-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Jc/TdIvq5GcfVqZKV8ZhZG6td/W70zQPs4xJ/LNiCaVkI6IklH09FH65yosQJSSj Z8XiRR+7FEQEe1Ohl34Zjw== 0001113672-10-000982.txt : 20110131 0001113672-10-000982.hdr.sgml : 20110131 20101207172947 ACCESSION NUMBER: 0001113672-10-000982 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101130 FILED AS OF DATE: 20101207 DATE AS OF CHANGE: 20101207 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 SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 101238132 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 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-11-30 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 48 76 13327482438.51 9206008.91 759097.73 13335929349.70 0.0036 1.0001 2010-11-30 1.0001 2010-11-30 C000012373 1.00 13335929349.70 1.00 -94704072.35 2884646587.29 2979350659.64 0.0001 1.0001 2010-11-30 1.0001 2010-11-30 Barclays Capital Inc. Barclays Capital Inc. 0.230000% 00799J004_0.2300 0001484219 Treasury Repurchase Agreement Y United States Treasury Department 2011-02-24 0.000000 Treasury Debt 9818600.00 9814770.75 United States Treasury Department 2011-01-13 0.000000 Treasury Debt 2093000.00 2092633.73 United States Treasury Department 2010-12-30 0.000000 Treasury Debt 2313700.00 2313362.20 United States Treasury Department 2011-01-27 0.000000 Treasury Debt 6035800.00 6034291.05 United States Treasury Department 2011-01-15 3.500000 Treasury Debt 1754000.00 2240169.12 United States Treasury Department 2011-04-14 0.000000 Treasury Debt 11878900.00 11870822.35 United States Treasury Department 2011-04-21 0.000000 Treasury Debt 11461600.00 11453347.65 United States Treasury Department 2011-05-19 0.000000 Treasury Debt 9300600.00 9291764.43 United States Treasury Department 2011-06-02 0.000000 Treasury Debt 2354500.00 2351959.49 United States Treasury Department 2012-10-31 0.375000 Treasury Debt 7839000.00 7822698.13 United States Treasury Department 2017-07-15 2.625000 Treasury Debt 10500.00 12961.93 United States Treasury Department 2015-03-31 2.500000 Treasury Debt 2789600.00 2949498.65 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 3990000.00 3937699.76 United States Treasury Department 2019-08-15 3.625000 Treasury Debt 6259000.00 6846720.61 United States Treasury Department 2011-12-31 1.000000 Treasury Debt 10524800.00 10643810.32 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 632900.00 784869.05 United States Treasury Department 2015-01-15 1.625000 Treasury Debt 997200.00 1232798.72 United States Treasury Department 2016-07-15 2.500000 Treasury Debt 1965700.00 2448662.55 United States Treasury Department 2015-02-15 11.250000 Treasury Debt 1565000.00 2261394.64 United States Treasury Department 2015-08-15 10.625000 Treasury Debt 5013500.00 7288141.71 United States Treasury Department 2015-11-15 9.875000 Treasury Debt 1595000.00 2247007.05 United States Treasury Department 2016-02-15 9.250000 Treasury Debt 1546800.00 2187059.78 United States Treasury Department 2019-02-15 8.875000 Treasury Debt 2655800.00 4023391.00 United States Treasury Department 2019-08-15 8.125000 Treasury Debt 3513500.00 5153687.25 United States Treasury Department 2020-08-15 8.750000 Treasury Debt 5357000.00 8264305.91 United States Treasury Department 2025-02-15 7.625000 Treasury Debt 3909200.00 5858837.33 United States Treasury Department 2025-08-15 6.875000 Treasury Debt 6987300.00 9862921.99 United States Treasury Department 2026-08-15 6.750000 Treasury Debt 2301000.00 3228451.09 United States Treasury Department 2028-04-15 3.625000 Treasury Debt 998500.00 1818715.60 United States Treasury Department 2029-02-15 5.250000 Treasury Debt 8737100.00 10570099.42 United States Treasury Department 2031-02-15 5.375000 Treasury Debt 6762600.00 8313794.35 United States Treasury Department 2025-01-15 2.375000 Treasury Debt 139400.00 187848.83 United States Treasury Department 2026-01-15 2.000000 Treasury Debt 170000.00 208094.71 United States Treasury Department 2027-01-15 2.375000 Treasury Debt 1430000.00 1809175.39 United States Treasury Department 2028-01-15 1.750000 Treasury Debt 387400.00 433143.38 United States Treasury Department 2029-01-15 2.500000 Treasury Debt 8600.00 10450.85 United States Treasury Department 2039-11-15 4.375000 Treasury Debt 4065800.00 4234542.27 United States Treasury Department 2040-02-15 2.125000 Treasury Debt 943600.00 1071094.21 United States Treasury Department 2012-01-15 3.375000 Treasury Debt 1864500.00 2419043.86 United States Treasury Department 2012-07-15 3.000000 Treasury Debt 129700.00 168485.37 United States Treasury Department 2013-02-15 3.875000 Treasury Debt 10000000.00 10851769.84 United States Treasury Department 2013-07-15 1.875000 Treasury Debt 717300.00 913195.17 United States Treasury Department 2014-01-15 2.000000 Treasury Debt 178200.00 227990.06 United States Treasury Department 2014-07-15 2.000000 Treasury Debt 145900.00 184680.74 United States Treasury Department 2015-02-15 4.000000 Treasury Debt 1928000.00 2171083.08 United States Treasury Department 2015-07-15 1.875000 Treasury Debt 2405900.00 2975957.35 United States Treasury Department 2016-01-15 2.000000 Treasury Debt 731900.00 896279.43 United States Treasury Department 2016-02-15 4.500000 Treasury Debt 9269400.00 10760051.51 United States Treasury Department 2011-04-15 2.375000 Treasury Debt 1144600.00 1274802.03 United States Treasury Department 2016-08-15 4.875000 Treasury Debt 6297000.00 7474441.98 United States Treasury Department 2012-04-15 2.000000 Treasury Debt 92000.00 102438.99 United States Treasury Department 2012-04-30 4.500000 