0001145549-14-002804.txt : 20140319 0001145549-14-002804.hdr.sgml : 20140319 20140319130642 ACCESSION NUMBER: 0001145549-14-002804 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20140319 DATE AS OF CHANGE: 20140319 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: 14703490 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-06-30 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 40 59 1252174072.29 409436.41 10104587.62 1242478921.08 0.0028 1.0001 2012-06-30 1.0001 2012-06-30 C000012387 1.00 1242478921.08 1.00 -45880838.61 40685695.70 86566534.31 0.0001 1.0001 2012-06-30 1.0001 2012-06-30 Abbott Laboratories Abbott Laboratories 0.170000% 00282CGH9 Other Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 4000000.00 3999716.67 0.0032 N 3999840.00 3999840.00 Alpine Securitization Corp Alpine Securitization Corp 0.300000% 02086LH66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4998541.67 0.0040 N 4998850.00 4998850.00 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 12000000.00 11993076.66 0.0097 N 11994600.00 11994600.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.530000% 04915TM66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 997688.61 0.0008 N 997930.00 997930.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.295300% 05253MBA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-11-26 N N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 15000000.00 15000000.00 0.0121 Security is a time deposit. N 15000150.00 15000150.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.200000% 972BSY006 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 12000000.00 12000000.00 0.0097 N 12000840.00 12000840.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.360000% 972NJB000 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-11-26 2012-11-26 N N N 4000000.00 4000000.00 0.0032 N 4002000.00 4002000.00 Bank of Montreal Bank of Montreal 0.200000% 06366VMQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 4000000.00 4000000.00 0.0032 N 4000160.00 4000160.00 Bank of Montreal Bank of Montreal 0.190000% 06366VNA0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 6000000.00 6000000.00 0.0048 N 6000060.00 6000060.00 Bank of Montreal Bank of Montreal 0.200000% 06366VNY8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 6000000.00 6000000.00 0.0048 N 6000300.00 6000300.00 Bank of Montreal Bank of Montreal 0.200000% 06366VPJ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 7000000.00 7000000.00 0.0056 N 7000350.00 7000350.00 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 12000000.00 11999520.21 0.0097 N 11999760.00 11999760.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417EM67 Certificate of Deposit N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 12000000.00 12000000.00 0.0097 N 12000000.00 12000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 7000000.00 7000000.00 0.0056 N 7000910.00 7000910.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 5000000.00 5000000.00 0.0040 N 5000900.00 5000900.00 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 11000000.00 11000000.00 0.0089 N 10998240.00 10998240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EUV7 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 3000000.00 3000000.00 0.0024 N 3000330.00 3000330.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EYS0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 4000000.00 4000000.00 0.0032 N 3999920.00 3999920.00 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 10000000.00 10000000.00 0.0080 N 9999800.00 9999800.00 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 6000000.00 6000000.00 0.0048 N 5999880.00 5999880.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000% 06538EZZ3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 1000000.00 1000000.00 0.0008 N 999980.00 999980.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 3000000.00 3000000.00 0.0024 N 3002670.00 3002670.00 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 11000000.00 11000000.00 0.0089 N 11004730.00 11004730.00 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 4000000.00 4000000.00 0.0032 N 4002480.00 4002480.00 Barclays Capital, Inc Barclays Capital, Inc 0.210000% 07699U005_0.2100_M120706_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-07-01 5.000000 Government Agency Debt 9286071.00 3841008.60 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 97732.00 102988.94 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 5652948.00 5410216.95 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 15908.00 16588.23 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 9000000.00 9000000.00 0.0072 N 8999730.00 8999730.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 07699U005_0.2200_M120706_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-03-01 3.286000 Government Agency Debt 7535.00 6409.31 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 12146.00 11669.25 Fannie Mae 2041-10-01 3.299000 Government Agency Debt 4261342.00 4006204.35 Fannie Mae 2042-02-01 2.178000 Government Agency Debt 9126477.00 9325752.80 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 185216.00 195178.66 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 60029.00 62595.85 GNMA 2042-05-20 3.500000 Government Agency Debt 11631504.00 12526852.59 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 25000000.00 25000000.00 0.0201 N 25000000.00 25000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.240000% 07699U005_0.2400_M120706_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2020-01-01 4.505000 Government Agency Debt 4480189.00 4937748.61 Fannie Mae 2036-06-01 6.500000 Government Agency Debt 67756.00 26474.93 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 170689.00 179870.26 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 69191.00 74234.33 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y BARCLAYS CAPITAL INC N/A N/A N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.190000% 987WVU007_0.1900_M120702_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 3.500000 Government Agency Debt 31924669.00 27197018.80 Fannie Mae 2026-01-01 3.500000 Government Agency Debt 3665158.00 3702981.44 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 30000000.00 30000000.00 0.0241 N 30000000.00 30000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X0GD0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-13 2012-07-13 N Y Bank of New Zealand N/A N/A N 2000000.00 1999865.55 0.0016 N 1999860.00 1999860.