0001145549-12-004460.txt : 20120629 0001145549-12-004460.hdr.sgml : 20120629 20120507123156 ACCESSION NUMBER: 0001145549-12-004460 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120430 FILED AS OF DATE: 20120507 DATE AS OF CHANGE: 20120507 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: 12816781 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 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-04-30 0000857156 S000004510 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 52 1281839297.85 240468.26 11108809.31 1270970956.80 0.0024 1.0001 2012-04-30 1.0001 2012-04-30 C000012387 1.00 1270970956.80 1.00 -2353138.05 55405271.95 57758410.00 0.0001 1.0001 2012-04-30 1.0001 2012-04-30 Abbott Laboratories Abbott Laboratories 0.170000% 00282CGH9 Other Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 4000000.00 3998545.56 0.0031 N 3999133.20 3999133.20 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LE36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999947.22 0.0039 N 4999950.00 4999950.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221LEP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7998533.34 0.0063 N 7998960.00 7998960.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221LEW6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999758.33 0.0008 N 999825.00 999825.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBL6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 4000000.00 4000000.00 0.0031 N 4000040.00 4000040.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.600000% 971JFK004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 4000000.00 4000000.00 0.0031 N 4001640.00 4001640.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.200000% 972BSY006 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 12000000.00 12000000.00 0.0094 N 12000240.00 12000240.00 Bank of Montreal Bank of Montreal 0.170000% 06366VFA9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 12000000.00 12000000.00 0.0094 N 11999520.00 11999520.00 Bank of Montreal Bank of Montreal 0.150000% 06366VGS9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 8000000.00 8000000.00 0.0063 N 7999600.00 7999600.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417EM67 Certificate of Deposit N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 12000000.00 12000000.00 0.0094 N 11999160.00 11999160.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 7000000.00 7000000.00 0.0055 N 7000280.00 7000280.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 5000000.00 5000000.00 0.0039 N 5000600.00 5000600.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 5000000.00 5000000.00 0.0039 N 5000450.00 5000450.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EYW7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 7000000.00 7000000.00 0.0055 N 7000070.00 7000070.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.180000% 06538ESA6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XAE8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 11000000.00 11000000.00 0.0087 N 11000440.00 11000440.00 Barclays Bank Plc Barclays Bank Plc 0.290000% 06741XAR9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 1000000.00 1000000.00 0.0008 N 1000020.00 1000020.00 Barclays Bank Plc Barclays Bank Plc 0.280000% 06741XAV0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M120507_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2020-01-01 4.505000 Government Agency Debt 1518.00 1660.73 Fannie Mae 2022-03-01 4.000000 Government Agency Debt 4100000.00 1181331.89 Fannie Mae 2023-02-01 5.189000 Government Agency Debt 6707894.00 4336644.54 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 921878.00 861500.31 Fannie Mae 2037-12-25 5.500000 Government Agency Debt 107231469.00 19764622.61 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 303202.00 200973.48 Fannie Mae 2040-01-01 3.546000 Government Agency Debt 1000.00 677.86 Fannie Mae 2040-04-01 4.542000 Government Agency Debt 1865196.00 1921356.47 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 1399000.00 1180875.58 Fannie Mae 2041-10-01 2.898000 Government Agency Debt 1063363.00 933554.75 Freddie Mac 2021-07-15 6.950000 Government Agency Debt 8693016.00 161190.37 Freddie Mac 2023-04-01 4.500000 Government Agency Debt 227510.00 50265.18 Freddie Mac 2025-10-01 4.000000 Government Agency Debt 879046.00 791703.52 Freddie Mac 2029-07-01 4.500000 Government Agency Debt 1000.00 626.32 Freddie Mac 2038-12-01 5.000000 Government Agency Debt 311508.00 117516.86 Freddie Mac 2041-05-01 5.500000 Government Agency Debt 2281343.00 2542967.89 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 2388216.00 2524982.71 GNMA 2029-01-16 4.384000 Government Agency Debt 15386.00 15605.15 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 940.26 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 940.26 First Tier Security N/A N/A 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC N/A N/A N N 35000000.00 35000000.00 0.0275 N 34999300.00 34999300.