0001145549-14-002956.txt : 20140328 0001145549-14-002956.hdr.sgml : 20140328 20140328144243 ACCESSION NUMBER: 0001145549-14-002956 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110831 FILED AS OF DATE: 20140328 DATE AS OF CHANGE: 20140328 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: 14725097 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-08-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 38 58 14613021283.78 3629860.56 918464.97 14615732679.37 0.0022 1.0000 2011-08-31 1.0000 2011-08-31 C000012373 1.00 14615732679.37 1.00 540607528.43 4688087607.70 4147480079.27 0.0001 1.0000 2011-08-31 1.0000 2011-08-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.330000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KWK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15570000.00 15568053.75 0.0011 N 15568287.30 15568287.30 Amsterdam Funding Corp Amsterdam Funding Corp 0.210000% 03221KWU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9998425.00 0.0007 N 9998200.00 9998200.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KXQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 34000000.00 33988987.79 0.0023 N 33987080.00 33987080.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.450000% 04014BW72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 11000000.00 10999175.00 0.0008 N 10999670.00 10999670.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 66000000.00 65992336.66 0.0045 N 65992080.00 65992080.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.450000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 8000000.00 7998100.00 0.0005 N 7999040.00 7999040.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Cash Rabobank Nederland N/A N/A 2000000.00 1998770.00 0.0001 N 1999240.00 1999240.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 43000000.00 42970186.67 0.0029 N 42978500.00 42978500.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999333.33 0.0001 N 999500.00 999500.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Cash Rabobank Nederland N/A N/A 2000000.00 1998411.11 0.0001 N 1998700.00 1998700.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05253CZG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 22000000.00 21983805.56 0.0015 N 21984820.00 21984820.00 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 2011-09-01 2011-09-01 N N N 97000000.00 97000000.00 0.0066 Security is a time deposit. N 97000000.00 97000000.00 Bank of America, NA Bank of America, NA 0.260000% 06052WDF7 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 71000000.00 71000000.00 0.0049 N 70984380.00 70984380.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEH2 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 50000000.00 50000000.00 0.0034 N 50007500.00 50007500.00 Bank of America, NA Bank of America, NA 0.200000% 06052WEV1 Other Note N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 34000000.00 34000000.00 0.0023 N 34001700.00 34001700.00 Bank of America, NA Bank of America, NA 0.200000% 06052WFB4 Other Note N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 9000000.00 9000000.00 0.0006 N 9000450.00 9000450.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 30000000.00 30000000.00 0.0021 N 29998800.00 29998800.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFV0 Other Note N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 65000000.00 65000000.00 0.0044 N 65005850.00 65005850.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFW8 Other Note N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 20000000.00 20000000.00 0.0014 N 20001800.00 20001800.00 Bank of America, NA Bank of America, NA 0.250000% 06052WGB3 Other Note N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 250000000.00 250000000.00 0.0171 N 250022500.00 250022500.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFA7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 94000000.00 94000000.00 0.0064 N 93985900.00 93985900.00 Bank of Montreal Bank of Montreal 0.220000% 06366WGF5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 101000000.00 101000000.00 0.0069 N 100979800.00 100979800.00 Bank of Montreal Bank of Montreal 0.140000% 06366WHH0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 109000000.00 109000000.00 0.0075 N 109000000.00 109000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 3000000.00 3000000.00 0.0002 N 2999190.00 2999190.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 77000000.00 77000000.00 0.0053 N 76979210.00 76979210.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D5H4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 66000000.00 66000000.00 0.0045 N 65983500.00 65983500.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 9000000.00 0.0006 N 8997120.00 8997120.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EAL7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 1000000.00 1000000.00 0.0001 N 999360.00 999360.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417EBH5 Certificate of Deposit N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 2000000.00 2000000.00 0.0001 N 1999840.00 1999840.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417EBX0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 125000000.00 125000000.00 0.0086 N 124986250.00 124986250.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 06417EEE9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 152000000.00 152000000.00 0.0104 N 151998480.00 151998480.00 Bank of the West Bank of the West 0.200000% 0642G0WF4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N N 40000000.00 40000000.00 0.0027 N 40002800.00 40002800.