0001145549-11-007483.txt : 20110829 0001145549-11-007483.hdr.sgml : 20110829 20110708125906 ACCESSION NUMBER: 0001145549-11-007483 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110708 DATE AS OF CHANGE: 20110708 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: 11958622 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-06-30 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 42 63 13807405762.94 4853025.20 783782.41 13811475005.73 0.0025 1.0001 2011-06-30 1.0001 2011-06-30 C000012373 1.00 13811475005.73 1.00 152892247.82 3170285303.29 3017393055.47 0.0001 1.0001 2011-06-30 1.0001 2011-06-30 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.350000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0013 N 17550000.00 17550000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.450000% 00279HXH4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-08 2011-07-08 N Y Santander UK Plc N/A N/A N 48000000.00 48000000.00 0.0035 N 48002880.00 48002880.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.430000% 00279HXX9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2011-08-02 N Y Santander UK Plc N/A N/A N 18000000.00 18000000.00 0.0013 N 18002700.00 18002700.00 Alpine Securitization Corp Alpine Securitization Corp 0.140000% 02086MUL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 124000000.00 123990837.76 0.0090 N 123988840.00 123988840.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19998655.56 0.0014 N 19999000.00 19999000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 33000000.00 32996370.00 0.0024 N 32997030.00 32997030.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUN0 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 43000000.00 42994481.67 0.0031 N 42995270.00 42995270.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KWK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15570000.00 15561350.00 0.0011 N 15562215.00 15562215.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.210000% 03221KWU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9994808.33 0.0007 N 9994200.00 9994200.00 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 5000000.00 4998368.06 0.0004 N 4999350.00 4999350.00 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 16000000.00 15992026.67 0.0012 N 15996480.00 15996480.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 9000000.00 8994825.00 0.0007 N 8997660.00 8997660.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.450000% 04014BW72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 11000000.00 10990650.00 0.0008 N 10995490.00 10995490.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 66000000.00 65967330.00 0.0048 N 65966340.00 65966340.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.450000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 8000000.00 7991900.00 0.0006 N 7995920.00 7995920.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.150000% 04821UU67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 16000000.00 15999666.67 0.0012 N 15999680.00 15999680.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.150000% 04821UU83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 3000000.00 2999912.50 0.0002 N 2999910.00 2999910.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.150000% 04821UUD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 16000000.00 15999200.00 0.0012 N 15999200.00 15999200.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.160000% 04821UUM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 28000000.00 27997511.11 0.0020 N 27997480.00 27997480.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.170000% 04821UUM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 6000000.00 5999433.33 0.0004 N 5999460.00 5999460.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.140000% 04915UUJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N Y Cash Rabobank Nederland N/A N/A 92000000.00 91993917.78 0.0067 N 91998160.00 91998160.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.180000% 04915UVB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Cash Rabobank Nederland N/A N/A 12000000.00 11997540.00 0.0009 N 11999040.00 11999040.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Cash Rabobank Nederland N/A N/A 2000000.00 1997840.00 0.0001 N 1998820.00 1998820.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 43000000.00 42950932.22 0.0031 N 42970760.00 42970760.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 998902.78 0.0001 N 999320.00 999320.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Cash Rabobank Nederland N/A N/A 2000000.00 1997515.56 0.0001 N 1998480.00 1998480.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05253CZG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 22000000.00 21974333.34 0.0016 N 21984160.00 21984160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 118000000.00 118000000.00 0.0085 Security is a time deposit. N 118000000.00 118000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005_M110705 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 43000000.00 43000000.00 0.0031 Security is a time deposit. N 43000000.00 43000000.00 Bank of America Corp Bank of America Corp 0.270000% 0660P1UE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 82000000.00 81992005.00 0.0059 N 81996720.00 81996720.00 Bank of America Corp Bank of America Corp 0.230000% 0660P1UJ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 17000000.00 16998153.61 0.0012 N 16999320.00 16999320.00 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 35000000.00 35000000.00 0.0025 N 34999440.00 34999440.00 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 0.0036 N 50000000.00 50000000.00 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 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WCT8 Other Note N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 275000000.00 275000000.00 0.0199 N 275005500.00 275005500.00 Bank of America, NA Bank of America, NA 0.270000% 06052WCW1 Other Note N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 15000000.00 15000000.00 0.0011 N 15000300.00 15000300.00 Bank of America, NA Bank of America, NA 0.260000% 06052WDF7 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 71000000.00 71000000.00 0.0051 N 70990060.00 70990060.00 Bank of America, NA Bank of America, NA 0.220000% 06052WDH3 Other Note N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 46000000.00 46000000.00 0.0033 N 46005980.00 46005980.00 Bank of America, NA Bank of America, NA 0.210000% 06052WDK6 Other Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 18000000.00 18000000.00 0.0013 N 17996760.00 17996760.00 Bank of America, NA Bank of America, NA 0.190000% 06052WDQ3 Other Note N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 22000000.00 22000000.00 0.0016 N 22001760.00 22001760.