0001145549-11-004488.txt : 20110531 0001145549-11-004488.hdr.sgml : 20110530 20110407133442 ACCESSION NUMBER: 0001145549-11-004488 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110407 DATE AS OF CHANGE: 20110407 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: 11745692 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 2011-03-31 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 42 78 20570238365.47 8308108.58 1039217.42 20577507256.63 0.0031 1.0000 2011-03-31 1.0000 2011-03-31 C000012383 25000.00 14136369542.10 1.00 -389016885.47 196951091.49 585967976.96 0.0001 1.0000 2011-03-31 1.0000 2011-03-31 C000012384 1000000.00 2367723398.73 1.00 -100849748.45 44755922.85 145605671.30 0.0001 1.0000 2011-03-31 1.0000 2011-03-31 C000012385 3000000.00 2055911880.79 1.00 -97267879.31 48926333.91 146194213.22 0.0007 1.0000 2011-03-31 1.0000 2011-03-31 C000038267 10000000.00 2017502435.01 1.00 17973646.26 112044456.02 94070809.76 0.0010 1.0000 2011-03-31 1.0000 2011-03-31 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 113000484.88 0.0055 N 113035030.00 113035030.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086MR63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 57000000.00 56998179.17 0.0028 N 56998290.00 56998290.00 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086MRK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 45000000.00 44994825.00 0.0022 N 44994600.00 44994600.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MT79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 72000000.00 71967840.00 0.0035 N 71963280.00 71963280.00 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 24998791.67 0.0012 N 24999000.00 24999000.00 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 74991541.67 0.0036 N 74992500.00 74992500.00 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 54989366.66 0.0027 N 54990650.00 54990650.00 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 16996439.44 0.0008 N 16996940.00 16996940.00 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 61996796.67 0.0030 N 61997520.00 61997520.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014BTN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 54000000.00 53963100.01 0.0026 N 53962200.00 53962200.00 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 27957595.55 0.0014 N 27968640.00 27968640.00 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 9983388.89 0.0005 N 9986900.00 9986900.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 23000000.00 22954741.11 0.0011 N 22961820.00 22961820.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.220000% 04915URE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Cash Rabobank Nederland N/A N/A 67000000.00 66994677.23 0.0033 N 66997990.00 66997990.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.280000% 04915UT25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N Y Cash Rabobank Nederland N/A N/A 259000000.00 258875104.45 0.0126 N 258922300.00 258922300.00 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 49964541.67 0.0024 N 49982000.00 49982000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UWV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N Y Cash Rabobank Nederland N/A N/A 12000000.00 11977676.66 0.0006 N 11984160.00 11984160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.180000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 185000000.00 185000000.00 0.0090 Security is a time deposit. N 185000000.00 185000000.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.653500% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 134000000.00 134000000.00 0.0065 N 134012060.00 134012060.00 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 0.0022 N 45002700.00 45002700.00 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 213919750.00 0.0104 N 213944360.00 213944360.00 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 0.0052 N 106008798.00 106008798.00 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 0.0061 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 0.0073 N 149990250.00 149990250.00 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 0.0036 N 74994600.00 74994600.00 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 Bank of America, NA Bank of America, NA 0.310000% 06052WCA9 Other Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 50000000.00 50000000.00 0.0024 N 50005250.00 50005250.00 Bank of America, NA Bank of America, NA 0.310000% 06052WCD3 Other Note N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 300000000.00 300000000.00 0.0146 N 300031800.00 300031800.00 Bank of America, NA Bank of America, NA 0.603100% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-04-26 2012-04-20 N N N 149000000.00 149000000.00 0.0072 N 149262538.00 149262538.00 Bank of Montreal Bank of Montreal 0.120000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 65000000.00 65000000.00 0.0032 Security is a time deposit. N 65000000.00 65000000.00 Bank of Montreal Bank of Montreal 0.110000% 06366UC48 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 100000000.00 100000000.00 0.0049 N 100000000.00 100000000.00 Bank of Montreal Bank of Montreal 0.160000% 06366UC63 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 97000000.00 97000000.00 0.0047 N 97000000.00 97000000.00 Bank of Montreal Bank of Montreal 0.220000% 06366UWE4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N N 50000000.00 50000000.00 0.0024 N 50000000.00 50000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.260000% 06417DE76 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 108000000.00 108000000.00 0.0052 N 108000000.00 108000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417DM69 Certificate of Deposit N First Tier Security N/A N/A 2011-04-29 2011-04-29 N N N 50000000.00 50000000.00 0.0024 N 50000000.00 50000000.00 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 0.0061 N 125013750.00 125013750.00 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 8000400.00 8000400.00 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 0.0057 N 118007080.00 118007080.00 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 0.0029 N 60003600.00 60003600.00 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 0.0032 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 0.0045 N 92038640.00 92038640.00 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 0.0013 N 26017940.00 26017940.00 Barclays Bank Plc Barclays Bank Plc 0.755000% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-04-15 2011-10-17 N N N 108000000.00 108000000.00 0.0052 N 107989200.00 107989200.00 Barclays Bank Plc Barclays Bank Plc 0.653500% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-26 2012-02-22 N N N 92000000.00 92000000.00 0.0045 N 91984360.00 91984360.