0001145549-11-005422.txt : 20110628 0001145549-11-005422.hdr.sgml : 20110628 20110506130243 ACCESSION NUMBER: 0001145549-11-005422 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110429 FILED AS OF DATE: 20110506 DATE AS OF CHANGE: 20110506 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: 11818186 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 2011-04-29 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 43 77 19963029780.91 8618865.64 787078.68 19970861567.87 0.0030 1.0002 2011-04-29 1.0002 2011-04-29 C000012383 25000.00 13789729809.04 1.00 -346639733.06 173390946.95 520030680.01 0.0001 1.0002 2011-04-29 1.0002 2011-04-29 C000012384 1000000.00 2300054852.12 1.00 -67668546.61 34246926.86 101915473.47 0.0001 1.0002 2011-04-29 1.0002 2011-04-29 C000012385 3000000.00 1958466618.05 1.00 -97445262.74 50469226.15 147914488.89 0.0006 1.0002 2011-04-29 1.0002 2011-04-29 C000038267 10000000.00 1922610288.66 1.00 -94892146.35 200544641.03 295436787.38 0.0009 1.0002 2011-04-29 1.0002 2011-04-29 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 113000000.00 0.0057 N 113004520.00 113004520.00 Alpine Securitization Corp Alpine Securitization Corp 0.120000% 02086MS47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 36000000.00 35999760.00 0.0018 N 35999280.00 35999280.00 Alpine Securitization Corp Alpine Securitization Corp 0.180000% 02086MS62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 58000000.00 57998840.00 0.0029 N 57998260.00 57998260.00 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 71982720.00 0.0036 N 71984160.00 71984160.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 39000000.00 38980933.33 0.0020 N 38977770.00 38977770.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.230000% 03221KV25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15000000.00 14991183.33 0.0008 N 14989800.00 14989800.00 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 53977050.00 0.0027 N 53981100.00 53981100.00 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 27968927.78 0.0014 N 27982920.00 27982920.00 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 9987350.00 0.0005 N 9992500.00 9992500.00 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 22963851.66 0.0011 N 22976310.00 22976310.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.170000% 04821USR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 39000000.00 38995764.17 0.0020 N 38994930.00 38994930.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.100000% 04915US26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N Y Cash Rabobank Nederland N/A N/A 34000000.00 34000000.00 0.0017 N 33999915.00 33999915.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.100000% 04915US59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N Y Cash Rabobank Nederland N/A N/A 34949000.00 34948708.76 0.0017 N 34948650.51 34948650.51 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 258937552.20 0.0130 N 258979280.00 258979280.00 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 49980472.22 0.0025 N 49995000.00 49995000.00 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 11981500.00 0.0006 N 11991240.00 11991240.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 214000000.00 214000000.00 0.0107 Security is a time deposit. N 214000000.00 214000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 85000000.00 85000000.00 0.0043 Security is a time deposit. N 85000000.00 85000000.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.815900% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 134000000.00 134000000.00 0.0067 N 134002680.00 134002680.00 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 0.0023 N 45001800.00 45001800.00 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 213975033.35 0.0107 N 213985020.00 213985020.00 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 0.0053 N 106000000.00 106000000.00 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 0.0063 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 0.0075 N 150008550.00 150008550.00 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 0.0038 N 74999100.00 74999100.00 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 0.0013 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 0.0025 N 50005950.00 50005950.00 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 0.0150 N 300036300.00 300036300.00 Bank of America, NA Bank of America, NA 0.573800% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-07-22 2012-05-21 N N N 149000000.00 149000000.00 0.0075 N 149266710.00 149266710.00 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 0.0049 N 97000000.00 97000000.00 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 0.0054 N 108009720.00 108009720.00 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 0.0063 N 125033750.00 125033750.00 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 8000320.00 8000320.00 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 0.0059 N 118004720.00 118004720.00 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 0.0030 N 60002400.00 60002400.00 Bank of the West Bank of the West 0.260000% 0642G0VZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 59000000.00 59000000.00 0.0030 N 59000000.00 59000000.00 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 0.0033 N 66034320.00 66034320.00 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 0.0046 N 92006440.00 92006440.00 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 26014300.00 26014300.00 Barclays Bank Plc Barclays Bank Plc 0.718800% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2011-10-17 N N N 108000000.00 108000000.00 0.0054 N 108211680.00 108211680.00 Barclays Bank Plc Barclays Bank Plc 0.612600% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-23 2012-02-22 N N N 92000000.00 92000000.00 0.0046 N 91965960.00 91965960.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 00799J004_0.0200_M110502_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2011-10-13 0.000000 Treasury Debt 45919300.00 45900013.89 Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 45000000.00 45000000.00 0.0023 N 45000000.00 45000000.00 Barton Capital, LLC Barton Capital, LLC 0.220000% 06945MUB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 35000000.00 34985027.78 0.0018 N 34986350.00 34986350.00 Barton Capital, LLC Barton Capital, LLC 0.230000% 06945MUC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 24000000.00 23989113.34 0.0012 N 23990640.00 23990640.00 Barton Capital, LLC Barton Capital, LLC 0.220000% 06945MUS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 41776000.00 41754299.68 0.0021 N 41756783.04 41756783.04 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 0.0008 N 15003750.00 15003750.00 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 4001400.00 4001400.00 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 0.0028 N 56020720.00 56020720.00 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 0.0066 N 132046200.00 132046200.00 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 0.0076 N 152057760.00 152057760.00 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 0.0026 N 52021320.00 52021320.00 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 0.0076 N 152117040.00 152117040.00 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 0.0070 N 139109810.00 139109810.00 BNP Paribas BNP Paribas 0.500000% 05572NCH7 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 24000000.00 24000000.00 0.0012 N 24008400.00 24008400.00 BNP Paribas BNP Paribas 0.540000% 05572NCN4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 66000000.00 66000000.00 0.0033 N 66020460.00 66020460.00 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 0.0055 N 109039240.00 109039240.00 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 0.0028 N 55023100.00 55023100.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.050000% 987WVU007_0.0500_M110502_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2040-09-01 4.500000 Government Agency Debt 192634753.00 191903703.20 Fannie Mae 2040-09-01 5.000000 Government Agency Debt 69167395.00 64953147.73 GNMA 2041-01-15 4.000000 Government Agency Debt 51565575.00 52143149.65 Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 300000000.00 300000000.00 0.0150 N 300000000.00 300000000.00 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 29244580.63 0.0015 N 29246782.50 29246782.50 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 31973031.11 0.0016 N 31986880.00 31986880.00 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 8991902.50 0.0005 N 8996130.00 8996130.00 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 88904720.55 0.0045 N 88953720.00 88953720.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.261400% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-12-28 N N N 120000000.00 120000000.00 0.0060 N 120026400.00 120026400.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.261400% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-12-28 N N N 66000000.00 66000000.00 0.0033 N 65993400.00 65993400.00 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 0.0061 N 121984140.00 121984140.