Treasury Debt 4790400.00 5085197.78 United States Treasury Department 2012-06-30 4.875000 Treasury Debt 3004900.00 3277078.86 United States Treasury Department 2012-11-30 3.375000 Treasury Debt 811900.00 858710.91 United States Treasury Department 2018-01-15 1.625000 Treasury Debt 9200.00 10544.84 United States Treasury Department 2013-04-15 0.625000 Treasury Debt 407100.00 432804.70 United States Treasury Department 2013-04-30 3.125000 Treasury Debt 8821900.00 9385793.90 United States Treasury Department 2018-07-15 1.375000 Treasury Debt 285800.00 313493.68 United States Treasury Department 2019-01-15 2.125000 Treasury Debt 4000.00 4641.49 United States Treasury Department 2012-04-15 1.375000 Treasury Debt 1814700.00 1842660.24 United States Treasury Department 2014-04-15 1.250000 Treasury Debt 430000.00 468469.63 United States Treasury Department 2019-07-15 1.875000 Treasury Debt 1544000.00 1772152.79 United States Treasury Department 2012-07-15 1.500000 Treasury Debt 1130600.00 1156699.90 United States Treasury Department 2016-07-31 3.250000 Treasury Debt 1169000.00 1278680.79 United States Treasury Department 2020-01-15 1.375000 Treasury Debt 992700.00 1076442.95 United States Treasury Department 2012-02-29 0.875000 Treasury Debt 400.00 403.46 United States Treasury Department 2015-04-15 0.500000 Treasury Debt 198500.00 206280.78 United States Treasury Department 2020-07-15 1.250000 Treasury Debt 2293500.00 2431178.13 United States Treasury Department 2013-09-15 0.750000 Treasury Debt 2821500.00 2830344.23 United States Treasury Department 2015-10-31 1.250000 Treasury Debt 9058000.00 8973270.67 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 250000000.00 250000000.00 0.0187 N 250000000.00 250000000.00 Goldman Sachs Group Inc. Goldman Sachs Group Inc 1.020000% 03799J008 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 60000000.00 60000000.00 0.0045 Y 60208800.00 60208800.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 0.230000% 052992005 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 25000000.00 25000000.00 0.0019 Security is a time deposit. N 25000000.00 25000000.00 Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd 0.230000% 052992005_M101207 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N N 52000000.00 52000000.00 0.0039 Security is a time deposit. N 52000000.00 52000000.00 Merrill Lynch, Pierce, Fenner & Smith Inc. Merrill Lynch, Pierce, Fenner & Smith Inc. 0.250000% 06399U000_0.2500 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2036-07-15 0.656000 Government Agency Debt 100000000.00 47649696.01 Freddie Mac 2036-07-15 0.506000 Government Agency Debt 71040380.00 33687720.32 GNMA 2038-01-16 0.753400 Government Agency Debt 100000000.00 48661604.06 GNMA 2037-06-16 0.583400 Government Agency Debt 110000000.00 48438942.49 GNMA 2037-07-20 0.556000 Government Agency Debt 125000000.00 48738241.80 GNMA 2037-07-20 0.556000 Government Agency Debt 125000000.00 48738241.80 GNMA 2037-01-20 4.500000 Government Agency Debt 17953403.00 17635553.60 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 285000000.00 285000000.00 0.0214 N 285000000.00 285000000.00 Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. 0.250000% 21599B009_0.2500 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2033-06-01 5.500000 Government Agency Debt 605777334.00 140942006.54 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 213031860.00 138398971.87 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 150609878.00 136659022.33 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 400000000.00 400000000.00 0.0300 N 400000000.00 400000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.240000% 22799D001_0.2400 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2040-09-20 4.500000 Government Agency Debt 19368979.00 20390505.45 Freddie Mac 2040-09-20 5.500000 Government Agency Debt 22385370.00 24189756.76 Freddie Mac 2039-01-20 7.000000 Government Agency Debt 7166760.00 7970008.59 Freddie Mac 2040-10-20 3.500000 Government Agency Debt 27169067.00 26906561.84 Freddie Mac 2040-10-20 4.500000 Government Agency Debt 21360000.00 22584100.54 GNMA 2032-03-20 6.500000 Government Agency Debt 1385000.00 796356.66 GNMA 2032-07-20 6.000000 Government Agency Debt 24000000.00 17645453.45 GNMA 2039-05-20 5.000000 Government Agency Debt 3754587.00 4136512.00 GNMA 2040-05-20 4.500000 Government Agency Debt 7985772.00 8449366.35 GNMA 2038-01-20 3.000000 Government Agency Debt 300000.00 306859.09 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 130759097.00 130759097.00 0.0098 N 130759097.00 130759097.00 Credit Agricole S.A. Credit Agricole S.A. 0.320000% 255998007 Certificate of Deposit N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 93000000.00 93000000.00 0.0070 N 92998140.00 92998140.00 Societe Generale Societe Generale 0.363400% 37299E002 Certificate of Deposit N First Tier Security N/A N/A 2010-12-22 2011-06-20 N N N 6000000.00 6000000.00 0.0004 N 5999340.00 5999340.00 Goldman Sachs & Co Goldman Sachs & Co. 0.250000% 38399H002_0.2500 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2035-07-01 4.747000 Government Agency Debt 30000000.00 6343470.22 Fannie Mae 2040-09-01 3.250000 Government Agency Debt 4853432.00 5063253.47 Fannie Mae 2036-09-01 6.019000 Government Agency Debt 22822421.00 6635604.85 Fannie Mae 2033-04-01 2.358000 Government Agency Debt 79798064.00 6072722.90 Fannie Mae 2034-10-01 4.317000 Government Agency Debt 31410000.00 6532549.21 Fannie Mae 2035-07-01 2.810000 Government Agency Debt 20064046.00 6531425.28 Fannie Mae 2036-09-01 6.169000 Government Agency Debt 24823990.00 