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 00799J004_0.1200_M110401_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2011-09-30 1.000000 Treasury Debt 17246300.00 17315630.13 United States Treasury Department 2017-11-15 4.250000 Treasury Debt 26181400.00 28986392.75 United States Treasury Department 2019-01-15 2.125000 Treasury Debt 16732000.00 19184323.61 United States Treasury Department 2020-01-15 1.375000 Treasury Debt 22853400.00 24405227.44 United States Treasury Department 2032-04-15 3.375000 Treasury Debt 17017700.00 27408451.63 Unrated Security N/A N/A 2011-04-01 2011-04-01 N N N 115000000.00 115000000.00 0.0056 N 115000000.00 115000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M110401_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2031-03-25 1.060000 Government Agency Debt 25000000.00 13420340.86 Fannie Mae 2032-10-25 5.000000 Government Agency Debt 65163775.00 15088922.04 Fannie Mae 2037-06-25 0.561500 Government Agency Debt 10032187.00 6968225.47 Fannie Mae 2038-02-25 0.712000 Government Agency Debt 22356000.00 15825037.21 Fannie Mae 2040-04-25 1.361000 Government Agency Debt 15880000.00 13582946.87 Fannie Mae 2040-04-25 5.000000 Government Agency Debt 15472127.00 16148130.02 Fannie Mae 2040-12-25 0.799500 Government Agency Debt 14340143.00 14113478.56 Freddie Mac 2019-07-15 3.100000 Government Agency Debt 27000000.00 15110473.35 Freddie Mac 2023-12-15 2.000000 Government Agency Debt 17578457.00 14878466.17 Freddie Mac 2027-05-15 4.000000 Government Agency Debt 19000000.00 15153131.50 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 55020000.00 16019202.03 Freddie Mac 2038-12-15 2.500000 Government Agency Debt 13490000.00 13082567.82 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 8027572.00 7811865.36 Freddie Mac 2040-08-15 1.266000 Government Agency Debt 16500000.00 13963457.56 Freddie Mac 2047-01-15 5.000000 Government Agency Debt 38016667.00 15356664.55 GNMA 2025-12-16 3.000000 Government Agency Debt 17134383.00 15106545.91 GNMA 2038-12-20 4.500000 Government Agency Debt 25500000.00 14048420.97 GNMA 2040-02-20 4.500000 Government Agency Debt 13443000.00 13481675.51 GNMA 2040-12-20 4.500000 Government Agency Debt 13266000.00 13340448.79 Unrated Security N/A N/A 2011-04-01 2011-04-01 Y BARCLAYS CAPITAL INC N/A N/A N N 250000000.00 250000000.00 0.0121 N 250000000.00 250000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M110407_2MN4 0000851376 Government Agency Repurchase Agreement Y United States Treasury Department 2021-01-15 1.125000 Treasury Debt 223263600.00 227791813.62 United States Treasury Department 2027-01-15 2.375000 Treasury Debt 34936700.00 42508247.62 Unrated Security N/A N/A 2011-04-07 2011-04-07 N N N 265000000.00 265000000.00 0.0129 N 265000000.00 265000000.00 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 15004200.00 15004200.00 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 4001480.00 4001480.00 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 0.0027 N 56014560.00 56014560.00 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 0.0064 N 132026400.00 132026400.00 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 0.0074 N 152034960.00 152034960.00 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 52012480.00 52012480.00 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 0.0034 N 69001380.00 69001380.00 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 0.0074 N 152085120.00 152085120.00 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 0.0068 N 139079230.00 139079230.00 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 0.0053 N 109020710.00 109020710.00 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 0.0027 N 54997800.00 54997800.00 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 29237276.25 0.0014 N 29239470.00 29239470.00 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 31961733.33 0.0016 N 31974400.00 31974400.00 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 8988725.00 0.0004 N 8992440.00 8992440.00 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 88873298.60 0.0043 N 88909220.00 88909220.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.298300% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-04-28 2011-12-28 N N N 120000000.00 120000000.00 0.0058 N 120026400.00 120026400.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.297700% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-04-28 2011-12-28 N N N 66000000.00 66000000.00 0.0032 N 65990760.00 65990760.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.293800% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2012-01-03 N N N 122000000.00 122000000.00 0.0059 N 121981944.00 121981944.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 1373X3RS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 24000000.00 23995833.34 0.0012 N 23995680.00 23995680.00 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 211721750.00 0.0103 N 211794360.00 211794360.00 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 7988400.00 0.0004 N 7991040.00 7991040.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3W78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 42000000.00 41916525.00 0.0020 N 41927340.00 41927340.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963URC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 49000000.00 48996855.83 0.0024 N 48998530.00 48998530.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963URF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 36000000.00 35997060.00 0.0017 N 35998200.00 35998200.00 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 124843402.78 0.0061 N 124895000.00 124895000.00 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 49929388.89 0.0024 N 49950000.00 49950000.00 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 4992597.22 0.0002 N 4994600.00 4994600.00 Citibank, NA Citibank, NA 0.170000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 131000000.00 131000000.00 0.0064 Security is a time deposit. N 131000000.00 131000000.00 Citibank, NA Citibank, NA 0.140000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 72000000.00 72000000.00 0.0035 Security is a time deposit. N 72000000.00 72000000.00 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 99988888.88 0.0049 N 99995000.00 99995000.00 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 86984799.17 0.0042 N 86993040.00 86993040.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SS52 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N Y Citigroup Inc N/A N/A N 12000000.00 11996600.00 0.0006 N 11997960.00 11997960.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SSG8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N Y Citigroup Inc N/A N/A N 71000000.00 70973375.00 0.0034 N 70981540.00 70981540.00 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 49973562.50 0.0024 N 50002500.00 50002500.00 Commerzbank AG Commerzbank AG 0.330000% 20259XR39 Certificate of Deposit N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 25000000.00 25000000.00 0.0012 N 25001500.00 25001500.00 Commerzbank AG Commerzbank AG 0.150000% 20259XS53 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 201000000.00 201000000.00 0.0098 N 201000000.00 201000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.374400% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-04-27 2012-04-27 N N N 50000000.00 50000000.00 0.0024 N 50029550.00 50029550.