-----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, BvPhz/yQNlZsdn7lwc5R5QhuGMZIW3RL1b5agsX8sFfkt0SyNDTGkHMG6mA0XdLq KE7P/vLgrt+xMG4Q8BShJQ== 0001145549-11-000919.txt : 20110228 0001145549-11-000919.hdr.sgml : 20110228 20110107142808 ACCESSION NUMBER: 0001145549-11-000919 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101230 FILED AS OF DATE: 20110107 DATE AS OF CHANGE: 20110107 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: 11517019 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-12-30 0000857156 S000004504 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 41 57 32521966465.80 13551432.08 118178612.29 32417339285.59 0.0034 1.0001 2010-12-30 1.0001 2010-12-30 C000012378 1.00 32417339285.59 1.00 297817437.00 9035726648.67 8737909211.67 0.0005 1.0001 2010-12-30 1.0001 2010-12-30 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 1.000000% B0B99Z001 0000729153 Certificate of Deposit N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 125000000.00 125000000.00 0.0039 N 125373750.00 125373750.00 BNP Paribas BNP Paribas 0.680000% B0999A009 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 362000000.00 362000000.00 0.0112 N 362271500.00 362271500.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 1.020000% 03799J008 0000769993 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 125000000.00 125000000.00 0.0039 Y 125407500.00 125407500.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 180000000.00 180000000.00 0.0056 Security is a time deposit. N 180000000.00 180000000.00 Citibank, NA Citibank, NA 0.230000% 17299S003 000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 216000000.00 216000000.00 0.0067 Security is a time deposit. N 215997840.00 215997840.00 Citibank, NA Citibank, NA 0.250000% 172991002 000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 160000000.00 160000000.00 0.0049 Security is a time deposit. N 160000000.00 160000000.00 Citibank, NA Citibank, NA 0.170000% 172991002 000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 100000000.00 100000000.00 0.0031 Security is a time deposit. N 100000000.00 100000000.00 Commerzbank AG Commerzbank AG 0.180000% 202989000 0000839463 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 356000000.00 356000000.00 0.0110 Security is a time deposit. N 356000000.00 356000000.00 Credit Agricole SA Credit Agricole SA 0.320000% 255998007 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 31000000.00 31000000.00 0.0010 N 31000620.00 31000620.00 Societe Generale Societe Generale 0.480600% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-01-20 2011-06-20 N N N 86000000.00 86000000.00 0.0027 N 85992260.00 85992260.00 Intesa Sanpaolo Intesa Sanpaolo 0.300000% 983BMS002 0001374384 Certificate of Deposit N First Tier Security N/A N/A 2011-02-02 2011-02-02 N N N 421000000.00 421000000.00 0.0130 N 420966320.00 420966320.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.400000% 985HZV006 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 381000000.00 381000000.00 0.0118 N 381072390.00 381072390.00 Nationwide Building Society Nationwide Building Society 0.530000% 985KRNII8 0000070696 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 4000000.00 4000033.24 0.0001 N 4001360.00 4001360.00 BNP Paribas BNP Paribas 0.440000% 985NWHII9 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 145000000.00 145000000.00 0.0045 N 145018850.00 145018850.00 BNP Paribas BNP Paribas 0.445000% 985VDTII6 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 3000000.00 3000000.00 0.0001 N 2998740.00 2998740.00 BNP Paribas BNP Paribas 0.450000% 985WFB009 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 45000000.00 45000000.00 0.0014 N 44983800.00 44983800.00 Intesa Sanpaolo Intesa Sanpaolo 0.340000% 985WZM003 0001374384 Certificate of Deposit N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 7000000.00 7000000.00 0.0002 N 6999930.00 6999930.00 BNP Paribas BNP Paribas 0.480000% 985YBU007 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 11000000.00 11000000.00 0.0003 N 10995930.00 10995930.00 Royal Bank of Canada Royal Bank of Canada 0.140000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 1145000000.00 1145000000.00 0.0353 Security is a time deposit. N 1145000000.00 1145000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.670000% 00279HTA4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-29 2011-03-29 N Y Santander Uk Plc N/A N/A N 158000000.00 158000000.00 0.0049 N 158091640.00 158091640.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.675000% 00279HUF1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2011-05-02 N Y Santander Uk Plc N/A N/A N 4000000.00 4000067.00 0.0001 N 4001280.00 4001280.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MNB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 104000000.00 103993066.67 0.0032 N 103991680.00 103991680.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.520000% 04014BPN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 120000000.00 119909866.66 0.0037 N 119946000.00 119946000.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.320000% 04014BQ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 33000000.00 32982400.00 0.0010 N 32982510.00 32982510.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.230000% 04915UN39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Cash Rabobank Nederland N/A N/A 117000000.00 116998505.00 0.0036 N 116998830.00 116998830.00 Atlantis One Funding Corp 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 129000000.00 128969254.99 0.0040 N 128981940.00 128981940.00 BNP Paribas BNP Paribas 0.710000% 05566Q2X4 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 18000000.00 18000000.00 0.0006 N 18002160.00 18002160.00 BNP Paribas BNP Paribas 0.560000% 05566Q3K1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 17000000.00 17000000.00 0.0005 N 17003910.00 17003910.00 BNP Paribas BNP Paribas 0.520000% 05566Q3Y1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 27000000.00 27000000.00 0.0008 N 27005670.00 27005670.00 BNP Paribas BNP Paribas 0.460300% 05566Q4A2 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-06-15 N N N 167000000.00 167000000.00 0.0052 N 166984970.00 166984970.00 BNP Paribas BNP Paribas 0.500000% 05566Q4G9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 103000000.00 103000000.00 0.0032 N 103000000.00 103000000.00 BNP Paribas BNP Paribas 0.300000% 05566Q4N4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 188000000.00 188000000.00 0.0058 N 188000000.00 188000000.00 BNP Paribas BNP Paribas 0.480000% 05566Q4S3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 29000000.00 29000000.00 0.0009 N 28993910.00 28993910.00 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 328000000.00 328000000.00 0.0101 N 327875360.00 327875360.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.560600% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 165000000.00 165000000.00 0.0051 N 165026400.00 165026400.