0001145549-11-003307.txt : 20110429 0001145549-11-003307.hdr.sgml : 20110429 20110307130100 ACCESSION NUMBER: 0001145549-11-003307 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110307 DATE AS OF CHANGE: 20110307 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: 11667638 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-02-28 0000857156 S000004508 4 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 46 73 21140269472.20 7383778.47 985127.07 21146668123.60 0.0032 1.0000 2011-02-28 1.0000 2011-02-28 C000012383 25000.00 14525386427.65 1.00 -401197155.78 175211512.81 576408668.59 0.0001 1.0000 2011-02-28 1.0000 2011-02-28 C000012384 1000000.00 2468573147.22 1.00 -74847830.39 54294753.25 129142583.64 0.0001 1.0000 2011-02-28 1.0000 2011-02-28 C000012385 3000000.00 2153179760.07 1.00 8093675.75 136190730.36 128097054.61 0.0008 1.0000 2011-02-28 1.0000 2011-02-28 C000038267 10000000.00 1999528788.66 1.00 -53155828.11 93017183.08 146173011.19 0.0011 1.0000 2011-02-28 1.0000 2011-02-28 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086MQ15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 15000000.00 15000000.00 0.0007 N 15000000.00 15000000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KRF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 75000000.00 74972812.50 0.0035 N 74972250.00 74972250.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KRR5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 55000000.00 54975631.94 0.0026 N 54974700.00 54974700.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KRT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 17000000.00 16992194.17 0.0008 N 16991840.00 16991840.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KR79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25000000.00 24992548.61 0.0012 N 24992500.00 24992500.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.510000% 04014BQE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 21000000.00 20996132.50 0.0010 N 20997900.00 20997900.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.510000% 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 31000000.00 30999560.83 0.0015 N 30999690.00 30999690.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014BR78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 62000000.00 61980246.11 0.0029 N 61981400.00 61981400.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.470000% 04014BUS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 28000000.00 27946263.33 0.0013 N 27950720.00 27950720.00 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 63000000.00 62994925.00 0.0030 N 62996850.00 62996850.00 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 198000000.00 197996700.01 0.0094 N 197998020.00 197998020.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Cash Rabobank Nederland N/A N/A 12000000.00 11999420.00 0.0006 N 11999640.00 11999640.00 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 49948611.11 0.0024 N 49968000.00 49968000.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 32000000.00 31950435.55 0.0015 N 31962560.00 31962560.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8985547.50 0.0004 N 8988750.00 8988750.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit Citibank NA N/A N/A 33000000.00 32949262.50 0.0016 N 32961720.00 32961720.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 45000000.00 44930300.00 0.0021 N 44947350.00 44947350.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit Citibank NA N/A N/A 31000000.00 30948453.89 0.0015 N 30958770.00 30958770.00 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 16000000.00 15998666.67 0.0008 N 15998720.00 15998720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 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 34000000.00 33997450.00 0.0016 N 33997280.00 33997280.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 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 9000000.00 8999475.00 0.0004 N 8999460.00 8999460.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 212000000.00 211639600.00 0.0100 N 211662920.00 211662920.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3US4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 8000000.00 7985300.00 0.0004 N 7985920.00 7985920.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UQB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999361.11 0.0005 N 9999500.00 9999500.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Citibank NA N/A N/A 125000000.00 124799270.83 0.0059 N 124843750.00 124843750.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BQF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 41000000.00 40996332.78 0.0019 N 40996720.00 40996720.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.220000% 30603BQV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-29 2011-03-29 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29994866.66 0.0014 N 29995500.00 29995500.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.240000% 30603BQ14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 50000000.00 0.0024 N 50000000.00 50000000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.280000% 3686M1QB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 100000000.00 99992222.22 0.0047 N 99992000.00 99992000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.280000% 3686M1Q90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 50000000.00 49996888.89 0.0024 N 49997000.00 49997000.00 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 68000000.00 67986777.78 0.0032 N 67995920.00 67995920.00 Market Street Funding Corp Market Street Funding Corp 0.290000% 5705X5QA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 24000000.00 23998260.00 0.0011 N 23998800.00 23998800.00 Market Street Funding Corp Market Street Funding Corp 0.290000% 5705X5Q79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 28187000.00 28185637.63 0.0013 N 28185872.52 28185872.52 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 10000000.00 10000000.00 0.0005 N 9999900.00 9999900.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SRF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 32000000.00 31988000.00 0.0015 N 31988800.00 31988800.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SR67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 31000000.00 30990700.00 0.0015 N 30991630.00 30991630.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SR83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 13000000.00 12995883.33 0.0006 N 12996230.00 12996230.