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEH2 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 50000000.00 50000000.00 0.0036 N 50002500.00 50002500.00 Bank of America, NA Bank of America, NA 0.410000% 06422TW25 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 3000000.00 2997847.50 0.0002 Security is a Bankers Acceptance N 3001380.00 3001380.00 Bank of America, NA Bank of America, NA 0.410000% 06422TW66 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 21000000.00 20983975.83 0.0015 Security is a Bankers Acceptance N 21009870.00 21009870.00 Bank of America, NA Bank of America, NA 0.400000% 06422TWD1 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 3000000.00 2997533.33 0.0002 Security is a Bankers Acceptance N 2998470.00 2998470.00 Bank of America, NA Bank of America, NA 0.410000% 06422TWG4 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 11000000.00 10990353.61 0.0008 Security is a Bankers Acceptance N 10994060.00 10994060.00 Bank of America, NA Bank of America, NA 0.410000% 06422TWS8 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 21000000.00 20979192.50 0.0015 Security is a Bankers Acceptance N 20986350.00 20986350.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 3000000.00 3000000.00 0.0002 N 2999460.00 2999460.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 77000000.00 77000000.00 0.0056 N 76986140.00 76986140.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D5H4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 66000000.00 66000000.00 0.0048 N 65993400.00 65993400.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417DP74 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8000000.00 8000000.00 0.0006 N 8000160.00 8000160.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DT39 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417DU94 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 47000000.00 47000000.00 0.0034 N 47002350.00 47002350.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DV77 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 68000000.00 68000000.00 0.0049 N 68003400.00 68003400.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417DZ73 Certificate of Deposit N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 4000000.00 4000000.00 0.0003 N 4000200.00 4000200.00 Bank of the West Bank of the West 0.260000% 0642G0WA5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 40000000.00 40000000.00 0.0029 N 40004400.00 40004400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000% 06538A5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 64000000.00 64000000.00 0.0046 N 64015360.00 64015360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538DFN4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 3000000.00 3000000.00 0.0002 N 3000420.00 3000420.00 Barclays Bank Plc Barclays Bank Plc 0.687100% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-10-17 N N N 85000000.00 85000000.00 0.0062 N 85105400.00 85105400.00 Barclays Bank Plc Barclays Bank Plc 0.585600% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2012-02-16 N N N 30000000.00 30000000.00 0.0022 N 30057900.00 30057900.00 Barclays Bank Plc Barclays Bank Plc 0.730000% 06740MZB2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20019400.00 20019400.00 Barclays Capital, Inc Barclays Capital, Inc 0.010000% 00799J004_0.0100_M110701_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2012-12-15 1.125000 Treasury Debt 8986000.00 9089438.44 United States Treasury Department 2039-11-15 4.375000 Treasury Debt 21340600.00 21510657.91 Unrated Security N/A N/A 2011-07-01 2011-07-01 N N N 30000000.00 30000000.00 0.0022 N 30000000.00 30000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 07699U005_0.0600_M110707_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-07-01 5.000000 Government Agency Debt 50098020.00 20008394.00 Fannie Mae 2037-05-01 2.702000 Government Agency Debt 26682003.00 20736415.18 Fannie Mae 2039-09-01 3.846000 Government Agency Debt 24217622.00 20836104.15 Fannie Mae 2039-12-01 5.000000 Government Agency Debt 21500000.00 20644711.21 Fannie Mae 2040-06-01 3.888000 Government Agency Debt 21385437.00 20915860.77 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 10985927.00 10946599.45 Fannie Mae 2041-04-01 3.149000 Government Agency Debt 20912000.00 20971653.70 Fannie Mae 2041-06-01 3.762000 Government Agency Debt 20308538.00 20940261.72 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 25079089.00 11709694.71 Freddie Mac 2040-12-01 5.000000 Government Agency Debt 30912064.00 33010306.21 Unrated Security N/A N/A 2011-07-07 2011-07-07 Y BARCLAYS CAPITAL INC N/A N/A N N 193000000.00 193000000.00 0.0140 N 193000000.00 193000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 992JYM004_0.1000_M110701_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2021-07-25 4.000000 Government Agency Debt 20241739.00 20058029.47 Fannie Mae 2021-07-25 4.500000 Government Agency Debt 34372867.00 34222863.81 Fannie Mae 2041-07-25 0.687100 Government Agency Debt 97306434.00 97710596.00 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 97306435.00 96423303.42 GNMA 2040-10-20 4.000000 Government Agency Debt 191020733.00 182085207.60 Unrated Security N/A N/A 2011-07-01 2011-07-01 Y BARCLAYS CAPITAL INC N/A N/A N N 410000000.00 410000000.00 0.0297 N 410000000.00 410000000.00 Barton Capital, LLC Barton Capital, LLC 0.160000% 06945MU87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 1000000.00 999968.89 0.0001 N 999980.00 999980.00 BNP Paribas BNP Paribas 0.450000% 05566Q4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 50000000.00 50000000.00 0.0036 N 50005500.00 50005500.00 BNP Paribas BNP Paribas 0.460000% 05566Q4W4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 103000000.00 103000000.00 0.0075 N 103013390.00 103013390.00 BNP Paribas BNP Paribas 0.460000% 05566Q4Z7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 1000000.00 1000000.00 0.0001 N 1000180.00 1000180.00 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 227000000.00 227000000.00 0.0164 N 227108960.00 227108960.00 BNP Paribas BNP Paribas 0.540000% 05572NBH8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 9000000.00 9000000.00 0.0007 N 9004950.00 9004950.00 BNP Paribas BNP Paribas 0.520000% 05572NBV7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 8000000.00 8000000.00 0.0006 N 8005120.00 8005120.00 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 78000000.00 78000000.00 0.0056 N 78042900.00 78042900.00 BNP Paribas BNP Paribas 0.570000% 05572NDH6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 9000000.00 9000000.00 0.0007 N 9004050.00 9004050.00 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 135000000.00 135000000.00 0.0098 N 135020250.00 135020250.00 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 8000000.00 8000000.00 0.0006 N 8002320.00 8002320.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M110701_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-01 4.500000 Government Agency Debt 153595718.00 159915721.00 GNMA 2041-04-20 5.000000 Government Agency Debt 132415775.00 143934279.32 Unrated Security N/A N/A 2011-07-01 2011-07-01 N N N 295000000.00 295000000.00 0.0214 N 295000000.00 295000000.00 CAFCO, LLC CAFCO, LLC 0.200000% 12476FW85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8996550.00 0.0007 N 8997750.00 8997750.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 85000000.00 84986447.23 0.0062 N 84996600.00 84996600.00 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 23000000.00 22995023.05 0.0017 N 22998620.00 22998620.