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M120507_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-08-01 4.172000 Government Agency Debt 254080.00 205944.12 Fannie Mae 2026-02-01 3.000000 Government Agency Debt 2601614.00 2465691.00 Fannie Mae 2035-10-01 7.500000 Government Agency Debt 17079.00 13670.11 Fannie Mae 2040-01-01 3.546000 Government Agency Debt 1000.00 677.86 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 2239803.00 2370043.22 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 4498027.00 3097972.34 Freddie Mac 2025-10-01 3.500000 Government Agency Debt 2861212.00 2221609.14 Freddie Mac 2032-11-15 6.000000 Government Agency Debt 20751.00 2893.61 Freddie Mac 2038-12-01 5.000000 Government Agency Debt 39171.00 14777.32 GNMA 2029-01-16 4.384000 Government Agency Debt 9633.00 9770.21 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 940.26 First Tier Security N/A N/A 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC N/A N/A N N 10000000.00 10000000.00 0.0079 N 9999900.00 9999900.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120507_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-09-01 3.500000 Government Agency Debt 1478519.00 1397055.27 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 2500000.00 2348427.41 Fannie Mae 2031-09-01 4.000000 Government Agency Debt 2472091.00 2362352.92 Fannie Mae 2032-03-01 4.500000 Government Agency Debt 2183848.00 2402485.99 Fannie Mae 2035-10-01 7.500000 Government Agency Debt 21191.00 16961.37 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 2213699.00 2409081.64 Fannie Mae 2042-05-01 2.385000 Government Agency Debt 2391332.00 2476193.80 Freddie Mac 2026-03-01 4.000000 Government Agency Debt 2357787.00 2383081.10 Freddie Mac 2029-07-01 4.500000 Government Agency Debt 1000.00 626.32 Freddie Mac 2031-01-01 4.000000 Government Agency Debt 626520.00 587572.30 Freddie Mac 2040-05-01 5.000000 Government Agency Debt 3000000.00 2336162.65 First Tier Security N/A N/A 2012-05-07 2012-05-07 Y BARCLAYS CAPITAL INC N/A N/A N N 18000000.00 18000000.00 0.0142 N 18000000.00 18000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.130000% 992JYM004_0.1300_M120501_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-04-01 2.122000 Government Agency Debt 5215845.00 1798084.93 Fannie Mae 2035-05-01 3.248000 Government Agency Debt 58658704.00 17966486.38 Fannie Mae 2035-10-01 7.500000 Government Agency Debt 6144.00 4917.69 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 19000000.00 19000000.00 0.0149 N 19000000.00 19000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.170000% 0554M2E86 Other Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N Y BHP Billiton Ltd N/A N/A N 2000000.00 1999933.89 0.0016 N 1999920.00 1999920.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 987WVU007_0.2200_M120501_2MN2 0001197610 Government Agency Repurchase Agreement Y GNMA 2040-10-15 5.500000 Government Agency Debt 32064914.00 30900000.74 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 30000000.00 30000000.00 0.0236 N 30000000.00 30000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X0GD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-13 2012-07-13 N Y Bank of New Zealand N/A N/A N 2000000.00 1999107.77 0.0016 N 1998500.00 1998500.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.330000% 10513DJM3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 6000000.00 6000000.00 0.0047 N 6001440.00 6001440.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.280000% 10513DJT8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 1000000.00 1000000.00 0.0008 N 999970.00 999970.00 CAFCO, LLC CAFCO, LLC 0.290000% 12476EE39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8999855.00 0.0071 N 8999910.00 8999910.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 998895.00 0.0008 N 999640.00 999640.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2996472.50 0.0024 N 2998830.00 2998830.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 11000000.00 11000000.00 0.0087 N 11021010.00 11021010.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.220000% 13606YBG0 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 8000000.00 8000000.00 0.0063 N 8000080.00 8000080.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.170000% 13606YFL5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.280000% 13738JEG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 9000000.00 8998950.00 0.0071 N 8999190.00 8999190.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 13738JEQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 5000000.00 4999137.50 0.0039 N 4999300.00 4999300.00 Chariot Funding, LLC Chariot Funding, LLC 0.190000% 15963TF79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999804.72 0.0008 N 999850.00 999850.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TFE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3998875.56 0.0031 N 3999240.00 3999240.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 8000000.00 8000000.00 0.0063 N 8000000.00 8000000.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRM7 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 8000000.00 8000000.00 0.0063 N 8000000.00 8000000.00 Ciesco, LLC Ciesco, LLC 0.280000% 17178BE35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5999906.67 0.0047 N 5999940.00 5999940.00 Ciesco, LLC Ciesco, LLC 0.300000% 17178BEN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999475.00 0.0024 N 2999760.00 2999760.