0001145549-11-010719.txt : 20111128 0001145549-11-010719.hdr.sgml : 20111128 20111007140952 ACCESSION NUMBER: 0001145549-11-010719 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111007 DATE AS OF CHANGE: 20111007 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: 111131841 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 2011-09-30 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 35 53 14295181119.02 3442075.37 984908.08 14297638286.31 0.0021 1.0000 2011-09-30 1.0000 2011-09-30 C000012373 1.00 14297638286.31 1.00 -318094393.06 3189998052.53 3508092445.59 0.0001 1.0000 2011-09-30 1.0000 2011-09-30 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.380000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.260000% 03221KXL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15000000.00 14998158.34 0.0010 N 14998350.00 14998350.00 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 34000000.00 33995636.67 0.0024 N 33995240.00 33995240.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.270000% 03221KXT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 43000000.00 42992260.00 0.0030 N 42993120.00 42993120.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.270000% 04014BXR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 101000000.00 100983335.00 0.0071 N 100984850.00 100984850.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.280000% 04014BY13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 29000000.00 28993458.89 0.0020 N 28994490.00 28994490.00 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 1999250.00 0.0001 N 1999740.00 1999740.00 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 42980124.44 0.0030 N 42991830.00 42991830.00 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 999555.56 0.0001 N 999810.00 999810.00 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 1998873.33 0.0001 N 1999560.00 1999560.00 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 21988694.45 0.0015 N 21991200.00 21991200.00 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 0.0050 N 71000000.00 71000000.00 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 0.0035 N 49992000.00 49992000.00 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 34000000.00 34000000.00 0.0024 N 34000000.00 34000000.00 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 9000000.00 9000000.00 0.0006 N 8999910.00 8999910.00 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 30000000.00 30000000.00 0.0021 N 29989800.00 29989800.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFV0 Other Note N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 65000000.00 65000000.00 0.0045 N 64996750.00 64996750.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFW8 Other Note N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 20000000.00 20000000.00 0.0014 N 19999000.00 19999000.00 Bank of America, NA Bank of America, NA 0.250000% 06052WGB3 Other Note N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 250000000.00 250000000.00 0.0175 N 249987500.00 249987500.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFA7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 94000000.00 94000000.00 0.0066 N 94012220.00 94012220.00 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 101000000.00 101000000.00 0.0071 N 101015150.00 101015150.00 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 2999550.00 2999550.00 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 0.0054 N 76988450.00 76988450.00 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 0.0046 N 65990760.00 65990760.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 9000000.00 0.0006 N 8998020.00 8998020.00 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 1000000.00 1000000.00 0.0001 N 999620.00 999620.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417EBH5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417EBX0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 125000000.00 125000000.00 0.0087 N 124996250.00 124996250.00 Bank of Nova Scotia Bank of Nova Scotia 0.295000% 06417EFA6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 6000000.00 6000000.00 0.0004 N 5999640.00 5999640.00 Bank of Nova Scotia Bank of Nova Scotia 0.050000% 06417EHQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 140000000.00 140000000.00 0.0098 N 139995800.00 139995800.00 Bank of the West Bank of the West 0.200000% 0642G0WF4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 40000000.00 40000000.00 0.0028 N 40001600.00 40001600.00 Barclays Bank Plc Barclays Bank Plc 0.729000% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 85000000.00 85000000.00 0.0059 N 85008500.00 85008500.00 Barclays Bank Plc Barclays Bank Plc 0.629400% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2012-02-16 N N N 30000000.00 30000000.00 0.0021 N 30014400.00 30014400.00 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 20015400.00 20015400.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M111003_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2013-06-30 3.375000 Treasury Debt 67185000.00 71400018.94 Unrated Security N/A N/A 2011-10-03 2011-10-03 N N N 70000000.00 70000000.00 0.0049 N 70000000.00 70000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 07699U005_0.1400_M111007_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2039-05-01 6.000000 Government Agency Debt 3088579.00 3174991.45 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 758793.00 733123.98 Fannie Mae 2041-09-01 2.908000 Government Agency Debt 86136.00 89593.72 United States Treasury Department 2013-07-31 0.375000 Treasury Debt 29956100.00 30036729.94 United States Treasury Department 2038-05-15 4.500000 Treasury Debt 78496000.00 102204539.36 Unrated Security N/A N/A 2011-10-07 2011-10-07 Y BARCLAYS CAPITAL INC N/A N/A N N 132000000.00 132000000.00 0.0092 N 132000000.00 132000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M111007_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-02-01 2.119000 Government Agency Debt 42383467.00 6047464.65 Fannie Mae 2019-08-01 4.172000 Government Agency Debt 7312985.00 6023207.12 Fannie Mae 2020-11-01 3.379000 Government Agency Debt 5314000.00 5498687.92 Fannie Mae 2024-02-01 5.569000 Government Agency Debt 4500000.00 4920668.93 Fannie Mae 2035-02-01 4.777000 Government Agency Debt 23655248.00 5776742.65 Fannie Mae 2036-05-01 2.600000 Government Agency Debt 25646270.00 6081741.96 Fannie Mae 2036-06-01 2.608000 Government Agency Debt 40004796.00 5224157.67 Fannie Mae 2036-07-01 5.981000 Government Agency Debt 14000000.00 4874993.45 Fannie Mae 2036-08-01 2.520000 Government Agency Debt 23603064.00 5180745.28 Fannie Mae 2036-09-01 4.000000 Government Agency Debt 963899.00 1016035.16 Fannie Mae 2036-11-01 5.873000 Government Agency Debt 25004556.00 6024108.59 Fannie Mae 2037-04-01 5.555000 Government Agency Debt 7047326.00 5488342.06 Fannie Mae 2037-07-01 5.772000 Government Agency Debt 6344310.00 6080457.49 Fannie Mae 2037-09-01 5.997000 Government Agency Debt 20075386.00 5027169.66 Fannie Mae 2038-01-01 5.800000 Government Agency Debt 20041172.00 5770999.70 Fannie Mae 2038-02-01 3.126000 Government Agency Debt 13080400.00 5596523.08 Fannie Mae 2038-03-01 3.791000 Government Agency Debt 1951207.00 665995.43 Fannie Mae 2038-07-01 2.285000 Government Agency Debt 6762275.00 5181715.07 Fannie Mae 2038-08-01 5.372000 Government Agency Debt 19420555.00 5726969.29 Fannie Mae 2039-04-01 4.500000 Government Agency Debt 1495537.00 1189484.76 Fannie Mae 2039-11-01 3.861000 Government Agency Debt 13185000.00 5731710.63 Fannie Mae 2040-09-01 5.000000 Government Agency Debt 7615000.00 7116373.67 Fannie Mae 2041-01-01 2.852000 Government Agency Debt 6554991.00 5811256.34 Fannie Mae 2041-02-01 3.256000 Government Agency Debt 6416854.00 6004759.91 Fannie Mae 2041-05-01 3.609000 Government Agency Debt 5850000.00 5986544.40 Fannie Mae 2041-07-01 2.972000 Government Agency Debt 737417.00 766197.14 Fannie Mae 2041-09-01 3.587000 Government Agency Debt 5137383.00 5350161.19 Fannie Mae 2041-10-01 2.791000 Government Agency Debt 5032439.00 5236536.13 Fannie Mae 2044-03-01 1.452000 Government Agency Debt 77463805.00 6107830.25 Fannie Mae 2044-04-01 1.452000 Government Agency Debt 54152574.00 5928775.09 Freddie Mac 2040-10-20 4.500000 Government Agency Debt 