6533367.27 Fannie Mae 2036-10-01 5.954000 Government Agency Debt 23920000.00 6509077.49 Fannie Mae 2036-05-01 5.732000 Government Agency Debt 30002703.00 6051861.25 Fannie Mae 2036-11-01 5.948000 Government Agency Debt 22400000.00 6676349.63 Fannie Mae 2037-12-01 5.476000 Government Agency Debt 11012447.00 6386657.27 Fannie Mae 2037-11-01 5.938000 Government Agency Debt 18179872.00 4876045.42 Fannie Mae 2022-09-01 5.591000 Government Agency Debt 6191446.00 6486976.88 Fannie Mae 2020-11-01 4.673000 Government Agency Debt 6594201.00 6605473.61 Fannie Mae 2039-05-01 4.201000 Government Agency Debt 15032351.00 6291367.21 Fannie Mae 2039-09-01 4.049000 Government Agency Debt 8022228.00 6463530.08 Fannie Mae 2036-12-01 4.417000 Government Agency Debt 9021710.00 5990268.07 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 101000000.00 101000000.00 0.0076 N 101000000.00 101000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.240000% 46899T004_0.2400 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2030-11-01 4.000000 Government Agency Debt 99867865.00 103000000.81 Unrated Security N/A N/A 2010-12-01 2010-12-01 N N N 100000000.00 100000000.00 0.0075 N 100000000.00 100000000.00 Societe Generale Societe Generale 0.363400% 83299C000 Certificate of Deposit N First Tier Security N/A N/A 2010-12-08 2011-03-07 N N N 69000000.00 69000000.00 0.0052 N 68995860.00 68995860.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.400000% 985HZV006 Certificate of Deposit N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 135000000.00 135000000.00 0.0101 N 135039150.00 135039150.00 Nationwide Building Society Nationwide Building Society 0.530000% 985KRNII8 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 38000000.00 38000478.97 0.0028 N 38017415.40 38017415.40 National Australia Bank Ltd. National Australia Bank Ltd 0.270000% 985NEU008 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 11000000.00 11000000.00 0.0008 N 11000110.00 11000110.00 Societe Generale Societe Generale 0.420000% 985RRF008 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 83000000.00 83000000.00 0.0062 N 83009960.00 83009960.00 BNP Paribas BNP Paribas 0.445000% 985VDTII6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 135000000.00 135000000.00 0.0101 N 134909550.00 134909550.00 Intesa Sanpaolo Intesa Sanpaolo 0.340000% 985WZM003 Certificate of Deposit N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 125000000.00 125000000.00 0.0094 N 125001250.00 125001250.00 Intesa Sanpaolo Intesa Sanpaolo 0.370000% 985WZP006 Certificate of Deposit N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 69000000.00 69002601.35 0.0052 N 69002760.00 69002760.00 BNP Paribas BNP Paribas 0.480000% 985YBU007 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 8000000.00 8000000.00 0.0006 N 7994960.00 7994960.00 Royal Bank of Canada Royal Bank of Canada 0.250000% 985YRK002 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 400000000.00 400000000.00 0.0300 Security is a time deposit. N 400000000.00 400000000.00 Deutsche Bank Securities Inc. 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NEWCASTLE INVT CORP COM 2010-11-30 N/A Other Instrument common 0.00 1334602.00 OFFICE DEPOT INC COM 2010-11-30 N/A Other Instrument common 0.00 3184852.00 OMNOVA SOLUTIONS INC COM 2010-11-30 N/A Other Instrument common 0.00 498960.00 PIER 1 IMPORTS INC COM 2010-11-30 N/A Other Instrument common 0.00 329460.00 PIKE ELEC CORP COM 2010-11-30 N/A Other Instrument common 0.00 40983.00 PREMIERE GLOBAL SVCS INC COM 2010-11-30 N/A Other Instrument common 0.00 636431.70 PROS HOLDINGS INC COM 2010-11-30 N/A Other Instrument common 0.00 236434.00 PZENA INVESTMENT MGMT INC CLASS A 2010-11-30 N/A Other Instrument common 0.00 65560.00 QUIKSILVER INC COM 2010-11-30 N/A Other Instrument common 0.00 2273451.73 RED LION HOTELS CORP COM 2010-11-30 N/A Other Instrument common 0.00 437259.34 RITE AID CORP COM 2010-11-30 N/A Other Instrument common 0.00 0.92 SWS GROUP INC COM 2010-11-30 N/A Other Instrument common 0.00 283968.00 SELECT MED HLDGS CORP COM 2010-11-30 N/A Other Instrument common 0.00 736038.00 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Alpine Securitization Corp 0.240000% 02086MM76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 49998000.00 0.0037 N 49997500.00 49997500.00 Argento Variable Funding Company LLC Argento Variable Funding Co, LLC 0.490000% 04014BM24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 56000000.00 55999237.77 0.0042 N 55998880.00 55998880.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.300000% 04915UME6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-14 2010-12-14 N N Y Cash Rabobank Nederland N/A N/A 86000000.00 85990683.33 0.0064 N 85993980.00 85993980.00 Atlantis One Funding Corp. 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Atlantis One Funding Corp. 0.260000% 04915UP37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Cash Rabobank Nederland N/A N/A 47000000.00 46978275.55 0.0035 N 46982008.40 46982008.40 BNZ International Funding Ltd BNZ International Funding Ltd 0.280000% 0556X1M25 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y Bank of New Zealand N/A N/A N 16000000.00 15999875.55 0.0012 N 15999840.00 15999840.