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.510600% 0594L8X48 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 90000000.00 90000000.00 0.0028 N 89996400.00 89996400.00 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 116000000.00 116000000.00 0.0036 N 116013920.00 116013920.00 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 83000000.00 83000000.00 0.0026 N 83006640.00 83006640.00 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 98000000.00 98000000.00 0.0030 N 97962760.00 97962760.00 Bank of America, NA Bank of America, NA 0.588400% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-01-24 2012-01-20 N N N 174000000.00 174000000.00 0.0054 N 175068360.00 175068360.00 Bank of America, NA Bank of America, NA 0.570000% 06050Y4X6 Other Note N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 275000000.00 275000000.00 0.0085 N 275054175.00 275054175.00 Bank of America, NA Bank of America, NA 0.550000% 06050Y5A5 Other Note N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 253000000.00 253000000.00 0.0078 N 253061226.00 253061226.00 Bank of America, NA 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 190000000.00 190000000.00 0.0059 N 190038950.00 190038950.00 Bank of America, NA Bank of America, NA 0.300000% 06050Y5Y3 Other Note N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 205000000.00 205000455.22 0.0063 N 205000000.00 205000000.00 Bank of America, NA Bank of America, NA 0.300000% 06050Y7M7 Other Note N First Tier Security N/A N/A 2011-02-25 2011-02-25 N N N 200000000.00 200000000.00 0.0062 N 199979200.00 199979200.00 Bank of America, NA Bank of America, NA 0.320000% 06052WAC7 Other Note N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 35000000.00 35000000.00 0.0011 N 35001610.00 35001610.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417DTT2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 185000000.00 185000000.00 0.0057 N 185000000.00 185000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538A4Y8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 40000000.00 40000000.00 0.0012 N 39997600.00 39997600.00 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 337000000.00 337000000.00 0.0104 N 337016850.00 337016850.00 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 311000000.00 310975811.11 0.0096 N 310984450.00 310984450.00 Barclays Bank Plc Barclays Bank Plc 0.462200% 06740MBY8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-12 2011-02-14 N N N 17000000.00 17000000.00 0.0005 N 16999830.00 16999830.00 Barclays Bank Plc Barclays Bank Plc 0.720000% 06740MLZ4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 200000000.00 200000000.00 0.0062 N 200220000.00 200220000.00 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 96000000.00 96000000.00 0.0030 N 96113280.00 96113280.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MPJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 5000000.00 5000000.00 0.0002 N 5002900.00 5002900.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MQD8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 84000000.00 84000000.00 0.0026 N 84030240.00 84030240.00 Barclays Bank Plc Barclays Bank Plc 0.760300% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-10-17 N N N 23000000.00 23000000.00 0.0007 N 22996320.00 22996320.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MRH8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 37000000.00 37000000.00 0.0011 N 37014800.00 37014800.00 Barton Capital, LLC Barton Capital, LLC 0.240000% 06945MN36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 7000000.00 6999906.67 0.0002 N 6999860.00 6999860.00 CAFCO, LLC CAFCO, LLC 0.670000% 1247P3ND0 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 100000000.00 99977666.66 0.0031 N 99992000.00 99992000.00 CAFCO, LLC CAFCO, LLC 0.670000% 1247P3NE8 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 100000000.00 99975805.56 0.0031 N 99992000.00 99992000.00 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 22000000.00 21993039.44 0.0007 N 21997800.00 21997800.00 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 16000000.00 15991853.33 0.0005 N 15994720.00 15994720.00 CAFCO, LLC CAFCO, LLC 0.570000% 1247P3P14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N Y Letter of Credit Citibank NA N/A N/A 16000000.00 15992146.67 0.0005 N 15996960.00 15996960.00 CAFCO, LLC CAFCO, LLC 0.560000% 1247P3P14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N Y Letter of Credit Citibank NA N/A N/A 20000000.00 19990355.56 0.0006 N 19996200.00 19996200.00 CAFCO, LLC CAFCO, LLC 0.340000% 1247P3P30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Letter of Credit Citibank NA N/A N/A 43000000.00 42986598.33 0.0013 N 42990970.00 42990970.00 CRC Funding, LLC CRC Funding, LLC 0.300000% 12619UNA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7999400.00 0.0002 N 7999520.00 7999520.00 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 100000000.00 99975805.56 0.0031 N 99992000.00 99992000.00 CRC Funding, LLC CRC Funding, LLC 0.670000% 12619UNJ6 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 69000000.00 68978169.16 0.0021 N 68993100.00 68993100.00 CRC Funding, LLC CRC Funding, LLC 0.560000% 12619UP21 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 100000000.00 99950222.22 0.0031 N 99980000.00 99980000.00 CRC Funding, LLC CRC Funding, LLC 0.550000% 12619UP39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29984875.00 0.0009 N 29993700.00 29993700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999850.00 0.0001 N 1999840.00 1999840.00 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 14000000.00 13998483.33 0.0004 N 13998460.00 13998460.00 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 2000000.00 1999616.67 0.0001 N 1999620.00 1999620.00 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 75000000.00 74985000.00 0.0023 N 74985000.00 74985000.00 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 13000000.00 12994150.00 0.0004 N 12993890.00 12993890.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.600000% 1373X3P43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 54000000.00 53969400.00 0.0017 N 53984880.00 53984880.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UNB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 35224000.00 35221749.58 0.0011 N 35222591.04 35222591.04 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UNC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 45000000.00 44996837.50 0.0014 N 44998200.00 44998200.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UND4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 60000000.00 59995400.00 0.0019 N 59997000.00 59997000.00 Ciesco, LLC Ciesco, LLC 0.350000% 17177MPE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N Y Letter of Credit Citibank NA N/A N/A 18000000.00 17992300.00 0.0006 N 17994600.00 17994600.00 Ciesco, LLC Ciesco, LLC 0.320000% 17177MP48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N Y Letter of Credit Citibank NA N/A N/A 99000000.00 98970080.00 0.0031 N 98979210.00 98979210.00 Ciesco, LLC Ciesco, LLC 0.390000% 17177MR46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49949625.00 0.0015 N 49965500.00 49965500.00 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 109550000.00 109425955.91 0.0034 N 109508261.45 109508261.45 Citigroup Funding, Inc Citigroup Funding, Inc 0.640000% 17307SNE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N Y Citigroup Inc N/A N/A N 67000000.00 66984515.55 0.0021 N 66995310.00 66995310.