0001145549-14-002765.txt : 20140318 0001145549-14-002765.hdr.sgml : 20140318 20140318111431 ACCESSION NUMBER: 0001145549-14-002765 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20140318 DATE AS OF CHANGE: 20140318 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14699809 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/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-09-30 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 67 808681004.58 217537.35 32593.69 808865948.24 0.0032 1.0002 2012-09-30 1.0002 2012-09-30 C000012386 1.00 808865948.24 1.00 17219441.02 53605956.22 36386515.20 0.0001 1.0002 2012-09-30 1.0002 2012-09-30 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 998390.00 0.0012 N 998710.00 998710.00 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 1996711.11 0.0025 N 1996380.00 1996380.00 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 3999900.00 0.0049 N 3999920.00 3999920.00 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 3994106.67 0.0049 N 3997200.00 3997200.00 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 3992944.44 0.0049 N 3996160.00 3996160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.266500% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-11-26 N N N 4000000.00 4000000.00 0.0049 N 4000080.00 4000080.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 10000000.00 10000000.00 0.0124 Security is a time deposit. N 10000000.00 10000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005_M121003 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 3000000.00 3000000.00 0.0037 Security is a time deposit. N 3000000.00 3000000.00 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 0.0012 N 1000180.00 1000180.00 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 0.0087 N 7000700.00 7000700.00 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 2000760.00 2000760.00 Bank of Montreal Bank of Montreal 0.190000% 06366VV86 Certificate of Deposit N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 4000000.00 4000000.00 0.0049 N 4000320.00 4000320.00 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 2000220.00 2000220.00 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 2000680.00 2000680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538E4P9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-19 2012-12-19 N N N 4000000.00 4000000.00 0.0049 N 4000560.00 4000560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000% 06538E4V6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 2000000.00 2000000.00 0.0025 N 2000260.00 2000260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000% 06538E5C7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 2000000.00 2000000.00 0.0025 N 2000260.00 2000260.00 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 0.0074 N 6003960.00 6003960.00 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 0.0012 N 1000450.00 1000450.00 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 0.0049 N 4002040.00 4002040.00 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 0.0062 N 5003400.00 5003400.00 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 2002020.00 2002020.00 Barclays Capital, Inc Barclays Capital, Inc 0.210000% 00799J004_0.2100_M121001_2MN1 0000851376 Government Agency Repurchase Agreement Y GNMA 2039-06-20 2.600000 Government Agency Debt 55536870.00 50400000.45 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 48000000.00 48000000.00 0.0593 N 48000000.00 48000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M121005_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-05-01 2.295000 Government Agency Debt 1192.00 945.20 Fannie Mae 2042-09-01 2.516000 Government Agency Debt 2972740.00 3119055.29 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 3000000.00 3000000.00 0.0037 N 3000000.00 3000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M121005_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2029-11-01 2.585000 Government Agency Debt 5681329.00 1885418.16 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 4386.00 3477.90 Fannie Mae 2035-07-01 4.341000 Government Agency Debt 8850000.00 1920157.62 Fannie Mae 2036-09-01 2.562000 Government Agency Debt 11350000.00 1923280.80 Fannie Mae 2037-09-01 5.587000 Government Agency Debt 2067811.00 160925.99 Fannie Mae 2037-11-01 5.871000 Government Agency Debt 2009323.00 1923060.81 Fannie Mae 2039-03-01 2.688000 Government Agency Debt 4398915.00 1926233.01 Fannie Mae 2040-10-01 3.126000 Government Agency Debt 693288.00 328506.83 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 388417.00 375174.75 Fannie Mae 2048-02-01 5.040000 Government Agency Debt 1522062.00 379073.33 Freddie Mac 2038-12-01 7.000000 Government Agency Debt 8207801.00 5814691.49 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 16000000.00 16000000.00 0.0198 N 16000000.00 16000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M121005_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-05-01 2.295000 Government Agency Debt 30227.00 23968.65 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 8561622.00 9336031.41 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 9000000.00 9000000.00 0.0111 N 9000000.00 9000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M121005_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 3.000000 Government Agency Debt 1980813.00 1800691.04 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 8169.00 8177.46 