0001145549-12-008189.txt : 20121030 0001145549-12-008189.hdr.sgml : 20121030 20120910123218 ACCESSION NUMBER: 0001145549-12-008189 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120831 FILED AS OF DATE: 20120910 DATE AS OF CHANGE: 20120910 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: 121082407 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 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-08-31 0000857156 S000004509 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 45 68 791460478.06 233717.40 47688.24 791646507.22 0.0033 1.0001 2012-08-31 1.0001 2012-08-31 C000012386 1.00 791646507.22 1.00 -10323289.14 26975124.18 37298413.32 0.0001 1.0001 2012-08-31 1.0001 2012-08-31 Alpine Securitization Corp Alpine Securitization Corp 0.340000% 02086LJL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999244.44 0.0063 N 4999450.00 4999450.00 Alpine Securitization Corp Alpine Securitization Corp 0.460000% 02086LP42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 998045.00 0.0013 N 998020.00 998020.00 Alpine Securitization Corp Alpine Securitization Corp 0.400000% 02086LPS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 2000000.00 1996111.11 0.0025 N 1995040.00 1995040.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.310000% 04915TJ78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3999896.67 0.0051 N 3999880.00 3999880.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915TK43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3999000.00 0.0051 N 3999480.00 3999480.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.520000% 04915TNB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-11 2013-01-11 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3992546.67 0.0050 N 3994000.00 3994000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.500000% 04915TP55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 3991444.45 0.0050 N 3992160.00 3992160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.286000% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-11-26 N N N 4000000.00 4000000.00 0.0051 N 4000080.00 4000080.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 15000000.00 15000000.00 0.0189 Security is a time deposit. N 15000000.00 15000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.330000% 972DEJ000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 1000000.00 1000000.00 0.0013 N 1000340.00 1000340.00 Bank of America, NA Bank of America, NA 0.350000% 06052WQV8 Other Note N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 7000000.00 7000000.00 0.0088 N 7000210.00 7000210.00 Bank of Montreal Bank of Montreal 0.300000% 06366VT63 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 2000000.00 2000000.00 0.0025 N 2000200.00 2000200.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417E2V4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 11000000.00 10999975.57 0.0139 N 11000330.00 11000330.00 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 2000000.00 2000000.00 0.0025 N 2000540.00 2000540.00 Bank of the West Bank of the West 0.450000% 0642G0XW6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 2000000.00 2000000.00 0.0025 N 2000620.00 2000620.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000% 06538ED46 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 6000000.00 6000000.00 0.0076 N 6002040.00 6002040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538EU21 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 1000000.00 1000000.00 0.0013 N 1000040.00 1000040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYW1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 6000000.00 6000000.00 0.0076 N 6000300.00 6000300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZK6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 3000000.00 3000000.00 0.0038 N 3000180.00 3000180.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBT4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 4000000.00 4000000.00 0.0051 N 4002400.00 4002400.00 Barclays Bank Plc Barclays Bank Plc 0.700000% 06741XBV9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 5000000.00 5000000.00 0.0063 N 5003850.00 5003850.00 Barclays Bank Plc Barclays Bank Plc 0.690000% 06741XDV7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 2000000.00 2000000.00 0.0025 N 2000660.00 2000660.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M120907_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 3.000000 Government Agency Debt 2052234.00 1861952.32 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 8169.00 8236.16 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 8521.00 7521.19 Fannie Mae 2035-06-01 2.633000 Government Agency Debt 16434.00 10466.18 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 21642.00 11381.42 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 503459.00 475608.78 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 489638.00 468558.11 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 508676.00 480475.74 Fannie Mae 2042-02-01 2.507000 Government Agency Debt 2692.00 2461.47 Fannie Mae 2042-05-01 2.501000 Government Agency Debt 4165.00 4270.53 Fannie Mae 2042-07-01 2.770000 Government Agency Debt 460495.00 478938.05 Freddie Mac 2025-11-01 4.500000 Government Agency Debt 391828.00 347751.76 GNMA 2039-06-20 2.600000 Government Agency Debt 2623.00 2402.20 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 4000000.00 4000000.00 0.0051 N 4000080.00 4000080.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 992JYM004_0.1800_M120906_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-08-01 0.00 Government Agency Debt 10362385.00 10400000.46 First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 10000000.00 10000000.00 0.0126 N 9999900.00 9999900.