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4998519.44 0.0004 N 4999650.00 4999650.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.235600% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-12-28 N N N 21000000.00 21000000.00 0.0015 N 21003780.00 21003780.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.235600% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-12-28 N N N 16000000.00 16000000.00 0.0012 N 15999200.00 15999200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.240400% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2012-01-03 N N N 126000000.00 126000000.00 0.0091 N 125992440.00 125992440.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 48000000.00 47992800.00 0.0035 N 47997120.00 47997120.00 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 1000000.00 999825.00 0.0001 N 999930.00 999930.00 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 100000000.00 99968750.00 0.0072 N 99987000.00 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Credit Suisse AG 0.190000% 22550CP70 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 4000000.00 4000000.00 0.0003 N 3999400.00 3999400.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.010000% 22799D001_0.0100_M110701_2M54 0001230485 Treasury Repurchase Agreement Y United States Treasury Department 2012-06-30 0.625000 Treasury Debt 40645000.00 40803919.73 Unrated Security N/A N/A 2011-07-01 2011-07-01 N N N 40000000.00 40000000.00 0.0029 N 40000000.00 40000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.030000% 22799D001_0.0300_M110701_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-06-20 5.000000 Government Agency Debt 13465000.00 14625093.89 Unrated Security N/A N/A 2011-07-01 2011-07-01 N N N 14336329.00 14336329.00 0.0010 N 14336329.00 14336329.00 Danske Corp Danske Corp 0.215000% 2363F7VA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N Y Danske Bank A/S N/A N/A N 40000000.00 39990444.45 0.0029 N 39991200.00 39991200.00 Danske Corp Danske Corp 0.250000% 2363F7WT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N Y Danske Bank A/S N/A N/A N 14000000.00 13991444.45 0.0010 N 13991320.00 13991320.00 Deutsche Bank AG Deutsche Bank AG 0.200000% 25154T4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 118000000.00 118000000.00 0.0085 N 118000000.00 118000000.00 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 88000000.00 88000000.00 0.0064 N 88040480.00 88040480.00 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 181000000.00 181000000.00 0.0131 N 181003620.00 181003620.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.010000% 21599B009_0.0100_M110701_2M54 0001074042 Treasury Repurchase Agreement Y 2 3/4 NOTE R 13 2013-10-31 2.750000 Treasury Debt 22557900.00 23795616.42 United States Treasury Department 2015-11-30 1.375000 Treasury Debt 231469000.00 231204442.32 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 250000000.00 250000000.00 0.0181 N 250000000.00 250000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 21599B009_0.0600_M110701_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-03-01 5.000000 Government Agency Debt 25517579.00 17664007.22 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 33722743.00 34335993.54 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 50000000.00 50000000.00 0.0036 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 21599B009_0.0800_M110701_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2024-12-01 4.000000 Government Agency Debt 24932465.00 20325458.06 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 27827072.00 6059418.71 Fannie Mae 2037-12-01 6.500000 Government Agency Debt 84258187.00 28316310.49 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 70781777.00 28498812.88 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 80000000.00 80000000.00 0.0058 N 80000000.00 80000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 991JCA005_0.2200_M110701_2M54 0001074042 Other Repurchase Agreement N AFLAC INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499950.00 AMERIPRISE FINL INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499910.00 CF INDS HLDGS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499870.00 CHESAPEAKE ENERGY CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499970.00 CONOCOPHILLIPS COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499960.00 CSX CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499990.00 EATON 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SUNTRUST BKS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499980.00 TAL INTL GROUP INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499970.00 TARGET CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3500000.00 UNION PAC CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3499940.00 WESTERN UN CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 3500000.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 70000000.00 70000000.00 0.0051 Repurchase agreement collateralized by common stock and ETFs. N 70000000.00 70000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M110701_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-11-01 7.000000 Government Agency Debt 54648828.00 19686750.24 Fannie Mae 2040-07-01 4.016000 Government Agency Debt 31349016.00 29676551.55 Fannie Mae 2041-01-01 3.239000 Government Agency Debt 2660484.00 2636698.43 First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Deutsche Bank Securities Inc N/A N/A N N 50000000.00 50000000.00 0.0036 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.130000% 99ETSZ007_0.1300_M110707_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-09-01 5.784000 Government Agency Debt 10167293.00 9013990.63 Fannie Mae 2040-09-01 3.418000 Government Agency Debt 5367019.00 4506009.86 First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Deutsche Bank Securities Inc N/A N/A N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 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 45000000.00 44976200.00 0.0033 N 44985150.00 44985150.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1YU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 30000000.00 29966250.00 0.0022 N 29962200.00 29962200.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.265000% 2332K1Z11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 88000000.00 87900890.00 0.0064 N 87885600.00 87885600.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.210000% 30601WUK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 6279000.00 6278340.71 0.0005 N 6278497.68 6278497.68 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.210000% 30603BU50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 81750000.00 81748092.50 0.0059 N 81749182.50 81749182.50 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.200000% 30603BUM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 62000000.00 61993111.11 0.0045 N 61997520.00 61997520.