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.330000% 8342E3QP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N Y Letter of Credit HSBC Bank Plc N/A N/A 41000000.00 40991731.67 0.0019 N 40993850.00 40993850.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 27000000.00 26990100.00 0.0013 N 26991360.00 26991360.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3RK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N Y Letter of Credit HSBC Bank Plc N/A N/A 31000000.00 30986919.72 0.0015 N 30988530.00 30988530.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3RS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Letter of Credit HSBC Bank Plc N/A N/A 133000000.00 132937933.34 0.0063 N 132944140.00 132944140.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3RU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 12000000.00 11994006.67 0.0006 N 11994720.00 11994720.00 Starbird Funding Corp Starbird Funding Corp 0.250000% 85520MQ22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Letter of Credit BNP Paribas N/A N/A 2000000.00 1999986.11 0.0001 N 1999980.00 1999980.00 Starbird Funding Corp Starbird Funding Corp 0.290000% 85520MRR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N Y Letter of Credit BNP Paribas N/A N/A 78000000.00 77965441.66 0.0037 N 77964120.00 77964120.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MRU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 26808000.00 26795474.71 0.0013 N 26794864.08 26794864.08 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.280000% 88602UQ11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 36000000.00 36000000.00 0.0017 N 35999640.00 35999640.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.270000% 92217MRR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 50000000.00 49979375.00 0.0024 N 49979000.00 49979000.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 43000000.00 42995700.00 0.0020 N 42995270.00 42995270.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-24 2011-03-24 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 73000000.00 72988806.68 0.0035 N 72987590.00 72987590.00 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086MQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 39000000.00 38999729.17 0.0018 N 38999610.00 38999610.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 10000000.00 9979427.78 0.0005 N 9980500.00 9980500.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.230000% 04915UQ28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Cash Rabobank Nederland N/A N/A 92000000.00 91999412.23 0.0044 N 91999080.00 91999080.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KRT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 107000000.00 106950869.18 0.0051 N 106951850.00 106951850.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KS90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 65000000.00 64963870.83 0.0031 N 64963600.00 64963600.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 89000000.00 88841876.66 0.0042 N 88871840.00 88871840.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Letter of Credit Citibank NA N/A N/A 16000000.00 15969568.89 0.0008 N 15975360.00 15975360.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9982347.22 0.0005 N 9985700.00 9985700.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 84000000.00 83850759.99 0.0040 N 83879040.00 83879040.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4991059.72 0.0002 N 4992750.00 4992750.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UQA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 29000000.00 28998332.50 0.0014 N 28998550.00 28998550.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963UQF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24997861.11 0.0012 N 24998000.00 24998000.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MV33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49911736.11 0.0024 N 49928500.00 49928500.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MV90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4990831.95 0.0002 N 4992600.00 4992600.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 30000000.00 29935983.34 0.0014 N 29962800.00 29962800.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CVP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 106000000.00 105762972.21 0.0050 N 105860080.00 105860080.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3Q30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49999361.11 0.0024 N 49999000.00 49999000.00 Market Street Funding Corp Market Street Funding Corp 0.270000% 5705X5T27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 50045000.00 50010093.61 0.0024 N 50010468.95 50010468.95 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.260000% 65409SQH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 47000000.00 46994568.89 0.0022 N 46994830.00 46994830.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SS58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 10000000.00 9994583.33 0.0005 N 9994800.00 9994800.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3S49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N Y Letter of Credit HSBC Bank Plc N/A N/A 35000000.00 34981333.33 0.0017 N 34982500.00 34982500.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MQH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Letter of Credit BNP Paribas N/A N/A 35000000.00 34996266.67 0.0017 N 34995800.00 34995800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BQA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 24000000.00 23998620.00 0.0011 N 23998800.00 23998800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BQ30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24999680.56 0.0012 N 24999750.00 24999750.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.180000% 88324MQ16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15755000.00 15755000.00 0.0007 N 15754842.45 15754842.45 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MSL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 34178000.00 34155974.18 0.0016 N 34153391.84 34153391.84 Variable Funding Capital Corp Variable Funding Capital Corp 0.230000% 92217MQA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 20000000.00 19998850.00 0.0009 N 19998800.00 19998800.