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 8521.00 7324.80 Fannie Mae 2034-09-01 6.000000 Government Agency Debt 8700.00 1779.96 Fannie Mae 2035-05-01 2.295000 Government Agency Debt 10402.00 8248.32 Fannie Mae 2035-06-01 2.641000 Government Agency Debt 16434.00 10375.09 Fannie Mae 2037-11-01 7.000000 Government Agency Debt 21642.00 11069.02 Fannie Mae 2038-04-01 4.367000 Government Agency Debt 7719.00 3521.26 Fannie Mae 2041-02-01 3.097000 Government Agency Debt 146511.00 86270.60 Fannie Mae 2041-10-01 4.609000 Government Agency Debt 4027.00 4137.92 Fannie Mae 2042-02-01 2.266000 Government Agency Debt 2248.00 1966.78 Fannie Mae 2042-02-01 2.506000 Government Agency Debt 2692.00 2416.98 Fannie Mae 2042-05-01 2.500000 Government Agency Debt 4165.00 4269.23 Fannie Mae 2042-07-01 2.769000 Government Agency Debt 460495.00 480714.57 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 1629750.00 1727381.80 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 1491.00 1655.75 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y BARCLAYS CAPITAL INC N/A N/A N N 4000000.00 4000000.00 0.0049 N 3999920.00 3999920.00 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 2999033.34 0.0037 N 2998470.00 2998470.00 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 999672.22 0.0012 N 999480.00 999480.00 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 999612.50 0.0012 N 999850.00 999850.00 CAFCO, LLC CAFCO, LLC 0.600000% 12476EPN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-22 2013-02-22 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4988000.00 0.0062 N 4994957.00 4994957.00 CAFCO, LLC CAFCO, LLC 1.004600% 12476EQ44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1991444.45 0.0025 N 1997780.00 1997780.00 California RAN 2012-2013 Series A1 0.210000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-01 2012-10-01 Y JP Morgan Chase & Co N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.390800% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2013-04-16 N N N 4000000.00 4000000.00 0.0049 N 4002080.00 4002080.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.305500% 13606YNA0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2013-05-28 N N N 6000000.00 6000000.00 0.0074 N 6000240.00 6000240.00 Catholic Health Initiatives Taxable CP Notes Series A 0.210000% 1491M0MR3 Other Commercial Paper N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 1000000.00 1000000.00 0.0012 N 999340.00 999340.00 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 1998933.33 0.0025 N 1999340.00 1999340.00 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 2047893.54 0.0025 N 2048323.83 2048323.83 Chariot Funding, LLC Chariot Funding, LLC 0.240000% 15963TN39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999373.33 0.0012 N 999580.00 999580.00 Chariot Funding, LLC Chariot Funding, LLC 0.330000% 15963TQB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-11 2013-03-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1500000.00 1497786.25 0.0019 N 1498440.00 1498440.00 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 2000120.00 2000120.00 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 0.0037 N 3000240.00 3000240.00 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 0.0012 N 1000110.00 1000110.00 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 999345.56 0.0012 N 999800.00 999800.00 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 3986333.33 0.0049 N 3996840.00 3996840.00 Ciesco, LLC Ciesco, LLC 1.004600% 17178BQ40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-04 2013-03-04 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1991444.45 0.0025 N 1997780.00 1997780.00 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 0.0037 N 3001890.00 3001890.00 Citibank, NA Citibank, NA 0.410000% 1730D25L2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 8000000.00 8000000.00 0.0099 N 8004720.00 8004720.00 Citibank, NA Citibank, NA 0.360000% 1730D25R9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 1000000.00 1000000.00 0.0012 N 1000560.00 1000560.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.200000% 20272DM49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 2000000.00 1999288.89 0.0025 N 1999380.00 1999380.00 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 3995100.00 0.0049 N 3995840.00 3995840.00 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 0.0049 N 4000240.00 4000240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.220000% 972YQZ005 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 3000000.00 3000000.00 0.0037 N 3000180.00 3000180.00 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 1999183.33 0.0025 N 1999720.00 1999720.00 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 3998262.22 0.0049 N 3999360.00 3999360.00 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 2998290.00 0.0037 N 2999220.00 2999220.00 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 0.0074 N 6005340.00 6005340.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 22799D001_0.2100_M121001_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2042-06-20 3.750000 Government Agency Debt 2215000.00 2421339.18 Freddie Mac 2047-09-15 2.150000 Government Agency Debt 14575000.00 15233117.46 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 17307361.00 17307361.00 0.0214 N 17307361.00 17307361.