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.150000% 30603BUU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9998875.00 0.0007 N 9999500.00 9999500.00 Fannie Mae Fannie Mae 0.050000% 313588HU2 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 8900000.00 8899938.20 0.0006 N 8899991.10 8899991.10 Fannie Mae Fannie Mae 0.050000% 313588JB2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 3958000.00 3957934.03 0.0003 N 3957988.13 3957988.13 Fannie Mae Fannie Mae 0.030000% 313588JD8 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 68000000.00 67999206.67 0.0049 N 67999728.00 67999728.00 Fannie Mae Fannie Mae 0.070000% 313588KE4 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 7298000.00 7297446.57 0.0005 N 7297919.72 7297919.72 Fannie Mae Fannie Mae 0.060000% 313588KF1 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 2000000.00 1999866.66 0.0001 N 1999978.00 1999978.00 Farm Credit System Farm Credit System 0.060000% 313312KL3 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 4001000.00 4000699.92 0.0003 N 4000947.99 4000947.99 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384HP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 5167000.00 5167000.00 0.0004 N 5167000.00 5167000.00 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 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384HU6 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 3000000.00 2999987.50 0.0002 N 2999997.00 2999997.00 Federal Home Loan Bank Federal Home Loan Bank 0.022000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 165000000.00 164999294.16 0.0119 N 164999670.00 164999670.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 21000000.00 20999836.67 0.0015 N 20999958.00 20999958.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 5713000.00 5712944.46 0.0004 N 5712988.57 5712988.57 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384JB6 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 7200000.00 7199904.00 0.0005 N 7199978.40 7199978.40 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 5000000.00 4999902.78 0.0004 N 4999980.00 4999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384JD2 Government Agency Debt N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 3000000.00 2999947.50 0.0002 N 2999988.00 2999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384JK6 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 15000000.00 14999416.67 0.0011 N 14999910.00 14999910.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 62000000.00 61998191.67 0.0045 N 61999628.00 61999628.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 8000000.00 7999560.00 0.0006 N 7999928.00 7999928.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JZ3 Government Agency Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 192000000.00 191989120.00 0.0139 N 191998272.00 191998272.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 73534000.00 73530067.97 0.0053 N 73533264.66 73533264.66 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 67000000.00 66995440.28 0.0049 N 66999330.00 66999330.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 18000000.00 17999300.00 0.0013 N 17999820.00 17999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 15000000.00 14998833.34 0.0011 N 14999850.00 14999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384KN8 Government Agency Debt N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 1176000.00 1175907.88 0.0001 N 1175984.71 1175984.71 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384KQ1 Government Agency Debt N First Tier Security N/A N/A 2011-08-19 2011-08-19 N N N 32000000.00 31996951.11 0.0023 N 31999552.00 31999552.00 Federal Home Loan Bank Federal Home Loan Bank 0.091000% 3133XWQP7 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 25000000.00 24999247.25 0.0018 N 25000925.00 25000925.00 Freddie Mac Freddie Mac 0.020000% 313396HP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 96000000.00 96000000.00 0.0070 N 96000000.00 96000000.00 Freddie Mac Freddie Mac 0.050000% 313396HP1 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 Freddie Mac Freddie Mac 0.050000% 313396JG9 Government Agency Debt N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 4366000.00 4365896.91 0.0003 N 4365978.17 4365978.17 Freddie Mac Freddie Mac 0.040000% 313396JH7 Government Agency Debt N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 65000000.00 64998700.00 0.0047 N 64999675.00 64999675.00 Freddie Mac Freddie Mac 0.070000% 313396JK0 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 3100000.00 3099879.44 0.0002 N 3099981.40 3099981.40 Freddie Mac Freddie Mac 0.050000% 313396JP9 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 13000000.00 12999566.66 0.0009 N 12999909.00 12999909.00 Freddie Mac Freddie Mac 0.050000% 313396KG7 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 90000000.00 89994875.00 0.0065 N 89999010.00 89999010.00 Freddie Mac Freddie Mac 0.060000% 313396KP7 Government Agency Debt N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 43000000.00 42996560.00 0.0031 N 42999441.00 42999441.00 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 125000000.00 125000000.00 0.0091 N 125125000.00 125125000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.200000% 3686M1W10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 8000000.00 7997244.45 0.0006 N 7997040.00 7997040.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.200000% 3686M1WF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 7000000.00 6997044.44 0.0005 N 6996710.00 6996710.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 65000000.00 64915590.27 0.0047 N 64944750.00 64944750.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 10000000.00 9986944.45 0.0007 N 9991400.00 9991400.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 4000000.00 3994826.67 0.0003 N 3996440.00 3996440.00 General Electric Capital Corp General Electric Capital Corp 0.100000% 36959JVV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 50000000.00 49991805.56 0.0036 N 49992500.00 49992500.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959JW90 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 29000000.00 28981955.56 0.0021 N 28994490.00 28994490.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 110000000.00 109873958.33 0.0080 N 109921900.00 109921900.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 33000000.00 32960812.50 0.0024 N 32975250.00 32975250.