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2LU9 Other Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N Y BHP Billiton Ltd N/A N/A N 3000000.00 2998583.34 0.0038 N 2997060.00 2997060.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.200000% 0554M2LV7 Other Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N Y BHP Billiton Ltd N/A N/A N 1000000.00 999522.22 0.0013 N 999000.00 999000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.200000% 987WVU007_0.2000_M120904_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2038-03-01 5.450000 Government Agency Debt 17473809.00 4417890.64 Fannie Mae 2040-11-01 3.090000 Government Agency Debt 18715530.00 12552512.37 Fannie Mae 2042-02-01 3.192000 Government Agency Debt 2604065.00 2599597.03 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 19000000.00 19000000.00 0.0240 N 19000000.00 19000000.00 CAFCO, LLC CAFCO, LLC 0.590000% 12476EJQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3998688.89 0.0051 N 3999480.00 3999480.00 CAFCO, LLC CAFCO, LLC 0.450000% 12476EL15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999275.00 0.0013 N 999580.00 999580.00 CAFCO, LLC CAFCO, LLC 1.005000% 12476ENR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1992055.56 0.0025 N 1997580.00 1997580.00 California RAN Series A1 0.210000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-04 2012-09-04 Y JP Morgan Chase & Co N/A N/A N N 1000000.00 1000000.00 0.0013 N 1000000.00 1000000.00 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 9000000.00 9000000.00 0.0114 N 9003600.00 9003600.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.606500% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2013-04-16 N N N 4000000.00 4000000.00 0.0051 N 3999640.00 3999640.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.324500% 13606YNA0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-28 2013-05-28 N N N 6000000.00 6000000.00 0.0076 N 6000000.00 6000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 13738JJQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 7000000.00 6998250.00 0.0088 N 6998950.00 6998950.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963TJ42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 1000000.00 0.0013 N 999990.00 999990.00 Chariot Funding, LLC Chariot Funding, LLC 0.200000% 15963TJB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999961.11 0.0013 N 999980.00 999980.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963TJL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3999626.67 0.0051 N 3999840.00 3999840.00 Chariot Funding, LLC Chariot Funding, LLC 0.210000% 15963TJM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-21 2012-09-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5999405.00 0.0076 N 5999760.00 5999760.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963TML0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1998573.33 0.0025 N 1998560.00 1998560.00 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963TMM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2049000.00 2047524.72 0.0026 N 2047504.23 2047504.23 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRU9 Certificate of Deposit N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N N 2000000.00 2000000.00 0.0025 N 2000320.00 2000320.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RRW5 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 3000000.00 3000000.00 0.0038 N 3000510.00 3000510.00 Chase Bank USA, NA Chase Bank USA, NA 0.200000% 16144RSC8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 1000000.00 1000000.00 0.0013 N 1000200.00 1000200.00 Ciesco, LLC Ciesco, LLC 0.620000% 17178BL86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 998880.56 0.0013 N 999530.00 999530.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BNR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1992055.56 0.0025 N 1997580.00 1997580.00 Ciesco, LLC Ciesco, LLC 1.005000% 17178BP17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3983333.33 0.0050 N 3994800.00 3994800.00 Citibank, NA Citibank, NA 0.580000% 1730D25B4 Certificate of Deposit N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 3000000.00 3000000.00 0.0038 N 3002790.00 3002790.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272DJH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 6000000.00 5999458.33 0.0076 N 5999700.00 5999700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.300000% 20272DPR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-25 2013-02-25 N N N 4000000.00 3994200.00 0.0050 N 3994480.00 3994480.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.240000% 972WXS007 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 4000000.00 4000000.00 0.0051 N 4000280.00 4000280.00 CRC Funding, LLC CRC Funding, LLC 0.700000% 12622UKN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998133.33 0.0025 N 1999180.00 1999180.00 CRC Funding, LLC CRC Funding, LLC 0.680000% 12622UKQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3996222.22 0.0050 N 3998280.00 3998280.00 CRC Funding, LLC CRC Funding, LLC 0.570000% 12622UL61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997007.50 0.0038 N 2998200.00 2998200.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550DTB5 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 1000000.00 1000000.00 0.0013 N 1000040.00 1000040.00 Credit Suisse AG Credit Suisse AG 0.500000% 22550DVY2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-29 2013-01-29 N N N 6000000.00 6000000.00 0.0076 N 6004020.00 6004020.