0001145549-11-009467.txt : 20111031 0001145549-11-009467.hdr.sgml : 20111031 20110908095829 ACCESSION NUMBER: 0001145549-11-009467 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110831 FILED AS OF DATE: 20110908 DATE AS OF CHANGE: 20110908 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: 111079687 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 2011-08-31 0000857156 S000004508 4 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 38 68 17454292675.08 3463990.32 690844.31 17457065821.09 0.0021 0.9999 2011-08-31 0.9999 2011-08-31 C000012383 25000.00 12459412088.13 1.00 -429961694.57 199740662.32 629702356.89 0.0001 0.9999 2011-08-31 0.9999 2011-08-31 C000012384 1000000.00 2018978835.75 1.00 -114843511.48 37318021.32 152161532.80 0.0001 0.9999 2011-08-31 0.9999 2011-08-31 C000012385 3000000.00 1742045228.17 1.00 -54363801.54 122286702.49 176650504.03 0.0001 0.9999 2011-08-31 0.9999 2011-08-31 C000038267 10000000.00 1236629669.04 1.00 -311100586.99 44184332.04 355284919.03 0.0001 0.9999 2011-08-31 0.9999 2011-08-31 Amsterdam Funding Corp Amsterdam Funding Corp 0.190000% 03221KW24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 50000000.00 49999736.11 0.0029 N 49999500.00 49999500.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.190000% 03221KW81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5250000.00 5249806.04 0.0003 N 5249790.00 5249790.00 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 25000000.00 24996875.00 0.0014 N 24997250.00 24997250.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KXQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 53000000.00 52982833.90 0.0030 N 52979860.00 52979860.00 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 22999706.11 0.0013 N 22999770.00 22999770.00 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 4000000.00 3999535.56 0.0002 N 3999520.00 3999520.00 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 11996546.67 0.0007 N 11999040.00 11999040.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.200000% 04915UXB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N Y Cash Rabobank Nederland N/A N/A 11000000.00 10997555.56 0.0006 N 10998460.00 10998460.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UZ28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Cash Rabobank Nederland N/A N/A 164000000.00 163886840.00 0.0094 N 163926200.00 163926200.00 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 76000000.00 75949333.34 0.0044 N 75962000.00 75962000.00 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 58000000.00 57959786.66 0.0033 N 57971000.00 57971000.00 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 26000000.00 25979344.45 0.0015 N 25983100.00 25983100.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 127000000.00 127000000.00 0.0073 Security is a time deposit. N 127000000.00 127000000.00 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 54000000.00 54000000.00 0.0031 N 53988120.00 53988120.00 Bank of America, NA Bank of America, NA 0.240000% 06052WDM2 Other Note N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 125000000.00 125000000.00 0.0072 N 125013750.00 125013750.00 Bank of America, NA Bank of America, NA 0.200000% 06052WEV1 Other Note N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 30000000.00 30000000.00 0.0017 N 30001500.00 30001500.00 Bank of America, NA Bank of America, NA 0.200000% 06052WFB4 Other Note N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 26000000.00 26000000.00 0.0015 N 26001300.00 26001300.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 293000000.00 293000000.00 0.0168 N 292988280.00 292988280.00 Bank of America, NA Bank of America, NA 0.553000% 0605A06S8 Other Note N First Tier Security N/A N/A 2011-10-24 2012-08-22 N N N 149000000.00 149000000.00 0.0085 N 149000000.00 149000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFK5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 50000000.00 50000000.00 0.0029 N 49992000.00 49992000.00 Bank of Montreal Bank of Montreal 0.250000% 06366WFW9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 70000000.00 70000000.00 0.0040 N 69991600.00 69991600.00 Bank of Montreal Bank of Montreal 0.220000% 06366WGF5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 4000000.00 4000000.00 0.0002 N 3999200.00 3999200.00 Bank of Montreal Bank of Montreal 0.140000% 06366WHH0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 47000000.00 47000000.00 0.0027 N 47000000.00 47000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417D2K0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 24000000.00 24000000.00 0.0014 N 23996160.00 23996160.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417D2T1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 135000000.00 135000000.00 0.0077 N 134978400.00 134978400.00 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 18000000.00 18000000.00 0.0010 N 17995140.00 17995140.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D6B6 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 81000000.00 81000000.00 0.0046 N 81000000.00 81000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EAL7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 119000000.00 119000000.00 0.0068 N 118923840.00 118923840.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 06417EEE9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 141000000.00 141000000.00 0.0081 N 140998590.00 140998590.00 Bank of the West Bank of the West 0.200000% 0642G0WE7 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 55000000.00 55000000.00 0.0032 N 55003850.00 55003850.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000% 06538DB24 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 26000000.00 26000000.00 0.0015 N 26000000.00 26000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000% 06538DB81 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 46000000.00 46000000.00 0.0026 N 46000000.00 46000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000% 06538DD71 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 72000000.00 72000000.00 0.0041 N 71974080.00 71974080.00 Barclays Bank Plc Barclays Bank Plc 0.707200% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 108000000.00 108000000.00 0.0062 N 108036720.00 108036720.00 Barclays Bank Plc Barclays Bank Plc 0.613000% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-22 2012-02-22 N N N 92000000.00 92000000.00 0.0053 N 91903400.00 91903400.