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 4000000.00 3995000.00 0.0003 N 3996800.00 3996800.00 Goldman Sachs & Co Goldman Sachs & Co 0.030000% 38399H002_0.0300_M110701_2M54 0000769993 Government Agency Repurchase Agreement Y GNMA 2040-02-20 2.935800 Government Agency Debt 58056068.00 57750000.18 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 55000000.00 55000000.00 0.0040 N 55000000.00 55000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111024_2M54 0000769993 Other Repurchase Agreement N AEROPOSTALE COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 401.81 AES CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699993.00 AMDOCS LTD ORD 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699995.91 ANADARKO PETE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699997.38 BAKER HUGHES INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699950.70 BANCORPSOUTH INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699996.28 BANK OF AMERICA CORPORATION COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699993.04 BJS WHOLESALE CLUB INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699986.51 CAPITAL ONE FINL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699970.44 CIGNA CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699989.31 CITIGROUP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699980.50 DILLARDS INC CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699989.64 FEDEX CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699977.88 GENERAL DYNAMICS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699980.80 HESS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699951.18 MCKESSON CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699924.70 NATIONAL SEMICONDUCTOR CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699993.00 NEWMONT MINING CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699988.08 PPL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699983.16 ROCK-TENN CO CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699990.97 STILLWATER MNG CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699992.16 YUM BRANDS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 699985.02 First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 14000000.00 14000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. Y 14000000.00 14000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111025_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199993.80 AMDOCS LTD ORD 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199998.30 AMERICAN FINL GROUP INC OHIOCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 282697.78 AMERISOURCEBERGEN CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 287260.19 AMR CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 324724.43 ANADARKO PETE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199944.39 AUTOLIV INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 435965.10 AVNET INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 659098.35 AVX CORP NEW COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 668683.68 BAKER HUGHES INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199941.06 BANK OF AMERICA CORPORATION COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199989.28 BIO RAD LABS INC CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 455458.50 BJS WHOLESALE CLUB INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199952.36 BOOZ ALLEN HAMILTON HLDG CORCL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 703433.50 BROADRIDGE FINL SOLUTIONS INCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 758956.96 CHIMERA INVT CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 898469.88 CIGNA CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199978.56 CITIGROUP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199975.50 COVANTA HLDG CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 323621.61 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 355676.37 ECOLAB INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 610511.52 GENERAL MARITIME CORP NEW SHS 2011-06-30 N/A Other Instrument common stock or ETF 0.00 414741.06 GMX RES INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 493847.01 GOLD RESOURCE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 422481.12 GRAY TELEVISION INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 466002.68 GREEN DOT CORP CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 863282.17 HARTFORD FINL SVCS GROUP INCCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 318492.45 HESS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199942.92 HOLLY CORP COM PAR 2011-06-30 N/A Other Instrument common stock or ETF 0.00 555326.10 HOVNANIAN ENTERPRISES INC CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 897232.05 HUBBELL INC CL B 2011-06-30 N/A Other Instrument common stock or ETF 0.00 837114.32 INTRALINKS HLDGS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 327745.90 JONES LANG LASALLE INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 671749.95 KBR INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 632918.52 KIRBY CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 520238.40 MACK CALI RLTY CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 347279.40 MARSH & MCLENNAN COS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 332310.15 MCKESSON CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199925.20 MEAD JOHNSON NUTRITION CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 444009.00 MERITOR INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 413259.14 MGIC INVT CORP WIS COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 696940.14 NATIONAL RETAIL PROPERTIES ICOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 497394.81 NATIONAL SEMICONDUCTOR CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199987.20 NCR CORP NEW COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 331529.34 NEWFIELD EXPL CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 367953.24 NEWMONT MINING CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199970.88 NIELSEN HOLDINGS N V COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 426878.00 ORBITAL SCIENCES CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 531913.62 OVERSEAS SHIPHOLDING GROUP ICOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 740217.50 PARTNERRE LTD COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 686554.89 PFIZER INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199987.17 PPL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199982.28 PROASSURANCE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 344594.38 PROVIDENT FINL SVCS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 436573.83 QUEST DIAGNOSTICS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 311507.24 RADIAN GROUP INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 761587.25 ROCK-TENN CO CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 6199947.95 SARA LEE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 658832.24 SEALY CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 316509.93 SERVICE CORP INTL COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 583956.24 SHAW GROUP INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 593974.96 SRA INTL INC CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 497895.24 STEPAN CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 302060.80 SWIFT TRANSN CO CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 497742.20 TENET HEALTHCARE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 374185.50 THOMSON REUTERS CORP COM 2011-06-30 N/A 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Y 35000000.00 35000000.00 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 60000000.00 60000000.00 0.0043 Y 60046200.00 60046200.00 Govco, LLC Govco, LLC 0.140000% 38362WU17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 15000000.00 0.0011 N 15000000.00 15000000.00 Govco, LLC Govco, LLC 0.200000% 38362WVX6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9996611.11 0.0007 N 9996400.00 9996400.00 Govco, LLC Govco, LLC 0.190000% 38362WWU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Credit / Liquidity Citibank NA N/A N/A 35000000.00 34983559.72 0.0025 N 34979700.00 34979700.00 Govco, LLC Govco, LLC 0.290000% 38362WZG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Citibank NA N/A N/A 82000000.00 81889026.68 0.0059 N 81877000.00 81877000.00 Govco, LLC Govco, LLC 0.290000% 38362WZL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17975060.00 0.0013 N 17972100.00 17972100.