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.090000% 136999000 0000800030 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 98000000.00 98000000.00 0.0049 Security is a time deposit. N 98000000.00 98000000.00 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 211803900.00 0.0106 N 211887640.00 211887640.00 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 7991500.00 0.0004 N 7995120.00 7995120.00 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 41932800.00 0.0021 N 41954640.00 41954640.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963USA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 14000000.00 13999440.00 0.0007 N 13999720.00 13999720.00 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 124887534.72 0.0063 N 124946250.00 124946250.00 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 49947041.67 0.0025 N 49974500.00 49974500.00 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 4994362.50 0.0003 N 4997250.00 4997250.00 Citibank, NA Citibank, NA 0.130000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 30000000.00 30000000.00 0.0015 Security is a time deposit. N 30000000.00 30000000.00 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 11999700.00 0.0006 N 11999760.00 11999760.00 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 70991716.67 0.0036 N 70995030.00 70995030.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.250000% 17307SUE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N Y Citigroup Inc N/A N/A N 84000000.00 83957416.67 0.0042 N 83969760.00 83969760.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.220000% 17307SUL4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y Citigroup Inc N/A N/A N 86000000.00 85958481.11 0.0043 N 85966460.00 85966460.00 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 49991000.00 0.0025 N 50001400.00 50001400.00 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 0.0013 N 25002750.00 25002750.00 Commerzbank AG Commerzbank AG 0.105000% 20259XV59 Certificate of Deposit N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 193000000.00 193000000.00 0.0097 N 192996140.00 192996140.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.343800% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-07-27 2012-04-27 N N N 50000000.00 50000000.00 0.0025 N 50050850.00 50050850.00 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 34988877.78 0.0018 N 34991600.00 34991600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.215000% 20272EU71 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 92000000.00 91963736.66 0.0046 N 91963200.00 91963200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272EU71 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 38550000.00 38535158.25 0.0019 N 38534580.00 38534580.00 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 32972564.17 0.0017 N 32986800.00 32986800.00 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 44962075.00 0.0023 N 44981550.00 44981550.00 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 30970343.33 0.0016 N 30985740.00 30985740.00 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 9989408.33 0.0005 N 9994900.00 9994900.00 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 83910073.33 0.0042 N 83956320.00 83956320.00 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 4994590.28 0.0003 N 4997350.00 4997350.00 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 15980866.67 0.0008 N 15990560.00 15990560.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.320000% 22532Y3R5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 19000000.00 19000000.00 0.0010 N 19001140.00 19001140.00 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 0.0041 N 82014760.00 82014760.00 Credit Suisse AG Credit Suisse AG 0.313500% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-12-01 N N N 100000000.00 100000000.00 0.0050 N 99989000.00 99989000.00 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 0.0041 N 82000000.00 82000000.00 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 0.0026 N 51003570.00 51003570.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.040000% 22799D001_0.0400_M110502_2MN4 0001230485 Government Agency Repurchase Agreement Y GNMA 2040-01-20 4.500000 Government Agency Debt 10375000.00 9962777.62 Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 9763345.00 9763345.00 0.0005 N 9763345.00 9763345.00 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 41000000.00 0.0021 N 40999590.00 40999590.00 Danske Corp Danske Corp 0.280000% 2363F7T65 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N Y Danske Bank A/S N/A N/A N 17000000.00 16995372.22 0.0009 N 16996260.00 16996260.00 Danske Corp Danske Corp 0.220000% 2363F7UT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N Y Danske Bank A/S N/A N/A N 10000000.00 9994744.44 0.0005 N 9993600.00 9993600.00 Danske Corp Danske Corp 0.230000% 2363F7UU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N Y Danske Bank A/S N/A N/A N 10000000.00 9994441.67 0.0005 N 9993500.00 9993500.00 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 0.0038 N 75036750.00 75036750.00 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 0.0011 N 21011340.00 21011340.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25154TV53 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 260000000.00 260000000.00 0.0130 N 260046800.00 260046800.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TW45 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 41000000.00 41000000.00 0.0021 N 41001640.00 41001640.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TY35 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 28000000.00 28000000.00 0.0014 N 28000000.00 28000000.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TZ83 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 95000000.00 95000000.00 0.0048 N 95000000.00 95000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 21599B009_0.0500_M110502_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-03-01 5.000000 Government Agency Debt 623187710.00 249999999.79 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 40618377.00 14800001.20 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 242003244.00 249999999.19 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 495000000.00 495000000.00 0.0248 N 495000000.00 495000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 991JCA005_0.1000_M110504_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2015-03-01 4.500000 Government Agency Debt 8108662.00 1497731.19 Fannie Mae 2017-04-01 5.000000 Government Agency Debt 5475224.00 1578181.41 Fannie Mae 2017-10-01 5.000000 Government Agency Debt 14431197.00 1613383.78 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 11881905.00 1695196.51 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 12258047.00 1724311.51 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 11362415.00 1528641.44 Fannie Mae 2019-08-01 5.500000 Government Agency Debt 6019000.00 1519111.16 Fannie Mae 2019-12-01 5.500000 Government Agency Debt 5749137.00 1785549.32 Fannie Mae 2020-05-01 3.616000 Government Agency Debt 2000000.00 1902507.35 Fannie Mae 2020-06-01 4.009000 Government Agency Debt 1700000.00 1656214.85 Fannie Mae 2020-07-01 4.500000 Government Agency Debt 4150000.00 1512506.29 Fannie Mae 2020-10-01 5.032000 Government Agency Debt 1755000.00 1693464.20 Fannie Mae 2020-11-01 0.755000 Government Agency Debt 1925000.00 1959596.53 Fannie Mae 2020-11-01 3.864000 Government Agency Debt 1648075.00 1636983.51 Fannie Mae 2021-10-01 5.500000 Government Agency Debt 2310000.00 1762043.52 Fannie Mae 2024-02-01 5.000000 Government Agency Debt 3859686.00 1996385.28 Fannie Mae 2024-04-01 5.000000 Government Agency Debt 2051782.00 1566657.26 Fannie Mae 2024-07-01 4.000000 Government Agency Debt 2640922.00 1874686.73 Fannie Mae 2025-02-01 5.000000 Government Agency Debt 2102598.00 2035579.96 Fannie Mae 2025-12-01 3.000000 Government Agency Debt 1940162.00 1872978.75 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 2000000.00 1985210.36 Fannie Mae 2026-06-01 6.000000 Government Agency Debt 5206672.00 1723408.51 Fannie Mae 2026-06-01 6.000000 Government Agency Debt 4477531.00 1482535.10 Fannie Mae 2026-07-01 7.000000 Government Agency Debt 5194675.00 1652167.62 Fannie Mae 2026-10-01 7.000000 Government Agency Debt 5143404.00 1425807.48 Fannie Mae 2027-09-01 6.500000 Government Agency Debt 3601946.00 1531863.27 Fannie Mae 2028-02-01 5.500000 Government Agency Debt 3840851.00 1565091.42 Fannie Mae 2028-03-01 5.500000 Government Agency Debt 3400000.00 1446485.44 Fannie Mae 2028-05-01 5.000000 Government Agency Debt 3567599.00 1606025.35 Fannie Mae 2028-08-01 2.584000 Government Agency Debt 50000000.00 1968839.62 Fannie Mae 2028-10-01 5.500000 Government Agency Debt 4573444.00 1620645.80 Fannie Mae 2028-10-01 7.000000 Government Agency Debt 3253897.00 1564179.55 Fannie Mae 2028-11-01 6.000000 Government Agency Debt 19252669.00 1663708.51 Fannie Mae 2028-12-01 6.500000 Government Agency Debt 2945000.00 1772820.08 Fannie Mae 2029-01-01 5.000000 Government Agency Debt 4038963.00 1779958.13 Fannie Mae 2029-02-01 6.000000 Government Agency Debt 52545451.00 1857311.19 Fannie Mae 2029-12-01 5.500000 Government Agency Debt 2396252.00 1859014.99 Fannie Mae 2032-09-01 2.533000 Government Agency Debt 100242650.00 1527098.31 Fannie Mae 2032-09-01 6.500000 Government Agency Debt 20145237.00 1961220.96 Fannie Mae 2033-04-01 5.500000 