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.290000% 0556X1M25 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y Bank of New Zealand N/A N/A N 17000000.00 16999863.05 0.0013 N 16999830.00 16999830.00 BNP Paribas BNP Paribas 0.710000% 05566Q2X4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 59000000.00 59000000.00 0.0044 N 59027730.00 59027730.00 BNP Paribas BNP Paribas 0.710000% 05566Q2Z9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 104000000.00 104000000.00 0.0078 N 104053040.00 104053040.00 BNP Paribas BNP Paribas 0.670000% 05566Q3B1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 158000000.00 158000000.00 0.0118 N 158080580.00 158080580.00 BNP Paribas BNP Paribas 0.610000% 05566Q3G0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 18000000.00 18000000.00 0.0013 N 18009180.00 18009180.00 BNP Paribas BNP Paribas 0.500000% 05566Q4E4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 11000000.00 11000000.00 0.0008 N 11000000.00 11000000.00 BNP Paribas BNP Paribas 0.450000% 05566Q4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 50000000.00 50000000.00 0.0037 N 49969000.00 49969000.00 BNP Paribas BNP Paribas 0.460000% 05566Q4W4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 103000000.00 103000000.00 0.0077 N 102941290.00 102941290.00 BNP Paribas BNP Paribas 0.460000% 05566Q4Z7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 1000000.00 1000000.00 0.0001 N 999420.00 999420.00 Banco Bilbao Vizcaya Argentaria S.A. Banco Bilbao Vizcaya Argentaria S.A. 0.503400% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Banco Bilbao Vizcaya Argentari N/A N/A N N 74000000.00 74000000.00 0.0055 N 74014060.00 74014060.00 Banco Bilbao Vizcaya Argentaria S.A. Banco Bilbao Vizcaya Argentaria S.A. 0.505000% 0594L8X48 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Banco Bilbao Vizcaya Argentari N/A N/A N N 47000000.00 47000000.00 0.0035 N 46997650.00 46997650.00 Banco Santander SA Banco Santander SA 0.640000% 05966DJB9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 25000000.00 25000000.00 0.0019 N 25018750.00 25018750.00 Banco Santander SA Banco Santander SA 0.650000% 05966DJF0 Certificate of Deposit N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 74000000.00 74000000.00 0.0055 N 74043660.00 74043660.00 Banco Santander SA Banco Santander SA 0.540000% 05966DJQ6 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 38000000.00 38000000.00 0.0028 N 38012920.00 38012920.00 Bank of America, N.A. Bank of America, NA 0.460000% 06050Y5C1 Other Note N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 60000000.00 60000000.00 0.0045 N 60026880.00 60026880.00 Bank of America, N.A. Bank of America, NA 0.300000% 06050Y5Z0 Other Note N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 32000000.00 32000000.00 0.0024 N 32001088.00 32001088.00 Bank of America, N.A. Bank of America, NA 0.280000% 06050Y6A4 Other Note N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 184000000.00 184000000.00 0.0138 N 183997608.00 183997608.00 Bank of America, N.A. Bank of America, NA 0.320000% 06050Y6U0 Other Note N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 211000000.00 211000000.00 0.0158 N 211037769.00 211037769.00 Bank of America, N.A. Bank of America, NA 0.290000% 06050Y7K1 Other Note N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 65000000.00 65000000.00 0.0049 N 64998765.00 64998765.00 Bank of America, N.A. Bank of America, N.A. 0.320000% 06052WAC7 Other Note N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 103000000.00 103000000.00 0.0077 N 102998867.00 102998867.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417DRN7 Certificate of Deposit N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N N 147000000.00 147000000.00 0.0110 N 147000000.00 147000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417DSE6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 120000000.00 120000000.00 0.0090 N 119998800.00 119998800.00 Bank of Tokyo Mitsubishi UFJ, Ltd. Bank of Tokyo Mitsubishi UFJ, Ltd. 0.420000% 06538AS89 Certificate of Deposit N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N N 35000000.00 35001601.56 0.0026 N 35002100.00 35002100.00 Bank of Tokyo Mitsubishi UFJ, Ltd. Bank of Tokyo Mitsubishi UFJ, Ltd. 0.520000% 06538A5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 64000000.00 64000000.00 0.0048 N 63978880.00 63978880.00 Bank of America Corp. Bank of America Corp 0.280000% 0660P1NB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 17000000.00 16994578.89 0.0013 N 16995750.00 16995750.00 Bank of America Corp. Bank of America Corp. 0.310000% 0660P1Q46 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 38000000.00 37969568.33 0.0028 N 37976060.00 37976060.00 Barclays Bank Plc Barclays Bank Plc 0.870000% 06738U5Z8 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 55000000.00 55000000.00 0.0041 N 55008800.00 55008800.00 Barclays Bank Plc Barclays Bank Plc 0.820000% 06738U6G9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-20 2010-12-20 N N N 27000000.00 27000000.00 0.0020 N 27007830.00 27007830.00 Barclays Bank Plc Barclays Bank Plc 0.453400% 06740MBY8 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2011-02-14 N N N 15000000.00 15000000.00 0.0011 N 14999850.00 14999850.