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BGQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 998810.00 0.0008 N 999610.00 999610.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BH65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1997305.55 0.0016 N 1999040.00 1999040.00 Citibank, NA Citibank, NA 0.520000% 1730D2R20 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 6000000.00 6000000.00 0.0047 N 6001860.00 6001860.00 Citibank, NA Citibank, NA 0.600000% 1730D2S94 Certificate of Deposit N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 7000000.00 7000000.00 0.0055 N 7004270.00 7004270.00 Citibank, NA Citibank, NA 0.250000% 1730D2Z96 Certificate of Deposit N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.513100% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 5000000.00 5000000.00 0.0039 N 5000025.00 5000025.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272DEX4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 1000000.00 999841.66 0.0008 N 999920.00 999920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.630000% 20272DFF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 4000000.00 3996850.00 0.0031 N 3999480.00 3999480.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG61 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 5000000.00 4998350.00 0.0039 N 4998700.00 4998700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG95 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 3000000.00 2998965.00 0.0024 N 2999160.00 2999160.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 8000000.00 7997160.00 0.0063 N 7997680.00 7997680.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 5000000.00 4998025.00 0.0039 N 4998250.00 4998250.00 CRC Funding, LLC CRC Funding, LLC 0.280000% 12622UEB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999922.22 0.0008 N 999950.00 999950.00 CRC Funding, LLC CRC Funding, LLC 0.580000% 12622UEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999742.22 0.0008 N 999900.00 999900.00 CRC Funding, LLC CRC Funding, LLC 0.510000% 12622UGH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9989091.67 0.0079 N 9991100.00 9991100.00 Credit Suisse AG Credit Suisse AG 0.170000% 22550DMX4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 6000000.00 6000000.00 0.0047 N 6000000.00 6000000.00 Credit Suisse AG Credit Suisse AG 0.170000% 22550DMY2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 7000000.00 7000000.00 0.0055 N 7000000.00 7000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.190000% 22799D001_0.1900_M120501_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-08-20 5.000000 Government Agency Debt 37013729.00 38779903.36 Freddie Mac 2042-03-20 4.500000 Government Agency Debt 11225000.00 12336487.50 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 50112245.00 50112245.00 0.0394 N 50112245.00 50112245.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.170000% 22799E009_0.1700_M120504_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2038-02-01 5.000000 Government Agency Debt 52805000.00 23461157.42 First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 23000000.00 23000000.00 0.0181 N 22999770.00 22999770.00 Danaher Corp Danaher Corp 0.140000% 23585LEP9 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 1000000.00 999914.44 0.0008 N 999860.00 999860.00 Deutsche Bank AG Deutsche Bank AG 0.210000% 25154UYW8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 17000000.00 17000000.00 0.0134 N 17000000.00 17000000.00 Deutsche Bank AG Deutsche Bank AG 0.200000% 25154UZL1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 19000000.00 19000000.00 0.0149 N 18999810.00 18999810.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 21599B009_0.2100_M120501_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2041-10-20 3.500000 Government Agency Debt 81786465.00 88400000.27 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 85000000.00 85000000.00 0.0669 N 85000000.00 85000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120501_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-12-01 3.500000 Government Agency Debt 2590050.00 2701417.19 Fannie Mae 2035-06-01 2.121000 Government Agency Debt 180108.00 53359.43 Fannie Mae 2037-06-01 6.000000 Government Agency Debt 1783723.00 407585.03 Fannie Mae 2038-01-01 7.000000 Government Agency Debt 13495198.00 2726081.75 Fannie Mae 2038-08-01 6.000000 Government Agency Debt 5228855.00 1534149.16 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 49438.00 24611.63 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 2946498.00 2723212.98 Fannie Mae 2041-08-01 4.000000 Government Agency Debt 2596165.00 2719060.46 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 2613676.00 2722266.65 First Tier Security N/A N/A 2012-05-01 2012-05-01 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0118 N 15000000.00 15000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120507_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-02-01 3.500000 