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CW11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 52000000.00 51958804.44 0.0038 N 51991680.00 51991680.00 Grampian Funding, LLC Grampian Funding, LLC 0.350000% 38501CXH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 2000000.00 1997900.00 0.0001 N 1999420.00 1999420.00 Grampian Funding, LLC Grampian Funding, LLC 0.380000% 38501CYJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 47000000.00 46930544.44 0.0034 N 46978380.00 46978380.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.230000% 4497W1WV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N Y ING Bank NV N/A N/A N 135000000.00 134922375.00 0.0098 N 134914950.00 134914950.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.010000% 46899T004_0.0100_M110701_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2012-12-27 1.000000 Government Agency Debt 81677000.00 82400930.48 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 80000000.00 80000000.00 0.0058 N 80000000.00 80000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.050000% 46899T004_0.0500_M110701_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2012-12-27 1.000000 Government Agency Debt 102096000.00 103000910.88 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 100000000.00 100000000.00 0.0072 N 100000000.00 100000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.010000% 46699T006 0001166678 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 25000000.00 0.0018 Security is a time deposit. N 25000000.00 25000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.225800% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-07-21 2012-07-20 N N N 129000000.00 129000000.00 0.0093 N 129061791.00 129061791.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3UC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6100000.00 6099645.86 0.0004 N 6099695.00 6099695.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.130000% 4820P3UD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 9000000.00 8999610.00 0.0007 N 8999460.00 8999460.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.130000% 4820P3UE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 27000000.00 26998732.50 0.0020 N 26998110.00 26998110.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3UR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23100000.00 23097074.00 0.0017 N 23096997.00 23096997.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.150000% 4820P3US0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 13500000.00 13498593.75 0.0010 N 13498245.00 13498245.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.150000% 4820P3VG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 43000000.00 42991758.33 0.0031 N 42988820.00 42988820.00 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 5000000.00 5000000.00 0.0004 N 5002050.00 5002050.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.275000% 53944AS71 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 44000000.00 44000000.00 0.0032 N 44002200.00 44002200.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5UL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 17000000.00 16997936.39 0.0012 N 16998980.00 16998980.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 14524000.00 14518174.26 0.0011 N 14519933.28 14519933.28 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 30000000.00 29987016.66 0.0022 N 29990700.00 29990700.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 8000000.00 7996495.55 0.0006 N 7997440.00 7997440.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000% 06399U000_0.0500_M110701_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2023-12-25 2.000000 Government Agency Debt 200000000.00 151596422.32 Fannie Mae 2039-11-25 4.000000 Government Agency Debt 79303158.00 78583420.16 Freddie Mac 2029-01-15 4.500000 Government Agency Debt 98930863.00 104570158.21 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 325000000.00 325000000.00 0.0235 N 325000000.00 325000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.150000% 60681PG99 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 32000000.00 32000000.00 0.0023 N 31999680.00 31999680.00 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 68000000.00 68000000.00 0.0049 N 68000680.00 68000680.00 National Australia Bank Ltd National Australia Bank Ltd 0.230000% 63253TCZ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 79000000.00 79000000.00 0.0057 N 78943910.00 78943910.00 National Australia Bank Ltd National Australia Bank Ltd 0.225000% 63253TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 57000000.00 57000000.00 0.0041 N 56957820.00 56957820.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1W80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 57000000.00 56947560.00 0.0041 N 56975490.00 56975490.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1WK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 3000000.00 2996733.33 0.0002 N 2998380.00 2998380.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.290000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15960000.00 15960000.00 0.0012 N 15960000.00 15960000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.290000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 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 7000000.00 6999465.28 0.0005 N 6999650.00 6999650.00 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 10000000.00 9998611.11 0.0007 N 9999100.00 9999100.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SV54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 61000000.00 60986952.78 0.0044 N 60989630.00 60989630.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 9000000.00 8996350.00 0.0007 N 8996310.00 8996310.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.210000% 65557VPP0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 15000000.00 15000000.00 0.0011 N 15000300.00 15000300.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTF8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 28000000.00 28000000.00 0.0020 N 28000000.00 28000000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.180000% 65557VVA6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 42000000.00 41998075.64 0.0030 N 41997060.00 41997060.00 Nordea North America, Inc Nordea North America, Inc 0.200000% 6555P1UT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N Y Nordea Bank AB N/A N/A N 11000000.00 10998411.11 0.0008 N 10998900.00 10998900.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1UT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N Y Nordea Bank AB N/A N/A N 6000000.00 5999155.00 0.0004 N 5999400.00 5999400.00 Nordea North America, Inc Nordea North America, Inc 0.200000% 6555P1UU9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N Y Nordea Bank AB N/A N/A N 37000000.00 36994450.00 0.0027 N 36995930.00 36995930.00 Nordea North America, Inc Nordea North America, Inc 0.205000% 6555P1X44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N Y Nordea Bank AB N/A N/A N 17000000.00 16990803.47 0.0012 N 16989800.00 16989800.