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 22799D001_0.2000_M120904_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-08-20 4.500000 Government Agency Debt 14515158.00 9234741.80 Freddie Mac 2042-07-15 3.000000 Government Agency Debt 5145000.00 5394004.74 GNMA 2038-12-20 7.000000 Government Agency Debt 3198179.00 2223388.61 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 16519482.00 16519482.00 0.0209 N 16519482.00 16519482.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120914_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-11-01 4.000000 Government Agency Debt 11210000.00 10202973.84 First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 10000000.00 10000000.00 0.0126 Y 10000100.00 10000100.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.290000% 22799E009_0.2900_M120921_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-11-01 4.000000 Government Agency Debt 3365000.00 3062712.49 First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 3000000.00 3000000.00 0.0038 Y 3000000.00 3000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.250000% 992JYD004_0.2500_M121120_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-11-01 4.000000 Government Agency Debt 3365000.00 3062712.49 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 3000000.00 3000000.00 0.0038 Y 3000060.00 3000060.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.600000% 2284K0J48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Freddie Mac N/A N/A 6000000.00 6000000.00 0.0076 N 5999880.00 5999880.00 Deutsche Bank AG Deutsche Bank AG 0.420000% 25154U2Y9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 7000000.00 7000000.00 0.0088 N 7001540.00 7001540.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25154U3N2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 1000000.00 1000000.00 0.0013 N 1000210.00 1000210.00 Deutsche Bank AG Deutsche Bank AG 0.340000% 25154U4X9 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 5000000.00 5000000.00 0.0063 N 5000500.00 5000500.00 Deutsche Bank AG Deutsche Bank AG 0.470000% 25154UM43 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 2000000.00 2000000.00 0.0025 N 2000260.00 2000260.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 21599B009_0.2100_M120904_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-09-25 6.500000 Government Agency Debt 46012331.00 46800000.76 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 45000000.00 45000000.00 0.0568 N 45000000.00 45000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 991JCA005_0.1800_M120905_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-09-25 6.500000 Government Agency Debt 1495.00 1520.59 GNMA 2040-08-16 2.500000 Government Agency Debt 4961639.00 5198479.53 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 5000000.00 5000000.00 0.0063 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120907_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-01 4.000000 Government Agency Debt 9934533.00 10417889.88 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Deutsche Bank Securities Inc N/A N/A N N 10000000.00 10000000.00 0.0126 N 10000000.00 10000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120907_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-03-25 0.896000 Government Agency Debt 6151.00 4234.73 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 2427026.00 2048032.70 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 1177.00 1232.88 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 2264.00 2603.97 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 1303.00 1436.67 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 1000.00 1152.41 Fannie Mae 2042-08-25 3.500000 Government Agency Debt 1000.00 1047.71 GNMA 2040-08-16 2.500000 Government Agency Debt 20671.00 21657.72 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Deutsche Bank Securities Inc N/A N/A N N 2000000.00 2000000.00 0.0025 N 1999980.00 1999980.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 99ETSZ007_0.2800_M120907_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-03-25 0.896000 Government Agency Debt 2948.00 2029.59 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 2387977.00 2015081.41 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 1213.00 1270.58 Fannie Mae 2042-05-01 4.500000 Government Agency Debt 1000.00 1120.01 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 2277.00 2618.92 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3194.00 3379.14 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 1239.00 1366.11 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 1000.00 1152.41 GNMA 2040-08-16 2.500000 Government Agency Debt 19780.00 20724.19 GNMA 2042-01-20 4.000000 Government Agency Debt 32118.00 32610.51 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Deutsche Bank Securities Inc N/A N/A N N 2000000.00 2000000.00 0.0025 N 1999980.00 1999980.00 DNB Bank ASA DNB Bank ASA 0.510000% 23330LJA5 Certificate of Deposit N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 3000000.00 3000000.00 0.0038 N 3001800.00 3001800.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKK1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-13 2012-11-13 N N N 1000000.00 1000000.00 0.0013 N 1000000.00 1000000.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LKT2 Certificate of Deposit N First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 5000000.00 5000000.00 0.0063 N 5000000.00 5000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.205000% 30601VLS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999054.72 0.0025 N 1998580.00 1998580.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.200000% 30601VLT6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-27 2012-11-27 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 3000000.00 2998600.00 0.0038 N 2997840.00 2997840.