Government Agency Debt 109672.00 114929.04 Fannie Mae 2036-07-01 2.765000 Government Agency Debt 8897.00 3939.03 Fannie Mae 2038-08-01 2.230000 Government Agency Debt 3207.00 1539.97 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 476906.00 489854.70 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 1062287.00 1138549.88 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 8405.00 7395.20 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 1000.00 1040.56 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 2313.00 2492.68 Freddie Mac 2036-07-15 0.841700 Government Agency Debt 4004564.00 1044509.15 Freddie Mac 2036-08-15 0.741700 Government Agency Debt 23915883.00 2266062.21 Freddie Mac 2041-11-15 1.391700 Government Agency Debt 655000.00 134160.63 First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120507_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-06-01 2.121000 Government Agency Debt 62909.00 18637.64 Fannie Mae 2039-02-25 4.000000 Government Agency Debt 4906715.00 5172371.26 Fannie Mae 2040-08-01 4.000000 Government Agency Debt 14488.00 12247.23 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 10673.00 11363.72 First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 DNB Bank ASA DNB Bank ASA 0.160000% 23330LCD6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCL8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 6000000.00 6000000.00 0.0047 N 6000120.00 6000120.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.160000% 30601VEE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999884.44 0.0016 N 1999860.00 1999860.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.210000% 30601VEG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 6000000.00 5999475.00 0.0047 N 5999520.00 5999520.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.140000% 30601VEN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999836.66 0.0016 N 1999760.00 1999760.00 Fannie Mae Fannie Mae 0.110000% 313588YB5 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2750000.00 2749638.68 0.0022 N 2749802.00 2749802.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384XC8 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 10000000.00 9999611.11 0.0079 N 9999830.00 9999830.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384XF1 Government Agency Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 1000000.00 999955.28 0.0008 N 999981.00 999981.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384XU8 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 10000000.00 9998900.00 0.0079 N 9999400.00 9999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 25000000.00 24997493.06 0.0197 N 24998425.00 24998425.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 5000000.00 4999343.75 0.0039 N 4999625.00 4999625.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 3000000.00 2999587.50 0.0024 N 2999775.00 2999775.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2000000.00 1999602.78 0.0016 N 1999784.00 1999784.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 6000000.00 5998580.00 0.0047 N 5999292.00 5999292.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 4000000.00 3999092.78 0.0031 N 3999528.00 3999528.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 2000000.00 1999553.89 0.0016 N 1999756.00 1999756.00 Freddie Mac Freddie Mac 0.100000% 313396XP3 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 15000000.00 14998708.33 0.0118 N 14999220.00 14999220.00 Freddie Mac Freddie Mac 0.090000% 313396XT5 Government Agency Debt N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 2000000.00 1999825.00 0.0016 N 1999884.00 1999884.00 Freddie Mac Freddie Mac 0.090000% 313396ZF3 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 1000000.00 999822.50 0.0008 N 999882.00 999882.00 Freddie Mac Freddie Mac 0.080000% 313396ZV8 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 2000000.00 1999622.22 0.0016 N 1999716.00 1999716.00 Freddie Mac Freddie Mac 0.369200% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2013-05-10 N N N 25000000.00 25000000.00 0.0197 N 25035175.00 25035175.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.230000% 3686M0E38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 1000000.00 999987.22 0.0008 N 999980.00 999980.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HE86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 9000000.00 8999615.00 0.0071 N 8999730.00 8999730.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HG68 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 6000000.00 5996700.00 0.0047 N 5998200.00 5998200.