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.250000% 92217MR58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 75000000.00 74981770.83 0.0035 N 74981250.00 74981250.00 UBS AG UBS AG 0.400000% 90267AF43 Certificate of Deposit N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 95000000.00 95000000.00 0.0045 N 94980050.00 94980050.00 Barclays Bank Plc Barclays Bank Plc 0.661500% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-22 2012-02-22 N N N 92000000.00 92000000.00 0.0044 N 91982520.00 91982520.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86959BQS7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 80000000.00 80000000.00 0.0038 N 79992000.00 79992000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GT60 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 4000000.00 4000000.00 0.0002 N 4000080.00 4000080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GU27 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 141000000.00 141000000.00 0.0067 N 141002820.00 141002820.00 Commerzbank AG Commerzbank AG 0.180000% 20259XQ22 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 71000000.00 71000000.00 0.0034 N 71000000.00 71000000.00 Credit Suisse AG Credit Suisse AG 0.275000% 22550CZN4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 51000000.00 51000000.00 0.0024 N 50995410.00 50995410.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86959BPH2 Certificate of Deposit N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 74250000.00 74249996.48 0.0035 N 74239605.00 74239605.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZD0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 8000000.00 8000000.00 0.0004 N 8000000.00 8000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZK4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 118000000.00 118000000.00 0.0056 N 118000000.00 118000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZQ1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 60000000.00 60000000.00 0.0028 N 60000000.00 60000000.00 BNP Paribas BNP Paribas 0.540000% 05572NAT3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 152000000.00 152000000.00 0.0072 N 152074480.00 152074480.00 BNP Paribas BNP Paribas 0.540000% 05572NAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 139000000.00 139000000.00 0.0066 N 139068110.00 139068110.00 Westpac Banking Corp Westpac Banking Corp 0.344000% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2012-01-10 N N N 60000000.00 60000000.00 0.0028 N 60000000.00 60000000.00 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 23000000.00 23000000.00 0.0011 N 23001610.00 23001610.00 Societe Generale Societe Generale 0.400000% 83369RFQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 200000000.00 200000000.00 0.0095 N 200018000.00 200018000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.331500% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-28 2011-10-28 N N N 60000000.00 60000000.00 0.0028 N 59991600.00 59991600.00 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 75000000.00 75000000.00 0.0035 N 75063000.00 75063000.00 UBS AG UBS AG 0.665800% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-10-17 N N N 87000000.00 87000000.00 0.0041 N 86988690.00 86988690.00 Union Bank, NA Union Bank, NA 0.300000% 90527MMM5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 86000000.00 86000000.00 0.0041 N 86015480.00 86015480.00 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 63000000.00 63000000.00 0.0030 N 63002520.00 63002520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GL76 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 10000000.00 10000000.00 0.0005 N 10000400.00 10000400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GN90 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 23000000.00 23000000.00 0.0011 N 23001150.00 23001150.00 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 45000000.00 45000522.87 0.0021 N 45027000.00 45027000.00 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 65000000.00 65000000.00 0.0031 N 65009100.00 65009100.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.400000% 86562WJW9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 71000000.00 71000000.00 0.0034 N 71017040.00 71017040.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.300000% 86562WJZ2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 36000000.00 36000000.00 0.0017 N 36000720.00 36000720.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.270000% 65557VFR7 Certificate of Deposit N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 180000000.00 180000000.00 0.0085 N 180000000.00 180000000.00 Rabobank Nederland Rabobank Nederland 0.355800% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-09-15 N N N 125000000.00 125000000.00 0.0059 N 124986250.00 124986250.00 Rabobank Nederland Rabobank Nederland 0.338000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-10-07 N N N 22000000.00 22000000.00 0.0010 N 21996700.00 21996700.00 Rabobank Nederland Rabobank Nederland 0.343000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-12-05 N N N 150000000.00 150000000.00 0.0071 N 149977500.00 149977500.00 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 214000000.00 214000000.00 0.0101 N 214192600.00 214192600.00 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 39000000.00 39000000.00 0.0018 N 39036270.00 39036270.00 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 117000000.00 117000000.00 0.0055 N 117106470.00 117106470.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYL2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 81000000.00 81000000.00 0.0038 N 81000810.00 81000810.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60681PYY4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 343000000.00 343000000.00 0.0162 N 343013720.00 343013720.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.290000% 60687CF93 Certificate of Deposit N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N N 77000000.00 77000000.00 0.0036 N 77001540.00 77001540.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CH26 Certificate of Deposit N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N N 23000000.00 23000000.00 0.0011 N 23000920.00 23000920.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CJ24 Certificate of Deposit N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 8000000.00 8000000.00 0.0004 N 8000400.00 8000400.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.310000% 60687CK48 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 107000000.00 107000000.00 0.0051 N 107005350.00 107005350.00 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 108000000.00 108000000.00 0.0051 N 108014040.00 108014040.