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06740MNA7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-27 2011-05-27 N N N 31000000.00 31000000.00 0.0023 N 31035030.00 31035030.00 Barclays Bank Plc Barclays Bank Plc 0.753400% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-10-17 N N N 85000000.00 85000000.00 0.0064 N 84984700.00 84984700.00 CAFCO, LLC CAFCO, LLC 0.670000% 1247P3NJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9991066.67 0.0007 N 9996400.00 9996400.00 CAFCO, LLC CAFCO, LLC 0.640000% 1247P3NK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N Y Letter of Credit Citibank NA N/A N/A 65000000.00 64943377.77 0.0049 N 64975950.00 64975950.00 CAFCO, LLC CAFCO, LLC 0.640000% 1247P3NL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N Y Letter of Credit Citibank NA N/A N/A 42000000.00 41962666.67 0.0031 N 41984040.00 41984040.00 CAFCO, LLC CAFCO, LLC 0.390000% 1247P3PH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12989015.00 0.0010 N 12992070.00 12992070.00 CRC Funding, LLC CRC Funding, LLC 0.670000% 12619UND9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N Y Letter of Credit Citibank NA N/A N/A 92000000.00 91926374.44 0.0069 N 91970560.00 91970560.00 CRC Funding, LLC CRC Funding, LLC 0.670000% 12619UNE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49959055.56 0.0037 N 49984000.00 49984000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 1373X3MA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 27000000.00 26998245.00 0.0020 N 26997840.00 26997840.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 46000000.00 45983133.33 0.0034 N 45983440.00 45983440.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 30000000.00 29986500.00 0.0022 N 29986500.00 29986500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 70000000.00 69967916.66 0.0052 N 69967800.00 69967800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3PQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-24 2011-02-24 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 1000000.00 999291.66 0.0001 N 999240.00 999240.00 Ciesco LLC Ciesco LLC 0.640000% 17177MND0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7993884.44 0.0006 N 7997440.00 7997440.00 Ciesco LLC Ciesco LLC 0.560000% 17177MP22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N Y Letter of Credit Citibank NA N/A N/A 57000000.00 56944140.00 0.0043 N 56971500.00 56971500.00 Citigroup, Inc Citigroup, Inc 0.374400% 172967DL2 Other Note N First Tier Security N/A N/A 2011-02-18 2011-05-18 N N N 48010000.00 47919261.10 0.0036 N 48004910.94 48004910.94 Citibank, N.A. 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2011-01-10 2011-01-10 N N N 169000000.00 169000000.00 0.0127 N 168989860.00 168989860.00 Danske Corp Danske Corp 0.290000% 2363F7N38 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N Y Danske Bank A/s N/A N/A N 52000000.00 51986176.66 0.0039 N 51985960.00 51985960.00 Deutsche Bank AG Deutsche Bank AG 0.458400% 25152XLE8 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2011-01-10 N N N 48000000.00 47999720.44 0.0036 N 48010560.00 48010560.00 Deutsche Bank AG Deutsche Bank AG 0.510000% 25154TRK5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 127000000.00 127000000.00 0.0095 N 127057150.00 127057150.00 Deutsche Bank AG Deutsche Bank AG 0.500000% 25154TRL3 Certificate of Deposit N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 10000000.00 10000000.00 0.0007 N 10003900.00 10003900.00 Deutsche Bank AG Deutsche Bank AG 0.220000% 25154TUE5 Certificate of Deposit N First Tier Security N/A N/A 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LLC Gemini Securitization Corp LLC 0.245000% 3686M1M11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 50000000.00 50000000.00 0.0037 N 49999500.00 49999500.00 Gemini Securitization Corp. LLC Gemini Securitization Corp LLC 0.240000% 3686M1M78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-07 2010-12-07 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 73000000.00 72997080.00 0.0055 N 72995620.00 72995620.00 General Electric Capital Corporation General Electric Capital Corp 0.400000% 36959JRU9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N N 76000000.00 75875022.22 0.0057 N 75917920.00 75917920.00 General Electric Capital Corporation General Electric Capital Corp 0.400000% 36959JS61 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 138000000.00 137760799.99 0.0103 N 137839920.00 137839920.00 General Electric Capital Corporation General Electric Capital Corp 0.390000% 36959JTP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 60000000.00 59867400.00 0.0045 N 59895000.00 59895000.00 General Electric Capital Corporation General Electric Capital Corp 0.390000% 36959JTT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 30000000.00 29932400.00 0.0022 N 29946300.00 29946300.00 General Electric Co. General Electric Co 0.220000% 36960MMM2 Other Commercial Paper N First Tier Security N/A N/A 2010-12-21 2010-12-21 N N N 66000000.00 65991933.34 0.0049 N 65992740.00 65992740.00 General Electric Co. General Electric Co 0.220000% 36960MMN0 Other Commercial Paper N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 50000000.00 49993583.34 0.0037 N 49994000.00 49994000.00 Grampian Funding LLC Grampian Funding LLC 0.310000% 38501CNQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 29000000.00 28986515.00 0.0022 N 28992170.00 28992170.00 Grampian Funding LLC Grampian Funding LLC 0.300000% 38501CN45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 8000000.00 7997733.33 0.0006 N 7998640.00 7998640.00 Grampian Funding LLC Grampian Funding LLC 0.580000% 38501CPA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 20000000.00 19977122.22 0.0015 N 19992400.00 19992400.00 Grampian Funding LLC Grampian Funding LLC 0.520000% 38501CPF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 9000000.00 8990120.00 0.0007 N 8996310.00 8996310.00 Grampian Funding LLC Grampian Funding LLC 0.500000% 38501CQF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 27000000.00 26961000.00 0.0020 N 26983800.00 26983800.00 Grampian Funding LLC Grampian Funding LLC 0.510000% 38501CQH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 41000000.00 40938431.67 0.0031 N 40974990.00 40974990.00 Intesa Funding LLC Intesa Funding LLC 0.330000% 4611K1QG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Intesa Sanpaolo N/A N/A N 7000000.00 6993262.50 0.0005 N 6992790.00 6992790.00 JPMorgan Chase Bank, N.A. JPMorgan Chase Bank, NA 0.253400% 48125LAA0 Other Note N First Tier Security N/A N/A 2010-12-21 2011-12-21 N N N 129000000.00 129000000.00 0.0097 N 129005031.00 129005031.