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y Nordea Bank AB N/A N/A N 94000000.00 93897487.78 0.0068 N 93891900.00 93891900.00 NRW.Bank NRW.Bank 0.200000% 62939MUD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 15000000.00 14999000.00 0.0011 N 14999400.00 14999400.00 NRW.Bank NRW.Bank 0.200000% 62939MUK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 49000000.00 48995100.00 0.0035 N 48997060.00 48997060.00 Old Line Funding, LLC Old Line Funding, LLC 0.210000% 67983UU50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 12000000.00 11999720.00 0.0009 N 11999880.00 11999880.00 Old Line Funding, LLC Old Line Funding, LLC 0.180000% 67983UVW0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23051000.00 23044084.70 0.0017 N 23047542.35 23047542.35 Rabobank Nederland Rabobank Nederland 0.279600% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-09-13 N N N 145000000.00 145000000.00 0.0105 N 145015950.00 145015950.00 Rabobank Nederland Rabobank Nederland 0.264800% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-10-07 N N N 13000000.00 13000000.00 0.0009 N 13001820.00 13001820.00 Rabobank Nederland Rabobank Nederland 0.270200% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-12-05 N N N 100000000.00 100000000.00 0.0072 N 100017000.00 100017000.00 Rabobank Nederland Rabobank Nederland 0.265800% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2012-03-26 N N N 58000000.00 58000000.00 0.0042 N 58019140.00 58019140.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BP0 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N Y Reckitt Benckiser Group Plc N/A N/A N 20000000.00 19931533.34 0.0014 N 19944800.00 19944800.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6975935.55 0.0005 N 6980540.00 6980540.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1Z98 Other Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24960868.06 0.0018 N 24964500.00 24964500.00 Royal Bank of Canada Royal Bank of Canada 0.020000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 25000000.00 25000000.00 0.0018 Security is a time deposit. N 25000000.00 25000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.425800% 78011H2J3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-09-13 N N N 33000000.00 33000000.00 0.0024 N 32999670.00 32999670.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.810000% 78011H2R5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20027400.00 20027400.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 3000000.00 3000000.00 0.0002 N 3001530.00 3001530.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.650000% 78011HN76 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 35000000.00 35000000.00 0.0025 N 35002450.00 35002450.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HR72 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 17000000.00 17000000.00 0.0012 N 17004420.00 17004420.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HT47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 20000000.00 20000000.00 0.0014 N 20007400.00 20007400.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HZ99 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 100000000.00 100000000.00 0.0072 N 100055000.00 100055000.00 Sanofi Sanofi 0.280000% 8010M3UE8 Other Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 30000000.00 29996966.67 0.0022 N 29998800.00 29998800.00 Sanofi Sanofi 0.340000% 8010M3WC0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24982763.89 0.0018 N 24989750.00 24989750.00 Sanofi Sanofi 0.330000% 8010M3WE6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 35000000.00 34975937.50 0.0025 N 34985300.00 34985300.00 Sanofi Sanofi 0.340000% 8010M3WK2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 25000000.00 24981111.11 0.0018 N 24988250.00 24988250.00 Sanofi Sanofi 0.330000% 8010M3WL0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 3000000.00 2997772.50 0.0002 N 2998560.00 2998560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19972844.45 0.0014 N 19966200.00 19966200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MVN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Letter of Credit Barclays Bank Plc N/A N/A 21000000.00 20994236.67 0.0015 N 20994330.00 20994330.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19994400.00 0.0014 N 19994000.00 19994000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AJU6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 52000000.00 52000000.00 0.0038 N 52001040.00 52001040.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83051ALW9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 1000000.00 1000000.00 0.0001 N 1000110.00 1000110.00 Societe Generale Societe Generale 0.439800% 83369RUP4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-09-07 N N N 77000000.00 77000000.00 0.0056 N 77004620.00 77004620.00 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 9000000.00 9000000.00 0.0007 N 9004860.00 9004860.00 Societe Generale Societe Generale 0.100000% 83369RX22 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 90000000.00 90000000.00 0.0065 N 89999100.00 89999100.00 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 20000000.00 20000000.00 0.0014 N 20007400.00 20007400.00 Societe Generale Societe Generale 0.389600% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-11 2011-10-11 N N N 60000000.00 60000000.00 0.0043 N 60001800.00 60001800.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.520000% 83365SW82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Societe Generale N/A N/A N 65000000.00 64935216.67 0.0047 N 64972050.00 64972050.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365SW82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Societe Generale N/A N/A N 23000000.00 22976195.00 0.0017 N 22990110.00 22990110.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.430000% 8342E3UE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 11000000.00 10998291.94 0.0008 N 10999450.00 10999450.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3UK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9998700.00 0.0007 N 9999200.00 9999200.00 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 20000000.00 19996666.67 0.0014 N 19997800.00 19997800.00 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 27000000.00 26995125.00 0.0020 N 26996760.00 26996760.00 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 36000000.00 35993250.00 0.0026 N 35995680.00 35995680.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3V37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 9000000.00 8997937.50 0.0007 N 8998650.00 8998650.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3V45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit HSBC Bank Plc N/A N/A 24000000.00 23994333.33 0.0017 N 23996160.00 23996160.