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.260000% 20272ETF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 35000000.00 34981041.66 0.0017 N 34981450.00 34981450.00 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 32960913.33 0.0016 N 32973930.00 32973930.00 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 44946187.50 0.0022 N 44964000.00 44964000.00 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 30959398.61 0.0015 N 30972410.00 30972410.00 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 9985877.78 0.0005 N 9990000.00 9990000.00 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 83880416.66 0.0041 N 83914320.00 83914320.00 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 4992825.00 0.0002 N 4994850.00 4994850.00 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 15975217.78 0.0008 N 15981280.00 15981280.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.330000% 22532YW77 Certificate of Deposit N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 82000000.00 82000000.00 0.0040 N 81998360.00 81998360.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-12-01 N N N 100000000.00 100000000.00 0.0049 N 99987000.00 99987000.00 Credit Suisse AG Credit Suisse AG 0.260000% 22550CD65 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 82000000.00 82000000.00 0.0040 N 81983600.00 81983600.00 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 0.0025 N 51000510.00 51000510.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.130000% 22799D001_0.1300_M110401_2MN4 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2012-10-30 0.500000 Government Agency Debt 43651000.00 43605752.06 Freddie Mac 2011-04-18 0.000000 Government Agency Debt 2500000.00 2499974.97 Freddie Mac 2011-04-21 0.000000 Government Agency Debt 429000.00 428995.70 Freddie Mac 2011-05-25 0.000000 Government Agency Debt 2575000.00 2574793.87 Freddie Mac 2011-06-22 0.000000 Government Agency Debt 4016000.00 4015076.26 Freddie Mac 2011-06-27 0.000000 Government Agency Debt 100000.00 99976.00 Freddie Mac 2011-07-01 0.000000 Government Agency Debt 10495000.00 10491536.95 Freddie Mac 2011-07-06 0.000000 Government Agency Debt 1200000.00 1199579.93 Freddie Mac 2011-07-18 0.000000 Government Agency Debt 2000000.00 1999220.01 Freddie Mac 2011-07-25 0.000000 Government Agency Debt 4909000.00 4906938.35 Freddie Mac 2011-08-15 0.000000 Government Agency Debt 2726000.00 2724555.21 Freddie Mac 2011-09-08 0.000000 Government Agency Debt 611000.00 610560.10 Freddie Mac 2011-11-01 0.000000 Government Agency Debt 1500000.00 1498394.97 Freddie Mac 2011-12-14 0.000000 Government Agency Debt 294000.00 293600.16 Unrated Security N/A N/A 2011-04-01 2011-04-01 N N N 75438765.00 75438765.00 0.0037 N 75438765.00 75438765.00 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 21994720.00 0.0011 N 21996260.00 21996260.00 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 40988349.17 0.0020 N 40991390.00 40991390.00 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 0.0137 N 281000000.00 281000000.00 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 0.0040 N 82000820.00 82000820.00 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 0.0061 N 125002500.00 125002500.00 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 35001400.00 35001400.00 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 0.0036 N 75039000.00 75039000.00 Deutsche Bank AG Deutsche Bank AG 0.390000% 25154TT72 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 21000000.00 21000000.00 0.0010 N 20998950.00 20998950.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 21599B009_0.2000_M110401_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 4.500000 Government Agency Debt 55501144.00 14227596.04 Fannie Mae 2025-07-01 4.000000 Government Agency Debt 1905256.00 1743084.24 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 57843538.00 44229895.14 Fannie Mae 2040-09-01 3.410000 Government Agency Debt 15899666.00 14342508.97 Freddie Mac 2023-09-01 5.500000 Government Agency Debt 70771553.00 29456916.45 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 100000000.00 100000000.00 0.0049 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.320000% 991JCA005_0.3200_M110401_2MN4 0001074042 Other Repurchase Agreement N BALTIC TRADING LIMITED COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399992.88 BELO CORP COM SER 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399999.00 BUILD A BEAR WORKSHOP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399990.30 CAPITALSOURCE INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399998.72 CITIGROUP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399997.15 CULP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 258844.74 ENTRAVISION COMMUNICATIONS CCL A 2011-03-31 N/A Other Instrument common stock or ETF 0.00 394645.50 FIVE STAR QUALITY CARE INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399993.62 FLAGSTAR BANCORP INC COM NEW 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399999.60 FRANKLIN COVEY CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 280893.15 GLOBAL CASH ACCESS HLDGS INCCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 187459.80 GRAPHIC PACKAGING HLDG CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399997.76 HILLTOP HOLDINGS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 286256.34 JOURNAL COMMUNICATIONS INC CL A 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399996.22 LIN TV CORP CL A 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399998.90 LYDALL INC DEL COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399881.22 MARSHALL & ILSLEY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399998.36 METROPOLITAN HEALTH NETWORKSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399997.65 OMNOVA SOLUTIONS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399995.37 QWEST COMMUNICATIONS INTL INCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399999.60 RED LION HOTELS CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399995.03 TENET HEALTHCARE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 399997.62 VONAGE HLDGS CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 192074.61 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 8000000.00 8000000.00 0.0004 Repurchase agreement collateralized by common stock and ETFs. N 8000000.00 8000000.00 Dexia Credit Local Dexia Credit Local 0.648300% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-04-07 Y Dexia Credit Local N/A N/A N N 134000000.00 134000000.00 0.0065 N 133993300.00 133993300.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1T18 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 100000000.00 99954250.00 0.0049 N 99953000.00 99953000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.340000% 2332K1VS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 139000000.00 138807021.68 0.0067 N 138784550.00 138784550.