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 992JYD004_0.1800_M121004_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2042-09-01 3.500000 Government Agency Debt 4740000.00 5100684.58 First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 5000000.00 5000000.00 0.0062 N 5000000.00 5000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.200000% 992JYD004_0.2000_M121005_2MN1 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2036-06-25 0.786500 Government Agency Debt 9955000.00 2041010.84 First Tier Security N/A N/A 2012-10-05 2012-10-05 N N N 2000000.00 2000000.00 0.0025 N 2000000.00 2000000.00 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 2042-09-01 3.500000 Government Agency Debt 2845000.00 3061486.84 First Tier Security N/A N/A 2012-11-20 2012-11-20 N N N 3000000.00 3000000.00 0.0037 Y 2999970.00 2999970.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.430000% 2284K0M44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A 6000000.00 5995413.33 0.0074 N 5997060.00 5997060.00 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 0.0087 N 7001820.00 7001820.00 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 0.0012 N 1000280.00 1000280.00 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 0.0062 N 5001400.00 5001400.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 21599B009_0.1500_M121001_2MN1 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2014-07-31 0.125000 Treasury Debt 20444600.00 20400039.11 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 20000000.00 20000000.00 0.0247 N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 991JCA005_0.1800_M121001_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 3.500000 Government Agency Debt 11215597.00 10394292.19 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 5762.00 5708.42 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 10000000.00 10000000.00 0.0124 N 10000000.00 10000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M121015_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 3.500000 Government Agency Debt 5607799.00 5197146.56 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 2881.00 2854.21 First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 5000000.00 5000000.00 0.0062 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M121024_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 3.500000 Government Agency Debt 5607799.00 5197146.56 Freddie Mac 2032-05-15 4.000000 Government Agency Debt 2881.00 2854.21 First Tier Security N/A N/A 2012-10-24 2012-10-24 N N N 5000000.00 5000000.00 0.0062 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M121009_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-09-25 1.500000 Government Agency Debt 12681829.00 12388714.24 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 3435.00 3469.33 Fannie Mae 2042-05-25 3.500000 Government Agency Debt 124609.00 120190.46 First Tier Security N/A N/A 2012-10-09 2012-10-09 N N N 12000000.00 12000000.00 0.0148 Y 11999760.00 11999760.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M121126_2MN1 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2032-05-15 4.000000 Government Agency Debt 1000.00 990.70 GNMA 2041-01-20 3.000000 Government Agency Debt 4114634.00 4159759.29 First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 4000000.00 4000000.00 0.0049 Y 4000000.00 4000000.00 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 0.0037 N 3002340.00 3002340.00 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 0.0012 N 1000100.00 1000100.00 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 0.0062 N 5000600.00 5000600.00 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 1999362.22 0.0025 N 1999240.00 1999240.00 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 2999050.00 0.0037 N 2998860.00 2998860.00 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 999672.22 0.0012 N 999600.00 999600.00 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 2999980.83 0.0037 N 2999997.00 2999997.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313384K40 Government Agency Debt N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 8000000.00 7999694.44 0.0099 N 7999976.00 7999976.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384L31 Government Agency Debt N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 7000000.00 6999702.50 0.0087 N 6999965.00 6999965.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384M71 Government Agency Debt N First Tier Security N/A N/A 2012-10-31 2012-10-31 N N N 7000000.00 6999475.00 0.0087 N 6999944.00 6999944.00 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 0.0185 N 15011670.00 15011670.00 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 999789.17 0.0012 N 999930.00 999930.00 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 3998435.55 0.0049 N 3999480.00 3999480.00 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 8991212.50 0.0111 N 8996130.00 8996130.00 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 3995768.89 0.0049 N 3997520.00 3997520.00 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 998737.78 0.0012 N 999140.00 999140.