Government Agency Debt 10565912.00 2009745.60 Fannie Mae 2033-05-01 6.000000 Government Agency Debt 21568019.00 1922185.24 Fannie Mae 2033-05-01 6.500000 Government Agency Debt 5285668.00 1747546.51 Fannie Mae 2033-07-01 5.000000 Government Agency Debt 1655056.00 1735707.34 Fannie Mae 2033-07-01 5.500000 Government Agency Debt 7018000.00 1822260.16 Fannie Mae 2033-08-01 4.500000 Government Agency Debt 4121732.00 1706684.38 Fannie Mae 2033-09-01 2.620000 Government Agency Debt 2962565.00 1827431.11 Fannie Mae 2033-10-01 4.500000 Government Agency Debt 3935912.00 1724132.50 Fannie Mae 2033-10-01 5.500000 Government Agency Debt 4996197.00 1476651.55 Fannie Mae 2033-12-01 5.500000 Government Agency Debt 5485148.00 2054757.23 Fannie Mae 2034-01-01 6.231000 Government Agency Debt 1988834.00 450302.64 Fannie Mae 2034-09-01 6.000000 Government Agency Debt 12939544.00 1732895.36 Fannie Mae 2034-10-01 2.623000 Government Agency Debt 26517180.00 1770601.23 Fannie Mae 2034-11-01 5.500000 Government Agency Debt 7261092.00 1790961.43 Fannie Mae 2035-01-01 5.500000 Government Agency Debt 4166634.00 1895787.44 Fannie Mae 2035-01-01 7.000000 Government Agency Debt 10997822.00 1665006.38 Fannie Mae 2035-02-01 5.500000 Government Agency Debt 4223812.00 1666429.21 Fannie Mae 2035-04-01 2.413000 Government Agency Debt 15599391.00 2058276.19 Fannie Mae 2035-04-01 2.423000 Government Agency Debt 14568223.00 1961376.12 Fannie Mae 2035-05-01 2.214000 Government Agency Debt 18000000.00 1965562.89 Fannie Mae 2035-06-01 6.000000 Government Agency Debt 6777627.00 1614807.78 Fannie Mae 2035-08-01 5.500000 Government Agency Debt 6376633.00 1640562.33 Fannie Mae 2035-09-01 2.618000 Government Agency Debt 3250000.00 1514515.25 Fannie Mae 2035-09-01 2.700000 Government Agency Debt 5100000.00 1470795.41 Fannie Mae 2035-11-01 5.500000 Government Agency Debt 2450527.00 1863946.65 Fannie Mae 2035-12-01 6.000000 Government Agency Debt 3678263.00 1651745.99 Fannie Mae 2036-04-01 6.000000 Government Agency Debt 4868483.00 1651522.85 Fannie Mae 2036-05-01 6.130000 Government Agency Debt 10004613.00 1867104.35 Fannie Mae 2036-06-01 5.500000 Government Agency Debt 4224570.00 1945738.96 Fannie Mae 2036-07-01 5.511000 Government Agency Debt 3856303.00 1608084.69 Fannie Mae 2036-07-01 7.000000 Government Agency Debt 4122556.00 1851912.47 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 5816128.00 1992341.45 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 4472128.00 1668814.19 Fannie Mae 2036-09-01 5.500000 Government Agency Debt 3182877.00 1541918.20 Fannie Mae 2036-09-01 5.500000 Government Agency Debt 2980000.00 1508332.40 Fannie Mae 2036-09-01 6.000000 Government Agency Debt 5000000.00 1826983.33 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 4586410.00 1471644.20 Fannie Mae 2036-10-01 6.500000 Government Agency Debt 5022583.00 1542334.65 Fannie Mae 2036-10-01 7.000000 Government Agency Debt 3522924.00 1529672.58 Fannie Mae 2036-12-01 6.500000 Government Agency Debt 3850000.00 1489225.45 Fannie Mae 2036-12-01 7.000000 Government Agency Debt 3016919.00 1557096.67 Fannie Mae 2037-01-01 6.000000 Government Agency Debt 3332965.00 1494706.16 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 5488105.00 1628450.46 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 4303000.00 1517016.49 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 3839674.00 1508999.48 Fannie Mae 2037-02-01 6.277000 Government Agency Debt 8090000.00 2032431.27 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 2342837.00 1558273.73 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 5603987.00 1491861.38 Fannie Mae 2037-05-01 2.552000 Government Agency Debt 5630000.00 1574930.95 Fannie Mae 2037-05-01 3.211000 Government Agency Debt 5688042.00 1778302.60 Fannie Mae 2037-05-01 3.611000 Government Agency Debt 3942159.00 1979272.08 Fannie Mae 2037-05-01 6.000000 Government Agency Debt 4100000.00 1692451.68 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 4642902.00 2039662.85 Fannie Mae 2037-07-01 6.000000 Government Agency Debt 4099352.00 1821792.11 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 6036915.00 1992069.12 Fannie Mae 2037-08-01 6.059000 Government Agency Debt 11946501.00 1686999.03 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 5601525.00 2046088.95 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 3802692.00 1799404.59 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 3431002.00 1558765.12 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 2925000.00 1456680.24 Fannie Mae 2037-09-01 5.931000 Government Agency Debt 19172530.00 1654803.31 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 4250938.00 1449348.26 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 6197635.00 2038189.88 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 3776239.00 1487397.20 Fannie Mae 2037-09-01 6.500000 Government Agency Debt 4026687.00 1451978.07 Fannie Mae 2037-09-01 7.000000 Government Agency Debt 3830547.00 1958690.75 Fannie Mae 2037-09-01 7.000000 Government Agency Debt 8292883.00 1737797.59 Fannie Mae 2037-09-01 7.000000 Government Agency Debt 1905419.00 1618411.02 Fannie Mae 2037-09-01 7.000000 Government Agency Debt 3000085.00 1455635.60 Fannie Mae 2037-10-01 5.796000 Government Agency Debt 5453570.00 1686118.85 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 4984167.00 1806765.98 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 5865816.00 1781866.23 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 5837409.00 1969292.87 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 3999946.00 1963191.57 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 4694212.00 1688569.69 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 4900000.00 1521411.97 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 6399218.00 1518332.18 Fannie Mae 2037-11-01 6.000000 Government Agency Debt 2884673.00 1473419.46 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 6180759.00 1817980.33 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 4013922.00 1743131.06 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 5400000.00 1561331.78 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 3231933.00 1560590.52 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 3772012.00 1542600.47 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 1556217.00 1523349.48 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 4999550.00 1879203.39 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3693994.00 1835841.44 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 4446887.00 1789173.53 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3181832.00 1754587.48 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 6392791.00 1753730.65 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 5000597.00 1709000.18 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 2611930.00 1615831.83 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 3913579.00 1431849.78 Fannie Mae 2037-12-01 2.521000 Government Agency Debt 35772470.00 1572474.57 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 5123703.00 1923969.11 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 8060965.00 1823678.69 Fannie Mae 2037-12-01 5.500000 Government Agency Debt 3137112.00 1507296.60 Fannie Mae 2037-12-01 6.500000 Government Agency Debt 3997329.00 1428156.17 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 4197039.00 1893194.87 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 7000000.00 1746239.95 Fannie Mae 2037-12-01 7.000000 Government Agency Debt 4241654.00 1511596.36 Fannie Mae 2038-01-01 5.500000 Government Agency Debt 4417059.00 1759758.31 Fannie Mae 2038-01-01 5.500000 Government Agency Debt 4092352.00 1616912.95 Fannie Mae 2038-01-01 5.500000 Government Agency Debt 3434288.00 1465389.99 Fannie Mae 2038-01-01 6.000000 Government Agency Debt 2491237.00 1755713.42 Fannie Mae 2038-01-01 6.500000 Government Agency Debt 3446629.00 1553511.00 Fannie Mae 2038-01-01 6.500000 Government Agency Debt 6611000.00 1540104.88 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 4385461.00 1876859.46 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 6352991.00 1887543.22 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 4378375.00 1774872.51 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 3664057.00 1613003.81 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 3439501.00 1488460.36 Fannie Mae 2038-02-01 6.000000 Government Agency Debt 5662036.00 1934927.13 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 8696463.00 1680382.42 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 4611678.00 1665213.15 Fannie Mae 2038-02-01 7.000000 Government Agency Debt 4462240.00 1612989.71 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 3261168.00 1839536.91 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 3404721.00 1532019.01 Fannie Mae 2038-03-01 6.000000 Government Agency Debt 2451260.00 1820437.77 Fannie Mae 2038-03-01 6.500000 Government Agency Debt 4041807.00 1625372.27 Fannie Mae 2038-03-01 6.500000 Government Agency Debt 4041489.00 1597065.76 Fannie Mae 2038-03-01 7.000000 Government Agency Debt 3520157.00 2037680.12 Fannie Mae 2038-03-01 7.000000 Government Agency Debt 5449773.00 1822387.09 Fannie Mae 2038-03-01 7.000000 Government Agency