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.290000% 17307SPN6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-22 2011-02-22 N Y Citigroup Inc N/A N/A N 30000000.00 29987433.33 0.0009 N 29990700.00 29990700.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.290000% 17307SPQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-24 2011-02-24 N Y Citigroup Inc N/A N/A N 50000000.00 49978250.00 0.0015 N 49983500.00 49983500.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SQ88 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N Y Citigroup Inc N/A N/A N 66000000.00 65951600.00 0.0020 N 65972940.00 65972940.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 141000000.00 140918513.76 0.0043 N 140916810.00 140916810.00 Credit Suisse AG Credit Suisse AG 0.250000% 22550CVZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 278000000.00 278000000.00 0.0086 N 277997220.00 277997220.00 Credit Suisse AG Credit Suisse AG 0.245000% 22550CWB3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 86000000.00 86000000.00 0.0027 N 85999140.00 85999140.00 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 10000000.00 9999838.89 0.0003 N 9999800.00 9999800.00 Danske Corp Danske Corp 0.290000% 2363F7N79 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N Y Danske Bank A/s N/A N/A N 116000000.00 115994393.33 0.0036 N 115995360.00 115995360.00 Deutsche Bank AG Deutsche Bank AG 0.467200% 25152XLE8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 100000000.00 99999868.96 0.0031 N 100003000.00 100003000.00 Deutsche Bank AG Deutsche Bank AG 0.350600% 25152XLK4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 335000000.00 335000000.00 0.0103 N 334996650.00 334996650.00 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 94000000.00 94000000.00 0.0029 N 94045120.00 94045120.00 Dexia Credit Local Dexia Credit Local 0.560600% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Dexia Credit Local N/A N/A N N 166000000.00 166000000.00 0.0051 N 165993360.00 165993360.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BNC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49996486.11 0.0015 N 49998000.00 49998000.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BN33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 24000000.00 23999693.33 0.0007 N 23999760.00 23999760.00 Freddie Mac Freddie Mac 0.139100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-11-10 N N N 220000000.00 220000000.00 0.0068 N 220239360.00 220239360.00 Federal Home Loan Bank Federal Home Loan Bank 0.166000% 3133XWQP7 Government Agency Debt N First Tier Security N/A N/A 2011-01-25 2011-07-25 N N N 75000000.00 74980710.85 0.0023 N 74979450.00 74979450.00 Farm Credit System Farm Credit System 0.270600% 31331GM30 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-02-28 N N N 105000000.00 105000000.00 0.0032 N 105009765.00 105009765.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 150000000.00 149997500.01 0.0046 N 149999700.00 149999700.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 99000000.00 98998405.00 0.0031 N 98999802.00 98999802.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384AE9 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 148000000.00 147997862.22 0.0046 N 147999704.00 147999704.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 243000000.00 242993925.00 0.0075 N 242999028.00 242999028.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384AM1 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 34000000.00 33998545.56 0.0010 N 33999660.00 33999660.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384AM1 Government Agency Debt N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 79500000.00 79496477.71 0.0025 N 79499205.00 79499205.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 150716000.00 150708380.46 0.0046 N 150714191.41 150714191.41 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 81400000.00 81395737.80 0.0025 N 81399023.20 81399023.20 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 177000000.00 176986725.00 0.0055 N 176996814.00 176996814.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 13000000.00 12999220.00 0.0004 N 12999766.00 12999766.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AV1 Government Agency Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 120000000.00 119990500.01 0.0037 N 119997720.00 119997720.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 3000000.00 2999741.67 0.0001 N 2999940.00 2999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384AW9 Government Agency Debt N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N N 10000000.00 9999333.33 0.0003 N 9999800.00 9999800.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 113000000.00 112986659.72 0.0035 N 112997062.00 112997062.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 50000000.00 49993923.61 0.0015 N 49998700.00 49998700.00 Federal Home Loan Bank Federal Home Loan Bank 0.175000% 313384BD0 Government Agency Debt N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 100000000.00 99986875.00 0.0031 N 99997200.00 99997200.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384BL2 Government Agency Debt N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N N 3000000.00 2999631.67 0.0001 N 2999814.00 2999814.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313384BT5 Government Agency Debt N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 6000000.00 5999009.17 0.0002 N 5999544.00 5999544.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384BY4 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 1400000.00 1399722.72 0.0000 N 1399879.60 1399879.60 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384BY4 Government Agency Debt N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 5000000.00 4999105.55 0.0002 N 4999570.00 4999570.00 Freddie Mac Freddie Mac 0.155000% 313396AE3 Government Agency Debt N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 10000000.00 9999827.78 0.0003 N 9999980.00 9999980.00 Freddie Mac Freddie Mac 0.140000% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 27700000.00 27699030.50 0.0009 N 27699778.40 27699778.40 Freddie Mac Freddie Mac 0.132500% 313396AK9 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 3000000.00 2999900.62 0.0001 N 2999976.00 2999976.00 Freddie Mac Freddie Mac 0.150000% 313396AP8 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 50000000.00 49997291.67 0.0015 N 49999400.00 49999400.00 Freddie Mac Freddie Mac 0.140000% 313396AT0 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 350000000.00 349976861.08 0.0108 N 349994050.00 349994050.00 Freddie Mac Freddie Mac 0.150000% 313396AU7 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 25000000.00 24998125.00 0.0008 N 24999550.00 24999550.00 Fannie Mae Fannie Mae 0.132500% 313588AK1 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 130000000.00 129995693.75 0.0040 N 129998960.00 129998960.00 Fannie Mae Fannie Mae 0.170000% 313588AT2 Government Agency Debt N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 30000000.00 29997591.67 0.0009 N 29999490.00 29999490.00 Fannie Mae Fannie Mae 0.160000% 313588AV7 Government Agency Debt N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 40000000.00 39996622.22 0.0012 N 39999240.00 39999240.