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.240000% 8342E3V94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Letter of Credit HSBC Bank Plc N/A N/A 25000000.00 24993500.00 0.0018 N 24995250.00 24995250.00 Starbird Funding Corp Starbird Funding Corp 0.060000% 85520MU19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Letter of Credit BNP Paribas N/A N/A 2000000.00 2000000.00 0.0001 N 1999991.60 1999991.60 Starbird Funding Corp Starbird Funding Corp 0.230000% 85520MUJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N Y Letter of Credit BNP Paribas N/A N/A 45000000.00 44995112.50 0.0033 N 44995950.00 44995950.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit BNP Paribas N/A N/A 25000000.00 24997000.00 0.0018 N 24997750.00 24997750.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit BNP Paribas N/A N/A 10000000.00 9998733.33 0.0007 N 9999000.00 9999000.00 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 67000000.00 66980346.66 0.0048 N 66981240.00 66981240.00 State Street Corp State Street Corp 0.220000% 85747KZF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 2000000.00 1997958.89 0.0001 N 1996980.00 1996980.00 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 50000000.00 50000000.00 0.0036 N 50000000.00 50000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257C3U4 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24996701.39 0.0018 N 24998000.00 24998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.230000% 86257KXE9 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 35000000.00 35000000.00 0.0025 N 35000000.00 35000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257L3C4 Government Agency Debt N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 45030000.00 45027385.76 0.0033 N 45028649.10 45028649.10 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257L4A7 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 65720000.00 65707896.57 0.0048 N 65711456.40 65711456.40 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.150000% 86562EDW5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 47000000.00 47000000.00 0.0034 N 47000000.00 47000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.140000% 86562EEF1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 21000000.00 21000000.00 0.0015 N 20999790.00 20999790.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.405000% 86562WKC1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 54000000.00 54000097.30 0.0039 N 54004320.00 54004320.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.150000% 86562WMR6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 39000000.00 39000000.00 0.0028 N 39000000.00 39000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86959BUH6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 6000000.00 6000000.00 0.0004 N 5999640.00 5999640.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BUS2 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 64850000.00 64850566.48 0.0047 N 64843515.00 64843515.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.200000% 86959BVU6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 114000000.00 114000000.00 0.0083 N 113986320.00 113986320.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.205000% 86959BVV4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8000000.00 8000105.50 0.0006 N 7998160.00 7998160.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324MUE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25000000.00 24997923.61 0.0018 N 24998250.00 24998250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112YK69 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 57000000.00 57000000.00 0.0041 N 57000000.00 57000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.255600% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-10-28 N N N 45000000.00 45000000.00 0.0033 N 45009000.00 45009000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YN90 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 30000000.00 30000000.00 0.0022 N 30000000.00 30000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YS46 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YYM9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 47000000.00 47014394.73 0.0034 N 47015510.00 47015510.00 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 105000000.00 105000000.00 0.0076 N 105038850.00 105038850.00 UBS AG UBS AG 0.390000% 90267AG34 Certificate of Deposit N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 44000000.00 44000000.00 0.0032 N 44016720.00 44016720.00 UBS AG UBS AG 0.260000% 90267AR65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 43000000.00 43000000.00 0.0031 N 42991830.00 42991830.00 UBS AG UBS AG 0.587100% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-10-17 N N N 11000000.00 11000000.00 0.0008 N 10999560.00 10999560.00 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 56000000.00 55992533.33 0.0041 N 55993840.00 55993840.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 42000000.00 41992125.00 0.0030 N 41990760.00 41990760.00 Westpac Banking Corp Westpac Banking Corp 0.281000% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2012-05-01 N N N 52000000.00 52000000.00 0.0038 N 52349960.00 52349960.00 Westpac Banking Corp Westpac Banking Corp 0.280200% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TEX2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 24000000.00 23999999.82 0.0017 N 23995680.00 23995680.00 Westpac Banking Corp Westpac Banking Corp 0.277100% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-09-16 N N N 290000000.00 290000000.00 0.0210 N 289997100.00 289997100.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.200000% 96122HVJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Westpac New Zealand Ltd N/A N/A N 33000000.00 32991200.00 0.0024 N 32995050.00 32995050.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1173457.04 1173457.04 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 903327.23 903327.23 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 258579.24 258579.24 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 199054.30 199054.30 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1989106.59 1989106.59 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1531214.25 1531214.25 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 338114.52 338114.52 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 260280.56 260280.56 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KUC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25000000.00 24998319.44 0.0018 N 24998750.00 24998750.00 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KVH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 14000000.00 13996344.44 0.0010 N 13996640.00 13996640.00 Windmill Funding Corp Windmill Funding Corp 0.190000% 97342KWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36000000.00 35986130.00 0.0026 N 35985240.00 35985240.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KWK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 23000000.00 22987222.22 0.0017 N 22989420.00 22989420.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KWT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8995380.00 0.0007 N 8995320.00 8995320.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KX37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15991226.67 0.0012 N 15990880.00 15990880.00