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HHA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 1000000.00 999158.33 0.0008 N 999460.00 999460.00 General Electric Capital Corp General Electric Capital Corp 0.290000% 36959HJ57 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 4000000.00 3995907.78 0.0031 N 3996520.00 3996520.00 General Electric Capital Corp General Electric Capital Corp 0.340000% 36959HKC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 11000000.00 10982962.22 0.0086 N 10983390.00 10983390.00 General Electric Co General Electric Co 0.170000% 36960LEA9 Other Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 3000000.00 2999872.50 0.0024 N 2999910.00 2999910.00 General Electric Co General Electric Co 0.170000% 36960LEB7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 2000000.00 1999905.56 0.0016 N 1999920.00 1999920.00 General Electric Co General Electric Co 0.150000% 36960LFK6 Other Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 15000000.00 14996937.49 0.0118 N 14996850.00 14996850.00 General Electric Co General Electric Co 0.150000% 36960LFT7 Other Commercial Paper N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 4000000.00 3999050.00 0.0031 N 3998960.00 3998960.00 Goldman Sachs & Co Goldman Sachs & Co 0.200000% 992JYE002_0.2000_M120507_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 4.000000 Government Agency Debt 14715825.00 15750000.03 First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 15000000.00 15000000.00 0.0118 N 15000000.00 15000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120511_2MN2 0000769993 Other Repurchase Agreement N ACCRETIVE HEALTH INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49999.47 AFFILIATED MANAGERS GROUP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49966.58 AMERICAN TOWER CORP NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49996.80 ASHLAND INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49937.42 BUCKLE INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49979.70 DISCOVER FINL SVCS COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49975.94 GEO GROUP INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49992.80 MARATHON PETE CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49960.90 MAXIMUS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49996.80 MURPHY OIL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49985.10 PORTLAND GEN ELEC CO COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49981.02 QUICKSILVER RESOURCES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49996.98 RALPH LAUREN CORP CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49881.60 ROCKWELL COLLINS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49967.76 SIMON PPTY GROUP INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49860.93 ST JUDE MED INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49987.22 STARWOOD HOTELS&RESORTS WRLDCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49957.70 THOMAS & BETTS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49993.68 THOMPSON CREEK METALS CO INCCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 650.56 TJX COS INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49975.42 VULCAN MATLS CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49984.80 WALTER ENERGY INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49974.54 First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 1000000.00 1000000.00 0.0008 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Govco, LLC Govco, LLC 0.300000% 38362VEB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8999250.00 0.0071 N 8999460.00 8999460.00 Govco, LLC Govco, LLC 0.320000% 38362VEV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17995520.00 0.0142 N 17996940.00 17996940.00 Govco, LLC Govco, LLC 0.620000% 38362VFK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999156.11 0.0008 N 999630.00 999630.00 HSBC USA, Inc HSBC USA, Inc 0.240000% 40427RE80 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 1000000.00 999953.33 0.0008 N 999960.00 999960.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.359800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-05-21 2013-05-21 N N N 38000000.00 38000000.00 0.0299 N 38030020.00 38030020.00 Labcon North America Taxable Demand Bonds Series 2010 0.750000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2205000.00 2205000.00 0.0017 N 2205000.00 2205000.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LEH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 3000000.00 2999693.33 0.0024 N 2999700.00 2999700.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LEJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 2000000.00 1999782.78 0.0016 N 1999800.00 1999800.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4E83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999951.39 0.0008 N 999970.00 999970.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4EA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999937.50 0.0008 N 999960.00 999960.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4EN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4999416.67 0.0039 N 4999600.00 4999600.00 Market Street Funding Corp Market Street Funding Corp 0.160000% 5705X4F17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2999586.66 0.0024 N 2999640.00 2999640.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4F74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999794.44 0.0008 N 999850.00 999850.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1999405.00 0.0016 N 1999560.00 1999560.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999696.66 0.0008 N 999780.00 999780.