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.250000% 3686M1N69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 73000000.00 72997465.28 0.0023 N 72996350.00 72996350.00 General Electric Capital Corp General Electric Capital Corp 0.390000% 36959JTF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 207000000.00 206629987.50 0.0064 N 206741250.00 206741250.00 General Electric Capital Corp 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 90000000.00 89827425.00 0.0028 N 89872200.00 89872200.00 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 9000000.00 8998217.50 0.0003 N 8999010.00 8999010.00 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 161000000.00 160828937.50 0.0050 N 160927550.00 160927550.00 Grampian Funding, LLC Grampian Funding, LLC 0.480000% 38501CRC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 155000000.00 154791266.68 0.0048 N 154893050.00 154893050.00 Intesa Funding, LLC Intesa Funding, LLC 0.350000% 4611K1Q24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Intesa Sanpaolo N/A N/A N 52000000.00 51969666.66 0.0016 N 51967240.00 51967240.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.260600% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-01-07 2012-01-21 N N N 250000000.00 250000000.00 0.0077 N 250001250.00 250001250.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3NJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49994569.44 0.0015 N 49993000.00 49993000.00 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 70000000.00 70000456.47 0.0022 N 70005600.00 70005600.00 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 174000000.00 173835666.67 0.0054 N 173893860.00 173893860.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.470000% 53944AC52 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 131000000.00 131000000.00 0.0040 N 131034060.00 131034060.00 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 10000000.00 10000000.00 0.0003 N 10003200.00 10003200.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944AF34 Certificate of Deposit N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 45000000.00 45000000.00 0.0014 N 45012600.00 45012600.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.440000% 53944AH65 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 102000000.00 102000000.00 0.0031 N 102014280.00 102014280.00 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 15000000.00 14998016.67 0.0005 N 14997900.00 14997900.00 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 2000000.00 1999642.22 0.0001 N 1999620.00 1999620.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.280000% 56274MN32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 11000000.00 10999828.89 0.0003 N 10999780.00 10999780.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PWS9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 61000000.00 61000000.00 0.0019 N 61000610.00 61000610.00 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 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 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 53000000.00 53000000.00 0.0016 N 53000530.00 53000530.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PXN9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N N 4000000.00 4000000.00 0.0001 N 4000160.00 4000160.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYC2 Certificate of Deposit N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N N 61000000.00 61000000.00 0.0019 N 61000000.00 61000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.280000% 60687CB71 Certificate of Deposit N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 64000000.00 64000000.00 0.0020 N 64000000.00 64000000.00 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 65000000.00 65000000.00 0.0020 N 64999350.00 64999350.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CZU4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 75000000.00 75000000.00 0.0023 N 75000000.00 75000000.00 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 116000000.00 116000000.00 0.0036 N 116000000.00 116000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.280600% 63252XLM0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 155000000.00 155000000.00 0.0048 N 155003100.00 155003100.00 Nationwide Building Society Nationwide Building Society 0.800000% 6385E1NC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N N 22000000.00 21994622.22 0.0007 N 21998240.00 21998240.00 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 40000000.00 39997333.33 0.0012 N 39999200.00 39999200.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1QB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 61000000.00 60942710.84 0.0019 N 60962180.00 60962180.00 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 32000000.00 31950800.00 0.0010 N 31961600.00 31961600.00 Nieuw Amsterdam Receivables Corp 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 23000000.00 22998083.33 0.0007 N 22998160.00 22998160.00 Nieuw Amsterdam Receivables Corp 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 62000000.00 61986566.67 0.0019 N 61987600.00 61987600.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1QF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N Y Nordea Bank Ab N/A N/A N 40000000.00 39976477.78 0.0012 N 39976400.00 39976400.00 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UNJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 12000000.00 11998583.33 0.0004 N 11999400.00 11999400.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983UNM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 56600000.00 56592453.33 0.0017 N 56596038.00 56596038.00 Rabobank Nederland Rabobank Nederland 0.263800% 74977MCC7 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-02-09 N N N 48000000.00 48000000.00 0.0015 N 47996640.00 47996640.00 Rabobank Nederland Rabobank Nederland 0.352200% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-13 2011-09-13 N N N 116000000.00 116000000.00 0.0036 N 115983760.00 115983760.00 Rabobank Nederland Rabobank Nederland 0.340000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-10-07 N N N 71000000.00 71000000.00 0.0022 N 70986510.00 70986510.00 Rabobank Nederland Rabobank Nederland 0.345600% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-05 2011-12-05 N N N 150000000.00 150000000.00 0.0046 N 149973000.00 149973000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.840000% 78011HG41 Certificate of Deposit N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 158000000.00 158000000.00 0.0049 N 158274920.00 158274920.00 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 75000000.00 75000000.00 0.0023 N 75054000.00 75054000.00 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 2000000.00 2000000.00 0.0001 N 2001500.00 2001500.00 Santander Central Hispano Finance (Delaware), Inc Santander Central Hispano Finance (Delaware), Inc 0.670000% 80281KP43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N Y Banco Santander SA N/A N/A N 149000000.00 148905716.11 0.0046 N 148910600.00 148910600.00 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 132000000.00 131858136.67 0.0041 N 131821800.00 131821800.00 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 61000000.00 60851312.50 0.0019 N 60838350.00 60838350.