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.200000% 30601VLV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1000000.00 999522.22 0.0013 N 999250.00 999250.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384F87 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 5000000.00 4999875.00 0.0063 N 4999930.00 4999930.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384F87 Government Agency Debt N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 3000000.00 2999891.67 0.0038 N 2999958.00 2999958.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384H28 Government Agency Debt N First Tier Security N/A N/A 2012-09-24 2012-09-24 N N N 7000000.00 6999572.22 0.0088 N 6999804.00 6999804.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384J34 Government Agency Debt N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 3000000.00 2999722.08 0.0038 N 2999808.00 2999808.00 Freddie Mac Freddie Mac 0.407600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-10-10 2013-08-09 N N N 15000000.00 15000000.00 0.0189 N 15013575.00 15013575.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.450000% 3686M0J58 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 7000000.00 6999912.50 0.0088 N 6999790.00 6999790.00 General Electric Capital Corp General Electric Capital Corp 0.330000% 36959HKQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 1000000.00 999541.67 0.0013 N 999830.00 999830.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HLE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 4000000.00 3997475.55 0.0050 N 3998720.00 3998720.00 General Electric Capital Corp General Electric Capital Corp 0.370000% 36959HN45 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 9000000.00 8988715.00 0.0114 N 8991900.00 8991900.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HNU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 4000000.00 3994808.89 0.0050 N 3995160.00 3995160.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HPL5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 1000000.00 998497.78 0.0013 N 998460.00 998460.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M120905_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 2.280000 Government Agency Debt 25252543.00 25200000.21 First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 24000000.00 24000000.00 0.0303 N 24000000.00 24000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M120904_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 2.439000 Government Agency Debt 2063522.00 2137404.24 Fannie Mae 2042-04-01 2.565000 Government Agency Debt 3016642.00 3112596.79 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 5000000.00 5000000.00 0.0063 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2MN1 0000769993 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99996.16 ASTORIA FINL CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99999.10 BEAM INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99990.10 BONANZA CREEK ENERGY INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99988.83 CBS CORP NEW CL B 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99972.00 CF INDS HLDGS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99947.96 DOW CHEM CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99975.48 EQUITY LIFESTYLE PPTYS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 411.90 HEWLETT PACKARD CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99992.02 HUMANA INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99963.00 JABIL CIRCUIT INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99989.27 JPMORGAN CHASE & CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99999.00 KODIAK OIL & GAS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99999.51 PRESTIGE BRANDS HLDGS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99986.86 PROGRESSIVE CORP OHIO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99981.44 PROLOGIS INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99995.45 RENTECH INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99999.90 ROCKWELL AUTOMATION INC COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99955.35 SOUTHERN CO COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99972.14 SOUTHERN COPPER CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99997.66 STRYKER CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99953.02 TUPPERWARE BRANDS CORP COM 2012-08-31 N/A Other Instrument common stock or ETF 0.00 99986.64 First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 2000000.00 2000000.00 0.0025 Repurchase agreement collateralized by common stock and ETFs. Y 2000000.00 2000000.00 Govco, LLC Govco, LLC 0.570000% 38362VJJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2999335.00 0.0038 N 2999670.00 2999670.00 Govco, LLC Govco, LLC 0.620000% 38362VL27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1997967.78 0.0025 N 1999060.00 1999060.00 Govco, LLC Govco, LLC 0.620000% 38362VL68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6992405.00 0.0088 N 6996430.00 6996430.00 HSBC USA, Inc HSBC USA, Inc 0.320000% 40427RKW0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 3000000.00 2998506.67 0.0038 N 2998710.00 2998710.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.380000% 4497W0K49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-04 2012-10-04 N Y ING Bank NV N/A N/A N 1000000.00 999683.33 0.0013 N 999770.00 999770.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.380000% 4497W0K56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-05 2012-10-05 N Y ING Bank NV N/A N/A N 7000000.00 6997709.45 0.0088 N 6998320.00 6998320.