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2999020.00 0.0024 N 2999280.00 2999280.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P4T8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 2000000.00 2000000.00 0.0016 N 2000000.00 2000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P4Z4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 4000000.00 4000000.00 0.0031 N 3999960.00 3999960.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60681P5G5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 6000000.00 6000000.00 0.0047 N 6000000.00 6000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GUR7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 5000000.00 5000000.00 0.0039 N 4999950.00 4999950.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GWU8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 6000000.00 6000000.00 0.0047 N 5999940.00 5999940.00 National Australia Bank Ltd National Australia Bank Ltd 0.510000% 971ANG003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 1000000.00 1000000.00 0.0008 N 1000090.00 1000090.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972DDH005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 9000000.00 9000000.00 0.0071 N 9000000.00 9000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409RFJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 1000000.00 999640.00 0.0008 N 999670.00 999670.00 Old Line Funding, LLC Old Line Funding, LLC 0.200000% 67983TGL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 13000000.00 12994222.22 0.0102 N 12995970.00 12995970.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.150000% 71838LEA6 Other Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 2000000.00 1999925.00 0.0016 N 1999900.00 1999900.00 Rabobank Nederland Rabobank Nederland 0.330000% 74977JQW5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 12000000.00 12000000.00 0.0094 N 12001440.00 12001440.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 11000000.00 11000000.00 0.0087 N 11000000.00 11000000.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.280000% 74927JER0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-25 2012-05-25 N Y Royal Bank of Scotland Plc N/A N/A N 3000000.00 2999440.00 0.0024 N 2999520.00 2999520.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K96 Other Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4988819.44 0.0039 N 4991050.00 4991050.00 Roche Holdings Inc. Roche Holdings Inc. 0.150000% 77119LFC8 Other Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N Y Roche Holding LTD N/A N/A N 3000000.00 2999475.00 0.0024 N 2999460.00 2999460.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 4000000.00 4000000.00 0.0031 N 3999320.00 3999320.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E2EA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Letter of Credit HSBC Bank Plc N/A N/A 15000000.00 14999250.00 0.0118 N 14999250.00 14999250.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 9000000.00 9000000.00 0.0071 N 8999820.00 8999820.00 State Street Corp State Street Corp 0.190000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 3000000.00 2999319.16 0.0024 N 2999370.00 2999370.00 State Street Corp State Street Corp 0.230000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2000000.00 1999450.56 0.0016 N 1999580.00 1999580.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHV3 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5998140.00 0.0047 N 5998620.00 5998620.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FEZ4 Government Agency Debt N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 9000000.00 8999415.00 0.0071 N 8999730.00 8999730.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FFG5 Government Agency Debt N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 5000000.00 4999275.00 0.0039 N 4999550.00 4999550.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR39 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11999520.00 0.0094 N 11999760.00 11999760.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR62 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999850.00 0.0024 N 2999940.00 2999940.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JL88 Government Agency Debt N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9999550.00 0.0079 N 9999800.00 9999800.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257JQ67 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5998441.67 0.0047 N 5998800.00 5998800.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2T0 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999370.00 0.0024 N 2999580.00 2999580.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K3K8 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 13995660.00 0.0110 N 13996780.00 13996780.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5997600.00 0.0047 N 5997840.00 5997840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-06-04 Y Sumitomo Mitsui Banking Corp N/A N/A N N 4000000.00 4000000.00 0.0031 N 4001120.00 4001120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562DDC1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 3000000.00 3000000.00 0.0024 N 2999940.00 2999940.