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124MN63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 18000000.00 17999250.00 0.0006 N 17999280.00 17999280.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.280000% 82124MPG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-16 2011-02-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39985688.89 0.0012 N 39985200.00 39985200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.355000% 83050UNJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 61000000.00 60989774.02 0.0019 N 60992680.00 60992680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken 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 58000000.00 57998356.66 0.0018 N 57998840.00 57998840.00 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 77000000.00 76982760.55 0.0024 N 76985370.00 76985370.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.255000% 83365SN33 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N Y Societe Generale N/A N/A N 176000000.00 175997506.68 0.0054 N 175996480.00 175996480.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.300000% 83365SN41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N Y Societe Generale N/A N/A N 59000000.00 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2010-12-31 N/A Other Instrument common stock or ETF 0.00 577661.70 BLOUNT INTL INC NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 27128.79 BOSTON BEER INC CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 41929.65 BRANDYWINE RLTY TR SH BEN I 2010-12-31 N/A Other Instrument common stock or ETF 0.00 16419.06 BROWN & BROWN INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 29643.48 BUCKEYE TECHNOLOGIES INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 595027.20 BUCKLE INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 470368.44 CBIZ INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 38376.96 CBL & ASSOC PPTYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 404831.12 CH ENERGY GROUP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 22718.08 CLECO CORP NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 66833.26 CNA FINL CORP COM 2010-12-31 N/A Other Instrument 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Instrument common stock or ETF 0.00 131770.89 DOLAN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 32118.30 DOLBY LABORATORIES INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 42662.40 DOLE FOOD CO INC NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 502407.96 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 35953.83 DOMINION RES INC VA NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 459244.50 DOUGLAS DYNAMICS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 13886.18 EATON VANCE CORP COM NON 2010-12-31 N/A Other Instrument common stock or ETF 0.00 265448.16 EDISON INTL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 758779.82 EMULEX CORP COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 123526.95 ENERSYS COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 412169.32 ENTERCOM COMMUNICATIONS CORPCL A 2010-12-31 N/A Other Instrument 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LTD CDA COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 72841.00 GOODYEAR TIRE & RUBR CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 255207.48 GRAFTECH INTL LTD COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 25839.84 GRAINGER W W INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 60156.15 GROUP 1 AUTOMOTIVE INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 125731.16 GUESS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 401566.36 GULFMARK OFFSHORE INC CL A NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 319089.66 HARMAN INTL INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 264671.88 HARSCO CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 18825.28 HATTERAS FINL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 21918.40 HEALTHSOUTH CORP COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 212920.89 HEALTH MGMT ASSOC INC NEW CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 591117.48 HECKMANN CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 130030.67 HERSHA HOSPITALITY TR SH BEN I 2010-12-31 N/A Other Instrument common stock or ETF 0.00 328748.55 HHGREGG INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 151502.12 HIGHWOODS PPTYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 290907.98 HILL ROM HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 62612.76 HONEYWELL INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 153478.08 HORMEL FOODS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 77203.61 IDACORP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 62094.36 IHS INC CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 145612.32 INTERMEC INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 13492.50 INTRALINKS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 18300.16 INVACARE CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 127293.48 JANUS CAP GROUP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 82443.26 K12 INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 35976.33 KADANT INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 24019.50 KANSAS CITY SOUTHERN COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3272.84 KAYDON CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 516842.37 KELLOGG CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 276201.36 KENNEDY-WILSON HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 25031.59 KEYCORP NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 281730.90 KINETIC CONCEPTS INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 57003.18 KIRBY CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 93004.96 LSB INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 18916.56 LACLEDE GROUP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 23523.04 LANDAUER INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 16247.15 LEGGETT & PLATT INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 174534.75 LEGG MASON INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 17723.30 LENNAR CORP CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 492383.38 LENNOX INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 154368.96 LEXINGTON REALTY TRUST COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 329496.00 MBIA INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 292108.83 M D C HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 709840.56 MARATHON OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 57986.16 MARCUS CORP COM 2010-12-31 N/A Other Instrument common 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common stock or ETF 0.00 315137.68 NATIONAL PRESTO INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 24029.56 NETSUITE INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 219237.15 NEW YORK TIMES CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 796089.14 NEWALLIANCE