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.360000% 4497W0L63 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N Y ING Bank NV N/A N/A N 1000000.00 999370.00 0.0013 N 999400.00 999400.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.400000% 4497W0MC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N Y ING Bank NV N/A N/A N 1000000.00 998900.00 0.0013 N 998730.00 998730.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0L67 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 5000000.00 4997375.00 0.0063 N 4998400.00 4998400.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.383500% 46636JAW3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-01 2013-03-01 N N N 4000000.00 4000000.00 0.0051 N 4000000.00 4000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.190000% 992JYG007_0.1900_M120907_2MN1 0001168163 Government Agency Repurchase Agreement Y Freddie Mac 2042-08-01 3.500000 Government Agency Debt 6795889.00 7210001.03 First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 7000000.00 7000000.00 0.0088 N 7000000.00 7000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.357000% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-09-21 2013-09-20 N N N 10000000.00 10000000.00 0.0126 N 10005790.00 10005790.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.210000% 4820P2J48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 2000000.00 0.0025 N 1999960.00 1999960.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2JL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6999377.78 0.0088 N 6999160.00 6999160.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2KC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6998374.44 0.0088 N 6998040.00 6998040.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.350000% 53943RM30 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 3000000.00 2997375.00 0.0038 N 2996760.00 2996760.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.400000% 53943RM55 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 1000000.00 998977.78 0.0013 N 998880.00 998880.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LJB1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 2000000.00 1999910.55 0.0025 N 1999860.00 1999860.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LJK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999904.17 0.0013 N 999880.00 999880.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JB1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-11 2012-09-11 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4999756.94 0.0063 N 4999700.00 4999700.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4JE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2044000.00 2043858.05 0.0026 N 2043836.48 2043836.48 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399V008_0.1900_M120907_2MN1 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2039-07-25 3.000000 Government Agency Debt 11189818.00 5150000.08 First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 5000000.00 5000000.00 0.0063 N 4999900.00 4999900.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.220000% 59157TKV4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 5000000.00 4998319.44 0.0063 N 4998100.00 4998100.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.400000% 59157TP56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 1000000.00 998288.89 0.0013 N 998040.00 998040.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.380000% 60681P6D1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 1000000.00 1000000.00 0.0013 N 1000020.00 1000020.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.370000% 60681P6E9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 2000000.00 2000000.00 0.0025 N 2000080.00 2000080.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.535000% 60681P6N9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 6000000.00 6000000.00 0.0076 N 6001620.00 6001620.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.540000% 60681P6P4 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 1000000.00 1000000.00 0.0013 N 1000280.00 1000280.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.350000% 60687GB23 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 2000000.00 2000000.00 0.0025 N 2000060.00 2000060.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.360000% 60687GB98 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 1000000.00 1000000.00 0.0013 N 1000030.00 1000030.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.380000% 60687GG36 Certificate of Deposit N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 4000000.00 4000000.00 0.0051 N 4000600.00 4000600.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.330000% 60687GQ27 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 4000000.00 4000000.00 0.0051 N 3999920.00 3999920.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 4000000.00 4000000.00 0.0051 N 4001160.00 4001160.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972CAZ000_M121022 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 3000000.00 3000000.00 0.0038 N 3000870.00 3000870.00 Nationwide Building Society Nationwide Building Society 0.630000% 6385E0J46 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 5000000.00 5000000.00 0.0063 N 4999900.00 4999900.00 New York City IDA IDRB (Allway Tools) Series 1997 0.280000% 649705LL2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-07 2012-09-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 80000.00 80000.00 0.0001 N 80000.00 80000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6X4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 2000000.00 2000000.00 0.0025 N 2000140.00 2000140.00 Nordea North America, Inc Nordea North America, Inc 0.340000% 6555P0P11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N Y Nordea Bank AB N/A N/A N 3000000.00 2995750.00 0.0038 N 2996160.00 2996160.00 Nordea North America, Inc Nordea North America, Inc 0.360000% 6555P0PK9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N Y Nordea Bank AB N/A N/A N 2000000.00 1996640.00 0.0025 N 1996740.00 1996740.00 Nordea North America, Inc Nordea North America, Inc 0.350000% 6555P0PR4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-25 2013-02-25 N Y Nordea Bank AB N/A N/A N 6000000.00 5989850.00 0.0076 N 5989440.00 5989440.