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 992JYE002_0.2200_M121003_2MN1 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2025-07-01 4.000000 Government Agency Debt 5778780.00 2954845.38 Freddie Mac 2036-12-01 6.500000 Government Agency Debt 41431388.00 27495155.00 First Tier Security N/A N/A 2012-10-03 2012-10-03 N N N 29000000.00 29000000.00 0.0359 N 29000000.00 29000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.540000% 992JYE002_0.5400_M121114_2MN1 0000769993 Other Repurchase Agreement N ALLIED NEVADA GOLD CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99994.48 BALL CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99988.35 COACH INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99984.71 CYS INVTS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99994.72 EQUIFAX INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99960.40 FAIR ISAAC CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99971.35 GANNETT INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99982.40 GRACE W R & CO DEL NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 417.34 HOWARD HUGHES CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99961.35 INGREDION INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99952.64 KIMBERLY CLARK CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99914.54 ORIENTAL FINL GROUP INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99999.45 RPM INTL INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99994.00 SCHLUMBERGER LTD COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99972.60 SKECHERS U S A INC CL A 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99997.80 SUNCOKE ENERGY INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99997.50 TENET HEALTHCARE CORP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99994.48 TITANIUM METALS CORP COM NEW 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99987.73 TJX COS INC NEW COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99965.95 UNUM GROUP COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99986.78 VERIFONE SYS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99999.90 WASTE CONNECTIONS INC COM 2012-09-28 N/A Other Instrument common stock or ETF 0.00 99986.66 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 Gotham Funding Corp Gotham Funding Corp 0.270000% 38346LM37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 1000000.00 999527.50 0.0012 N 999520.00 999520.00 Gotham Funding Corp Gotham Funding Corp 0.280000% 38346LM37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 1000000.00 999510.00 0.0012 N 999520.00 999520.00 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 1998897.78 0.0025 N 1999600.00 1999600.00 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 6995660.00 0.0086 N 6998320.00 6998320.00 Govco, LLC Govco, LLC 0.440000% 38362VMJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2997140.00 0.0037 N 2998080.00 2998080.00 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 2999226.67 0.0037 N 2999430.00 2999430.00 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 999968.33 0.0012 N 999970.00 999970.00 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 6999704.44 0.0087 N 6999790.00 6999790.00 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 999640.00 0.0012 N 999740.00 999740.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 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 999400.00 0.0012 N 999310.00 999310.00 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 999200.00 0.0012 N 999310.00 999310.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.400000% 4497W0MM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N Y ING Bank NV N/A N/A N 4000000.00 3996400.00 0.0049 N 3996760.00 3996760.00 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 4998500.00 0.0062 N 4999350.00 4999350.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0N40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-04 2013-01-04 N N N 2000000.00 1998575.00 0.0025 N 1999160.00 1999160.00 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 0.0049 N 4000240.00 4000240.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.260000% 992JYG007_0.2600_M121010_2MN1 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2041-04-01 4.000000 Government Agency Debt 6595.00 6831.48 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1948022.00 2089959.16 First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 2000000.00 2000000.00 0.0025 Y 1999980.00 1999980.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.338500% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-10-22 2013-10-21 N N N 10000000.00 10000000.00 0.0124 N 10005690.00 10005690.00 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 6999529.44 0.0087 N 6999510.00 6999510.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.210000% 4820P2M36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999632.50 0.0012 N 999520.00 999520.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.210000% 4820P2MJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3998180.00 0.0049 N 3997440.00 3997440.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P2NE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999270.84 0.0012 N 999010.00 999010.00 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 2998162.50 0.0037 N 2998290.00 2998290.00 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 999277.78 0.0012 N 999400.00 999400.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LKC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 2000000.00 1999859.44 0.0025 N 1999860.00 1999860.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LKK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999890.00 0.0012 N 999880.00 999880.