BANCSHARES INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 52878.08 NEWMARKET CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 125926.03 99 CENTS ONLY STORES COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 152864.40 NORTHERN OIL & GAS INC NEV COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 751035.87 NORTHWESTERN CORP COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 33488.64 OFFICEMAX INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 21438.12 OPKO HEALTH INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 86832.55 OXFORD INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 144900.92 PARK ELECTROCHEMICAL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 589041.93 PARK NATL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 144657.04 PEBBLEBROOK HOTEL TR COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 209529.06 PENN VA CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 22427.20 PENNSYLVANIA RL ESTATE INVT SH BEN I 2010-12-31 N/A Other Instrument common stock or ETF 0.00 203538.20 POLYPORE INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 267423.75 PRAXAIR INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 664613.95 PRIMEDIA INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 12033.12 PRIMERICA INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 634654.36 PROASSURANCE CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 40847.08 QUANTA SVCS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 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2010-12-31 N/A Other Instrument common stock or ETF 0.00 796609.30 SALESFORCE COM INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 319359.60 SAUL CTRS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 103089.15 SCHWEITZER-MAUDUIT INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 368585.72 SCOTTS MIRACLE GRO CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 321001.92 SCRIPPS E W CO OHIO CL A NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 33590.90 SKYLINE CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 8420.25 SMUCKER J M CO COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349471.49 SNAP ON INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 692872.25 SPECTRUM BRANDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 15774.78 STAGE STORES INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 148149.74 STANCORP FINL GROUP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 43999.06 SUN COMMUNITIES INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149253.54 SUNOCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 59058.45 SUNRISE SENIOR LIVING INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 62675.00 SUPERIOR INDS INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 59989.12 SUPERVALU INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 407863.62 SYNOVUS FINL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 84248.19 SYNNEX CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 73379.88 SYSTEMAX INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 205511.68 TJX COS INC NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 626622.57 TALBOTS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 18390.96 TELEFLEX INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 542737.09 TENNANT CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 17429.12 TERADATA CORP DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 834291.15 TEXAS INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 106168.00 TOMPKINS FINANCIAL CORPORATICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 4806.00 TORCHMARK CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 506898.51 TORO CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 236656.20 TOTAL SYS SVCS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 417853.89 TREDEGAR CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 15929.98 TREEHOUSE FOODS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 814894.66 UDR INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 48098.40 UNDER ARMOUR INC CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 356645.52 UNISYS CORP COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 399770.91 UNIVERSAL AMERICAN CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 52829.76 UNIVERSAL CORP VA COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 73281.30 VALERO ENERGY CORP NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 73816.60 VALMONT INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 140370.86 VARIAN MED SYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 78363.57 VENTAS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 198685.46 VIACOM INC NEW CL B 2010-12-31 N/A Other Instrument common stock or ETF 0.00 33050.72 VMWARE INC CL A COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 481688.25 WARNER MUSIC GROUP CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 47291.68 WATERS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 847554.47 WEIS MKTS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 19939.51 WESCO INTL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 204820.68 WESTERN ALLIANCE BANCORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 144231.36 WILMINGTON TRUST CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 95728.34 WINNEBAGO INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 90961.92 WORLD WRESTLING ENTMT INC CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 108532.55 WORTHINGTON INDS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 123286.23 XCEL ENERGY INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 286061.85 XEROX CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 409124.24 XERIUM TECHNOLOGIES INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 11652.30 ASPEN INSURANCE HOLDINGS LTDSHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 82770.08 AXIS CAPITAL HOLDINGS SHS 2010-12-31 N/A Other 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Y 161060294.50 161060294.50 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110218_2M49 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249994.60 AQUA AMERICA INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 167809.32 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249985.55 CITIGROUP INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 325545.92 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249986.50 DTE ENERGY CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249979.46 DU PONT E I DE NEMOURS & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249974.45 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249989.11 GRAY TELEVISION INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 191526.50 HESS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249999.48 JARDEN CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 351045.24 LIN TV CORP CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 635491.17 MEDIA GEN INC CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 841168.57 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249988.00 PINNACLE WEST CAP CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249971.68 