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.110000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 5000000.00 5000000.00 0.0002 Security is a time deposit. N 5000000.00 5000000.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.120000% 30603BR13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 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 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.210000% 30603BRC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14999037.50 0.0007 N 14999550.00 14999550.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.240000% 30603BS46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 42000000.00 41990760.00 0.0020 N 41994540.00 41994540.00 Fannie Mae Fannie Mae 0.130000% 313588EJ0 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 235000000.00 234988119.44 0.0114 N 234999060.00 234999060.00 Fannie Mae Fannie Mae 0.110000% 313588EU5 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 3000000.00 2999780.00 0.0001 N 2999979.00 2999979.00 Fannie Mae Fannie Mae 0.110000% 313588FD2 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 3000000.00 2999697.50 0.0001 N 2999889.00 2999889.00 Fannie Mae Fannie Mae 0.105000% 313588FJ9 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 65000000.00 64992795.83 0.0032 N 64997270.00 64997270.00 Fannie Mae Fannie Mae 0.100000% 313588FJ9 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 26000000.00 25997255.56 0.0013 N 25998908.00 25998908.00 Fannie Mae Fannie Mae 0.110000% 313588FL4 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 43000000.00 42994744.45 0.0021 N 42998108.00 42998108.00 Fannie Mae Fannie Mae 0.100000% 313588FN0 Government Agency Debt N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 158000000.00 157981566.65 0.0077 N 157992574.00 157992574.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 126000000.00 125998425.00 0.0061 N 125999874.00 125999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 55000000.00 54999274.31 0.0027 N 54999945.00 54999945.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384DZ9 Government Agency Debt N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 25000000.00 24999652.78 0.0012 N 24999975.00 24999975.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384EJ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 11000000.00 10999443.89 0.0005 N 10999956.00 10999956.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384EP0 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 93000000.00 92994110.00 0.0045 N 92999535.00 92999535.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384EP0 Government Agency Debt N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 49000000.00 48996379.44 0.0024 N 48999755.00 48999755.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384EU9 Government Agency Debt N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 71000000.00 70993373.33 0.0035 N 70999503.00 70999503.00 Federal Home Loan Bank Federal Home Loan Bank 0.143000% 313384EY1 Government Agency Debt N First Tier Security N/A N/A 2011-04-29 2011-04-29 N N N 43960000.00 43955110.67 0.0021 N 43959648.32 43959648.32 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384FL8 Government Agency Debt N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 70000000.00 69991833.33 0.0034 N 69996920.00 69996920.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384FN4 Government Agency Debt N First Tier Security N/A N/A 2011-05-13 2011-05-13 N N N 35000000.00 34995508.33 0.0017 N 34998355.00 34998355.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384FT1 Government Agency Debt N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 50000000.00 49993145.84 0.0024 N 49997400.00 49997400.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384FV6 Government Agency Debt N First Tier Security N/A N/A 2011-05-20 2011-05-20 N N N 219150000.00 219115696.93 0.0106 N 219138165.90 219138165.90 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384FY0 Government Agency Debt N First Tier Security N/A N/A 2011-05-23 2011-05-23 N N N 21000000.00 20996663.34 0.0010 N 20998782.00 20998782.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313588FE0 Government Agency Debt N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 118000000.00 117988855.56 0.0057 N 117995516.00 117995516.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.100000% 98599G006_0.1000_M110404_2MN4 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2011-04-30 4.875000 Treasury Debt 9763400.00 10000113.09 First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 10000000.00 10000000.00 0.0005 N 10000000.00 10000000.00 Freddie Mac Freddie Mac 0.153100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2012-02-10 N N N 350000000.00 350000000.00 0.0170 N 350350350.00 350350350.00 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 32992859.16 0.0016 N 32998350.00 32998350.00 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 79976000.00 0.0039 N 79994400.00 79994400.00 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 69968888.89 0.0034 N 69989500.00 69989500.00 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 349840555.54 0.0170 N 349944000.00 349944000.00 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 57952875.00 0.0028 N 57976800.00 57976800.00 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 20000000.00 0.0010 N 20000000.00 20000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.160000% 38399H002_0.1600_M110401_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2039-01-25 2.000000 Government Agency Debt 166977696.00 148125475.41 Fannie Mae 2039-03-25 2.250000 Government Agency Debt 36943929.00 35624524.74 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 175000000.00 175000000.00 0.0085 N 175000000.00 175000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.160000% 992JYE002_0.1600_M110401_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2025-12-25 2.250000 Government Agency Debt 200000000.00 188233929.48 Fannie Mae 2040-04-25 3.500000 Government Agency Debt 9579987.00 7599679.14 GNMA 2021-07-16 3.407000 Government Agency Debt 2130000.00 652378.30 GNMA 2024-07-16 5.779000 Government Agency Debt 2145000.00 70126.94 GNMA 2027-05-16 5.092000 Government Agency Debt 310000.00 36094.88 GNMA 2039-08-16 4.646000 Government Agency Debt 150000.00 155788.00 GNMA 2040-04-20 4.500000 Government Agency Debt 4264266.00 4365828.02 GNMA 2040-04-20 4.500000 Government Agency Debt 3498546.00 3636175.30 First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 195000000.00 195000000.00 0.0095 N 195000000.00 195000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.160000% 992JYE002_0.1600_M110405_2MN4 0000769993 Government Agency Repurchase Agreement Y GNMA 2034-12-16 4.000000 Government Agency Debt 29239351.00 30012715.44 GNMA 2036-05-20 4.000000 Government Agency Debt 89346861.00 87587285.13 GNMA 2036-05-20 4.000000 Government Agency Debt 43914849.00 43050000.39 