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.360000% 51488HP91 Certificate of Deposit N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 52000000.00 52000562.75 0.0039 N 52003640.00 52003640.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.500000% 53943SQA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 46000000.00 45936750.00 0.0034 N 45956300.00 45956300.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.470000% 53944AD36 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 5000000.00 5000000.00 0.0004 N 5001900.00 5001900.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.950000% 53944ANJ0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 42000000.00 42000000.00 0.0031 N 42013020.00 42013020.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.720000% 53944AYD1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 24000000.00 24000000.00 0.0018 N 24013680.00 24013680.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.630000% 53944AZZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 80000000.00 80000000.00 0.0060 N 80045600.00 80045600.00 Manhattan Asset Funding Capital Co LLC Manhattan Asset Funding Capital Co LLC 0.280000% 56274MNJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 6000000.00 5997760.00 0.0004 N 5997600.00 5997600.00 Manhattan Asset Funding Capital Co LLC Manhattan Asset Funding Capital Co LLC 0.280000% 56274MNQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 18000000.00 17992440.00 0.0013 N 17991900.00 17991900.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PXA7 Certificate of Deposit N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 47000000.00 47000000.00 0.0035 N 47000000.00 47000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PXE9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 76000000.00 76000000.00 0.0057 N 76000000.00 76000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60681PXU3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 44000000.00 44000000.00 0.0033 N 44000000.00 44000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60681PYA6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-10 2010-12-10 N N N 35000000.00 35000000.00 0.0026 N 34999650.00 34999650.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CB97 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 83000000.00 83000000.00 0.0062 N 82995850.00 82995850.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.280000% 60687CC62 Certificate of Deposit N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 25000000.00 25000000.00 0.0019 N 24999250.00 24999250.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CZZ3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 25000000.00 25000000.00 0.0019 N 24999250.00 24999250.00 National Australia Bank Ltd. National Australia Bank Ltd 0.275000% 63252XLM0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-29 2011-01-31 N N N 13000000.00 13000000.00 0.0010 N 13000000.00 13000000.00 Nationwide Building Society Nationwide Building Society 0.800000% 6385E1N49 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 19000000.00 18985644.44 0.0014 N 18994680.00 18994680.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1QJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 2000000.00 1997146.67 0.0001 N 1997880.00 1997880.00 Nationwide Building Society Nationwide Building Society 0.450000% 6385E1S44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 7000000.00 6986525.00 0.0005 N 6987750.00 6987750.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.350000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Toronto-Dominion Bank N/A N/A Y Toronto-Dominion Bank N/A N/A N 15960000.00 15960000.00 0.0012 N 15960000.00 15960000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.350000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y Toronto-Dominion Bank N/A N/A Y Toronto-Dominion Bank N/A N/A N 20000000.00 20000000.00 0.0015 N 20000000.00 20000000.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.300000% 65409SNB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 27000000.00 26990775.00 0.0020 N 26991630.00 26991630.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.300000% 65409SNT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 17000000.00 16991925.00 0.0013 N 16992350.00 16992350.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.300000% 65409SP36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 17000000.00 16990933.33 0.0013 N 16991330.00 16991330.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corp 0.290000% 65409SP85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 31000000.00 30982769.16 0.0023 N 30982640.00 30982640.00 Nordea North America, Inc. Nordea North America, Inc 0.250000% 6555P1ML8 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-20 2010-12-20 N Y Nordea Bank Ab N/A N/A N 12713000.00 12711322.59 0.0010 N 12711347.31 12711347.31 Nordea North America, Inc. Nordea North America, Inc 0.255000% 6555P1M20 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-02 2010-12-02 N Y Nordea Bank Ab N/A N/A N 161000000.00 160998859.57 0.0121 N 160998390.00 160998390.