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.280000% 10513DJT8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 1000000.00 1000000.00 0.0008 N 1000120.00 1000120.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EGC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999666.67 0.0024 N 2999790.00 2999790.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999773.33 0.0008 N 999900.00 999900.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999107.50 0.0024 N 2999640.00 2999640.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 11000000.00 11000000.00 0.0089 N 11013420.00 11013420.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.170000% 13606YFL5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 3000000.00 3000000.00 0.0024 N 3000030.00 3000030.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.170000% 13606YGQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 3000000.00 3000000.00 0.0024 N 2999970.00 2999970.00 Catholic Health Initiatives Taxable CP Notes Series A 0.180000% 1491M0MF9 Other Commercial Paper N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 2000000.00 2000000.00 0.0016 N 1999680.00 1999680.00 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 19000000.00 18991133.33 0.0153 N 18992400.00 18992400.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 8000000.00 8000000.00 0.0064 N 8000400.00 8000400.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRM7 Certificate of Deposit N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 8000000.00 8000000.00 0.0064 N 8000400.00 8000400.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RRQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 7000000.00 7000000.00 0.0056 N 7000560.00 7000560.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BGQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999688.33 0.0008 N 999870.00 999870.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BGR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999041.67 0.0024 N 2999610.00 2999610.00 Ciesco, LLC Ciesco, LLC 0.470000% 17178BGS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999373.33 0.0016 N 1999740.00 1999740.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BH65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999027.78 0.0016 N 1999580.00 1999580.00 Citibank, NA Citibank, NA 0.400000% 1730D23B6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 7000000.00 6999931.77 0.0056 N 7000560.00 7000560.00 Citibank, NA Citibank, NA 0.370000% 1730D23D2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 11000000.00 11000000.00 0.0089 N 11000220.00 11000220.00 Citibank, NA Citibank, NA 0.420000% 1730D23T7 Certificate of Deposit N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 1000000.00 1000000.00 0.0008 N 1000200.00 1000200.00 Citibank, NA Citibank, NA 0.500000% 1730D23V2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N N 2000000.00 2000000.00 0.0016 N 2000440.00 2000440.00 Citibank, NA Citibank, NA 0.200000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 7000000.00 7000000.00 0.0056 Security is a time deposit. N 7000000.00 7000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG61 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 5000000.00 4999900.00 0.0040 N 4999900.00 4999900.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DG95 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 3000000.00 2999895.00 0.0024 N 2999940.00 2999940.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 8000000.00 7999640.00 0.0064 N 7999760.00 7999760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DGK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 5000000.00 4999575.00 0.0040 N 4999700.00 4999700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272DHM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 1000000.00 999708.33 0.0008 N 999760.00 999760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272DHQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 3000000.00 2999072.50 0.0024 N 2999250.00 2999250.00 CRC Funding, LLC CRC Funding, LLC 0.450000% 12622UG59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3999850.00 0.0032 N 3999880.00 3999880.00 CRC Funding, LLC CRC Funding, LLC 0.510000% 12622UGH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9997875.00 0.0080 N 9999000.00 9999000.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DPT0 Certificate of Deposit N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 19000000.00 19000000.00 0.0153 N 19000760.00 19000760.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.180000% 22799D001_0.1800_M120702_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-09-20 5.000000 Government Agency Debt 47776240.00 48275536.14 Freddie Mac 2042-05-20 4.500000 Government Agency Debt 3190000.00 3527824.96 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 50782344.00 50782344.00 0.0409 N 50782344.00 50782344.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.270000% 22799E009_0.2700_M120913_2MN2 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2034-11-01 5.500000 Government Agency Debt 4885000.00 1020655.74 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 1000000.00 1000000.00 0.0008 Y 999940.00 999940.