First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 153000000.00 153000000.00 0.0074 N 152998470.00 152998470.00 Goldman Sachs & Co Goldman Sachs & Co 0.170000% 992JYE002_0.1700_M110404_2MN4 0000769993 Government Agency Repurchase Agreement Y GNMA 2036-05-20 4.000000 Government Agency Debt 28919535.00 28350000.55 First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 27000000.00 27000000.00 0.0013 N 27000000.00 27000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849994.38 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849881.88 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849997.80 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849999.65 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849972.88 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849842.16 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849989.12 CITIGROUP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849998.95 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849981.88 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849989.37 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849945.60 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849964.50 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849902.00 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849988.55 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849954.60 PLAINS EXPL& PRODTN CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849984.65 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849964.81 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849984.35 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849997.12 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849992.15 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 849991.80 WILLIAMS COS INC DEL COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 691.90 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 17012025.80 17012025.80 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110603_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399993.05 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399905.19 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399961.60 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399997.05 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399992.55 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399833.60 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399994.88 CITIGROUP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399996.70 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399995.88 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399997.87 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399925.52 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399959.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399925.20 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399956.55 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399976.16 PACKAGING CORP AMER COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 951120.00 PLAINS EXPL& PRODTN CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 449576.90 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399967.17 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399970.85 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399992.30 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399984.43 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1399997.34 First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 28000000.00 28000000.00 0.0014 Repurchase agreement collateralized by common stock and ETFs. Y 28019807.20 28019807.20 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110607_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 614.29 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349984.55 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349931.40 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349987.10 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349974.90 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349955.40 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349959.68 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349987.32 FRANKLIN RES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349988.00 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349993.93 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349916.16 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349959.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349970.40 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349993.70 MEAD JOHNSON NUTRITION CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349948.80 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349953.72 PACKAGING CORP AMER COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349996.80 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349988.41 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349964.05 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349999.18 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349959.84 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 6349985.74 First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 127000000.00 127000000.00 0.0062 Repurchase agreement collateralized by common stock and ETFs. Y 127089839.80 127089839.80 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110714_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49992.75 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49954.69 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49956.40 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49993.65 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49984.09 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49908.84 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49960.96 CITIGROUP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49995.75 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49989.04 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49993.46 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49951.44 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49995.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49898.00 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49980.20 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49952.76 PLAINS EXPL& PRODTN CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49984.50 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49983.57 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49951.85 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49958.44 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49962.57 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 49997.71 WILLIAMS COS INC DEL COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 660.45 First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 1000000.00 1000000.00 0.0000 Repurchase agreement collateralized by common stock and ETFs. Y 1000707.40 1000707.40 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M110623_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349987.23 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349950.50 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349931.30 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349989.95 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349959.79 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349924.76 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349990.40 CITIGROUP INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349996.50 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349973.20 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349984.30 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349974.08 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349964.