.00 4995650.00 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 2000000.00 1995693.33 0.0022 N 1997580.00 1997580.00 UBS AG UBS AG 0.195000% 90267RAH2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 2000000.00 2000000.00 0.0022 N 1999920.00 1999920.00 UBS AG UBS AG 0.210000% 90267RBF5 Certificate of Deposit N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N N 4000000.00 4000000.00 0.0045 N 3999760.00 3999760.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.170000% 90262CA31 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N Y UBS AG N/A N/A N 6000000.00 5999943.33 0.0067 N 5999880.00 5999880.00 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 4000000.00 3999908.33 0.0045 N 3999840.00 3999840.00 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 3000000.00 3000000.00 0.0034 N 2999250.00 2999250.00 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 2000000.00 1999205.00 0.0022 N 1999360.00 1999360.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.350000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2012-01-01 2012-07-01 N N N 4000000.00 4000000.00 0.0045 N 4000120.00 4000120.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.220000% 92217LAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 4000000.00 3999437.78 0.0045 N 3999600.00 3999600.00 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 1000000.00 999833.33 0.0011 N 999890.00 999890.00 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 5000000.00 5000000.00 0.0056 N 4998850.00 4998850.00 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 3000000.00 3000000.00 0.0034 N 2998500.00 2998500.00 Westpac Banking Corp Westpac Banking Corp 0.270000% 9612C0A66 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 8999662.50 0.0101 N 8999640.00 8999640.00 Westpac Banking Corp Westpac Banking Corp 0.475000% 9612C0CG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 8000000.00 7992083.33 0.0090 N 7995440.00 7995440.00 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 1000000.00 998981.66 0.0011 N 999400.00 999400.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 39787.74 39787.74 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 34575.55 34575.55 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 19889.56 19889.56 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 17284.02 17284.02 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342GAC1 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 1000000.00 999908.33 0.0011 N 999930.00 999930.00 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 5000000.00 4998755.56 0.0056 N 4998687.00 4998687.00