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.470000% 53944AD44 Certificate of Deposit N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 140000000.00 140000000.00 0.0066 N 140018200.00 140018200.00 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 281000000.00 281000000.00 0.0133 N 281016860.00 281016860.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TA64 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 82000000.00 82000000.00 0.0039 N 82006560.00 82006560.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TB71 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 125000000.00 125000000.00 0.0059 N 125010000.00 125010000.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TE78 Certificate of Deposit N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N N 35000000.00 35000000.00 0.0017 N 35003500.00 35003500.00 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 75000000.00 75000000.00 0.0035 N 75042000.00 75042000.00 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 30000000.00 30000000.00 0.0014 N 30000600.00 30000600.00 Dexia Credit Local Dexia Credit Local 0.661500% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Dexia Credit Local N/A N/A N N 134000000.00 134000000.00 0.0063 N 133991960.00 133991960.00 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 2000000.00 2000000.00 0.0001 N 2000620.00 2000620.00 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 113000000.00 113000969.79 0.0053 N 113051980.00 113051980.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.310000% 22532YXX9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 89000000.00 89000000.00 0.0042 N 89000890.00 89000890.00 Societe Generale Societe Generale 0.481500% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-03-20 2011-06-20 N N N 94000000.00 94000000.00 0.0044 N 93994360.00 93994360.00 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 109000000.00 109000000.00 0.0052 N 108989100.00 108989100.00 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 55000000.00 55000000.00 0.0026 N 54985150.00 54985150.00 BNP Paribas BNP Paribas 0.490000% 05566Q3U9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-24 2011-05-24 N N N 15000000.00 15000000.00 0.0007 N 15004500.00 15004500.00 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 4000000.00 4000000.00 0.0002 N 4001640.00 4001640.00 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 56000000.00 56000000.00 0.0026 N 56001680.00 56001680.00 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 132000000.00 132000000.00 0.0062 N 131989440.00 131989440.00 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 152000000.00 152000000.00 0.0072 N 151993920.00 151993920.00 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 52000000.00 52000000.00 0.0025 N 51997920.00 51997920.00 BNP Paribas BNP Paribas 0.380000% 05566Q6S1 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 69000000.00 69000000.00 0.0033 N 69004830.00 69004830.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.664800% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 134000000.00 134000000.00 0.0063 N 134016080.00 134016080.00 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 45000000.00 45000000.00 0.0021 N 44991000.00 44991000.00 Bank of Montreal Bank of Montreal 0.230000% 06366URK6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 51000000.00 51000000.00 0.0024 N 51000000.00 51000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366URU4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 19000000.00 19000000.00 0.0009 N 19000000.00 19000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366URX8 Certificate of Deposit N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 150000000.00 150000000.00 0.0071 N 150000000.00 150000000.00 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 117000000.00 117000000.00 0.0055 N 117001170.00 117001170.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417DXJ9 Certificate of Deposit N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 125000000.00 125000000.00 0.0059 N 125013750.00 125013750.00 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 66000000.00 66000000.00 0.0031 N 66040920.00 66040920.00 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 92000000.00 92000000.00 0.0044 N 92068080.00 92068080.00 Barclays Bank Plc Barclays Bank Plc 0.600000% 06740MPF4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 26000000.00 26000000.00 0.0012 N 26020540.00 26020540.00 Barclays Bank Plc Barclays Bank Plc 0.765800% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-10-17 N N N 108000000.00 108000000.00 0.0051 N 107985960.00 107985960.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.290000% 0556X1SR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N Y Bank of New Zealand N/A N/A N 29250000.00 29229971.88 0.0014 N 29231280.00 29231280.00 Danske Corp Danske Corp 0.320000% 2363F7RU4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N Y Danske Bank A/S N/A N/A N 22000000.00 21988657.77 0.0010 N 21989660.00 21989660.00 Danske Corp Danske Corp 0.330000% 2363F7S25 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N Y Danske Bank A/S N/A N/A N 41000000.00 40976698.34 0.0019 N 40979090.00 40979090.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 206000000.00 205985322.50 0.0097 N 205991760.00 205991760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272EQ92 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 87000000.00 86994780.00 0.0041 N 86996520.00 86996520.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SRB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N Y Citigroup Inc N/A N/A N 100000000.00 99954444.44 0.0047 N 99977000.00 99977000.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.370000% 17307SRJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-04-18 N Y Citigroup Inc N/A N/A N 87000000.00 86957080.00 0.0041 N 86975640.00 86975640.