48729311.00 49035548.06 Freddie Mac 2041-04-01 5.000000 Government Agency Debt 6712290.00 7081830.95 GNMA 2041-03-20 4.500000 Government Agency Debt 7297798.00 7725175.15 United States Treasury Department 2021-05-15 3.125000 Treasury Debt 1948000.00 2179478.40 Unrated Security N/A N/A 2011-10-07 2011-10-07 Y BARCLAYS CAPITAL INC N/A N/A N N 209000000.00 209000000.00 0.0146 N 209000000.00 209000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M111007_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2021-07-01 3.000000 Government Agency Debt 7000000.00 7075661.89 Fannie Mae 2033-09-01 2.578000 Government Agency Debt 22000000.00 3457855.66 Fannie Mae 2034-01-01 2.540000 Government Agency Debt 50000000.00 4037594.29 Fannie Mae 2034-02-01 2.351000 Government Agency Debt 45097789.00 4531070.72 Fannie Mae 2034-02-01 2.487000 Government Agency Debt 11976925.00 3332117.79 Fannie Mae 2034-03-01 2.455000 Government Agency Debt 7629596.00 4761053.54 Fannie Mae 2034-07-01 2.367000 Government Agency Debt 13680000.00 4515934.92 Fannie Mae 2034-07-01 2.482000 Government Agency Debt 19197609.00 4198199.27 Fannie Mae 2034-11-01 2.390000 Government Agency Debt 2764798.00 391358.26 Fannie Mae 2035-01-01 2.440000 Government Agency Debt 32195000.00 3402529.22 Fannie Mae 2035-05-01 5.174000 Government Agency Debt 12153000.00 3364231.80 Fannie Mae 2035-10-01 2.441000 Government Agency Debt 17800000.00 3978274.32 Fannie Mae 2035-11-01 5.419000 Government Agency Debt 19863235.00 3936640.17 Fannie Mae 2035-12-01 5.267000 Government Agency Debt 14000864.00 4050876.13 Fannie Mae 2036-03-01 5.834000 Government Agency Debt 14766044.00 4261315.09 Fannie Mae 2036-08-01 2.750000 Government Agency Debt 10735472.00 3879922.85 Fannie Mae 2036-09-01 4.000000 Government Agency Debt 5763986.00 6075753.21 Fannie Mae 2036-10-01 6.162000 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Government Agency Debt 5018101.00 4731180.79 Fannie Mae 2038-05-01 4.690000 Government Agency Debt 10500000.00 3342768.46 Fannie Mae 2038-05-01 4.800000 Government Agency Debt 8300000.00 4144800.19 Fannie Mae 2038-08-01 5.754000 Government Agency Debt 10006464.00 3314651.56 Fannie Mae 2039-07-01 4.813000 Government Agency Debt 7505000.00 4600065.10 Fannie Mae 2039-12-01 4.382000 Government Agency Debt 6413945.00 4832186.41 Fannie Mae 2040-03-01 4.381000 Government Agency Debt 4602559.00 3824684.02 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 6959186.00 7015158.85 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 4428317.00 4576555.20 Fannie Mae 2041-03-01 3.744000 Government Agency Debt 3475170.00 3509553.85 Fannie Mae 2041-04-01 3.983000 Government Agency Debt 3607750.00 3809096.47 Fannie Mae 2041-05-01 2.641000 Government Agency Debt 5642476.00 4814809.90 Fannie Mae 2041-06-01 2.421000 Government Agency Debt 4500000.00 4609011.99 Fannie Mae 2041-06-01 3.118000 Government Agency Debt 4500000.00 4487362.48 Fannie Mae 2041-06-01 3.880000 Government Agency Debt 3813693.00 3987371.41 Fannie Mae 2041-06-01 4.080000 Government Agency Debt 3624374.00 3603493.76 Fannie Mae 2041-08-01 2.835000 Government Agency Debt 3682050.00 3828845.32 Fannie Mae 2041-08-01 3.023000 Government Agency Debt 3829438.00 3987175.15 Fannie Mae 2041-08-01 3.303000 Government Agency Debt 3252077.00 3381682.64 Fannie Mae 2041-08-01 3.775000 Government Agency Debt 3130000.00 3274791.85 Fannie Mae 2041-09-01 3.483000 Government Agency Debt 4222399.00 4402279.98 Freddie Mac 2018-07-01 4.000000 Government Agency Debt 32745404.00 7009700.86 Unrated Security N/A N/A 2011-10-07 2011-10-07 Y BARCLAYS CAPITAL INC N/A N/A N N 211000000.00 211000000.00 0.0148 N 211000000.00 211000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.040000% 992JYM004_0.0400_M111007_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2014-08-28 0.875000 Government Agency Debt 34134000.00 34372520.81 Freddie Mac 2013-06-17 0.000000 Government Agency Debt 58357000.00 58327821.50 Unrated Security N/A N/A 2011-10-07 2011-10-07 N N N 90000000.00 90000000.00 0.0063 N 90000000.00 90000000.00 Barton Capital, LLC Barton Capital, LLC 0.550000% 06945MX35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 105016000.00 105016000.00 0.0073 N 105015033.85 105015033.85 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 38000000.00 37997625.00 0.0027 N 37996580.00 37996580.00 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 34000000.00 33997450.00 0.0024 N 33996260.00 33996260.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 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Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 1000000.00 999991.25 0.0001 N 999997.00 999997.00 Fannie Mae Fannie Mae 0.100000% 313588NB7 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 20000000.00 19999222.22 0.0014 N 19999920.00 19999920.00 Fannie Mae Fannie Mae 0.035000% 313588NB7 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 15000000.00 14999795.83 0.0010 N 14999940.00 14999940.00 Fannie Mae Fannie Mae 0.030000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 3000000.00 2999942.50 0.0002 N 2999982.00 2999982.00 Fannie Mae Fannie Mae 0.030000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 1000000.00 999969.17 0.0001 N 999990.00 999990.00 Fannie Mae Fannie Mae 0.025000% 313588PQ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 20000000.00 19999291.67 0.0014 N 19999720.00 19999720.00 Fannie Mae Fannie Mae 0.020000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 2400000.00 2399921.33 0.0002 N 2399961.60 2399961.60 Fannie Mae Fannie Mae 0.035000% 313588RY3 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 3000000.00 2999687.91 0.0002 N 2999910.00 2999910.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MP1 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 114000000.00 113999746.67 0.0080 N 113999886.00 113999886.00 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384MP1 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 2000000.00 1999998.89 0.0001 N 1999998.00 1999998.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384MQ9 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 27000000.00 26999921.25 0.0019 N 26999973.00 26999973.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 195000000.00 194999349.99 0.0136 N 194999805.00 194999805.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384MV8 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 40000000.00 39999822.22 0.0028 N 39999920.00 39999920.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 9900000.00 9899888.63 0.0007 N 9899970.30 9899970.30 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 2000000.00 1999980.00 0.0001 N 1999994.00 1999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384NF2 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 7000000.00 6999930.00 0.0005 N 6999965.00 6999965.00 Federal Home Loan Bank Federal Home Loan Bank 0.001000% 313384NK1 Government Agency Debt N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 19000000.00 18999988.39 0.0013 N 18999886.00 18999886.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384NL9 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 30000000.00 29999616.67 0.0021 N 29999820.00 29999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 15000000.00 14999733.33 0.0010 N 14999865.00 14999865.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384NV7 Government Agency Debt N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 4000000.00 3999857.78 0.0003 N 3999964.00 3999964.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384PA1 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 15000000.00 14999460.42 0.0010 N 14999850.00 14999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384PF0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 15000000.00 14999387.50 0.0010 N 14999820.00 14999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 74000000.00 73994799.46 0.0052 N 73999038.00 73999038.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 7000000.00 6999731.67 0.0005 N 6999909.00 6999909.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384PQ6 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 55000000.00 54998441.66 0.0038 N 54999230.00 54999230.