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M110901_2MN4 0000851376 Government Agency Repurchase Agreement Y GNMA 2038-07-20 6.000000 Government Agency Debt 322372215.00 127092791.07 GNMA 2041-04-20 5.000000 Government Agency Debt 149430797.00 164107209.87 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 280000000.00 280000000.00 0.0160 N 280000000.00 280000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 07699U005_0.1100_M110907_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-01 4.000000 Government Agency Debt 447994.00 306677.10 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 179487.00 123467.44 Freddie Mac 2041-06-20 4.500000 Government Agency Debt 25098388.00 27207550.06 GNMA 2039-02-15 5.500000 Government Agency Debt 59898979.00 28444734.99 GNMA 2040-06-15 5.000000 Government Agency Debt 234834.00 205437.89 GNMA 2040-12-20 4.000000 Government Agency Debt 14874201.00 15548577.55 GNMA 2041-07-15 4.500000 Government Agency Debt 5870.00 6380.85 GNMA 2041-07-20 4.500000 Government Agency Debt 3169259.00 3443523.35 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 72000000.00 72000000.00 0.0041 N 72000000.00 72000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 07699U005_0.1200_M110907_2MN4 0000851376 Government Agency Repurchase Agreement Y GNMA 2040-12-15 6.000000 Government Agency Debt 74597826.00 75361403.21 GNMA 2041-01-20 3.500000 Government Agency Debt 65294106.00 66424516.40 GNMA 2041-08-20 4.000000 Government Agency Debt 244650.00 260993.44 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 136000000.00 136000000.00 0.0078 N 135998640.00 135998640.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M110906_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2028-04-25 3.500000 Government Agency Debt 29800000.00 24737724.79 Fannie Mae 2036-04-25 1.557000 Government Agency Debt 39500000.00 24166282.58 Fannie Mae 2041-01-25 1.050000 Government Agency Debt 26932308.00 27119218.22 Freddie Mac 2025-06-15 4.500000 Government Agency Debt 23964327.00 26729522.76 Freddie Mac 2028-09-15 3.500000 Government Agency Debt 23000000.00 23020152.12 Freddie Mac 2036-07-15 0.536000 Government Agency Debt 87243113.00 24857759.57 Freddie Mac 2037-02-15 5.700000 Government Agency Debt 63873534.00 27117665.64 Freddie Mac 2037-03-15 0.486000 Government Agency Debt 50000000.00 24372187.66 Freddie Mac 2037-06-15 4.500000 Government Agency Debt 50187267.00 27211104.04 Freddie Mac 2039-08-15 4.000000 Government Agency Debt 25000000.00 26403512.73 GNMA 2035-07-20 4.500000 Government Agency Debt 14674759.00 15157113.84 GNMA 2037-11-20 0.643000 Government Agency Debt 100000000.00 23431349.63 GNMA 2038-03-20 0.813000 Government Agency Debt 100000000.00 23501749.93 GNMA 2038-11-20 4.000000 Government Agency Debt 23700000.00 25035265.90 GNMA 2040-04-20 0.773000 Government Agency Debt 24516432.00 20688005.41 Unrated Security N/A N/A 2011-09-06 2011-09-06 N N N 346000000.00 346000000.00 0.0198 N 345996540.00 345996540.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XJ9 Other Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N Y BHP Billiton Ltd N/A N/A N 47000000.00 46990795.83 0.0027 N 46984020.00 46984020.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XM2 Other Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N Y BHP Billiton Ltd N/A N/A N 41000000.00 40991458.33 0.0023 N 40984830.00 40984830.00 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 0.0014 N 24005520.00 24005520.00 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 0.0038 N 66027720.00 66027720.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M110901_2MN4 0001197610 Government Agency Repurchase Agreement Y GNMA 2039-11-15 6.000000 Government Agency Debt 312334173.00 249999999.70 GNMA 2041-02-20 4.000000 Government Agency Debt 129496307.00 136059143.72 GNMA 2041-02-20 4.500000 Government Agency Debt 92513428.00 98040857.41 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 470000000.00 470000000.00 0.0269 N 470000000.00 470000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.260000% 0556X1Y48 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y Bank of New Zealand N/A N/A N 44000000.00 43979662.22 0.0025 N 43979760.00 43979760.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.250000% 10513DCH1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 46000000.00 46000000.00 0.0026 N 45995860.00 45995860.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24970076.39 0.0014 N 24982250.00 24982250.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 15000000.00 14981400.00 0.0009 N 14988750.00 14988750.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 86000000.00 85855591.67 0.0049 N 85926900.00 85926900.00 CAFCO, LLC CAFCO, LLC 0.190000% 12476FWD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N Y Letter of Credit Citibank NA N/A N/A 56000000.00 55996453.33 0.0032 N 55997760.00 55997760.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.270800% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-12-28 N N N 120000000.00 120000000.00 0.0069 N 120013200.00 120013200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.270800% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-12-28 N N N 66000000.00 66000000.00 0.0038 N 65997360.00 65997360.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.242100% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2012-01-03 N N N 122000000.00 122000000.00 0.0070 N 121993900.00 121993900.00 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 41996850.00 0.0024 N 41998740.00 41998740.