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.220000% 4662J1R51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 49000000.00 48989519.45 0.0023 N 48987260.00 48987260.00 General Electric Capital Corp General Electric Capital Corp 0.410000% 36959JRL9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 33000000.00 32981208.33 0.0016 N 32991090.00 32991090.00 General Electric Capital Corp 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 80000000.00 79948444.45 0.0038 N 79973600.00 79973600.00 General Electric Capital Corp General Electric Capital Corp 0.400000% 36959JSB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 70000000.00 69944777.78 0.0033 N 69970600.00 69970600.00 General Electric Capital Corp General Electric Capital Corp 0.400000% 36959JSC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-12 2011-05-12 N N N 350000000.00 349720000.00 0.0165 N 349853000.00 349853000.00 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 58000000.00 57933396.66 0.0027 N 57959980.00 57959980.00 NRW.Bank NRW.Bank 0.300000% 62939MRS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N N 10000000.00 9995333.34 0.0005 N 9995900.00 9995900.00 NRW.Bank NRW.Bank 0.290000% 62939MS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 76000000.00 75962042.22 0.0036 N 75965040.00 75965040.00 NRW.Bank NRW.Bank 0.300000% 62939MS32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 85000000.00 84955375.00 0.0040 N 84960900.00 84960900.00 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 120000000.00 119972800.01 0.0057 N 119986800.00 119986800.00 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 19000000.00 18997857.22 0.0009 N 18998670.00 18998670.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1QH3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N Y Nordea Bank AB N/A N/A N 2000000.00 1999742.22 0.0001 N 1999840.00 1999840.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1Q26 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Nordea Bank AB N/A N/A N 111000000.00 110999105.83 0.0052 N 110998890.00 110998890.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P1R41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-04 2011-04-04 N Y Nordea Bank AB N/A N/A N 110000000.00 109969872.23 0.0052 N 109974700.00 109974700.00 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 62000000.00 61914922.22 0.0029 N 61911340.00 61911340.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.345000% 83050URR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 71000000.00 70962577.08 0.0034 N 70968760.00 70968760.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.345000% 83050US58 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 11000000.00 10993147.91 0.0005 N 10994060.00 10994060.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.200000% 83365SQ30 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N Y Societe Generale N/A N/A N 125000000.00 124998611.12 0.0059 N 124998750.00 124998750.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.400000% 83365SR62 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N Y Societe Generale N/A N/A N 87000000.00 86965200.00 0.0041 N 86976510.00 86976510.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.270000% 86958GSJ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N Y Svenska Handelsbanken AB N/A N/A N 5000000.00 4997075.00 0.0002 N 4997100.00 4997100.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.300000% 86958GT96 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N Y Svenska Handelsbanken AB N/A N/A N 13000000.00 12989166.67 0.0006 N 12989730.00 12989730.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.290000% 86958UR89 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N Y Svenska Handelsbanken AB N/A N/A N 97000000.00 96970307.22 0.0046 N 96974780.00 96974780.00 Westpac Banking Corp Westpac Banking Corp 0.354800% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-09-16 N N N 237000000.00 237000000.00 0.0112 N 236973930.00 236973930.00 Bank of America Corp Bank of America Corp 0.300000% 0660P1SG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 214000000.00 213864466.66 0.0101 N 213895140.00 213895140.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 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2011-05-03 N N N 81000000.00 80957475.00 0.0038 N 80957880.00 80957880.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.300000% 96122HSR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N Y Westpac New Zealand Ltd N/A N/A N 50000000.00 49964583.34 0.0024 N 49969500.00 49969500.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384DH9 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 66000000.00 65995600.00 0.0031 N 65997822.00 65997822.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257CX31 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 126715000.00 126660442.15 0.0060 N 126656711.10 126656711.10 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257CX98 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 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77413466.00 36468515.89 Fannie Mae 2037-02-01 6.000000 Government Agency Debt 64857208.00 37772176.71 Fannie Mae 2018-03-01 5.500000 Government Agency Debt 8250727.00 5289277.03 Fannie Mae 2040-01-01 5.000000 Government Agency Debt 51070389.00 33271304.20 Fannie Mae 2021-02-01 3.000000 Government Agency Debt 37772516.00 38498126.03 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 39335000.00 37563579.27 Fannie Mae 2025-01-01 4.500000 Government Agency Debt 36705599.00 35906528.61 Fannie Mae 2025-02-01 4.500000 Government Agency Debt 35753359.00 34894255.31 Fannie Mae 2030-09-01 4.000000 Government Agency Debt 33360109.00 33128145.76 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 625000000.00 625000000.00 0.0296 N 625000000.00 625000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.190000% 22799D001_0.1900_M110301_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2039-03-20 5.000000 Government Agency Debt 30000000.00 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2025-02-25 2.000000 Government Agency Debt 119879245.00 103000000.23 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 100000000.00 100000000.00 0.0047 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M110302_2MN4 0000769993 Government Agency Repurchase Agreement Y GNMA 2035-09-20 4.000000 Government Agency Debt 29003602.00 28305471.63 GNMA 2039-10-16 1.014700 Government Agency Debt 79395372.00 51494528.63 First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 76000000.00 76000000.00 0.0036 N 75999855.60 75999855.60 General Electric Co General Electric Co 0.220000% 36960MR13 Other Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 20000000.00 19996211.11 0.0009 N 19997200.00 19997200.00 Royal Bank of Canada Royal Bank of Canada 0.190000% 985YRK002 0000352613 Other Instrument Security is a time deposit. 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N 125000000.00 125000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WBP7 Other Note N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 75000000.00 75000000.00 0.0035 N 74989500.00 74989500.00 Bank of America, NA Bank of America, NA 0.330000% 06052WBS1 Other Note N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 25000000.00 25000000.00 0.0012 N 25000000.00 25000000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 835544.55 835544.55 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. 