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384PS2 Government Agency Debt N First Tier Security N/A N/A 2011-11-25 2011-11-25 N N N 95000000.00 94997902.08 0.0066 N 94998575.00 94998575.00 Freddie Mac Freddie Mac 0.030000% 313396MM2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Freddie Mac Freddie Mac 0.040000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 9700000.00 9699989.22 0.0007 N 9700000.00 9700000.00 Freddie Mac Freddie Mac 0.030000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8300000.00 8299993.08 0.0006 N 8300000.00 8300000.00 Freddie Mac Freddie Mac 0.050000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 10000000.00 9999875.00 0.0007 N 9999970.00 9999970.00 Freddie Mac Freddie Mac 0.020000% 313396MY6 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 34000000.00 33999792.22 0.0024 N 33999898.00 33999898.00 Freddie Mac Freddie Mac 0.035000% 313396NC3 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 25000000.00 24999635.42 0.0017 N 24999900.00 24999900.00 Freddie Mac Freddie Mac 0.005000% 313396NJ8 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 51000000.00 50999851.25 0.0036 N 50999694.00 50999694.00 Freddie Mac Freddie Mac 0.035000% 313396PA5 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 66000000.00 65997625.84 0.0046 N 65999340.00 65999340.00 Freddie Mac Freddie Mac 0.030000% 313396PH0 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 62000000.00 61997726.66 0.0043 N 61999256.00 61999256.00 Freddie Mac Freddie Mac 0.035000% 313396QS5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 14000000.00 13998951.94 0.0010 N 13999706.00 13999706.00 Freddie Mac Freddie Mac 0.146100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2012-08-10 N N N 125000000.00 125000000.00 0.0087 N 125119250.00 125119250.00 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 64958020.83 0.0045 N 64978550.00 64978550.00 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 9993472.22 0.0007 N 9996600.00 9996600.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HA98 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 19000000.00 18989655.55 0.0013 N 18992590.00 18992590.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 48000000.00 47965333.32 0.0034 N 47979840.00 47979840.00 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 3997333.33 0.0003 N 3998320.00 3998320.00 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 109945763.88 0.0077 N 109976900.00 109976900.00 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 32982354.17 0.0023 N 32992740.00 32992740.00 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 3997611.11 0.0003 N 3999000.00 3999000.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M111027_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749996.90 AGCO CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749995.68 ARCHER DANIELS MIDLAND CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749989.16 BEST BUY INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749996.40 CAMERON INTERNATIONAL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749959.68 CONSOL ENERGY INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 10961.26 CVS CAREMARK CORPORATION COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749973.92 DPL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1008471.62 ENNIS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1326598.14 GOODRICH CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749969.24 ISTAR FINL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749999.66 KINETIC CONCEPTS INC COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749990.84 LILLY ELI & CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749967.75 LORILLARD INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749892.86 NEUSTAR INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749990.58 PLUM CREEK TIMBER CO INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749989.20 PPL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749983.30 ROCK-TENN CO CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749975.32 TEEKAY CORPORATION COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749979.70 UNITED STATES STL CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1154353.59 VISTEON CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749976.20 WESTERN DIGITAL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749999.30 WEYERHAEUSER CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1749996.67 First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 35000000.00 35000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. Y 35000000.00 35000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111024_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699998.76 AMERIGROUP CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699961.77 APACHE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699921.60 BOEING CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699978.51 BRIDGEPOINT ED INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699984.52 CAMERON INTERNATIONAL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699992.58 CELANESE CORP DEL COM SER 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699982.92 CNO FINL GROUP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699999.10 COMMONWEALTH REIT COM SH B 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699987.50 EMULEX CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 161887.68 ENNIS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 405672.54 FLOWSERVE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699933.00 FOREST LABS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699976.03 GOODRICH CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699963.48 HOME DEPOT INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699993.64 L-3 COMMUNICATIONS HLDGS INCCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699937.92 NEUSTAR INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 132934.62 NICOR INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699970.56 OCWEN FINL CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699997.50 PHILIP MORRIS INTL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699949.35 PPL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699987.55 STONERIDGE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699999.10 UNITED STATES STL CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 699989.94 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 14003360.00 14003360.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111025_2M54 0000769993 Other Repurchase Agreement N AAR CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 38537.73 ACCRETIVE HEALTH INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 106293.61 AECOM TECHNOLOGY CORP DELAWACOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 68593.14 AES CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199994.88 AGREE REALTY CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 9943.35 ALLIANCE HEALTHCARE SRVCS INCOM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 23005.71 AMDOCS LTD ORD 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199989.25 AMERICAN AXLE & MFG HLDGS INCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 548828.68 AMERICAN CAMPUS CMNTYS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 176231.02 AMERICAN EXPRESS CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 91571.20 AMERICAN VANGUARD CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 2523.82 AMERON INTL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 65627.70 AMPHENOL CORP NEW CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 29246.40 APOLLO COML REAL EST FIN INCCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 173034.54 APPLIED INDL TECHNOLOGIES INCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 103173.42 ARMSTRONG WORLD INDS INC NEWCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 100371.75 ASHFORD HOSPITALITY TR INC COM SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 67512.69 ASTORIA FINL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 65157.20 AVERY DENNISON CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 236996.00 AVX CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 606572.90 AZZ INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 112130.10 BAKER