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.290000% 22799E009_0.2900_M120921_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-11-01 4.000000 Government Agency Debt 1045000.00 1021576.22 First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 1000000.00 1000000.00 0.0008 Y 1000000.00 1000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.600000% 2284K0HA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1998700.00 0.0016 N 1999440.00 1999440.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.570000% 2284K0J63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity FEDERAL HOME LOAN BANK N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A 9000000.00 8990595.00 0.0072 N 8994780.00 8994780.00 Deutsche Bank AG Deutsche Bank AG 0.430000% 25154UC93 Certificate of Deposit N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 15000000.00 15000000.00 0.0121 N 15002400.00 15002400.00 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 1000000.00 1000000.00 0.0008 N 1000070.00 1000070.00 Deutsche Bank AG Deutsche Bank AG 0.230000% 25154UR63 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 20000000.00 20000000.00 0.0161 N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.140000% 21599B009_0.1400_M120702_2MN2 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2021-08-15 2.125000 Treasury Debt 38271100.00 40800099.50 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 40000000.00 40000000.00 0.0322 N 40000000.00 40000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 991JCA005_0.1900_M120702_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-25 4.000000 Government Agency Debt 4990649.00 4347007.49 GNMA 2037-11-16 2.750000 Government Agency Debt 955555.00 864131.64 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120702_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-05-25 4.000000 Government Agency Debt 10780638.00 5052079.33 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 152265.00 132627.46 Fannie Mae 2042-05-25 7.000000 Government Agency Debt 13025.00 15293.83 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120712_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-06-01 5.500000 Government Agency Debt 28710161.00 5214205.84 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 1000.00 871.03 First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 5000000.00 5000000.00 0.0040 Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 99ETSZ007_0.2400_M120920_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 5.000000 Government Agency Debt 10000000.00 3645027.38 Fannie Mae 2036-10-01 7.000000 Government Agency Debt 2805179.00 984108.13 Fannie Mae 2038-02-01 6.500000 Government Agency Debt 6000000.00 3652520.38 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 9434595.00 3649687.40 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 421765.00 302779.45 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 1458237.00 1270168.90 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 3232751.00 3096172.25 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 500912.00 489349.58 Fannie Mae 2047-07-01 6.500000 Government Agency Debt 12101607.00 3652184.30 GNMA 2037-11-16 2.750000 Government Agency Debt 64139.00 58002.46 First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 20000000.00 20000000.00 0.0161 Y 20000000.00 20000000.00 DNB Bank ASA DNB Bank ASA 0.260000% 23330LCL8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 6000000.00 6000000.00 0.0048 N 6000060.00 6000060.00 DNB Bank ASA DNB Bank ASA 0.250000% 23330LDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 5000000.00 5000000.00 0.0040 N 5000200.00 5000200.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384A41 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 6000000.00 5999600.00 0.0048 N 5999802.00 5999802.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384E21 Government Agency Debt N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 1000000.00 999833.33 0.0008 N 999933.00 999933.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 10000000.00 9999937.50 0.0080 N 9999980.00 9999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 6000000.00 5999960.00 0.0048 N 5999988.00 5999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YZ6 Government Agency Debt N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 2000000.00 1999981.67 0.0016 N 1999996.00 1999996.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313384ZA0 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 24000000.00 23999800.00 0.0193 N 23999952.00 23999952.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 6000000.00 5999820.00 0.0048 N 5999970.00 5999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.115000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 4000000.00 3999885.00 0.0032 N 3999980.00 3999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.084000% 313384ZF9 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 3000000.00 2999937.00 0.0024 N 2999985.00 2999985.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 3000000.00 2999917.50 0.0024 N 2999982.00 2999982.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 3000000.00 2999912.92 0.0024 N 2999982.00 2999982.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 2000000.00 1999932.78 0.0016 N 1999988.00 1999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384ZN2 Government Agency Debt N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 3000000.00 2999886.67 0.0024 N 2999973.00 2999973.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384ZX0 Government Agency Debt N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 5000000.00 4999652.78 0.0040 N 4999930.00 4999930.00 Freddie Mac Freddie Mac 0.085000% 313396B28 Government Agency Debt N First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 5000000.00 4999575.00 0.0040 N 4999800.00 4999800.00 Freddie Mac Freddie Mac 0.090000% 313396ZF3 Government Agency Debt N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N N 1000000.00 999977.50 0.0008 N 999995.00 999995.00 Freddie Mac Freddie Mac 0.080000% 313396ZV8 Government Agency Debt N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 2000000.00 1999897.78 0.0016 N 1999974.00 1999974.00 Freddie Mac Freddie Mac 0.369200% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2013-05-10 N N N 25000000.00 25000000.00 0.0201 N 25033775.00 25033775.00 Freddie Mac Freddie Mac 5.125000% 3134A4QD9 Government Agency Debt N First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 2000000.00 2003543.56 0.0016 N 2003682.00 2003682.