Debt 4365396.00 1534206.32 Fannie Mae 2038-03-01 7.000000 Government Agency Debt 3924863.00 1503595.61 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 3317447.00 1697951.51 Fannie Mae 2038-04-01 7.000000 Government Agency Debt 2508422.00 1476829.75 Fannie Mae 2038-05-01 2.788000 Government Agency Debt 2549000.00 1704510.37 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 6678783.00 2037359.53 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 3653860.00 1950056.59 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 4197962.00 1902133.41 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 4330406.00 1859881.46 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 3395335.00 1669774.96 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 2975642.00 1660871.52 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 3253454.00 1654550.50 Fannie Mae 2038-06-01 6.500000 Government Agency Debt 5354867.00 1826411.24 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 3349840.00 1872814.48 Fannie Mae 2038-07-01 6.000000 Government Agency Debt 2734061.00 1454461.54 Fannie Mae 2038-07-01 6.500000 Government Agency Debt 3082801.00 1928055.84 Fannie Mae 2038-07-01 7.000000 Government Agency Debt 6183020.00 1727560.26 Fannie Mae 2038-07-01 7.000000 Government Agency Debt 5160632.00 1474071.44 Fannie Mae 2038-08-01 5.500000 Government Agency Debt 3221202.00 1705238.23 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 2992455.00 1977026.23 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 4341123.00 1493196.16 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 3420708.00 1425705.57 Fannie Mae 2038-08-01 6.500000 Government Agency Debt 3639694.00 1828132.24 Fannie Mae 2038-08-01 6.500000 Government Agency Debt 4782129.00 1522470.28 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 9729379.00 1950513.15 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 3119933.00 1657125.45 Fannie Mae 2038-08-01 7.000000 Government Agency Debt 2729421.00 1452093.89 Fannie Mae 2038-09-01 5.500000 Government Agency Debt 4959065.00 1857388.41 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 6234202.00 1929947.99 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 5161681.00 1868426.30 Fannie Mae 2038-09-01 6.000000 Government Agency Debt 5488520.00 1792345.74 Fannie Mae 2038-09-01 6.500000 Government Agency Debt 3005769.00 1915384.69 Fannie Mae 2038-09-01 6.500000 Government Agency Debt 3095038.00 1906613.88 Fannie Mae 2038-09-01 6.500000 Government Agency Debt 4930841.00 1879719.36 Fannie Mae 2038-09-01 7.000000 Government Agency Debt 3747306.00 1711296.58 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 5146150.00 1543858.25 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 4115305.00 1457983.55 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 2737417.00 1432422.88 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 4149040.00 1526236.93 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 3055000.00 1508614.63 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2751901.00 2016313.17 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 3279610.00 1999852.56 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 6023949.00 1995035.89 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 4058673.00 1964397.80 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 6066524.00 1933409.59 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2862410.00 1871443.36 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2817258.00 1815681.34 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 3866208.00 1714929.75 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 2636966.00 1660645.30 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 3600725.00 1548928.82 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 3140142.00 1524663.53 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 5512700.00 1992020.32 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 4856771.00 1813865.71 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 4185581.00 1464984.54 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2773647.00 2037886.44 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2095517.00 2036084.21 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 4053911.00 1824147.00 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 4855971.00 1807527.32 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2599170.00 1794994.29 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 3043806.00 1732052.11 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 6704282.00 1699515.36 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 15870040.00 1694416.08 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2099275.00 1575168.99 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 1783489.00 1543788.94 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2059193.00 1480238.74 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 3484083.00 1454080.60 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 2681316.00 1443073.80 Fannie Mae 2038-11-01 7.000000 Government Agency Debt 1770371.00 1439453.44 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 3283941.00 1635712.99 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 2910580.00 1491120.46 Fannie Mae 2038-12-01 6.500000 Government Agency Debt 3973465.00 1883142.07 Fannie Mae 2038-12-01 6.500000 Government Agency Debt 2396313.00 1802760.18 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 2117057.00 2017798.94 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 3962399.00 2014853.65 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 2860665.00 1988615.96 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 2129275.00 1588036.31 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 3974458.00 1549535.34 Fannie Mae 2038-12-01 7.000000 Government Agency Debt 3263548.00 1539327.76 Fannie Mae 2039-01-01 5.500000 Government Agency Debt 2574901.00 1574870.84 Fannie Mae 2039-01-01 6.000000 Government Agency Debt 2658533.00 1867041.83 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 2039603.00 1431741.06 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 11002367.00 1892917.79 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 4500318.00 1573076.04 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 3012136.00 1520481.90 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 1491832.00 1427756.97 Fannie Mae 2039-02-01 5.500000 Government Agency Debt 4889826.00 1779672.27 Fannie Mae 2039-02-01 5.500000 Government Agency Debt 3126295.00 1693801.64 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 4932324.00 2006414.70 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 3088552.00 1716661.68 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 3186657.00 1698943.88 Fannie Mae 2039-02-01 7.000000 Government Agency Debt 4860644.00 1548821.21 Fannie Mae 2039-03-01 6.000000 Government Agency Debt 4604001.00 1729657.04 Fannie Mae 2039-03-01 6.500000 Government Agency Debt 2398649.00 1542092.14 Fannie Mae 2039-03-01 7.000000 Government Agency Debt 2693490.00 1995552.97 Fannie Mae 2039-03-01 7.000000 Government Agency Debt 3413513.00 1746868.47 Fannie Mae 2039-03-01 7.000000 Government Agency Debt 2145833.00 1521977.13 Fannie Mae 2039-04-01 7.000000 Government Agency Debt 3189681.00 1987575.45 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 2143075.00 1924323.55 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 1795000.00 1670158.45 Fannie Mae 2039-05-01 6.000000 Government Agency Debt 2300000.00 1965775.96 Fannie Mae 2039-08-01 4.000000 Government Agency Debt 1734000.00 1603290.75 Fannie Mae 2039-08-01 5.500000 Government Agency Debt 2248561.00 1587352.22 Fannie Mae 2039-09-01 5.000000 Government Agency Debt 4035967.00 2006753.79 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 2135265.00 1963404.06 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 1783852.00 1583244.70 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 1608659.00 1521443.56 Fannie Mae 2039-11-01 6.000000 Government Agency Debt 1529128.00 1654591.30 Fannie Mae 2039-12-01 6.000000 Government Agency Debt 1777386.00 1927817.75 Fannie Mae 2040-01-01 5.500000 Government Agency Debt 2292780.00 1595276.44 Fannie Mae 2040-01-01 6.000000 Government Agency Debt 1927808.00 1949674.59 Fannie Mae 2040-02-01 4.000000 Government Agency Debt 2017848.00 1892292.96 Fannie Mae 2040-02-01 6.000000 Government Agency Debt 1331259.00 1446656.34 Fannie Mae 2040-04-01 5.500000 Government Agency Debt 1876770.00 1792266.71 Fannie Mae 2040-05-01 4.315000 Government Agency Debt 1618200.00 1684759.58 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 1877252.00 1812821.36 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 1623881.00 1569104.92 Fannie Mae 2040-06-01 5.000000 Government Agency Debt 1373886.00 1440250.61 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 1800000.00 1757403.79 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 1510190.00 1589236.02 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 1775697.00 1721179.32 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 1765000.00 1679659.62 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 1574508.00 1651124.23 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 1490706.00 1565549.36 