MICHAEL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 218010.80 BANCO LATINOAMERICANO DE COMSHS E 2011-09-30 N/A Other Instrument common stock or ETF 0.00 21431.43 BANK HAWAII CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 271212.48 BEAZER HOMES USA INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 126053.73 BLOCK H & R INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 134842.33 BOSTON SCIENTIFIC CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 177912.60 BRINKER INTL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 14026.44 BRINKS CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 73156.32 BUCKLE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 52944.66 BUILD A BEAR WORKSHOP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 103734.68 CAI INTERNATIONAL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 19629.80 CAL DIVE INTL INC DEL COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 227210.00 CALIX INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 55175.50 CALLON PETE CO DEL COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 11876.41 CAMAC ENERGY INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 130802.61 CAMERON INTERNATIONAL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199965.38 CARLISLE COS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 15996.64 CARMAX INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 188136.00 CARTER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 612593.28 CASCADE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 70332.79 CB RICHARD ELLIS GROUP INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 328000.42 CBL & ASSOC PPTYS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 13724.95 CHATHAM LODGING TR COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 135957.54 CHEMTURA CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 305176.48 CHESAPEAKE LODGING TR SH BEN I 2011-09-30 N/A Other Instrument common stock or ETF 0.00 16582.54 CIBER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 18411.36 CIGNA CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199968.76 CINEMARK HOLDINGS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 152849.64 CITIZENS INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 19192.81 CLEAR CHANNEL OUTDOOR HLDGS CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 404289.72 CLEARWATER PAPER CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 110785.08 CNH GLOBAL N V SHS NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 627621.75 COACH INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199956.00 COGDELL SPENCER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 166399.20 COLE KENNETH PRODTNS INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 91874.12 CONSOLIDATED EDISON INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 18396.51 CONSOLIDATED GRAPHICS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 37797.84 COPA HOLDINGS SA CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 615200.24 CREXUS INVT CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 651699.39 DOLAN CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 39297.36 DOLBY LABORATORIES INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 170762.89 DOLE FOOD CO INC NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 610630.69 DORAL FINL CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 15605.30 DSW INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 140750.61 DUCOMMUN INC DEL COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 20945.88 DUN & BRADSTREET CORP DEL NECOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 215592.57 DYNEGY INC DEL COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 190845.00 EASTMAN KODAK CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 628784.78 EATON CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 40932.72 EATON VANCE CORP COM NON 2011-09-30 N/A Other Instrument common stock or ETF 0.00 26796.08 EMERITUS CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 14797.44 ENDURANCE SPECIALTY HLDGS LTSHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 30478.09 ENTERGY CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 23658.06 ENTERTAINMENT PPTYS TR COM SH B 2011-09-30 N/A Other Instrument common stock or ETF 0.00 139048.98 ENTRAVISION COMMUNICATIONS CCL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 41526.84 ENZO BIOCHEM INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 56012.04 EQUITY ONE COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 430600.50 ESSEX PPTY TR INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 45587.70 ESTERLINE TECHNOLOGIES CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 104283.78 EVERCORE PARTNERS INC CLASS A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 36324.67 EVOLUTION PETROLEUM CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 115119.45 EXCEL TR INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 138137.94 EXTRA SPACE STORAGE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 145629.94 FEDERATED INVS INC PA CL B 2011-09-30 N/A Other Instrument common stock or ETF 0.00 272033.68 FIRST COMWLTH FINL CORP PA COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 121482.20 FIRST REP BK SAN FRAN CALI NCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 44613.36 FIVE STAR QUALITY CARE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 87329.28 FORTEGRA FINL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 208114.40 FRONTLINE LTD SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 55221.60 FURNITURE BRANDS INTL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 29816.80 FXCM INC COM CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 417875.04 GASTAR EXPL LTD COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 30812.32 GENERAL MARITIME CORP NEW SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 56745.00 GENERAL MARITIME CORP NEW SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 15493.71 GEORGIA GULF CORP COM PAR$ 2011-09-30 N/A Other Instrument common stock or ETF 0.00 328789.18 GLOBAL PMTS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 418046.20 GMX RES INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 182090.65 GOLD RESOURCE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 14538.15 GOODRICH CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199901.40 GOODYEAR TIRE & RUBR CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 284814.75 GORMAN RUPP CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 647.00 GRACO INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 119641.08 GRAHAM CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 157247.20 GRAPHIC PACKAGING HLDG CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 93154.90 GRAY TELEVISION INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 284239.01 GREENHILL & CO INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 17700.45 GREIF INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 434676.55 HAEMONETICS CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 13508.71 HARMAN INTL INDS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 250264.00 HARTFORD FINL SVCS GROUP INCCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 188535.09 HEALTH MGMT ASSOC INC NEW CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 79539.57 HECKMANN CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 243695.68 HEICO CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 3663.75 HHGREGG INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 278180.01 HIGHER ONE HLDGS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 69812.74 HOME PROPERTIES INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 164561.04 HORACE MANN EDUCATORS CORP NCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 35369.88 HUBBELL INC CL B 2011-09-30 N/A Other Instrument common stock or ETF 0.00 497337.40 HYPERDYNAMICS CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 207069.69 IDACORP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 204683.16 INVESCO LTD SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 5398.88 INVESCO MORTGAGE CAPITAL INCCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 465521.00 ION GEOPHYSICAL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 