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349863.60 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349976.35 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349969.28 PLAINS EXPL& PRODTN CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349971.45 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349983.60 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349961.65 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349983.60 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349976.97 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 1349999.63 WILLIAMS COS INC DEL COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 691.90 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 27019099.80 27019099.80 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M110701_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 496.66 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399918.81 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399991.20 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399998.60 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399988.86 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399965.16 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3400000.00 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399994.80 FRANKLIN RES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399963.60 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399997.70 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399953.76 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399957.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399935.20 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399954.20 MEAD JOHNSON NUTRITION CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399989.60 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399980.76 PACKAGING CORP AMER COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399984.00 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399981.30 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399994.75 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399988.48 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399968.60 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3399997.93 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 68000000.00 68000000.00 0.0033 Repurchase agreement collateralized by common stock and ETFs. Y 68048103.20 68048103.20 Goldman Sachs & Co Goldman Sachs & Co 0.710000% 992JYE002_0.7100_M110801_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 758.06 APACHE CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349964.12 BAKER HUGHES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349960.90 BANK OF AMERICA CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349991.50 BJS WHOLESALE CLUB INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349956.10 BLACKROCK INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349857.48 CIGNA CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349995.52 CVS CAREMARK CORPORATION COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349972.12 FRANKLIN RES INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349984.00 GENERAL ELECTRIC CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349984.13 GOODRICH CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349916.64 HALLIBURTON CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349962.00 INTERNATIONAL BUSINESS MACHSCOM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349873.60 JPMORGAN CHASE & CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349974.00 MEAD JOHNSON NUTRITION CO COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349999.20 NEWMONT MINING CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349973.88 PACKAGING CORP AMER COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349987.20 PRUDENTIAL FINL INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349997.73 QUEST DIAGNOSTICS INC COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349985.55 TARGET CORP COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349979.78 TYCO INTERNATIONAL LTD SHS 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349961.14 VALERO ENERGY CORP NEW COM 2011-03-31 N/A Other Instrument common stock or ETF 0.00 3349969.49 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 67000000.00 67000000.00 0.0033 Repurchase agreement collateralized by common stock and ETFs. Y 67047395.80 67047395.80 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 0.0015 Y 30079500.00 30079500.00 Grampian Funding, LLC Grampian Funding, LLC 0.310000% 38501CTL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 19000000.00 18986911.11 0.0009 N 18992210.00 18992210.00 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 29947866.67 0.0015 N 29977500.00 29977500.00 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 105804960.00 0.0051 N 105912020.00 105912020.00 ING Bank NV ING Bank NV 0.150000% 456978006 0000319432 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 100000000.00 100000000.00 0.0049 Security is a time deposit. N 100000000.00 100000000.00 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 48998802.22 0.0024 N 48999020.00 48999020.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.293500% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-04-21 2012-04-20 N N N 500000000.00 500000000.00 0.0243 N 500005000.00 500005000.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.410000% 51488HV94 Certificate of Deposit N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 30000000.00 30000000.00 0.0015 N 30006900.00 30006900.