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 1600000.00 1512362.92 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 1849115.00 1893452.54 Fannie Mae 2040-11-01 3.500000 Government Agency Debt 1764731.00 1662211.75 Fannie Mae 2040-12-01 5.500000 Government Agency Debt 1989291.00 1960908.49 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1705126.00 1689872.10 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 2003386.00 1995546.46 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 1800000.00 1789966.90 Fannie Mae 2041-03-01 3.500000 Government Agency Debt 1518441.00 1445550.01 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 1800000.00 1857764.87 Fannie Mae 2041-03-01 5.000000 Government Agency Debt 1397170.00 1489962.73 Fannie Mae 2041-04-01 3.500000 Government Agency Debt 1999803.00 1912648.03 Fannie Mae 2041-04-01 4.000000 Government Agency Debt 1724017.00 1720425.79 Fannie Mae 2041-04-01 5.500000 Government Agency Debt 1431619.00 1553081.53 Fannie Mae 2048-01-01 5.000000 Government Agency Debt 2929239.00 1485579.69 GNMA 2039-01-20 5.500000 Government Agency Debt 7585865.00 1394973.85 GNMA 2040-06-20 4.000000 Government Agency Debt 816701.00 779294.57 GNMA 2058-07-20 0.897000 Government Agency Debt 1931327.00 1573551.17 GNMA 2058-08-20 0.881000 Government Agency Debt 1209754.00 943974.68 GNMA 2058-09-20 0.874000 Government Agency Debt 1100692.00 907606.13 GNMA 2058-09-20 1.670000 Government Agency Debt 1088572.00 937717.07 GNMA 2058-10-20 0.902000 Government Agency Debt 1003247.00 820112.64 GNMA 2058-10-20 6.172000 Government Agency Debt 157638.00 135378.93 GNMA 2058-12-20 0.908000 Government Agency Debt 1758867.00 1418848.37 GNMA 2061-01-20 1.670000 Government Agency Debt 1416251.00 1393688.99 GNMA 2061-04-20 2.172000 Government Agency Debt 1616716.00 1629145.85 First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 501000000.00 501000000.00 0.0251 N 501000000.00 501000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 991JCA005_0.3000_M110502_2MN4 0001074042 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999998.00 AIRTRAN HLDGS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999998.12 AMERICAN SAFETY INS HLDGS LTORD 2011-04-29 N/A Other Instrument common stock or ETF 0.00 774217.20 BUILD A BEAR WORKSHOP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 591791.10 CAPITALSOURCE INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1148256.60 CARACO PHARMACEUTICAL LABS LCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 110426.22 COLONY FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999989.00 CULP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 195184.08 DIGITALGLOBE INC COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999991.11 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999961.76 ENTRAVISION COMMUNICATIONS CCL A 2011-04-29 N/A Other Instrument common stock or ETF 0.00 348161.90 F M C CORP COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1147370.40 FELCOR LODGING TR INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 842676.48 FIVE STAR QUALITY CARE INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1618339.26 FLAGSTAR BANCORP INC COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999999.50 GP STRATEGIES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 485248.15 HARBINGER GROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 58213.52 JOURNAL COMMUNICATIONS INC CL A 2011-04-29 N/A Other Instrument common stock or ETF 0.00 669456.72 LIN TV CORP CL A 2011-04-29 N/A Other Instrument common stock or ETF 0.00 221037.30 LSI CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999996.05 LYDALL INC DEL COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 445312.00 MARSHALL & ILSLEY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999999.68 MFA FINANCIAL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999999.77 OFFICE DEPOT INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999999.10 OMNOVA SOLUTIONS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1264938.84 ONE LIBERTY PPTYS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1436635.20 PLATINUM UNDERWRITER HLDGS LCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999969.38 RED LION HOTELS CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 307187.45 REHABCARE GROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1357184.92 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1579828.04 STARWOOD PPTY TR INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999996.74 TWO HBRS INVT CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1999992.72 UNITED CAPITAL CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49730.94 VONAGE HLDGS CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1348921.60 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 40000000.00 40000000.00 0.0020 Repurchase agreement collateralized by common stock and ETFs. N 40000000.00 40000000.00 Dexia Credit Local Dexia Credit Local 0.611400% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-06 2011-05-06 Y Dexia Credit Local N/A N/A N N 134000000.00 134000000.00 0.0067 N 133995980.00 133995980.00 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 99977500.00 0.0050 N 99981000.00 99981000.00 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 138847717.79 0.0070 N 138866560.00 138866560.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.200000% 30601WUS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 27000000.00 26987250.00 0.0014 N 26984885.40 26984885.40 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 41999440.00 0.0021 N 41999580.00 41999580.00 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 2999981.67 0.0002 N 2999997.00 2999997.00 Fannie Mae Fannie Mae 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 117999016.66 0.0059 N 117999882.00 117999882.00 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 64998672.92 0.0033 N 64999870.00 64999870.00 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 25999494.44 0.0013 N 25999948.00 25999948.00 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 42998817.50 0.0022 N 42999871.00 42999871.00 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 157995172.22 0.0079 N 157999526.00 157999526.00 Fannie Mae Fannie Mae 0.045000% 313588GN9 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 84000000.00 83996325.00 0.0042 N 83999160.00 83999160.00 Fannie Mae Fannie Mae 0.060000% 313588GV1 Government Agency Debt N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 232000000.00 231983760.00 0.0116 N 231997216.00 231997216.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384FD6 Government Agency Debt N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 100000000.00 99999666.66 0.0050 N 99999900.00 99999900.00 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 69998162.50 0.0035 N 69999790.00 69999790.00 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 34998823.61 0.0018 N 34999895.00 34999895.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384FT1 Government Agency Debt N First Tier Security N/A N/A 2011-05-18 2011-05-18 N N N 66000000.00 65998533.34 0.0033 N 65999736.00 65999736.00 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 49997666.67 0.0025 N 49999800.00 49999800.00 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 219137398.87 0.0110 N 219148904.25 219148904.25 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 20998652.50 0.0011 N 20999874.00 20999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384GQ6 Government Agency Debt N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 12000000.00 11999383.33 0.0006 N 11999880.00 11999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384HP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 40000000.00 39997000.00 0.0020 N 39998000.00 39998000.00 Freddie Mac Freddie Mac 0.050000% 313396GN7 Government Agency Debt N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 31000000.00 30998493.06 0.0016 N 30999690.00 30999690.00 Freddie Mac Freddie Mac 0.060000% 313396GZ0 Government Agency Debt N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 85000000.00 84993483.33 0.0043 N 84998895.00 84998895.00 Freddie Mac Freddie Mac 0.139500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-05-10 N N N 350000000.00 350000000.00 0.0175 N 350527800.00 350527800.00 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 69993000.00 0.0035 N 69998600.00 69998600.00 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 349961111.08 0.0175 N 349993000.00 349993000.00 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 57972353.34 0.0029 N 57993040.00 57993040.00 General Electric Co General Electric Co 0.160000% 36960MTT0 Other Commercial Paper N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 57000000.00 56985813.34 0.0029 N 56989740.00 56989740.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 38399H002_0.0500_M110502_2MN4 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-12-20 6.250000 Government Agency Debt 56784291.00 52500000.06 First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 50000000.00 50000000.00 0.0025 N 50000000.00 50000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849987.60 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849966.