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.400000% 1373X3Y19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 36000000.00 35975600.00 0.0021 N 35983800.00 35983800.00 Chariot Funding, LLC Chariot Funding, LLC 0.130000% 15963UW77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6999848.33 0.0004 N 6999860.00 6999860.00 Chariot Funding, LLC Chariot Funding, LLC 0.150000% 15963UW93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 21999266.67 0.0013 N 21999560.00 21999560.00 Chariot Funding, LLC Chariot Funding, LLC 0.160000% 15963UWC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 8000000.00 7999608.89 0.0005 N 7999760.00 7999760.00 Chariot Funding, LLC Chariot Funding, LLC 0.190000% 15963UXC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 22000000.00 21995239.45 0.0013 N 21996040.00 21996040.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQM8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 47000000.00 47000000.00 0.0027 N 46994360.00 46994360.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAP0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 118000000.00 117853680.00 0.0068 N 117911500.00 117911500.00 Ciesco, LLC Ciesco, LLC 0.190000% 17178CWG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N Y Letter of Credit Citibank NA N/A N/A 72000000.00 71994300.00 0.0041 N 71996400.00 71996400.00 Ciesco, LLC Ciesco, LLC 0.180000% 17178CWG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N Y Letter of Credit Citibank NA N/A N/A 29000000.00 28997825.00 0.0017 N 28998550.00 28998550.00 Citibank, NA Citibank, NA 0.230000% 1730D2L75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 11000000.00 11000000.00 0.0006 N 11000000.00 11000000.00 Citibank, NA Citibank, NA 0.120000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 190000000.00 190000000.00 0.0109 Security is a time deposit. N 190000000.00 190000000.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SYE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Citigroup Inc N/A N/A N 48000000.00 47970400.00 0.0027 N 47988000.00 47988000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20271EGW3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 35000000.00 35000000.00 0.0020 N 34984600.00 34984600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.402100% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-10-27 2012-09-26 N N N 50000000.00 50000000.00 0.0029 N 50020750.00 50020750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.175000% 20272EXL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 28000000.00 27993330.56 0.0016 N 27992440.00 27992440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272EXQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 60000000.00 59984100.00 0.0034 N 59981400.00 59981400.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272EZF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 55000000.00 54959895.82 0.0031 N 54955450.00 54955450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 975LCG007 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 74000000.00 74000000.00 0.0042 N 74000000.00 74000000.00 CRC Funding, LLC CRC Funding, LLC 0.310000% 12622UAJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21973667.22 0.0013 N 21965680.00 21965680.00 CRC Funding, LLC CRC Funding, LLC 0.190000% 12622VWG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 99992083.34 0.0057 N 99992000.00 99992000.00 CRC Funding, LLC CRC Funding, LLC 0.200000% 12622VWP5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13998288.89 0.0008 N 13998320.00 13998320.00 Credit Suisse AG Credit Suisse AG 0.270800% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-12-01 N N N 100000000.00 100000000.00 0.0057 N 99995000.00 99995000.00 Credit Suisse AG 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 84000000.00 84000000.00 0.0048 N 83998320.00 83998320.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550CT76 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 9000000.00 9000000.00 0.0005 N 8999460.00 8999460.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.060000% 22799D001_0.0600_M110901_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-04-20 5.000000 Government Agency Debt 8890000.00 9644510.03 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 9454955.00 9454955.00 0.0005 N 9454955.00 9454955.00 Danaher Corp Danaher Corp 0.130000% 23585MW93 Other Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 6000000.00 5999826.67 0.0003 N 5999760.00 5999760.00 Danaher Corp Danaher Corp 0.150000% 23585MWD4 Other Commercial Paper N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 23000000.00 22998850.00 0.0013 N 22998620.00 22998620.00 Danaher Corp Danaher Corp 0.110000% 23585MWK8 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 15000000.00 14999175.00 0.0009 N 14998650.00 14998650.00 Danaher Corp Danaher Corp 0.120000% 23585MWN2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 28000000.00 27998040.00 0.0016 N 27996920.00 27996920.00 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34000000.00 35033456.36 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 33275057.00 34562624.36 GNMA 2061-07-20 1.695000 Government Agency Debt 12511307.00 12191424.16 United States Treasury Department 2014-01-15 2.000000 Treasury Debt 516300.00 676623.74 First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Deutsche Bank Securities Inc N/A N/A N N 311000000.00 311000000.00 0.0178 N 311006220.00 311006220.00 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 94000000.00 93937033.05 0.0054 N 93921980.00 93921980.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601WX61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 30000000.00 29994458.33 0.0017 N 29993400.00 29993400.