643060.26 IRON MTN INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 586523.43 JAGUAR MNG INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 60230.79 JOHN BEAN TECHNOLOGIES CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 36143.82 JPMORGAN CHASE & CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199995.85 KAYDON CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 79508.33 KEMET CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 275879.17 KENNAMETAL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 54502.50 KEY ENERGY SVCS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 237061.90 KEYCORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 24839.01 KINDRED HEALTHCARE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 416583.00 KIRBY CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 418072.05 KITE RLTY GROUP TR COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 20929.68 KODIAK OIL & GAS CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 478548.06 KRATON PERFORMANCE POLYMERS COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 1898.78 LANNET INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 72119.25 LEGG MASON INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 48267.17 LEUCADIA NATL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 234406.08 LIBERTY PPTY TR SH BEN I 2011-09-30 N/A Other Instrument common stock or ETF 0.00 10729.68 LINCOLN NATL CORP IND COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 257566.08 LIONS GATE ENTMNT CORP COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 392675.40 LYDALL INC DEL COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 19143.00 M & T BK CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 487706.45 MANPOWER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 281960.28 MARTIN MARIETTA MATLS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 477984.84 MCMORAN EXPLORATION CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 63227.08 MEDTRONIC INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 50362.68 MEREDITH CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 64708.00 METLIFE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 78465.40 METTLER TOLEDO INTERNATIONALCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 108977.22 MFA FINANCIAL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 178835.65 MGIC INVT CORP WIS COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 12381.08 MIDWAY GOLD CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 111484.27 MILLER ENERGY RES INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 48477.90 MOVADO GROUP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 22670.64 MSCI INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 19644.24 MUELLER WTR PRODS INC COM SER 2011-09-30 N/A Other Instrument common stock or ETF 0.00 467366.78 NATIONAL HEALTHCARE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 18821.46 NATIONAL PRESTO INDS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 561356.88 NAVISTAR INTL CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 58588.46 NEENAH PAPER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 32877.36 NEOPROBE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 114058.08 NEW YORK TIMES CO CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 571562.55 NEWCASTLE INVT CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 168236.64 NIELSEN HOLDINGS N V COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 529248.75 NL INDS INC COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 10013.00 NORANDA ALUM HLDG CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 19399.62 NORDIC AMERICAN TANKER SHIPPCOM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 158556.60 NORTHEAST UTILS COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 212164.20 OFFICE DEPOT INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 555214.03 OLIN CORP COM PAR 2011-09-30 N/A Other Instrument common stock or ETF 0.00 608484.16 ONEBEACON INSURANCE GROUP LTCL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 25988.20 OSHKOSH CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 293418.65 OWENS ILL INC COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 98367.66 OXFORD INDS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 57980.88 PARKER DRILLING CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 432576.48 PARTNERRE LTD COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 437985.45 PEABODY ENERGY CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 377358.24 PENN VA CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 15524.32 PEP BOYS MANNY MOE & JACK COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 279517.56 PFIZER INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199989.46 PIEDMONT OFFICE REALTY TR INCOM CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 243220.23 PIER 1 IMPORTS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 54462.38 PILGRIMS PRIDE CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 16728.25 PIONEER NAT RES CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 22194.00 PIPER JAFFRAY COS COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 433785.29 PLAINS EXPL& PRODTN CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 226336.24 PMI GROUP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 231988.55 POLYPORE INTL INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 29839.10 POST PPTYS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 27737.96 PPL CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199980.40 PRINCIPAL FINL GROUP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 30258.80 PROASSURANCE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 355968.89 PROGRESS ENERGY INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 154966.41 PROTECTIVE LIFE CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 182608.00 PRUDENTIAL FINL INC COM 2011-09-30 N/A Other 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common stock or ETF 0.00 124190.64 ROSETTA STONE INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 251294.05 RYDER SYS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 156971.55 RYLAND GROUP INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 120932.90 SALLY BEAUTY HLDGS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 50108.50 SCOTTS MIRACLE GRO CO CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 223053.60 SCRIPPS E W CO OHIO CL A NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 79819.20 SEABRIGHT HOLDINGS INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 12955.14 SEMGROUP CORP CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 215599.56 SHERWIN WILLIAMS CO COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 15641.50 SKECHERS U S A INC CL A 2011-09-30 N/A Other Instrument common stock or ETF 0.00 336312.90 SKILLED HEALTHCARE GROUP INCCL A 2011-09-30 N/A Other 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ETF 0.00 31837.00 TWO HBRS INVT CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 456393.24 UNION PAC CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 77805.86 UNIT CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 69700.77 UNIVERSAL AMERN SPIN CORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 10321.12 UNIVERSAL CORP VA COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 53271.84 USANA HEALTH SCIENCES INC COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 12491.15 VAALCO ENERGY INC COM NEW 2011-09-30 N/A Other Instrument common stock or ETF 0.00 16868.30 VALERO ENERGY CORP NEW COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 6199993.80 VALLEY NATL BANCORP COM 2011-09-30 N/A Other Instrument common stock or ETF 0.00 41045.20 VANTAGE DRILLING COMPANY ORD SHS 2011-09-30 N/A Other Instrument common stock or ETF 0.00 22725.30 VERIZON COMMUNICATIONS INC COM 2011-09-30 N/A Other Instrument common 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Y 12004200.00 12004200.