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849999.96 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849993.36 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849992.18 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849969.12 CITIGROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849999.15 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849997.20 GENON ENERGY INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849999.36 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849925.44 HALLIBURTON CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849997.12 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849967.30 PFIZER INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 395.77 PLAINS EXPL& PRODTN CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849962.88 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849996.51 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849960.42 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849992.32 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849997.40 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849999.15 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849996.84 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849935.70 WILLIAMS COS INC DEL COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 849976.50 First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 17000000.00 17000000.00 0.0009 Repurchase agreement collateralized by common stock and ETFs. Y 17000000.00 17000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110603_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399992.00 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399944.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399994.82 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399974.09 BLACKROCK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 996732.00 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399987.12 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399987.82 CITIGROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 403566.57 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399996.60 GENON ENERGY INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399997.12 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399994.82 HALLIBURTON CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399992.30 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399983.90 PLAINS EXPL& PRODTN CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399993.92 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399968.15 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399977.61 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399999.36 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399996.92 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399998.60 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399993.14 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399958.28 WILLIAMS COS INC DEL COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1399970.90 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 28000000.00 28000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110607_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 620.40 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349980.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349998.24 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349953.39 BLACKROCK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349860.00 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349968.24 CIT GROUP INC COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349977.92 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349991.20 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349923.72 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349995.75 MEAD JOHNSON NUTRITION CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349975.05 PACKAGING CORP AMER COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349999.50 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349966.47 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349964.41 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349988.48 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349997.71 TARGET CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349967.46 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349993.65 TYCO INTERNATIONAL LTD SHS 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349988.11 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349987.98 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349927.68 WELLS FARGO & CO NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 6349982.88 First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 127000000.00 127000000.00 0.0064 Repurchase agreement collateralized by common stock and ETFs. Y 127000000.00 127000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110714_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49988.40 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49998.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49990.50 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49993.62 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49999.54 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49976.08 CITIGROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49998.87 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49996.20 GENON ENERGY INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49997.68 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49990.50 HALLIBURTON CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49958.44 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49976.50 PFIZER INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 354.11 PLAINS EXPL& PRODTN CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49982.40 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49951.32 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49981.21 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49982.08 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49996.24 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49999.95 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49976.64 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49959.54 WILLIAMS COS INC DEL COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 49969.80 First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 1000000.00 1000000.00 0.0001 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M110623_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349990.40 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349946.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349991.90 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349980.47 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349987.58 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349964.77 CITIGROUP INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349997.03 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349979.80 GENON ENERGY INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349999.44 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349917.38 HALLIBURTON CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349983.60 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349961.55 PFIZER INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 437.43 PLAINS EXPL& PRODTN CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349974.08 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349953.44 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349996.40 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349998.72 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349995.57 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349998.65 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349988.36 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349998.74 WILLIAMS COS INC DEL COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 1349968.44 First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 27000000.00 27000000.00 0.0014 Repurchase agreement collateralized by common stock and ETFs. Y 27000000.00 27000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M110701_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399990.00 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399942.