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249986.92 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249987.84 RACKSPACE HOSTING INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249994.20 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249977.46 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249937.20 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249875.93 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249978.12 ABERCROMBIE & FITCH CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 144810.12 AMERIPRISE FINL INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249992.85 BARD C R INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249950.04 CABOT OIL & GAS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 3249971.01 COMMUNITY HEALTH SYS INC NEWCOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 95277.52 LOEWS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 640212.54 NORTHROP GRUMMAN CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 426077.28 OMNICARE INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 270341.64 REGIONS FINANCIAL CORP NEW COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 2343022.04 SUNTRUST BKS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 68155.41 First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 65000000.00 65000000.00 0.0020 Repurchase agreement collateralized by common stock and ETFs. 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Y 95035577.50 95035577.50 Goldman Sachs & Co Goldman Sachs & Co 0.580000% 992JYE002_0.5800_M110321_2M49 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749995.00 AMR CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749996.24 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749951.85 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749994.52 FELCOR LODGING TR INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 161972.21 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749991.89 KING PHARMACEUTICALS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749999.36 MCCLATCHY CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749996.50 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749991.50 NRG ENERGY INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749996.65 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749987.08 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749971.84 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749990.77 WATSCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749962.62 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749922.60 AGCO CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749974.44 ALLEGHENY ENERGY INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749992.50 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749908.29 DEERE & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749949.90 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749981.36 OCCIDENTAL PETE CORP DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 749937.63 CATERPILLAR INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 588564.90 First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 15000000.00 15000000.00 0.0005 Repurchase agreement collateralized by common stock and ETFs. 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Plc N/A N/A 15000000.00 14996175.00 0.0005 N 14995800.00 14995800.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UNM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-21 2011-01-21 N N Y Cash Rabobank Nederland N/A N/A 150000000.00 149978333.34 0.0046 N 149978333.34 149978333.34 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Cash Rabobank Nederland N/A N/A 54000000.00 53969985.00 0.0017 N 53978400.00 53978400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Cash Rabobank Nederland N/A N/A 119000000.00 118930980.00 0.0037 N 118950020.00 118950020.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915UQ36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Cash Rabobank Nederland N/A N/A 32000000.00 31983733.33 0.0010 N 31988800.00 31988800.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UT90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N Y Cash Rabobank Nederland N/A N/A 50000000.00 49918291.67 0.0015 N 49941500.00 49941500.00 BNP Paribas BNP Paribas 0.300000% 05566Q6B8 Certificate of Deposit N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 82000000.00 82000000.00 0.0025 N 81998360.00 81998360.00 Bank of America, NA Bank of America, NA 0.300000% 06052WAL7 Other Note N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 100000000.00 100000000.00 0.0031 N 100000700.00 100000700.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417DUG8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 98000000.00 98000000.00 0.0030 N 98000000.00 98000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417DUT0 Certificate of Deposit N First Tier Security 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0.280000% 0660P1P39 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 9000000.00 8997690.00 0.0003 N 8998470.00 8998470.00 CAFCO, LLC CAFCO, LLC 0.280000% 1247P3Q21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Letter of Credit Citibank NA N/A N/A 11289000.00 11283731.80 0.0003 N 11284026.07 11284026.07 CRC Funding, LLC CRC Funding, LLC 0.290000% 12619UQE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4997100.00 0.0002 N 4997350.00 4997350.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3NC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-12 2011-01-12 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 14000000.00 13998845.00 0.0004 N 13998600.00 13998600.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 21500000.00 21487816.67 0.0007 N 21486670.00 21486670.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 35000000.00 34979875.00 0.0011 N 34978016.50 34978016.50 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 80000000.00 79952000.00 0.0025 N 79947200.00 79947200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.320000% 1373X3Q83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 7000000.00 6995893.33 0.0002 N 6995870.00 6995870.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UN36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49999361.11 0.0015 N 49999500.00 49999500.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UN69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 42000000.00 41998658.33 0.0013 N 41999160.00 41999160.00 Chase Bank USA, NA Chase Bank USA, NA 0.230000% 16144TDV8 Other Note N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 201000000.00 201000000.00 0.0062 N 200969649.00 200969649.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SQ96 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N Y Citigroup Inc N/A N/A N 152000000.00 151915133.32 0.0047 N 151936160.00 151936160.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272EQE1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 275000000.00 274851500.00 0.0085 N 274837750.00 274837750.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.320000% 22532YYD2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-22 2011-03-22 N N N 125000000.00 125000000.00 0.0039 N 124988750.00 124988750.