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.380000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-07 2012-09-07 Y California State Teachers Retirement Systems N/A N/A Y California State Teachers Retirement Systems N/A N/A N 7390000.00 7390000.00 0.0093 N 7390000.00 7390000.00 Rabobank Nederland Rabobank Nederland 0.480000% 74977JRZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 3000000.00 3000000.00 0.0038 N 2999250.00 2999250.00 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 7000000.00 7000000.00 0.0088 N 7002800.00 7002800.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.510000% 74927JLT8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-27 2012-11-27 N Y Royal Bank of Scotland Plc N/A N/A N 1000000.00 998810.00 0.0013 N 999040.00 999040.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.360000% 7562E0JL1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N Y Reckitt Benckiser Group Plc N/A N/A N 2000000.00 1999680.00 0.0025 N 1999740.00 1999740.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0PE0 Other Commercial Paper N First Tier Security N/A N/A 2013-02-14 2013-02-14 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 997283.33 0.0013 N 998270.00 998270.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.640000% 7562E0Q82 Other Commercial Paper N First Tier Security N/A N/A 2013-03-08 2013-03-08 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 996711.11 0.0013 N 997920.00 997920.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKQ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-24 2012-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999583.33 0.0013 N 999650.00 999650.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999575.00 0.0013 N 999640.00 999640.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LKW1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999533.33 0.0013 N 999600.00 999600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.310000% 82124LL59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1998932.22 0.0025 N 1999080.00 1999080.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LLE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1998816.67 0.0025 N 1998880.00 1998880.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.360000% 83050TKK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 3000000.00 2998650.00 0.0038 N 2999250.00 2999250.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.480000% 83051AZ53 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 2000000.00 2000000.00 0.0025 N 2000140.00 2000140.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P06L7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 1000000.00 1000000.00 0.0013 N 1000050.00 1000050.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.210000% 8574P06P8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 4000000.00 4000000.00 0.0051 N 4000360.00 4000360.00 State Street Corp State Street Corp 0.250000% 85747JKB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-11 2012-10-11 N N N 3000000.00 2999229.17 0.0038 N 2999400.00 2999400.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FJW6 Government Agency Debt N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7998320.00 0.0101 N 7997920.00 7997920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-04 2012-10-05 N N N 3000000.00 3000000.00 0.0038 N 3000450.00 3000450.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHP8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 2000000.00 2000000.00 0.0025 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHU7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 2000000.00 2000000.00 0.0025 N 2000080.00 2000080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DJA9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 4000000.00 4000000.00 0.0051 N 4000240.00 4000240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.490000% 86562DMR8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 1000000.00 999981.16 0.0013 N 1000270.00 1000270.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.470000% 86562DNU0 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 6000000.00 6000000.00 0.0076 N 6001260.00 6001260.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DPT1 Certificate of Deposit N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 5000000.00 5000000.00 0.0063 N 4999900.00 4999900.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.370000% 86562WA57 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 3000000.00 3000000.00 0.0038 N 3000090.00 3000090.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WC97 Certificate of Deposit N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 4000000.00 4000000.00 0.0051 N 4000760.00 4000760.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.280000% 86958CEY6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 4000000.00 4000000.00 0.0051 N 4000280.00 4000280.