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399999.84 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399973.44 BLACKROCK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399858.00 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 565.88 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399970.42 CIT GROUP INC COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399984.50 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399988.80 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399962.58 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399960.90 MEAD JOHNSON NUTRITION CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399983.05 PACKAGING CORP AMER COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399993.00 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399986.04 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399953.62 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399987.84 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399999.82 TARGET CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399994.44 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399996.60 TYCO INTERNATIONAL LTD SHS 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399979.53 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399987.36 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3399976.62 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 68000000.00 68000000.00 0.0034 Repurchase agreement collateralized by common stock and ETFs. Y 68000000.00 68000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.710000% 992JYE002_0.7100_M110801_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349988.40 BAKER HUGHES INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349944.00 BANK OF AMERICA CORPORATION COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349996.92 BJS WHOLESALE CLUB INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349979.82 BLACKROCK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349962.00 CENTURYLINK INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 525.46 CIGNA CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349994.34 CIT GROUP INC COM NEW 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349966.62 GENERAL ELECTRIC CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349992.60 GOODRICH CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349972.08 JPMORGAN CHASE & CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349984.40 MEAD JOHNSON NUTRITION CO COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349947.85 PACKAGING CORP AMER COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349975.50 PRUDENTIAL FINL INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349971.33 QUEST DIAGNOSTICS INC COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349972.41 SCHWAB CHARLES CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349987.20 SPRINT NEXTEL CORP COM SER 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349998.47 TARGET CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349975.32 TENET HEALTHCARE CORP COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349996.65 TYCO INTERNATIONAL LTD SHS 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349972.00 VALERO ENERGY CORP NEW COM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349982.58 WEIGHT WATCHERS INTL INC NEWCOM 2011-04-29 N/A Other Instrument common stock or ETF 0.00 3349939.14 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 67000000.00 67000000.00 0.0034 Repurchase agreement collateralized by common stock and ETFs. Y 67000000.00 67000000.00 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 0.0015 Y 30063300.00 30063300.00 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 18991983.05 0.0010 N 18996770.00 18996770.00 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 29959750.00 0.0015 N 29988900.00 29988900.00 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 105846947.76 0.0053 N 105958660.00 105958660.00 Illinois Regional Transportation Auth General Obligation Commercial Paper Subordinate Working Cash Notes 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 0.0013 N 25000000.00 25000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.252600% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-05-23 2012-05-21 N N N 500000000.00 500000000.00 0.0250 N 500293000.00 500293000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P3S61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 21999560.00 0.0011 N 21999340.00 21999340.00 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 0.0027 N 53012720.00 53012720.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.445000% 53944AR80 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 35000000.00 35000000.00 0.0018 N 35003850.00 35003850.00 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 50033364.54 0.0025 N 50037493.25 50037493.25 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5UM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 7000000.00 6996422.23 0.0004 N 6996920.00 6996920.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5US8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 42000000.00 41977191.67 0.0021 N 41980680.00 41980680.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.040000% 06399U000_0.0400_M110502_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2037-09-25 0.782600 Government Agency Debt 50000000.00 23620820.46 Fannie Mae 2041-04-25 4.000000 Government Agency Debt 25659000.00 23458050.81 Freddie Mac 2027-05-15 4.000000 Government Agency Debt 37250000.00 24110821.61 Freddie Mac 2036-01-15 6.000000 Government Agency Debt 99942000.00 23270246.44 Freddie Mac 2037-05-15 0.495000 Government Agency Debt 50000000.00 24407512.03 Freddie Mac 2037-05-15 0.685000 Government Agency Debt 75000000.00 24007184.55 Freddie Mac 2037-05-15 0.685000 Government Agency Debt 75000000.00 24007184.55 GNMA 2033-11-20 4.250000 Government Agency Debt 25000000.00 23372905.51 GNMA 2033-11-20 4.350000 Government Agency Debt 25000000.00 23445843.40 GNMA 2036-02-20 4.500000 Government Agency Debt 25000000.00 23296168.50 GNMA 2036-04-20 4.500000 Government Agency Debt 25000000.00 23306866.44 GNMA 2037-01-20 4.500000 Government Agency Debt 25000000.00 23085661.93 GNMA 2037-01-20 4.500000 Government Agency Debt 5448717.00 5031489.55 GNMA 2037-02-20 4.500000 Government Agency Debt 25000000.00 23177048.28 GNMA 2038-09-20 4.000000 Government Agency Debt 25000000.00 24098635.51 GNMA 2038-10-20 4.000000 Government Agency Debt 25000000.00 23987109.44 GNMA 2038-10-20 4.250000 Government Agency Debt 6278667.00 6063694.40 GNMA 2039-06-16 4.300000 Government Agency Debt 25403609.00 23535075.42 GNMA 2039-06-20 4.000000 Government Agency Debt 25000000.00 24358727.78 GNMA 2039-11-16 0.815800 Government Agency Debt 50000000.00 24108954.18 Unrated Security N/A N/A 2011-05-02 2011-05-02 N N N 425000000.00 425000000.00 0.0213 N 425000000.00 425000000.00 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 0.0027 N 54006480.00 54006480.00 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 0.0054 N 107001070.00 107001070.00 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 0.0063 N 124997500.00 124997500.00 National Australia Bank Ltd National Australia Bank Ltd 0.200000% 63253TBY3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 24000000.00 24000000.00 0.0012 N 23993760.00 23993760.00 National Australia Bank Ltd National Australia Bank Ltd 0.200000% 63253TBZ0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 100000000.00 100000000.00 0.0050 N 99985000.00 99985000.00 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 101802856.66 0.0051 N 101867400.00 101867400.00 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 2011-05-02 2011-05-02 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 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 12999696.67 0.0007 N 12999740.00 12999740.00 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 9999750.00 0.0005 N 9999800.00 9999800.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409SU63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 20000000.00 19990250.00 0.0010 N 19991600.00 19991600.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.260000% 65409SU89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 14000000.00 13993225.56 0.0007 N 13993980.00 13993980.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.250000% 65409SUC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 3000000.00 2998520.84 0.0002 N 2998620.00 2998620.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.230000% 65409SUE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 10000000.00 9995336.11 0.0005 N 9995300.00 9995300.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.250000% 65409SUM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 40000000.00 39977777.78 0.0020 N 39978800.00 39978800.00 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 89999995.34 0.0045 N 90001800.00 90001800.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.110000% 65557VRJ2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 68000000.00 68000000.00 0.0034 N 67999320.00 67999320.00 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 34995508.33 0.0018 N 34996500.00 34996500.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1T80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N Y Nordea Bank AB N/A N/A N 2000000.00 1999599.17 0.0001 N 1999600.00 1999600.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1TF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N Y Nordea Bank AB N/A N/A N 187000000.00 186955431.57 0.0094 N 186955120.00 186955120.00 Northern Trust Co Northern Trust Co 0.090000% 665857009 0000073124 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-05 2011-05-05 N N N 145000000.00 145000000.00 0.0073 Security is a time deposit. N 145000000.00 145000000.00 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 76000000.00 0.0038 N 75999240.00 75999240.00 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 84999291.66 0.0043 N 84999150.00 84999150.