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.410000% 51488HW28 Certificate of Deposit N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 53000000.00 53000000.00 0.0026 N 53012190.00 53012190.00 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 50021729.07 0.0024 N 50023981.10 50023981.10 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000% 06399U000_0.1500_M110401_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2037-09-25 0.819500 Government Agency Debt 50000000.00 24110476.48 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 25792000.00 23055064.72 Freddie Mac 2018-09-15 1.500000 Government Agency Debt 25000000.00 21719295.06 Freddie Mac 2027-05-15 4.000000 Government Agency Debt 37250000.00 24280662.85 Freddie Mac 2028-07-15 3.500000 Government Agency Debt 24000000.00 24231669.43 Freddie Mac 2028-07-15 4.500000 Government Agency Debt 22200000.00 22025497.26 Freddie Mac 2033-11-15 6.000000 Government Agency Debt 7682777.00 7929793.65 Freddie Mac 2034-12-15 0.766000 Government Agency Debt 50000000.00 22124234.36 Freddie Mac 2037-11-15 1.255000 Government Agency Debt 60652692.00 21936718.22 GNMA 2033-11-20 4.250000 Government Agency Debt 25000000.00 23403581.31 GNMA 2033-11-20 4.350000 Government Agency Debt 25000000.00 23472101.48 GNMA 2036-02-20 4.500000 Government Agency Debt 25000000.00 23348118.38 GNMA 2036-04-20 4.500000 Government Agency Debt 25000000.00 22897451.57 GNMA 2037-01-20 4.500000 Government Agency Debt 25000000.00 23164899.04 GNMA 2037-01-20 4.500000 Government Agency Debt 25000000.00 23164899.04 GNMA 2037-02-16 4.500000 Government Agency Debt 25000000.00 21625256.70 GNMA 2037-04-20 0.663000 Government Agency Debt 100000000.00 23192809.67 GNMA 2038-09-20 4.000000 Government Agency Debt 25000000.00 24160630.17 GNMA 2038-10-20 4.000000 Government Agency Debt 25000000.00 24055216.61 GNMA 2038-10-20 4.250000 Government Agency Debt 21772653.00 21071440.64 GNMA 2039-06-16 4.300000 Government Agency Debt 25403609.00 23680184.20 Unrated Security N/A N/A 2011-04-01 2011-04-01 N N N 455000000.00 455000000.00 0.0221 N 455000000.00 455000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60681PB37 Certificate of Deposit N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 54000000.00 54000000.00 0.0026 N 54003240.00 54003240.00 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 0.0167 N 343006860.00 343006860.00 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 0.0037 N 77000770.00 77000770.00 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 23000690.00 23000690.00 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 8000240.00 8000240.00 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 0.0052 N 107005350.00 107005350.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 125000000.00 125000000.00 0.0061 N 124969400.00 124969400.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1WM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 102000000.00 101759818.34 0.0049 N 101801100.00 101801100.00 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 2011-04-01 2011-05-02 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 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 30998708.33 0.0015 N 30999070.00 30999070.00 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 12999241.67 0.0006 N 12999480.00 12999480.00 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 31996266.67 0.0016 N 31997120.00 31997120.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.240000% 65409SRS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 41000000.00 40993166.67 0.0020 N 40993440.00 40993440.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.280000% 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 13000000.00 12996562.22 0.0006 N 12997140.00 12997140.00 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 9997166.67 0.0005 N 9997800.00 9997800.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.270000% 65557VNM9 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 90000000.00 89999993.45 0.0044 N 89981100.00 89981100.00 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 109997341.67 0.0053 N 109998900.00 109998900.00 Nordea North America, Inc Nordea North America, Inc 0.210000% 6555P1SQ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N Y Nordea Bank AB N/A N/A N 35000000.00 34989179.17 0.0017 N 34989179.17 34989179.17 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 9997916.67 0.0005 N 9998700.00 9998700.00 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 75981021.11 0.0037 N 75986320.00 75986320.00 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 84977333.34 0.0041 N 84983850.00 84983850.00 Rabobank Nederland Rabobank Nederland 0.345000% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-15 2011-09-15 N N N 125000000.00 125000000.00 0.0061 N 124990000.00 124990000.00 Rabobank Nederland Rabobank Nederland 0.335000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-04-07 2011-10-07 N N N 22000000.00 22000000.00 0.0011 N 21997140.00 21997140.00 Rabobank Nederland Rabobank Nederland 0.340000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-12-05 N N N 150000000.00 150000000.00 0.0073 N 149980500.00 149980500.00 Regional Transportation Auth Regional Transportation Auth 0.270000% 75914UAD2 Other Commercial Paper N First Tier Security N/A N/A 2011-05-24 2011-05-24 N Y JPMorgan Chase Bank NA N/A N/A N 25000000.00 25000000.00 0.0012 N 25000000.00 25000000.00 Royal Bank of Canada Royal Bank of Canada 0.125000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 610000000.00 610000000.00 0.0296 Security is a time deposit. N 610000000.00 610000000.00 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 0.0104 N 214160500.00 214160500.00 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 0.0019 N 39031590.00 39031590.00 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 0.0057 N 117118170.00 117118170.00 Sanofi-Aventis Sanofi-Aventis 0.280000% 8010M3UE8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 44350000.00 44314125.78 0.0022 N 44313189.50 44313189.50 Sanofi-Aventis Sanofi-Aventis 0.340000% 8010M3WC0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 40450000.00 40387347.44 0.0020 N 40382448.50 40382448.50 Sanofi-Aventis Sanofi-Aventis 0.340000% 8010M3WK2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 38000000.00 37938630.00 0.0018 N 37932360.00 37932360.00 Sanofi-Aventis Sanofi-Aventis 0.330000% 8010M3WL0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 7000000.00 6988963.33 0.0003 N 6987470.00 6987470.00 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 61949625.00 0.0030 N 61957840.00 61957840.00 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 70983670.00 0.0034 N 70990060.00 70990060.00 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 10996415.83 0.0005 N 10997470.00 10997470.00 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 23000920.00 23000920.00 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 0.0097 N 200018000.00 200018000.00 Societe Generale Societe Generale 0.500000% 83369RWT4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 8000000.00 8000000.00 0.0004 N 7999200.00 7999200.00 Societe Generale Societe Generale 0.472500% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-04-20 2011-06-20 N N N 94000000.00 94000000.00 0.0046 N 93996240.00 93996240.