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HG68 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 6000000.00 5999800.00 0.0048 N 5999880.00 5999880.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HHA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 1000000.00 999675.00 0.0008 N 999860.00 999860.00 General Electric Capital Corp General Electric Capital Corp 0.290000% 36959HJ57 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 4000000.00 3997905.56 0.0032 N 3998960.00 3998960.00 General Electric Capital Corp General Electric Capital Corp 0.340000% 36959HKC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 11000000.00 10989403.33 0.0088 N 10992630.00 10992630.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL62 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-06 2012-11-06 N N N 6000000.00 5993226.66 0.0048 N 5993760.00 5993760.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959HL70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N N 1500000.00 1498293.34 0.0012 N 1498425.00 1498425.00 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 1000000.00 998800.00 0.0008 N 998850.00 998850.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 992JYE002_0.2200_M120702_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2032-03-01 4.000000 Government Agency Debt 4090140.00 4377486.63 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 822826.00 872513.68 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M120913_2MN2 0000769993 Other Repurchase Agreement N AGILENT TECHNOLOGIES INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149974.72 AMERICAN CAMPUS CMNTYS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149971.80 APARTMENT INVT & MGMT CO CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149994.96 AUTOZONE INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149823.74 C&J ENERGY SVCS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149989.84 CHICAGO BRIDGE & IRON CO N VN Y REGI 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149983.34 CIGNA CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149991.10 DENBURY RES INC COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149990.00 DOUGLAS EMMETT INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149987.25 GAMESTOP CORP NEW CL A 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149995.82 LABORATORY CORP AMER HLDGS COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149933.16 NEWMONT MINING CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 753.92 NYSE EURONEXT COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149988.03 OCWEN FINL CORP COM NEW 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149999.18 PERKINELMER INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149993.81 PROASSURANCE CORP COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149917.92 SPECTRUM BRANDS HLDGS INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149987.60 STARWOOD HOTELS&RESORTS WRLDCOM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149994.60 TEXTRON INC COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149994.54 UNIVERSAL HLTH SVCS INC CL B 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149994.60 WASHINGTON POST CO CL B 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149760.90 WEYERHAEUSER CO COM 2012-06-29 N/A Other Instrument common stock or ETF 0.00 149995.50 First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 3000000.00 3000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. Y 3001650.00 3001650.00 Govco, LLC Govco, LLC 0.380000% 38362VG23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 2000000.00 0.0016 N 1999960.00 1999960.00 Govco, LLC Govco, LLC 0.440000% 38362VG56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14999450.00 0.0121 N 14999400.00 14999400.00 Govco, LLC Govco, LLC 0.500000% 38362VGJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1999555.56 0.0016 N 1999760.00 1999760.00 ING Bank NV ING Bank NV 0.460000% 972ERF002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 10000000.00 10000000.00 0.0080 N 10001200.00 10001200.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.240000% 4662J0J78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 1000000.00 999553.33 0.0008 N 999630.00 999630.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.270000% 4662J0K27 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 6000000.00 5995860.00 0.0048 N 5996580.00 5996580.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.300000% 992JYG007_0.3000_M120724_2MN2 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 3.500000 Government Agency Debt 4921980.00 5180827.51 First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 5000000.00 5000000.00 0.0040 Y 5000100.00 5000100.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.363800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-07-23 2013-07-19 N N N 38000000.00 38000000.00 0.0306 N 38027968.00 38027968.00 Labcon North America Taxable Demand Bonds Series 2010 0.650000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2125000.00 2125000.00 0.0017 N 2125000.00 2125000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEW7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-01 2012-10-01 N N N 2000000.00 2000000.00 0.0016 N 1999420.00 1999420.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.450000% 53944LEZ0 Certificate of Deposit N First Tier Security N/A N/A 2012-10-10 2012-10-10 N N N 10000000.00 10000000.00 0.0080 N 9996900.00 9996900.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LGC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 3000000.00 2999816.67 0.0024 N 2999760.00 2999760.