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.370000% 38142UZF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 48000000.00 47963986.67 0.0034 N 47968320.00 47968320.00 Govco, LLC Govco, LLC 0.320000% 38362VA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999182.23 0.0001 N 999110.00 999110.00 Govco, LLC Govco, LLC 0.320000% 38362VA45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Citibank NA N/A N/A 33000000.00 32972720.00 0.0023 N 32970300.00 32970300.00 Govco, LLC Govco, LLC 0.190000% 38362WX63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17999715.00 0.0013 N 17999460.00 17999460.00 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 24000000.00 23999493.33 0.0017 N 23999040.00 23999040.00 Govco, LLC Govco, LLC 0.190000% 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 2000000.00 1999841.67 0.0001 N 1999800.00 1999800.00 Govco, LLC Govco, LLC 0.240000% 38362WXQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9998600.00 0.0007 N 9998600.00 9998600.00 Govco, LLC Govco, LLC 0.260000% 38362WY70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Citibank NA N/A N/A 142000000.00 141964105.55 0.0099 N 141965920.00 141965920.00 Govco, LLC Govco, LLC 0.260000% 38362WYG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999682.22 0.0001 N 999680.00 999680.00 Govco, LLC Govco, LLC 0.300000% 38362WZ95 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Credit / Liquidity Citibank NA N/A N/A 42000000.00 41976550.00 0.0029 N 41976900.00 41976900.00 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 81951118.88 0.0057 N 81947520.00 81947520.00 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 17988690.00 0.0013 N 17987400.00 17987400.00 Govco, LLC Govco, LLC 0.300000% 38362WZN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2998000.00 0.0002 N 2997840.00 2997840.00 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 1999727.78 0.0001 N 1999920.00 1999920.00 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 46977178.89 0.0033 N 46992010.00 46992010.00 HSBC USA, Inc HSBC USA, Inc 0.170000% 40427SXQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 71000000.00 70992959.17 0.0050 N 70991480.00 70991480.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.280000% 75914UAM2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y JPMorgan Chase Bank NA N/A N/A N 12075000.00 12075000.00 0.0008 N 12075000.00 12075000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.080000% 46899T004_0.0800_M111003_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 35404204.00 27289278.12 Fannie Mae 2039-09-25 4.500000 Government Agency Debt 142035403.00 127210722.67 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 150000000.00 150000000.00 0.0105 N 150000000.00 150000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.270700% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-10-21 2012-10-19 N N N 129000000.00 129000000.00 0.0090 N 128988390.00 128988390.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3X32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.155000% 4820P3XH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24998493.06 0.0017 N 24997750.00 24997750.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3XK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 16000000.00 15998862.22 0.0011 N 15998240.00 15998240.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 33000000.00 32996342.50 0.0023 N 32995380.00 32995380.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3XQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23000000.00 22997853.33 0.0016 N 22996780.00 22996780.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75000000.00 74991291.66 0.0052 N 74988750.00 74988750.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23000000.00 22997208.06 0.0016 N 22996550.00 22996550.00 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 0.0003 N 5000150.00 5000150.00 Market Street Funding Corp Market Street Funding Corp 0.160000% 5705X5XJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999933.33 0.0001 N 999950.00 999950.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10765000.00 10763815.85 0.0008 N 10764138.80 10764138.80 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XS5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 17000000.00 16998045.00 0.0012 N 16998640.00 16998640.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XT3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 26069000.00 26065871.72 0.0018 N 26066914.48 26066914.48 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5YV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity PNC Bank NA N/A N/A 12760000.00 12755555.26 0.0009 N 12757192.80 12757192.80 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X5Z61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 18349000.00 18342149.66 0.0013 N 18344412.75 18344412.75 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5ZK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity PNC Bank NA N/A N/A 27000000.00 26986717.52 0.0019 N 26991360.00 26991360.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X5ZM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 19780000.00 19770016.60 0.0014 N 19773472.60 19773472.60 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5ZN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 8000000.00 7996088.89 0.0006 N 7997360.00 7997360.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000% 06399U000_0.0800_M111003_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2041-08-25 4.500000 Government Agency Debt 3862073.00 4178187.54 Freddie Mac 2022-12-15 5.000000 Government Agency Debt 20463760.00 22170678.60 Freddie Mac 2033-07-15 4.000000 Government Agency Debt 23000000.00 22837862.49 Freddie Mac 2033-11-15 0.647000 Government Agency Debt 92000000.00 23420088.75 Freddie Mac 2035-04-15 5.500000 Government Agency Debt 19200000.00 22448401.07 Freddie Mac 2037-05-15 0.447000 Government Agency Debt 50000000.00 22986397.55 Freddie Mac 2040-01-15 4.000000 Government Agency Debt 21000000.00 22271869.67 GNMA 2033-11-20 4.250000 Government Agency Debt 25000000.00 22571707.51 GNMA 2033-11-20 4.350000 Government Agency Debt 25000000.00 22609537.70 GNMA 2036-02-20 4.500000 Government Agency Debt 25000000.00 22318250.26 GNMA 2036-04-20 4.500000 Government Agency Debt 25000000.00 22380256.90 GNMA 2037-01-20 4.500000 Government Agency Debt 25000000.00 22054450.24 GNMA 2037-01-20 4.500000 Government Agency Debt 25000000.00 22054450.24 GNMA 2037-02-20 4.500000 Government Agency Debt 25000000.00 22135479.57 GNMA 2038-09-20 4.000000 Government Agency Debt 19908776.00 18662500.60 GNMA 2038-10-20 4.000000 Government Agency Debt 25000000.00 23290492.27 GNMA 2039-06-16 4.300000 Government Agency Debt 25403609.00 22109389.80 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 350000000.00 350000000.00 0.0245 N 350000000.00 350000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.170000% 60681PS96 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 78000000.00 78000000.00 0.0055 N 78000000.00 78000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687GBT4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 136000000.00 136000000.00 0.0095 N 135998640.00 135998640.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GBW7 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 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 0.0055 N 78984990.00 78984990.00 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 0.0040 N 56988600.00 56988600.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TFB9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5000000.00 5000000.00 0.0003 N 4999900.00 4999900.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y National Australia Bank Ltd N/A N/A N 70000000.00 69999222.22 0.0049 N 70000000.00 70000000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.330000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15960000.00 15960000.00 0.0011 N 15960000.00 15960000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.330000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 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 0.220000% 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 6000000.00 5999670.00 0.0004 N 5999640.00 5999640.00 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 28003080.00 28003080.00 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 0.0017 N 25003750.00 25003750.00 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 16999903.19 0.0012 N 16999830.00 16999830.00 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 93961303.34 0.0066 N 93959580.00 93959580.00 Old Line Funding, LLC Old Line Funding, LLC 0.180000% 67983UXK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 47028000.00 47024237.76 0.0033 N 47027529.72 47027529.72 Old Line Funding, LLC Old Line Funding, LLC 0.170000% 67983UXL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29997591.67 0.0021 N 29999700.00 29999700.