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Y 756840.77 756840.77 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1193303.47 1193303.47 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 908223.27 908223.27 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 2982989.67 2982989.67 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 2270353.44 2270353.44 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1074026.84 1074026.84 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 817441.82 817441.82 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 377908.39 377908.39 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 287626.08 287626.08 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 596697.67 596697.67 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 454146.60 454146.60 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 179003.04 179003.04 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 136239.22 136239.22 Chase Bank USA, NA Chase Bank USA, NA 0.210000% 16144TEG0 Other Note N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 358000000.00 358000000.00 0.0169 N 358000000.00 358000000.00 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 30000000.00 30000000.00 0.0014 Y 30088800.00 30088800.00 Bank of America, NA Bank of America, NA 0.603100% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-04-26 2012-03-22 N N N 149000000.00 149000000.00 0.0070 N 149270584.00 149270584.00 Bank of America, NA Bank of America, NA 0.330000% 06050Y7D7 Other Note N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 106000000.00 106000000.00 0.0050 N 106013886.00 106013886.00 Bank of America, NA Bank of America, NA 0.300000% 06052WAH6 Other Note N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 325000000.00 325000000.00 0.0154 N 325000000.00 325000000.00 Bank of America, NA Bank of America, NA 0.330000% 06052WAY9 Other Note N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 125000000.00 125000000.00 0.0059 N 125000000.00 125000000.00 Bank of America, NA Bank of America, NA 0.400000% 06052WBH5 Other Note N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 150000000.00 150000000.00 0.0071 N 149984850.00 149984850.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.374400% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-04-27 2012-03-26 N N N 50000000.00 50000000.00 0.0024 N 50003650.00 50003650.00 Citigroup, Inc Citigroup, Inc 0.403500% 172967DL2 Other Note N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 50000000.00 49956125.00 0.0024 N 49992300.00 49992300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.302000% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-03-21 2012-03-21 N N N 500000000.00 500000000.00 0.0236 N 500001000.00 500001000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M110301_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799996.74 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799959.26 LOWES COS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799980.11 MEAD JOHNSON NUTRITION CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799978.20 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799942.38 PRIDE INTL INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799974.72 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799950.66 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799994.88 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799987.86 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799984.44 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799984.62 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799955.91 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799996.94 FIDELITY NATL INFORMATION SVCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799969.00 WYNDHAM WORLDWIDE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799976.96 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799968.96 AMERICAN EXPRESS CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 5994298.65 CALPINE CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799987.77 J CREW GROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799975.48 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799979.96 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 806170.70 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6799994.63 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 136000000.00 136000000.00 0.0064 Repurchase agreement collateralized by common stock and ETFs. N 135999741.60 135999741.60 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110603_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399993.92 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399992.20 CLEAR CHANNEL OUTDOOR HLDGS CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 921735.75 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399960.03 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399985.67 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399970.85 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399991.80 RACKSPACE HOSTING INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 447443.56 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399995.81 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399964.16 FRONTLINE LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 912540.00 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399959.34 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399952.70 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399996.00 WINNEBAGO INDS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 881469.36 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399978.90 CONSTELLATION BRANDS INC CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 914588.10 PEP BOYS MANNY MOE & JACK COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 937461.14 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399965.49 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399979.88 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399998.44 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399996.66 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1399942.83 NICOR INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 585168.93 First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 28000000.00 28000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. Y 27999946.80 