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.220000% 65557VDU2 Certificate of Deposit N First Tier Security N/A N/A 2010-12-08 2010-12-08 N N N 93000000.00 93000000.00 0.0070 N 92998140.00 92998140.00 Rabobank Nederland Rabobank Nederland 0.343400% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2011-09-13 N N N 145000000.00 145000000.00 0.0109 N 144978250.00 144978250.00 Rabobank Nederland Rabobank Nederland 0.328400% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-07 2011-10-07 N N N 13000000.00 13000000.00 0.0010 N 12997270.00 12997270.00 Rabobank Nederland Rabobank Nederland 0.333400% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2010-12-06 2011-12-05 N N N 100000000.00 100000000.00 0.0075 N 99980000.00 99980000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.680000% 78011HK38 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 24000000.00 24000000.00 0.0018 N 24018720.00 24018720.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.660000% 78011HL45 Certificate of Deposit N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 2000000.00 2000000.00 0.0001 N 2001420.00 2001420.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.650000% 78011HN76 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 35000000.00 35000000.00 0.0026 N 35016800.00 35016800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.930000% 78011HPE9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-17 2010-12-17 N N N 40000000.00 40000000.00 0.0030 N 40012800.00 40012800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HR72 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 17000000.00 17000000.00 0.0013 N 17007480.00 17007480.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.620000% 78011HTD7 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 130000000.00 130000000.00 0.0097 N 130016900.00 130016900.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HT47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 20000000.00 20000000.00 0.0015 N 20009200.00 20009200.00 Santander Central Hispano Finance (Delaware) Inc. Santander Central Hispano Finance (Delaware) Inc 0.530000% 80281KQF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N Y Banco Santander SA N/A N/A N 98000000.00 97849951.12 0.0073 N 97815760.00 97815760.00 Santander Central Hispano Finance (Delaware) Inc. Santander Central Hispano Finance (Delaware) Inc 0.650000% 80281KSG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N Y Banco Santander SA N/A N/A N 27000000.00 26919075.00 0.0020 N 26906310.00 26906310.00 Sheffield Receivables Corp. Sheffield Receivables Corp 0.270000% 82124MM98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N Y Letter of Credit Barclays Bank Plc N/A N/A 75000000.00 74995500.00 0.0056 N 74994750.00 74994750.00 Skandinaviska Enskilda Banken AB (SEB AB) Skandinaviska Enskilda Banken AB (SEB AB) 0.340000% 83050UN46 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 50000000.00 49983944.44 0.0037 N 49986000.00 49986000.00 Societe Generale North America, Inc. Societe Generale North America, Inc 0.250000% 83365SM18 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-01 2010-12-01 N Y Societe Generale N/A N/A N 68000000.00 68000000.00 0.0051 N 67999320.00 67999320.00 Societe Generale North America, Inc. Societe Generale North America, Inc 0.310000% 83365SNT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N Y Societe Generale N/A N/A N 35000000.00 34982820.83 0.0026 N 34983200.00 34983200.00 Societe Generale North America, Inc. Societe Generale North America, Inc 0.410000% 83365SR54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N Y Societe Generale N/A N/A N 12000000.00 11982916.67 0.0009 N 11984160.00 11984160.00 Societe Generale Societe Generale 0.397500% 83369REM9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 61000000.00 61000000.00 0.0046 N 60996950.00 60996950.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N Y Letter of Credit HSBC Bank Plc N/A N/A 24000000.00 23991600.00 0.0018 N 23992560.00 23992560.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 2000000.00 1999266.66 0.0001 N 1999360.00 1999360.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit HSBC Bank Plc N/A N/A 26000000.00 25989599.95 0.0019 N 25990640.00 25990640.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NQ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N Y Letter of Credit HSBC Bank Plc N/A N/A 43000000.00 42980650.00 0.0032 N 42982370.00 42982370.00 Solitaire Funding LLC Solitaire Funding LLC 0.300000% 8342E3NT9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 35000000.00 34983375.00 0.0026 N 34984950.00 34984950.00 Solitaire Funding LLC Solitaire Funding LLC 0.310000% 8342E3N77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 44000000.00 43985981.11 0.0033 N 43988120.00 43988120.00 Southeast Christian Church of Jefferson Cnty, KY Taxable Bonds Series 2003 0.280000% 84134SAA9 Variable Rate Demand Note N First Tier Security N/A N/A 2010-12-07 2010-12-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 495000.00 495000.00 0.0000 N 495000.00 495000.00 State Street Bank & Trust Company, N.A. State Street Bank & Trust Company, NA 0.340000% 8574P0W95 Certificate of Deposit N First Tier Security N/A N/A 2010-12-13 2010-12-13 N N N 50000000.00 50000000.00 0.0037 N 50002500.00 50002500.00 Straight A Funding LLC Straight A Funding LLC 0.240000% 86257CG97 Government Agency Debt N First Tier Security N/A N/A 2010-12-02 2010-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39000000.00 38999740.00 0.0029 N 38999610.00 38999610.00 Straight A Funding LLC Straight A Funding LLC 0.240000% 86257GSG9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60000000.00 59983999.99 0.0045 N 59984400.00 59984400.00 Straight A Funding LLC Straight A Funding LLC 0.220000% 86257JTJ6 Government Agency Debt N First Tier Security N/A N/A 2010-12-16 2010-12-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19998166.67 0.0015 N 19998200.00 19998200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562GA60 Certificate of Deposit N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 30000000.00 30000000.00 0.0022 N 29999400.00 29999400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562GD34 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 17000000.00 17000000.00 0.0013 N 16999490.00 16999490.