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4M68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4998075.00 0.0062 N 4998100.00 4998100.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4MC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1999160.00 0.0025 N 1999160.00 1999160.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000% 06399V008_0.1900_M121005_2MN1 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2039-08-25 2.000000 Government Agency Debt 5075122.00 5150000.35 Fannie Mae 2039-08-25 2.000000 Government Agency Debt 5075122.00 5150000.35 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 10000000.00 10000000.00 0.0124 N 9999700.00 9999700.00 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 4999144.44 0.0062 N 4999250.00 4999250.00 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 998588.89 0.0012 N 998730.00 998730.00 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 0.0074 N 6003780.00 6003780.00 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 0.0012 N 1000640.00 1000640.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.315000% 60682AAW6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 2000000.00 2000000.00 0.0025 N 1999820.00 1999820.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.510000% 60687GD70 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 3000000.00 3001166.40 0.0037 N 3001620.00 3001620.00 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 0.0049 N 4000320.00 4000320.00 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 0.0049 N 4000520.00 4000520.00 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 0.0049 N 4000600.00 4000600.00 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 0.0037 N 3000450.00 3000450.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988FTY008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 7000000.00 7000000.00 0.0087 N 7003080.00 7003080.00 New York City IDA IDRB (Allway Tools) Series 1997 0.620000% 649705LL2 Variable Rate Demand Note N Unrated Security N/A N/A 2012-10-05 2012-10-05 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 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.170000% 65409RK17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 4000000.00 4000000.00 0.0049 N 3999943.20 3999943.20 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 2996515.00 0.0037 N 2997660.00 2997660.00 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 1997180.00 0.0025 N 1998120.00 1998120.00 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 5991425.00 0.0074 N 5994000.00 5994000.00 NRW.BANK NRW.BANK 0.180000% 62939LK24 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 7000000.00 6999965.00 0.0087 N 6999860.00 6999860.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TNA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10992901.95 0.0136 N 10995710.00 10995710.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.390000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-05 2012-10-05 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 0.0091 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 0.0037 N 3001140.00 3001140.00 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 0.0087 N 7002380.00 7002380.00 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 999192.50 0.0012 N 999500.00 999500.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.480000% 74927JM42 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N Y Royal Bank of Scotland Plc N/A N/A N 1000000.00 999146.67 0.0012 N 999420.00 999420.00 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 997733.33 0.0012 N 998790.00 998790.00 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 997191.11 0.0012 N 998550.00 998550.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0TA4 Other Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 996570.00 0.0012 N 996350.00 996350.00 Royal Bank of Canada Royal Bank of Canada 0.269100% 78009NJE7 Other Note N First Tier Security N/A N/A 2012-10-04 2013-10-04 N N N 5000000.00 5000000.00 0.0062 N 5000630.00 5000630.00 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 999808.33 0.0012 N 999870.00 999870.00 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 999800.00 0.0012 N 999870.00 999870.00 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 999758.33 0.0012 N 999840.00 999840.00 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 1999397.22 0.0025 N 1999580.00 1999580.00 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 1999266.67 0.0025 N 1999440.00 1999440.00 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 2999460.00 0.0037 N 2999850.00 2999850.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83050TMM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 1000000.00 999302.50 0.0012 N 999360.00 999360.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.315000% 83051A7F2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 2000000.00 2000000.00 0.0025 N 2000160.00 2000160.00 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 0.0049 N 4000120.00 4000120.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.200000% 8574P07D4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 1000000.00 1000000.00 0.0012 N 1000240.00 1000240.