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYE2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 2000000.00 2000000.00 0.0016 N 2000000.00 2000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYP7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 3000000.00 3000000.00 0.0024 N 2999970.00 2999970.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYV4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 3000000.00 3000000.00 0.0024 N 2999970.00 2999970.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.260000% 86959B6K6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 1000000.00 1000000.00 0.0008 N 999980.00 999980.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959B7G4 Certificate of Deposit N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 1000000.00 1000000.00 0.0008 N 999960.00 999960.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959B7H2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 8000000.00 8000000.00 0.0063 N 7999600.00 7999600.00 Texas TRAN Series 2011A 0.250000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.250000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 4950000.00 4950000.00 0.0039 N 4950000.00 4950000.00 Texas TRAN Series 2011A 0.250000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 2975000.00 2975000.00 0.0023 N 2975000.00 2975000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.280000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Texas N/A N/A N N 1910000.00 1910000.00 0.0015 N 1910000.00 1910000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 12000000.00 11998950.00 0.0094 N 11999400.00 11999400.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TF65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9997500.00 0.0079 N 9997600.00 9997600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 15000000.00 15000000.00 0.0118 N 15000150.00 15000150.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112XGJ8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 11000000.00 11001135.13 0.0087 N 11001320.00 11001320.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112XJW6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 14000000.00 14000000.00 0.0110 N 14000280.00 14000280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XNU5 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 2000000.00 2000000.00 0.0016 N 2000040.00 2000040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XNX9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 1000000.00 1000000.00 0.0008 N 1000020.00 1000020.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSF3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 1000000.00 1000000.00 0.0008 N 1000030.00 1000030.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 11000000.00 11000000.00 0.0087 N 11000000.00 11000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XTH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.550000% 89233GEE2 Other Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 8000000.00 7998411.11 0.0063 N 7999600.00 7999600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEQ5 Other Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 4000000.00 3998466.67 0.0031 N 3999640.00 3999640.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GGL4 Other Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 5450000.00 5446972.22 0.0043 N 5447711.00 5447711.00 Union Bank, NA Union Bank, NA 0.440000% 90527MB21 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 1000000.00 1000000.00 0.0008 N 1000280.00 1000280.00 Union Bank, NA Union Bank, NA 0.430000% 90527MD45 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 3000000.00 3000000.00 0.0024 N 3000390.00 3000390.00 Univ of California CP Series B 0.170000% 91411SEF3 Other Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 4000000.00 3999735.56 0.0031 N 3999600.00 3999600.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6996694.44 0.0055 N 6994750.00 6994750.00 Victory Receivables Corp Victory Receivables Corp 0.190000% 92646KEE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 1000000.00 999931.39 0.0008 N 999920.00 999920.00 Westpac Banking Corp Westpac Banking Corp 0.331300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 13000000.00 13000000.00 0.0102 N 13000000.00 13000000.00 Westpac Banking Corp Westpac Banking Corp 0.331300% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-03 2012-07-03 N N N 7000000.00 7000000.00 0.0055 N 6998810.00 6998810.00 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 49258.47 49258.47 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 41037.23 41037.23 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24610.09 24610.09 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 20502.67 20502.67 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 24602.17 24602.17 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 20496.07 20496.07 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 24600.45 24600.45 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 20494.64 20494.64 Windmill Funding Corp Windmill Funding Corp 0.330000% 97342GEH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999853.33 0.0008 N 999900.00 999900.00