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.250000% 56274LGJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999888.89 0.0008 N 999880.00 999880.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999750.83 0.0008 N 999750.00 999750.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999686.94 0.0008 N 999680.00 999680.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5044000.00 5042388.72 0.0041 N 5042385.92 5042385.92 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4HT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998926.67 0.0024 N 2998920.00 2998920.00 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 1000000.00 999506.95 0.0008 N 999530.00 999530.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60681P5G5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 6000000.00 6000000.00 0.0048 N 6000840.00 6000840.00 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 4000000.00 4000000.00 0.0032 N 4000000.00 4000000.00 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 0.0016 N 1999960.00 1999960.00 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 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 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 7000000.00 7000000.00 0.0056 N 7000000.00 7000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 63253TNZ7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 3000000.00 3000000.00 0.0024 N 3000630.00 3000630.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972DDH005 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 9000000.00 9000000.00 0.0072 N 9002250.00 9002250.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH78 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-07 2012-08-07 N Y National Australia Bank Ltd N/A N/A N 8000000.00 7998400.00 0.0064 N 7999200.00 7999200.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253JH86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N Y National Australia Bank Ltd N/A N/A N 2000000.00 1999588.89 0.0016 N 1999800.00 1999800.00 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 4994400.00 0.0040 N 4996650.00 4996650.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.300000% 65557V6V8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 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 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-22 2012-08-22 N Y Nordea Bank AB N/A N/A N 4000000.00 3998356.67 0.0032 N 3998720.00 3998720.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 6555P0HQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-24 2012-08-24 N Y Nordea Bank AB N/A N/A N 9000000.00 8996157.50 0.0072 N 8996940.00 8996940.00 NRW.BANK NRW.BANK 0.290000% 62939LHT9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 9000000.00 8995940.01 0.0072 N 8995320.00 8995320.00 Old Line Funding, LLC Old Line Funding, LLC 0.200000% 67983TGL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 13000000.00 12998700.00 0.0105 N 12999350.00 12999350.00 Rabobank Nederland Rabobank Nederland 0.330000% 74977JQW5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 12000000.00 12000000.00 0.0097 N 12000240.00 12000240.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 11000000.00 11000000.00 0.0089 N 11003850.00 11003850.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K96 Other Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4993125.00 0.0040 N 4994900.00 4994900.00 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 2000000.00 1992433.33 0.0016 N 1993060.00 1993060.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.320000% 82124LJC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4996800.00 0.0040 N 4996950.00 4996950.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.310000% 82124LJC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1998760.00 0.0016 N 1998780.00 1998780.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 4000000.00 4000000.00 0.0032 N 4001080.00 4001080.00 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 5000000.00 5000000.00 0.0040 N 5000800.00 5000800.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E2GR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9998083.33 0.0080 N 9998600.00 9998600.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 9000000.00 9000000.00 0.0072 N 9000090.00 9000090.00 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 0.0008 N 1000130.00 1000130.00 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 5000000.00 4996493.05 0.0040 N 4996850.00 4996850.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHV3 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 6000000.00 0.0048 N 5999940.00 5999940.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JS32 Government Agency Debt N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998150.00 0.0080 N 9998200.00 9998200.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K3K8 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 14000000.00 0.0113 N 13999860.00 13999860.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6000000.00 5999460.00 0.0048 N 5999580.00 5999580.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K5X8 Government Agency Debt N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11996640.00 0.0097 N 11996280.00 11996280.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K6B5 Government Agency Debt N First Tier Security N/A N/A 2012-08-29 2012-08-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 9000000.00 8997390.00 0.0072 N 8997120.00 8997120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-08-03 Y Sumitomo Mitsui Banking Corp N/A N/A N N 4000000.00 4000000.00 0.0032 N 4000920.00 4000920.00 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 4000000.00 4000000.00 0.0032 N 3999760.00 3999760.