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983UY15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10138000.00 10136448.32 0.0007 N 10137797.24 10137797.24 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983UZ89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 54000000.00 53977230.00 0.0038 N 53989740.00 53989740.00 Rabobank Nederland Rabobank Nederland 0.299400% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 Rabobank Nederland Rabobank Nederland 0.400000% 74977MNR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 128000000.00 128007953.08 0.0090 N 128014080.00 128014080.00 Rabobank Nederland Rabobank Nederland 0.301800% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-05 2011-12-05 N N N 100000000.00 100000000.00 0.0070 N 100007000.00 100007000.00 Rabobank Nederland Rabobank Nederland 0.314600% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-26 2012-03-26 N N N 58000000.00 58000000.00 0.0041 N 58011600.00 58011600.00 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 19958688.89 0.0014 N 19964400.00 19964400.00 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 6985440.00 0.0005 N 6987400.00 6987400.00 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 1000000.00 997702.22 0.0001 N 997470.00 997470.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1YA6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 999788.89 0.0001 N 999720.00 999720.00 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 24983715.28 0.0017 N 24985250.00 24985250.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-04-09 N N N 131000000.00 131000000.00 0.0092 N 130969870.00 130969870.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-04-12 N N N 175000000.00 175000000.00 0.0122 N 175033250.00 175033250.00 Royal Bank of Canada Royal Bank of Canada 0.010000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 40000000.00 40000000.00 0.0028 Security is a time deposit. N 40000000.00 40000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.210000% 78009SXR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 5000000.00 4999358.34 0.0003 N 4999250.00 4999250.00 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 20014200.00 20014200.00 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 3000570.00 3000570.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H4Z5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 50000000.00 50000000.00 0.0035 N 50001000.00 50001000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H5A9 Certificate of Deposit N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 188000000.00 188000000.00 0.0131 N 188003760.00 188003760.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.240000% 78011H5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 4000000.00 4000000.00 0.0003 N 3999400.00 3999400.00 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 19986422.22 0.0014 N 19982800.00 19982800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MXD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 42000000.00 41997666.67 0.0029 N 41997480.00 41997480.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MXK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N Y Letter of Credit Barclays Bank Plc N/A N/A 12000000.00 11998933.33 0.0008 N 11998800.00 11998800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MXQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 70000000.00 69989383.34 0.0049 N 69990900.00 69990900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AQH7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 56000000.00 56000000.00 0.0039 N 56002800.00 56002800.00 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 20000200.00 20000200.00 Societe Generale Societe Generale 0.425000% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 60000000.00 60000000.00 0.0042 N 60000000.00 60000000.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.230000% 8342E3X68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 17000000.00 16999674.17 0.0012 N 16999490.00 16999490.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P03K2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 13000000.00 13000000.00 0.0009 N 13000520.00 13000520.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.140000% 8574P03X4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 91000000.00 91000000.00 0.0064 N 90994540.00 90994540.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.140000% 8574P03Z9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 2000000.00 2000000.00 0.0001 N 1999940.00 1999940.00 State Street Corp State Street Corp 0.190000% 85747KYG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 4000000.00 3999071.11 0.0003 N 3998680.00 3998680.00 State Street Corp State Street Corp 0.190000% 85747KYJ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 66000000.00 65983976.66 0.0046 N 65976240.00 65976240.00 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 1999107.78 0.0001 N 1998680.00 1998680.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAG3 Government Agency Debt N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49984958.33 0.0035 N 49993500.00 49993500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAL2 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19994088.89 0.0014 N 19997400.00 19997400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAP3 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19000000.00 18993983.33 0.0013 N 18997340.00 18997340.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAS7 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24991687.50 0.0017 N 24996250.00 24996250.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAY4 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 66000000.00 65973178.34 0.0046 N 65985546.00 65985546.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAH8 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 85000000.00 84979812.50 0.0059 N 84990650.00 84990650.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAQ8 Government Agency Debt N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 125152000.00 125114350.18 0.0088 N 125135730.24 125135730.24 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAS4 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 13995566.67 0.0010 N 13998040.00 13998040.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB77 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 65793000.00 65775985.20 0.0046 N 65777867.61 65777867.61 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GC92 Government Agency Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 63267000.00 63244962.00 0.0044 N 63245489.22 63245489.22 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GD42 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19322000.00 19314147.76 0.0014 N 19313884.76 19313884.76 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257GZN6 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49998222.22 0.0035 N 49998000.00 49998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JA80 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47362000.00 47347252.00 0.0033 N 47347791.40 47347791.40 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JZW0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 37000000.00 36991798.37 0.0026 N 36992970.00 36992970.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF66 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 63000000.00 62980382.50 0.0044 N 62981100.00 62981100.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF74 Government Agency Debt N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9997044.44 0.0007 N 9997200.00 9997200.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG24 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10994000.00 10990518.57 0.0008 N 10990701.80 10990701.80 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG81 Government Agency Debt N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15087000.00 15081744.70 0.0011 N 15081870.42 15081870.42 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KH56 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 11000000.00 10995820.00 0.0008 N 10995710.00 10995710.