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GXT5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 26000000.00 26000000.00 0.0019 N 26000260.00 26000260.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562GZW6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-09 2010-12-09 N N N 103000000.00 103000000.00 0.0077 N 102998970.00 102998970.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.545000% 86562WJJ8 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 43000000.00 43001034.94 0.0032 N 43034400.00 43034400.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.400000% 86562WJP4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 21000000.00 21000000.00 0.0016 N 21005880.00 21005880.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.280000% 86562WJV1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 54000000.00 54000000.00 0.0040 N 53999460.00 53999460.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.320000% 86562WJY5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 14000000.00 14000000.00 0.0010 N 14000000.00 14000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959BJW6 Certificate of Deposit N First Tier Security N/A N/A 2010-12-31 2010-12-31 N N N 181000000.00 181000000.00 0.0136 N 180994570.00 180994570.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.325000% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-29 2011-10-28 N N N 45000000.00 45000000.00 0.0034 N 44991450.00 44991450.00 UBS AG UBS AG 0.695000% 90267ATC0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 19000000.00 19000000.00 0.0014 N 19014440.00 19014440.00 UBS AG UBS AG 0.480000% 90267ATN6 Certificate of Deposit N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 146000000.00 146000000.00 0.0109 N 146059860.00 146059860.00 UBS AG UBS AG 0.590000% 90267AUA2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 41000000.00 41000000.00 0.0031 N 41043460.00 41043460.00 UBS AG UBS AG 0.653400% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-10-17 N N N 11000000.00 11000000.00 0.0008 N 10998020.00 10998020.00 UniCredit SpA UniCredit SpA 0.950000% 90467HRJ0 Certificate of Deposit N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 25000000.00 25000000.00 0.0019 N 25025000.00 25025000.00 UniCredit SpA UniCredit SpA 0.670000% 90467HSF7 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 16000000.00 16000000.00 0.0012 N 16003840.00 16003840.00 UniCredit SpA UniCredit SpA 0.610000% 90467HSU4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 27000000.00 27000000.00 0.0020 N 27005940.00 27005940.00 UniCredit SpA UniCredit SpA 0.615000% 90467HSX8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 50000000.00 50000000.00 0.0037 N 50012000.00 50012000.00 UniCredit SpA UniCredit SpA 0.465000% 90467HTG4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 40000000.00 40000000.00 0.0030 N 40002800.00 40002800.00 UniCredit Bank AG UniCredit Bank AG 0.490000% 90467TCE1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 40000000.00 40000000.00 0.0030 N 39997600.00 39997600.00 Union Bank, N.A. Union Bank, NA 0.270000% 90527MJK3 Certificate of Deposit N First Tier Security N/A N/A 2010-12-22 2010-12-22 N N N 53000000.00 53000000.00 0.0040 N 53002650.00 53002650.00 United States Treasury Department United States Treasury Department 0.200000% 912795UX7 Treasury Debt N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 73000000.00 72982561.10 0.0055 N 72988904.00 72988904.00 Variable Funding Capital Corporation Variable Funding Capital Corp 0.250000% 92217MN60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 15000000.00 14996250.00 0.0011 N 14995950.00 14995950.00 Westpac Banking Corporation Westpac Banking Corp 0.343400% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-16 2011-09-16 N N N 290000000.00 290000000.00 0.0217 N 289953600.00 289953600.00 Westpac Banking Corporation Westpac Banking Corp 0.293400% 96121HY99 Certificate of Deposit N First Tier Security N/A N/A 2010-12-15 2011-03-15 N N N 50000000.00 49998533.33 0.0037 N 50001000.00 50001000.00 Westpac Banking Corporation Westpac Banking Corp 0.304100% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2010-12-01 2011-06-01 N N N 20000000.00 20000000.00 0.0015 N 20000000.00 20000000.00 Westpac Securities NZ Limited Westpac Securities NZ Limited 0.333800% 96122JAL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2010-12-03 2011-02-03 N Y Westpac New Zealand Ltd N/A N/A N 33000000.00 32989894.74 0.0025 N 32997690.00 32997690.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 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 883495.81 883495.81 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 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 194684.31 194684.31 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 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 1497598.36 1497598.36 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2010-11-30 2010-11-30 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 254566.42 254566.42 -----END PRIVACY-ENHANCED MESSAGE-----