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532YZF6 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 120000000.00 120000000.00 0.0037 N 120000000.00 120000000.00 Credit Suisse AG Credit Suisse AG 0.230000% 22550CXJ5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 504000000.00 504000000.00 0.0155 N 504000000.00 504000000.00 Danske Corp Danske Corp 0.280000% 2363F7P85 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N Y Danske Bank A/s N/A N/A N 4000000.00 3998817.78 0.0001 N 3998817.78 3998817.78 Deutsche Bank AG Deutsche Bank AG 0.290000% 25154TA31 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 11000000.00 11000000.00 0.0003 N 11000000.00 11000000.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25154TYG6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 150000000.00 150000000.00 0.0046 N 149994000.00 149994000.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TZR1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 209000000.00 209000000.00 0.0064 N 209000000.00 209000000.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BN66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 60000000.00 59998083.33 0.0019 N 59998800.00 59998800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BN74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24999041.67 0.0008 N 24999500.00 24999500.00 Fannie Mae Fannie Mae 0.170000% 31381PWP9 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 65000000.00 64991098.68 0.0020 N 64990177.79 64990177.79 Fannie Mae Fannie Mae 0.175000% 31381P4H8 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 50000000.00 49992951.39 0.0015 N 49992444.45 49992444.45 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.260000% 3686M1NA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 106000000.00 105993110.00 0.0033 N 105991520.00 105991520.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.300000% 3686M1QG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 106000000.00 105934633.34 0.0033 N 105926860.00 105926860.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JP72 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 222000000.00 221949803.32 0.0068 N 221960040.00 221960040.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JP80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-08 2011-02-08 N N N 270000000.00 269937300.01 0.0083 N 269951400.00 269951400.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.230000% 4662J1P95 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 130000000.00 129967608.34 0.0040 N 129959700.00 129959700.00 Market Street Funding Corp Market Street Funding Corp 0.290000% 5705X5QE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 24317000.00 24302896.14 0.0007 N 24304111.99 24304111.99 Market Street Funding Corp Market Street Funding Corp 0.290000% 5705X5QJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 50043000.00 50012362.56 0.0015 N 50014975.92 50014975.92 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYM0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 6000000.00 6000000.00 0.0002 N 5999640.00 5999640.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.315000% 60681PYQ1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 45000000.00 45000000.00 0.0014 N 44998650.00 44998650.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 63252XNH9 Certificate of Deposit N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 303000000.00 303000000.00 0.0093 N 303000000.00 303000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.310000% 65409SQ19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 15000000.00 14992379.17 0.0005 N 14992800.00 14992800.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983UN66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 43000000.00 42998566.67 0.0013 N 42999570.00 42999570.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MPB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-11 2011-02-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 15000000.00 14995387.50 0.0005 N 14995200.00 14995200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.280000% 82124MPH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-17 2011-02-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 38000000.00 37986108.89 0.0012 N 37985560.00 37985560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.280000% 82124MPN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N Y Letter of Credit Barclays Bank Plc N/A N/A 75000000.00 74969666.67 0.0023 N 74968500.00 74968500.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.350000% 83365SQG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Societe Generale N/A N/A N 105000000.00 104924458.34 0.0032 N 104929650.00 104929650.00 Societe Generale Societe Generale 0.340000% 83369RLE9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 7000000.00 7000000.00 0.0002 N 7000140.00 7000140.00 Starbird Funding Corp Starbird Funding Corp 0.260000% 85520MNX7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N Y Letter of Credit BNP Paribas N/A N/A 99000000.00 98978550.00 0.0031 N 98978550.00 98978550.00 Starbird Funding Corp Starbird Funding Corp 0.150000% 85520MN33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Letter of Credit BNP Paribas N/A N/A 50000000.00 49999583.33 0.0015 N 49999583.33 49999583.33 Straight A Funding, LLC Straight A Funding, LLC 0.240000% 86257CQ62 Government Agency Debt N First Tier Security N/A N/A 2011-02-14 2011-02-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99970666.66 0.0031 N 99974000.00 99974000.00 Straight A Funding, LLC Straight A Funding, LLC 0.220000% 86257LL59 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 45000000.00 44998350.00 0.0014 N 44998650.00 44998650.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GE82 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 30000000.00 30000000.00 0.0009 N 29999400.00 29999400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.270000% 86562GG72 Certificate of Deposit N First Tier Security N/A N/A 2011-02-15 2011-02-15 N N N 12000000.00 12000000.00 0.0004 N 11999640.00 11999640.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GK93 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 147000000.00 147000000.00 0.0045 N 147000000.00 147000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.270000% 88324MPU3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-28 2011-02-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 96000000.00 95958240.00 0.0030 N 95951040.00 95951040.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602UNK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 40000000.00 39995000.00 0.0012 N 39994000.00 39994000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112YPW7 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 254000000.00 254000000.00 0.0078 N 254012700.00 254012700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YQP1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 134000000.00 134000000.00 0.0041 N 134005360.00 134005360.00 Union Bank, NA Union Bank, NA 0.250000% 90527MLG9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N N 88000000.00 88000000.00 0.0027 N 88003520.00 88003520.00 -----END PRIVACY-ENHANCED MESSAGE-----