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.180000% 8574P07G7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 1000000.00 1000000.00 0.0012 N 1000170.00 1000170.00 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 2999791.67 0.0037 N 2999820.00 2999820.00 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 7999400.00 0.0099 N 7999680.00 7999680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-11-02 N N N 3000000.00 3000000.00 0.0037 N 3000390.00 3000390.00 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 999984.90 0.0012 N 1000560.00 1000560.00 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 0.0074 N 6003240.00 6003240.00 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 0.0062 N 5000600.00 5000600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562DRF9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 5000000.00 5000392.83 0.0062 N 5000800.00 5000800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUA6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2012-12-13 N N N 4000000.00 4000000.00 0.0049 N 4000080.00 4000080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562DUQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 1000000.00 1000000.00 0.0012 N 1000020.00 1000020.00 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 0.0049 N 4000280.00 4000280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86562WM70 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 3000000.00 3000000.00 0.0037 N 3000330.00 3000330.00 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 0.0049 N 4000320.00 4000320.00 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 0.0049 N 4000280.00 4000280.00 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 999975.00 0.0012 N 999980.00 999980.00 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 999516.67 0.0012 N 999490.00 999490.00 Texas TRAN Series 2012 0.200000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-10-01 2012-10-01 Y JPMorgan Chase Bank NA N/A N/A N N 4000000.00 4000000.00 0.0049 N 4000000.00 4000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.270000% 88324LKN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4999212.50 0.0062 N 4999350.00 4999350.00 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 999918.33 0.0012 N 999910.00 999910.00 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 4998944.44 0.0062 N 4998750.00 4998750.00 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 1999377.77 0.0025 N 1999280.00 1999280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.305500% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2012-10-29 2013-05-28 N N N 1000000.00 1000000.00 0.0012 N 1000300.00 1000300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.308500% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2013-04-22 N N N 16000000.00 16000000.00 0.0198 N 16005920.00 16005920.00 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 0.0074 N 6003000.00 6003000.00 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 0.0049 N 4001920.00 4001920.00 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 1999177.78 0.0025 N 1999740.00 1999740.00 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 998631.11 0.0012 N 998950.00 998950.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.320000% 89233GQL3 Other Commercial Paper N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 5000000.00 4992444.44 0.0062 N 4994250.00 4994250.00 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 0.0087 N 7002590.00 7002590.00 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 2000700.00 2000700.00 UBS Securities LLC UBS Securities LLC 0.180000% 936991009_0.1800_M121005_2MN1 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2040-09-01 4.500000 Government Agency Debt 4808368.00 3063805.51 First Tier Security N/A N/A 2012-10-05 2012-10-05 Y UBS Securities LLC N/A N/A N N 3000000.00 3000000.00 0.0037 N 3000000.00 3000000.00 UBS Securities LLC UBS Securities LLC 0.200000% 992JYH005_0.2000_M121001_2MN1 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2042-08-01 3.500000 Government Agency Debt 4759229.00 5109039.17 First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 5000000.00 5000000.00 0.0062 N 5000000.00 5000000.00 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 0.0037 N 3000870.00 3000870.00 Victory Receivables Corp Victory Receivables Corp 0.210000% 92646KKH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-17 2012-10-17 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 2000000.00 1999813.34 0.0025 N 1999800.00 1999800.00 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 0.0105 N 8501360.00 8501360.00 Westpac Banking Corp Westpac Banking Corp 0.478000% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-11 2013-07-11 N N N 2000000.00 2000000.00 0.0025 N 2000400.00 2000400.00 Westpac Banking Corp Westpac Banking Corp 0.460000% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2012-10-18 2013-07-18 N N N 3000000.00 3000000.00 0.0037 N 2999910.00 2999910.00 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 1997933.33 0.0025 N 1999100.00 1999100.00 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 998955.56 0.0012 N 999540.00 999540.00 Westpac Banking Corp Westpac Banking Corp 0.418000% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-09 2013-02-07 N N N 5000000.00 5000000.00 0.0062 N 5002850.00 5002850.00 Westpac Banking Corp Westpac Banking Corp 0.320500% 9612C4DV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-04 2013-02-04 N N N 2000000.00 2000000.00 0.0025 N 2000440.00 2000440.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 21585.07 21585.07 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 10780.35 10780.35