27999946.80 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110607_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349993.44 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3487419.10 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349965.67 LOWES COS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 4790181.20 MEAD JOHNSON NUTRITION CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349948.40 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349938.63 PRIDE INTL INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 4422982.20 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349975.56 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349969.92 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349992.94 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349950.56 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349973.76 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349936.12 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349970.22 FIDELITY NATL INFORMATION SVCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349979.53 WYNDHAM WORLDWIDE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349992.32 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349973.76 CALPINE CORP COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349989.57 J CREW GROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349968.84 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349996.04 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349992.26 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 6349949.32 First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 127000000.00 127000000.00 0.0060 Repurchase agreement collateralized by common stock and ETFs. Y 126999758.70 126999758.70 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M110623_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349997.64 AUTOLIV INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 37521.50 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349994.00 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349993.46 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349980.77 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349937.78 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349988.00 RACKSPACE HOSTING INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 493521.96 VENOCO INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 950711.12 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349976.03 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349967.36 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349984.76 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349976.70 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349975.90 NATIONAL FINL PARTNERS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 985479.46 PARK ELECTROCHEMICAL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 991332.54 FREEPORT-MCMORAN COPPER & GOCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 952019.95 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349989.38 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349935.84 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349985.60 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349980.84 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349998.80 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1349951.46 ROBBINS & MYERS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 989850.60 First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 27000000.00 27000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. Y 26999948.70 26999948.70 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849998.06 AUTOLIV INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849992.00 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849997.80 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849986.40 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849982.28 DEVELOPERS DIVERSIFIED RLTY COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 418.80 KIMCO RLTY CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849996.48 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849974.43 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849988.20 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849981.15 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849999.36 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849970.52 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849966.82 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849973.28 PROVIDENT FINL SVCS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849997.80 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849973.14 BARNES & NOBLE INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849992.58 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849886.40 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849996.12 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849979.32 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849982.48 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 849976.27 First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 17000000.00 17000000.00 0.0008 Repurchase agreement collateralized by common stock and ETFs. Y 16999967.70 16999967.70 United States Treasury Department United States Treasury Department 0.150000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 133000000.00 132995012.50 0.0063 N 132997074.00 132997074.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 00799J004_0.1800_M110301_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2011-10-20 0.000000 Treasury Debt 504100.00 503525.33 United States Treasury Department 2026-01-15 2.000000 Treasury Debt 18361000.00 21485960.58 United States Treasury Department 2027-01-15 2.375000 Treasury Debt 9625000.00 11575980.40 United States Treasury Department 2040-02-15 2.125000 Treasury Debt 35006000.00 36880729.41 United States Treasury Department 2012-07-15 3.000000 Treasury Debt 27195000.00 35563411.27 United States Treasury Department 2016-01-15 2.000000 Treasury Debt 6348200.00 7751661.94 United States Treasury Department 2018-02-28 2.750000 Treasury Debt 39479200.00 39238771.67 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 150000000.00 150000000.00 0.0071 N 150000000.00 150000000.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.350000% 64577M3F5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-01 2011-03-01 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 1100000.00 1100000.00 0.0001 N 1100000.00 1100000.00