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86958CEZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 4000000.00 4000000.00 0.0051 N 4000200.00 4000200.00 Swedbank AB Swedbank AB 0.450000% 87019RK39 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 1000000.00 999637.50 0.0013 N 999770.00 999770.00 Swedbank AB Swedbank AB 0.300000% 87019RLU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-28 2012-11-28 N N N 1000000.00 999291.67 0.0013 N 999020.00 999020.00 Texas TRAN Series 2012 0.200000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-09-04 2012-09-04 Y JPMorgan Chase Bank NA N/A N/A N N 4000000.00 4000000.00 0.0051 N 4000000.00 4000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.330000% 88324LJC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999926.67 0.0013 N 999930.00 999930.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.330000% 88324LJJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999615.00 0.0038 N 2999670.00 2999670.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TKF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999760.83 0.0013 N 999710.00 999710.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TL84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 5000000.00 4998194.45 0.0063 N 4997800.00 4997800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TLS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999077.77 0.0025 N 1998880.00 1998880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.324500% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2013-05-28 N N N 1000000.00 1000000.00 0.0013 N 1000000.00 1000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.327000% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-09-20 2013-04-22 N N N 16000000.00 16000000.00 0.0202 N 16003680.00 16003680.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89112XT47 Certificate of Deposit N First Tier Security N/A N/A 2013-01-25 2013-01-25 N N N 6000000.00 6000000.00 0.0076 N 6002220.00 6002220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112XW27 Certificate of Deposit N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 4000000.00 4000000.00 0.0051 N 4000160.00 4000160.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XZA6 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 2000000.00 2000000.00 0.0025 N 2000020.00 2000020.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 5000000.00 4999875.00 0.0063 N 4999950.00 4999950.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233GJD9 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 7000000.00 6999597.50 0.0088 N 6999860.00 6999860.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.400000% 89233GL79 Other Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N Y Support Agreement Toyota Motor Corp N/A N/A 2000000.00 1998577.78 0.0025 N 1999400.00 1999400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQ41 Other Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Support Agreement Toyota Motor Corp N/A N/A 1000000.00 998391.11 0.0013 N 998300.00 998300.00 UBS AG UBS AG 0.470000% 90267RJE0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 7000000.00 7000000.00 0.0088 N 7004270.00 7004270.00 UBS AG UBS AG 0.410000% 90267RLJ6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-11 2013-01-11 N N N 2000000.00 2000000.00 0.0025 N 1999260.00 1999260.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.340000% 90262CJR9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-25 2012-09-25 N Y UBS AG N/A N/A N 4000000.00 3999206.67 0.0051 N 3999800.00 3999800.00 Union Bank, NA Union Bank, NA 0.360000% 90527MU87 Certificate of Deposit N First Tier Security N/A N/A 2012-11-29 2012-11-29 N N N 3000000.00 3000000.00 0.0038 N 3000450.00 3000450.00 United States Treasury Department United States Treasury Department 0.105000% 9127955C1 Treasury Debt N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 7000000.00 6999673.33 0.0088 N 6999734.00 6999734.00 Victory Receivables Corp Victory Receivables Corp 0.210000% 92646KJJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 2023000.00 2022834.79 0.0026 N 2022777.47 2022777.47 Westpac Banking Corp Westpac Banking Corp 0.300000% 96121TMR6 Certificate of Deposit N First Tier Security N/A N/A 2012-11-08 2012-11-08 N N N 8500000.00 8500000.00 0.0107 N 8501615.00 8501615.00 Westpac Banking Corp Westpac Banking Corp 0.489300% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-11 2013-07-11 N N N 2000000.00 2000000.00 0.0025 N 2000440.00 2000440.00 Westpac Banking Corp Westpac Banking Corp 0.477000% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2013-07-18 N N N 3000000.00 3000000.00 0.0038 N 2999880.00 2999880.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N21 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 2000000.00 1997333.33 0.0025 N 1998220.00 1998220.00 Westpac Banking Corp Westpac Banking Corp 0.400000% 9612C0N39 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 1000000.00 998655.56 0.0013 N 999090.00 999090.00 Westpac Banking Corp Westpac Banking Corp 0.433800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2013-02-07 N N N 5000000.00 5000000.00 0.0063 N 5003500.00 5003500.00 Westpac Banking Corp Westpac Banking Corp 0.335700% 9612C4DV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-04 2013-02-04 N N N 2000000.00 2000000.00 0.0025 N 2000540.00 2000540.00 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 24629.24 24629.24 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 21496.40 21496.40 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 12300.72 12300.72 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 10736.07 10736.07 Windmill Funding Corp Windmill Funding Corp 0.320000% 97342GJK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-19 2012-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999466.67 0.0051 N 3999560.00 3999560.00