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.150000% 83365SR13 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-01 2011-04-01 N Y Societe Generale N/A N/A N 103000000.00 103000000.00 0.0050 N 103000000.00 103000000.00 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 86995166.66 0.0042 N 86998260.00 86998260.00 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 26997075.00 0.0013 N 26997840.00 26997840.00 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 30995195.00 0.0015 N 30996590.00 30996590.00 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 132972291.66 0.0065 N 132980050.00 132980050.00 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 11997210.00 0.0006 N 11998080.00 11998080.00 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 34990375.00 0.0017 N 34993000.00 34993000.00 Starbird Funding Corp Starbird Funding Corp 0.140000% 85520MR70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Letter of Credit BNP Paribas N/A N/A 45000000.00 44998950.00 0.0022 N 44998950.00 44998950.00 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 77984920.00 0.0038 N 77986740.00 77986740.00 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 126687721.08 0.0062 N 126693458.45 126693458.45 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 18086000.00 18081729.69 0.0009 N 18082563.66 18082563.66 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUC5 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 52263000.00 52260459.43 0.0025 N 52260909.48 52260909.48 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUK7 Government Agency Debt N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 78451000.00 78441738.42 0.0038 N 78443939.41 78443939.41 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KUY8 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998958.33 0.0024 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KVG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40593000.00 40591308.62 0.0020 N 40591782.21 40591782.21 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KVQ4 Government Agency Debt N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25740000.00 25737676.25 0.0013 N 25738198.20 25738198.20 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LU26 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 175000000.00 174985416.66 0.0085 N 174989500.00 174989500.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257MF54 Government Agency Debt N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 28099000.00 28091584.99 0.0014 N 28100404.95 28100404.95 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 0.0031 N 63000000.00 63000000.00 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 10000000.00 10000000.00 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 23000000.00 23000000.00 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 3999960.00 3999960.00 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 0.0069 N 140998590.00 140998590.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562LS37 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 81000000.00 80978400.00 0.0039 N 80982990.00 80982990.00 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 45000329.90 0.0022 N 45015750.00 45015750.00 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 0.0032 N 65001300.00 65001300.00 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 0.0035 N 71008520.00 71008520.00 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 0.0036 N 74250000.00 74250000.00 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 0.0039 N 80000000.00 80000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.275000% 86959BQY4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 6000000.00 6000055.79 0.0003 N 5999700.00 5999700.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86959BRV9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 12000000.00 12000148.23 0.0006 N 11999160.00 11999160.00 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 4998237.50 0.0002 N 4998500.00 4998500.00 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 12992525.00 0.0006 N 12993760.00 12993760.00 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 96994530.27 0.0047 N 96997090.00 96997090.00 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 26802169.26 0.0013 N 26802906.48 26802906.48 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 34164509.19 0.0017 N 34165354.14 34165354.14 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MT13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 58000000.00 57971499.44 0.0028 N 57971580.00 57971580.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UR77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29998850.00 0.0015 N 29998800.00 29998800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.318300% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-04-28 2011-10-28 N N N 60000000.00 60000000.00 0.0029 N 59993400.00 59993400.00 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 0.0046 N 95012350.00 95012350.00 UBS AG UBS AG 0.390000% 90267AF76 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 47000000.00 47000000.00 0.0023 N 47004230.00 47004230.00 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 0.0036 N 75049500.00 75049500.00 UBS AG UBS AG 0.655000% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-04-15 2011-10-17 N N N 87000000.00 87000000.00 0.0042 N 86991300.00 86991300.00 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 0.0042 N 86012040.00 86012040.00 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 74997916.66 0.0036 N 74997750.00 74997750.00 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 49991000.00 0.0024 N 49992500.00 49992500.00 Westpac Banking Corp Westpac Banking Corp 0.338000% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-04-11 2012-01-10 N N N 60000000.00 60000000.00 0.0029 N 60000000.00 60000000.00 Westpac Banking Corp Westpac Banking Corp 0.333500% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2012-05-01 N N N 247000000.00 247000000.00 0.0120 N 247000000.00 247000000.00 Westpac Banking Corp Westpac Banking Corp 0.343500% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-18 2011-09-16 N N N 237000000.00 237000000.00 0.0115 N 236981040.00 236981040.00 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 49977500.00 0.0024 N 49983500.00 49983500.00 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. Y 639692.91 639692.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 676283.86 676283.86 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 517762.92 517762.92 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 994403.85 994403.85 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 761315.59 761315.59 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 913593.14 913593.14 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 2283776.89 2283776.89 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 822274.95 822274.95 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 289326.66 289326.66 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 456831.74 456831.74 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 137044.73 137044.73 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 106977589.45 0.0052 N 106981810.00 106981810.00 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 64980102.78 0.0032 N 64983750.00 64983750.00