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257L6D9 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 97000000.00 96998706.66 0.0068 N 96998060.00 96998060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.150000% 86562ERA8 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 66000000.00 66000000.00 0.0046 N 65999340.00 65999340.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562ERD2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 5000000.00 5000000.00 0.0003 N 4999950.00 4999950.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WPN2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 142000000.00 142000000.00 0.0099 N 142000000.00 142000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WPQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 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 8000001.11 0.0006 N 8000000.00 8000000.00 Texas TRAN Series 2011A 0.150000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.150000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 Y JP Morgan Chase & Co N/A N/A N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Texas TRAN Series 2011A 0.150000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 Y JP Morgan Chase & Co N/A N/A N N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.220000% 88324MXD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 44765000.00 44762264.36 0.0031 N 44761866.45 44761866.45 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.215000% 88324MXE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24617000.00 24615382.80 0.0017 N 24615276.81 24615276.81 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.280000% 88324MXH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 48000000.00 47994773.33 0.0034 N 47995680.00 47995680.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MXH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 14000000.00 13998421.11 0.0010 N 13998740.00 13998740.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.280000% 88324MXJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 11000000.00 10998716.67 0.0008 N 10998900.00 10998900.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602UXL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999730.83 0.0002 N 2999670.00 2999670.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17000000.00 16993766.66 0.0012 N 16992010.00 16992010.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZ86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20041000.00 20032549.38 0.0014 N 20030177.86 20030177.86 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 16000000.00 15992640.00 0.0011 N 15990240.00 15990240.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3757000.00 3755186.20 0.0003 N 3754332.53 3754332.53 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XAQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 2000000.00 2000000.00 0.0001 N 1998800.00 1998800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112Y4W0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 11000000.00 11000000.00 0.0008 N 11001650.00 11001650.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5L3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 65000000.00 65000000.00 0.0045 N 65007800.00 65007800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112Y5N9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 93000000.00 93000000.00 0.0065 N 93012090.00 93012090.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6E8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 72000000.00 72000000.00 0.0050 N 72012960.00 72012960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6K4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 110000000.00 110000000.00 0.0077 N 110012100.00 110012100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112Y6Q1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 2000000.00 2000000.00 0.0001 N 2000500.00 2000500.00 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 0.0040 N 57010830.00 57010830.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.307400% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-28 2011-10-28 N N N 45000000.00 45000000.00 0.0031 N 45001800.00 45001800.00 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 47003986.23 0.0033 N 47008460.00 47008460.00 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 0.0030 N 42987530.00 42987530.00 UBS AG UBS AG 0.629000% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 11000000.00 11000000.00 0.0008 N 11000000.00 11000000.00 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 4000000.00 3999933.33 0.0003 N 3999920.00 3999920.00 UBS Securities LLC UBS Securities LLC 0.100000% 99EPPA003_0.1000_M111003_2M54 0001070766 Government Agency Repurchase Agreement Y GNMA 2041-08-20 4.500000 Government Agency Debt 46921966.00 51000000.99 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 50000000.00 50000000.00 0.0035 N 50000000.00 50000000.00 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 55000000.00 55000000.00 0.0038 N 54998900.00 54998900.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTP1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2000000.00 2000000.00 0.0001 N 2000120.00 2000120.00 Univ of California Commerical Paper Notes Series B 0.230000% 91411SA91 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 4000000.00 3997495.55 0.0003 N 3997480.00 3997480.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY17 Other Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 10000000.00 9998791.67 0.0007 N 9998700.00 9998700.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY25 Other Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 5000000.00 4999375.00 0.0003 N 4999350.00 4999350.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY82 Other Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 5000000.00 4999250.00 0.0003 N 5000000.00 5000000.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZD0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 22000000.00 21991756.11 0.0015 N 21991860.00 21991860.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 54000000.00 53994390.00 0.0038 N 53992980.00 53992980.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.190000% 92217MYN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 25000000.00 24993402.78 0.0017 N 24991750.00 24991750.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 22000000.00 21991658.33 0.0015 N 21989660.00 21989660.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.030000% 910MLL002 0000072971 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 13000000.00 13000000.00 0.0009 Security is a time deposit. N 13000000.00 13000000.00 Westpac Banking Corp Westpac Banking Corp 0.311500% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-05-01 N N N 52000000.00 52000000.00 0.0036 N 51979200.00 51979200.00 Westpac Banking Corp Westpac Banking Corp 0.311800% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 12990380.00 12990380.00 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 23999999.93 0.0017 N 24000000.00 24000000.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C0A33 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 23000000.00 22982366.67 0.0016 N 22992640.00 22992640.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 104000000.00 103771893.23 0.0073 N 103910560.00 103910560.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 79000000.00 78817444.16 0.0055 N 78924950.00 78924950.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.315000% 96122HZ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y Westpac New Zealand Ltd N/A N/A N 34000000.00 33982447.50 0.0024 N 33993540.00 33993540.00 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 1009877.13 1009877.13 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 222533.29 222533.29 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 1711825.13 1711825.13 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 290981.35 290981.35 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 16000000.00 0.0011 N 15999840.00 15999840.00