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601WXK0 Asset Backed Commercial Paper N First Tier Security N/A 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Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111024_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349994.00 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 522160.87 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349970.24 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349982.84 EASTMAN KODAK CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 24633.00 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349989.55 HARSCO CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 499029.54 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349984.62 KODIAK OIL & GAS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1225419.84 LAS VEGAS SANDS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1308809.00 NATURAL GAS SERVICES GROUP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 913745.15 ORIENT-EXPRESS HOTELS LTD CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1311868.08 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349950.24 PIPER JAFFRAY COS COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1285997.00 PROVIDENT FINL SVCS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1187869.28 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349981.36 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349970.96 TRW AUTOMOTIVE HLDGS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1260430.70 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349993.89 VAIL RESORTS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1315056.99 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349986.00 VANTAGE DRILLING COMPANY ORD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1295248.68 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349969.50 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1349959.80 First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 27000000.00 27000000.00 0.0015 Repurchase agreement collateralized by common stock and ETFs. Y 27017280.00 27017280.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111201_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349989.45 BERKSHIRE HATHAWAY INC DEL CL B NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1535886.30 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349953.31 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349966.51 CHEMTURA CORP COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1417916.40 CIGNA CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349977.80 COACH INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349953.72 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349965.84 CORE LABORATORIES N V COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1523076.23 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349980.90 GOLD RESOURCE CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1505482.08 HESS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349978.80 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349964.58 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349992.48 NEWMONT MINING CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349993.45 ORMAT TECHNOLOGIES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 854137.49 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349983.00 POLYONE CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 235570.14 PROLOGIS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1477438.48 SKILLED HEALTHCARE GROUP INCCL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1500951.20 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349957.52 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349952.28 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349978.73 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349984.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349973.74 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3349996.28 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 67000000.00 67000000.00 0.0038 Repurchase agreement collateralized by common stock and ETFs. Y 67000000.00 67000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111101_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249990.50 AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849997.80 AOL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1079998.02 ATWOOD OCEANICS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1178218.51 BECTON DICKINSON & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1113670.35 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249978.21 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849958.20 CENTRAL VT PUB SVC CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 428449.20 CLOUD PEAK ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1062918.95 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249972.32 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849975.72 DYNEGY INC DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849999.54 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249980.76 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849982.49 FEDERATED INVS INC PA CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849999.40 GOVERNMENT PPTYS INCOME TR COM SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849981.24 HARSCO CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 683343.90 HOWARD HUGHES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1136087.34 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249996.74 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849971.10 KIMBERLY CLARK CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 423590.64 LAZARD LTD SHS A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849984.63 LIN TV CORP CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 510947.08 LYONDELLBASELL INDUSTRIES N SHS - A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1172924.22 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249959.12 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849994.64 PIER 1 IMPORTS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1175561.40 REGAL ENTMT GROUP CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849989.91 ROCKWELL AUTOMATION INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849994.21 SANDRIDGE ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849995.16 SL GREEN RLTY CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849930.71 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249997.84 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 132343.12 TCF FINL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1090803.36 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 716336.83 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 628650.06 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 533624.11 TRAVELERS COMPANIES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849954.88 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249969.91 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849997.68 U S G CORP COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1133149.44 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249996.00 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849992.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249978.82 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849968.44 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1249968.78 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 849950.68 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 42000000.00 42000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. Y 42032760.00 42032760.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111107_2MN4 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499993.20 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499957.09 CIGNA CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499986.20 COACH INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499964.25 COMMUNITY HEALTH SYS INC NEWCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499995.39 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499956.12 CORN PRODS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499993.18 DTE ENERGY CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3378075.36 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 3936753.24 HESS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499971.90 MERCK & CO INC NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499975.20 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499999.52 NEWMONT MINING CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499991.06 NOBLE ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 5685548.40 OCCIDENTAL PETE CORP DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499947.30 PFIZER INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499992.33 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499983.76 PLAINS EXPL& PRODTN CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499991.68 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499998.96 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499994.06 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499988.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6499966.12 First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 130000000.00 130000000.00 0.0074 Repurchase agreement collateralized by common stock and ETFs. Y 130000000.00 130000000.00 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 55000000.00 54992162.50 0.0032 N 54990100.00 54990100.00 Govco, LLC Govco, LLC 0.190000% 38362WX71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Credit / Liquidity Citibank NA N/A N/A 38000000.00 37992780.00 0.0022 N 37990500.00 37990500.00 Govco, LLC Govco, LLC 0.190000% 38362WXB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N Y Credit / Liquidity Citibank NA N/A N/A 47000000.00 46990077.78 0.0027 N 46986840.00 46986840.00 Govco, LLC Govco, LLC 0.250000% 38362WXJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Credit / Liquidity Citibank NA N/A N/A 50000000.00 49983680.55 0.0029 N 49983000.00 49983000.00 Govco, LLC Govco, LLC 0.250000% 38362WXX4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N Y Credit / Liquidity Citibank NA N/A N/A 48000000.00 47980000.00 0.0027 N 47978880.00 47978880.00 Govco, LLC Govco, LLC 0.260000% 38362WYF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14991875.00 0.0009 N 14991150.00 14991150.00 Govco, LLC Govco, LLC 0.290000% 38362WZC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N Y Credit / Liquidity Citibank NA N/A N/A 50000000.00 49958916.67 0.0029 N 49954000.00 49954000.00 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 17000000.00 16985483.89 0.0010 N 16983510.00 16983510.00 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 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40016391.88 40016391.88 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5YJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 28000000.00 27987260.00 0.0016 N 27991320.00 27991320.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 06399U000_0.0700_M110901_2MN4 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2017-04-25 6.000000 Government Agency Debt 12500000.00 7830266.02 Fannie Mae 2019-06-25 4.500000 Government Agency Debt 10714286.00 8928702.58 Fannie Mae 2019-07-25 4.500000 Government Agency Debt 44000000.00 8111716.03 Fannie Mae 2022-09-25 5.000000 Government Agency Debt 57000000.00 8646721.03 Fannie Mae 2025-10-25 3.500000 Government Agency Debt 8566414.00 8597772.67 Fannie Mae 2028-11-25 4.000000 Government Agency Debt 8600000.00 5785869.07 Fannie Mae 2033-01-25 5.500000 Government Agency Debt 12495087.00 5689203.75 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0.0058 N 101989800.00 101989800.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000% 64577M3F5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-01 2011-10-03 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 900000.00 900000.00 0.0001 N 900000.00 900000.00 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 20000000.00 19998777.78 0.0011 N 19999000.00 19999000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SXC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 2000000.00 1999498.89 0.0001 N 1999480.00 1999480.