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.120000% 71838MS43 Other Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 19000000.00 18999873.33 0.0010 N 18999620.00 18999620.00 Rabobank Nederland Rabobank Nederland 0.308800% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2011-09-15 N N N 125000000.00 125000000.00 0.0063 N 125023750.00 125023750.00 Rabobank Nederland Rabobank Nederland 0.310500% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-05-09 2011-10-07 N N N 22000000.00 22000000.00 0.0011 N 22005280.00 22005280.00 Rabobank Nederland Rabobank Nederland 0.323000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-05-05 2011-12-05 N N N 150000000.00 150000000.00 0.0075 N 150036000.00 150036000.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.470000% 74927MX76 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N Y Royal Bank of Scotland Plc N/A N/A N 5000000.00 4989686.11 0.0002 N 4992300.00 4992300.00 Royal Bank of Canada Royal Bank of Canada 0.100000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 795000000.00 795000000.00 0.0398 Security is a time deposit. N 795000000.00 795000000.00 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 0.0107 N 214111280.00 214111280.00 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 0.0020 N 39023790.00 39023790.00 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 0.0059 N 117115830.00 117115830.00 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 44324819.06 0.0022 N 44329599.00 44329599.00 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 40399190.31 0.0020 N 40407123.00 40407123.00 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 37949755.56 0.0019 N 37955920.00 37955920.00 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 6990952.50 0.0004 N 6991810.00 6991810.00 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 61984327.78 0.0031 N 61988840.00 61988840.00 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 10999683.75 0.0006 N 10999780.00 10999780.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83051ALB5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 68000000.00 68000000.00 0.0034 N 68000000.00 68000000.00 Societe Generale Societe Generale 0.120000% 83369RB83 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 83000000.00 83000000.00 0.0042 N 82999170.00 82999170.00 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 8004640.00 8004640.00 Societe Generale Societe Generale 0.500000% 83369RXC0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 100000000.00 100000000.00 0.0050 N 100048000.00 100048000.00 Societe Generale Societe Generale 0.410000% 83369RZE4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 113000000.00 113000000.00 0.0057 N 113011300.00 113011300.00 Societe Generale Societe Generale 0.432600% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-05-20 2011-06-20 N N N 94000000.00 94000000.00 0.0047 N 94000000.00 94000000.00 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 34999416.67 0.0018 N 34999300.00 34999300.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3UF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9994655.55 0.0005 N 9995400.00 9995400.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UR5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 60000000.00 59965000.00 0.0030 N 59968200.00 59968200.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3US3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit HSBC Bank Plc N/A N/A 81000000.00 80952187.50 0.0041 N 80956260.00 80956260.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 21000000.00 20987458.34 0.0011 N 20988660.00 20988660.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UU8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 23000000.00 22986104.17 0.0012 N 22987350.00 22987350.00 State Street Corp State Street Corp 0.220000% 85747KVJ0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 31000000.00 30979540.00 0.0016 N 30973030.00 30973030.00 Straight A Funding, LLC Straight A Funding, LLC 0.230000% 86257C2X9 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 79975000.00 79944342.91 0.0040 N 79945409.25 79945409.25 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 126715000.00 0.0063 N 126713732.85 126713732.85 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 18085623.21 0.0009 N 18085638.28 18085638.28 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257GWR0 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 86355000.00 86323816.25 0.0043 N 86319594.45 86319594.45 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257KXK5 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 131000000.00 130952694.44 0.0066 N 130946290.00 130946290.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257L2H4 Government Agency Debt N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26992875.00 0.0014 N 26992440.00 26992440.00 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 28097634.08 0.0014 N 28099842.97 28099842.97 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 4000040.00 4000040.00 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 0.0071 N 141002820.00 141002820.00 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 80999325.00 0.0041 N 80999190.00 80999190.00 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 45000136.94 0.0023 N 45009900.00 45009900.00 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 0.0036 N 71005680.00 71005680.00 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 0.0037 N 74255940.00 74255940.00 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 0.0040 N 80004000.00 80004000.00 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 6000029.98 0.0003 N 6000300.00 6000300.00 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 12000096.60 0.0006 N 12000840.00 12000840.00 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 4999400.00 0.0003 N 4999700.00 4999700.00 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 12995883.33 0.0007 N 12997400.00 12997400.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.240000% 86958GV44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y Svenska Handelsbanken AB N/A N/A N 93000000.00 92941720.00 0.0047 N 92940480.00 92940480.00 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 34173044.19 0.0017 N 34173898.64 34173898.64 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 57985983.33 0.0029 N 57988400.00 57988400.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324MUL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 31000000.00 30984353.61 0.0016 N 30982640.00 30982640.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.281400% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-10-28 N N N 60000000.00 60000000.00 0.0030 N 60016200.00 60016200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112YZA4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 100000000.00 100000000.00 0.0050 N 100004000.00 100004000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.165000% 89112YZW6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 75000000.00 75000000.00 0.0038 N 75001500.00 75001500.00 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 0.0048 N 95041800.00 95041800.00 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 0.0024 N 47019270.00 47019270.00 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 0.0038 N 75033000.00 75033000.00 UBS AG UBS AG 0.618800% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-05-16 2011-10-17 N N N 87000000.00 87000000.00 0.0044 N 86993040.00 86993040.00 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 0.0043 N 86005160.00 86005160.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.190000% 92217MTA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 10000000.00 9997941.69 0.0005 N 9997700.00 9997700.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217MUR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 133000000.00 132937933.32 0.0067 N 132929510.00 132929510.00 Westpac Banking Corp Westpac Banking Corp 0.311400% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2012-01-10 N N N 60000000.00 60000000.00 0.0030 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 0.0124 N 249005640.00 249005640.00 Westpac Banking Corp Westpac Banking Corp 0.305900% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-09-16 N N N 237000000.00 237000000.00 0.0119 N 236988150.00 236988150.00 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 49990416.67 0.0025 N 49994500.00 49994500.00 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 635765.85 635765.85 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 514584.39 514584.39 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 756641.89 756641.89 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 907984.61 907984.61 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 2269756.84 2269756.84 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 817227.02 817227.02 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 287550.49 287550.49 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 454027.26 454027.26 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 136203.41 136203.41 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 64996334.72 0.0033 N 64997400.00 64997400.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KU89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9995905.56 0.0005 N 9995700.00 9995700.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KUN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 104000000.00 103948520.00 0.0052 N 103944880.00 103944880.00