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DHY9 Certificate of Deposit N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 3000000.00 3000000.00 0.0024 N 2999820.00 2999820.00 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 1000000.00 1000000.00 0.0008 N 999940.00 999940.00 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 5000000.00 5000000.00 0.0040 N 4999900.00 4999900.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.190000% 86562WB31 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 13000000.00 13000000.00 0.0105 N 12999870.00 12999870.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.160000% 86562WC89 Certificate of Deposit N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 6000000.00 6000000.00 0.0048 N 6000000.00 6000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.260000% 86959B6K6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 1000000.00 1000000.00 0.0008 N 1000030.00 1000030.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959B7G4 Certificate of Deposit N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 1000000.00 1000000.00 0.0008 N 1000050.00 1000050.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959B7H2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 8000000.00 8000000.00 0.0064 N 8000400.00 8000400.00 Swedbank AB Swedbank AB 0.440000% 87019QKD9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-27 2012-08-27 N N N 4000000.00 4000000.00 0.0032 N 4000640.00 4000640.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 4950000.00 4950000.00 0.0040 N 4950000.00 4950000.00 Texas Tax and Revenue Anticipation Note Series 2011A 0.180000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-02 2012-07-02 Y JP Morgan Chase & Co N/A N/A N N 2975000.00 2975000.00 0.0024 N 2975000.00 2975000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.280000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-07-06 2012-07-06 Y Texas N/A N/A N N 1875000.00 1875000.00 0.0015 N 1875000.00 1875000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.500000% 88324LGC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 11000000.00 10998472.22 0.0089 N 10999120.00 10999120.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 11000000.00 11000000.00 0.0089 N 11000220.00 11000220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XTH8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 1000000.00 1000000.00 0.0008 N 1000030.00 1000030.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112XXP5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 2000000.00 2000000.00 0.0016 N 2000000.00 2000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYL3 Certificate of Deposit N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 7000000.00 7000000.00 0.0056 N 6999720.00 6999720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112XYR0 Certificate of Deposit N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 4000000.00 4000000.00 0.0032 N 3999840.00 3999840.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GGL4 Other Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 5450000.00 5449318.75 0.0044 N 5449564.00 5449564.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.440000% 89233GLK0 Other Commercial Paper N First Tier Security N/A N/A 2012-11-19 2012-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 10000000.00 9982888.89 0.0080 N 9987000.00 9987000.00 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 12000000.00 12000000.00 0.0097 N 11999640.00 11999640.00 UBS AG UBS AG 0.510000% 90267RJF7 Certificate of Deposit N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 5000000.00 5000000.00 0.0040 N 5000000.00 5000000.00 UBS Securities LLC UBS Securities LLC 0.200000% 936991009_0.2000_M120706_2MN2 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 7846803.00 8160000.07 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 3923402.00 4080000.56 First Tier Security N/A N/A 2012-07-06 2012-07-06 Y UBS Securities LLC N/A N/A N N 12000000.00 12000000.00 0.0097 N 11999840.00 11999840.00 Union Bank, NA Union Bank, NA 0.430000% 90527MD45 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 3000000.00 3000000.00 0.0024 N 3000480.00 3000480.00 Union Bank, NA Union Bank, NA 0.400000% 90527MS23 Certificate of Deposit N First Tier Security N/A N/A 2012-11-02 2012-11-02 N N N 1000000.00 1000000.00 0.0008 N 999480.00 999480.00 Univ of California CP Series B 0.180000% 91411SGJ3 Other Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 3000000.00 2999760.00 0.0024 N 2999730.00 2999730.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6999105.56 0.0056 N 6999020.00 6999020.00 Westpac Banking Corp Westpac Banking Corp 0.328800% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 7000000.00 7000000.00 0.0056 N 7000000.00 7000000.00 Westpac Banking Corp Westpac Banking Corp 0.370000% 96121TPC6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-14 2012-12-14 N N N 1000000.00 1000000.00 0.0008 N 999770.00 999770.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C0JE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 1000000.00 999486.11 0.0008 N 999440.00 999440.00 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 3000000.00 2993866.67 0.0024 N 2992890.00 2992890.00 Westpac Banking Corp Westpac Banking Corp 0.429800% 9612C4DN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-07 2013-02-07 N N N 8000000.00 8000000.00 0.0064 N 8000000.00 8000000.00 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 49258.47 49258.47 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 41451.00 41451.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24610.09 24610.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 20709.39 20709.39 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24602.17 24602.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 20702.73 20702.73 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 24600.45 24600.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 20701.28 20701.28 Windmill Funding Corp Windmill Funding Corp 0.400000% 97342GGA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6999377.78 0.0056 N 6999650.00 6999650.00