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SXD5 Asset Backed Commercial Paper 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Agreement Royal Bank of Canada N/A N/A 12986000.00 12982230.45 0.0007 N 12983013.22 12983013.22 Old Line Funding, LLC Old Line Funding, LLC 0.170000% 67983UXT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 45030000.00 45018092.07 0.0026 N 45019643.10 45019643.10 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UYH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 38367000.00 38348946.20 0.0022 N 38353571.55 38353571.55 Rabobank Nederland Rabobank Nederland 0.297200% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 125000000.00 125000000.00 0.0072 N 125002500.00 125002500.00 Rabobank Nederland Rabobank Nederland 0.280100% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-10-07 N N N 22000000.00 22000000.00 0.0013 N 22001100.00 22001100.00 Rabobank Nederland Rabobank Nederland 0.285600% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-12-05 N N N 150000000.00 150000000.00 0.0086 N 150015000.00 150015000.00 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 4997650.00 0.0003 N 4998800.00 4998800.00 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 32000000.00 31918648.89 0.0018 N 31926720.00 31926720.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.470000% 7562E0CT1 Other Commercial Paper N First Tier Security N/A N/A 2012-03-27 2012-03-27 N Y Reckitt Benckiser Group Plc N/A N/A N 4000000.00 3989137.78 0.0002 N 3987960.00 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2011-11-18 2011-11-18 N N N 136000000.00 136000000.00 0.0078 N 136005440.00 136005440.00 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 47000000.00 47000000.00 0.0027 N 46998590.00 46998590.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290800% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-10-28 N N N 60000000.00 60000000.00 0.0034 N 60005400.00 60005400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YR88 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 155000000.00 155000000.00 0.0089 N 155000000.00 155000000.00 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 0.0054 N 95004750.00 95004750.00 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 0.0027 N 47003290.00 47003290.00 UBS AG UBS AG 0.607200% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 87000000.00 87000000.00 0.0050 N 86999130.00 86999130.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.200000% 90262DX67 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N Y UBS AG N/A N/A N 11000000.00 10997861.11 0.0006 N 10997800.00 10997800.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.280000% 90262DZC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N Y UBS AG N/A N/A N 44000000.00 43965093.33 0.0025 N 43959520.00 43959520.00 UBS Securities LLC UBS Securities LLC 0.080000% 99EPPA003_0.0800_M110901_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-03-01 4.000000 Government Agency Debt 160515658.00 163200000.36 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 160000000.00 160000000.00 0.0092 N 160000000.00 160000000.00 Union Bank, NA Union Bank, NA 0.190000% 90527MSJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 16000000.00 16000000.00 0.0009 N 15999040.00 15999040.00 Union Bank, NA Union Bank, NA 0.190000% 90527MSK3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 5000000.00 5000000.00 0.0003 N 4999600.00 4999600.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 28000000.00 28000000.00 0.0016 N 27992720.00 27992720.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTS5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 20000000.00 20000000.00 0.0011 N 19994800.00 19994800.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.300800% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2011-09-30 2012-07-01 N N N 35000000.00 35000000.00 0.0020 N 35000350.00 35000350.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.140000% 92217MW60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 80000000.00 79998444.45 0.0046 N 79998400.00 79998400.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MX69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 40000000.00 39993388.89 0.0023 N 39991600.00 39991600.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 70000000.00 69997861.11 0.0040 N 69997900.00 69997900.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 15000000.00 14999266.66 0.0009 N 14999400.00 14999400.00 Westpac Banking Corp Westpac Banking Corp 0.285800% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2012-01-10 N N N 60000000.00 60000000.00 0.0034 N 60000000.00 60000000.00 Westpac Banking Corp Westpac Banking Corp 0.278300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-05-01 N N N 247000000.00 247000000.00 0.0141 N 246886380.00 246886380.00 Westpac Banking Corp Westpac Banking Corp 0.298300% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 237000000.00 237000000.00 0.0136 N 236995260.00 236995260.00 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 650722.09 650722.09 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 526689.87 526689.87 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 0.0001 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 774441.72 774441.72 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 929344.74 929344.74 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 0.0002 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 2323152.35 2323152.35 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 836452.10 836452.10 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 294315.05 294315.05 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 464708.14 464708.14 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 139407.57 139407.57 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 16000000.00 15998000.00 0.0009 N 15998400.00 15998400.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KXQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 13000000.00 12995789.45 0.0007 N 12995450.00 12995450.00