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000% 06538DD71 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Barclays Bank Plc Barclays Bank Plc 0.707200% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 85000000.00 85000000.00 0.0058 N 85028900.00 85028900.00 Barclays Bank Plc Barclays Bank Plc 0.608300% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2012-02-16 N N N 30000000.00 30000000.00 0.0021 N 30017700.00 30017700.00 Barclays Bank Plc Barclays Bank Plc 0.730000% 06740MZB2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20010000.00 20010000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M110901_2M54 0000851376 Government Agency Repurchase Agreement Y GNMA 2041-04-20 5.000000 Government Agency Debt 2069468.00 2272721.73 GNMA 2041-07-20 4.500000 Government Agency Debt 174440082.00 189535943.65 GNMA 2041-08-20 4.000000 Government Agency Debt 15177432.00 16191335.05 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 200000000.00 200000000.00 0.0137 N 200000000.00 200000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 07699U005_0.1100_M110907_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-01 4.000000 Government Agency Debt 74796.00 51202.07 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 44282.00 30461.18 Fannie Mae 2040-07-20 6.000000 Government Agency Debt 13427630.00 10219573.39 GNMA 2039-06-15 4.500000 Government Agency Debt 5154198.00 4291756.26 GNMA 2040-06-15 5.000000 Government Agency Debt 45690.00 39970.60 GNMA 2041-07-15 4.500000 Government Agency Debt 2440.00 2652.34 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 14000000.00 14000000.00 0.0010 N 14000000.00 14000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 07699U005_0.1200_M110907_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2023-03-01 1.773000 Government Agency Debt 49270870.00 637053.94 Fannie Mae 2025-04-01 4.500000 Government Agency Debt 10095414.00 9445538.97 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 9508474.00 9639076.38 Fannie Mae 2026-07-01 3.000000 Government Agency Debt 1012420.00 1036388.70 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 15090144.00 15648817.53 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 15038744.00 15624437.91 Fannie Mae 2030-08-01 4.000000 Government Agency Debt 10550000.00 9648102.17 Fannie Mae 2033-11-01 5.000000 Government Agency Debt 18314273.00 15079418.22 Fannie Mae 2035-11-01 2.175000 Government Agency Debt 24209729.00 19599929.59 Fannie Mae 2036-01-01 6.000000 Government Agency Debt 26514810.00 9676243.97 Fannie Mae 2036-08-01 5.042000 Government Agency Debt 42867908.00 9358320.12 Fannie Mae 2036-10-01 5.819000 Government Agency Debt 5829644.00 1273340.36 Fannie Mae 2037-01-01 5.533000 Government Agency Debt 42575106.00 9681493.33 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 1500000.00 945210.18 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 1784010.00 1278901.81 Fannie Mae 2040-03-01 3.610000 Government Agency Debt 11875834.00 9501151.76 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1271562.00 1277171.11 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 957068.00 1007638.89 Fannie Mae 2041-07-01 4.246000 Government Agency Debt 863804.00 913429.14 Fannie Mae 2041-09-01 2.805000 Government Agency Debt 9089537.00 9434871.23 Fannie Mae 2043-06-01 1.481000 Government Agency Debt 104125516.00 9572878.93 Freddie Mac 2017-01-01 5.500000 Government Agency Debt 171350851.00 9687326.40 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 8406850.00 7151903.34 Freddie Mac 2025-07-01 4.000000 Government Agency Debt 10000000.00 9538966.61 Freddie Mac 2025-10-01 4.000000 Government Agency Debt 9544802.00 9501206.71 Freddie Mac 2026-09-01 3.000000 Government Agency Debt 1239375.00 1278024.91 Freddie Mac 2030-07-01 4.000000 Government Agency Debt 632961.00 540626.30 Freddie Mac 2033-08-15 5.000000 Government Agency Debt 3711145.00 4073162.25 Freddie Mac 2037-05-01 6.500000 Government Agency Debt 3296339.00 1017162.74 Freddie Mac 2038-02-01 6.500000 Government Agency Debt 4451680.00 1116366.72 Freddie Mac 2038-03-01 5.000000 Government Agency Debt 15000000.00 9354585.06 Freddie Mac 2038-03-01 6.500000 Government Agency Debt 2368670.00 1074894.13 Freddie Mac 2038-05-01 5.500000 Government Agency Debt 3251885.00 1062772.57 Freddie Mac 2038-06-01 6.500000 Government Agency Debt 2400975.00 892716.60 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 2850358.00 1044182.00 Freddie Mac 2038-08-01 6.500000 Government Agency Debt 3078201.00 1035224.40 Freddie Mac 2038-09-01 6.500000 Government Agency Debt 4126322.00 1279798.85 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 9162115.00 9433574.79 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 9389219.00 9553003.63 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 9104763.00 9480209.78 Freddie Mac 2041-03-01 4.500000 Government Agency Debt 9075830.00 9529652.39 Freddie Mac 2041-06-01 4.500000 Government Agency Debt 9134280.00 9668774.76 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 13795072.00 14563084.38 Freddie Mac 2041-08-01 5.000000 Government Agency Debt 1704715.00 1844780.63 GNMA 2036-01-20 5.250000 Government Agency Debt 37339441.00 7495908.17 GNMA 2040-08-15 4.500000 Government Agency Debt 24301798.00 23417253.37 GNMA 2041-03-20 4.500000 Government Agency Debt 8763382.00 9369594.42 GNMA 2041-08-20 4.000000 Government Agency Debt 286849.00 306011.47 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 312000000.00 312000000.00 0.0213 N 311996880.00 311996880.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 07699U005_0.1400_M110907_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-01 4.000000 Government Agency Debt 2463151.00 1686165.44 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 5857904.00 4029597.73 Fannie Mae 2035-07-25 6.000000 Government Agency Debt 190000000.00 29459841.62 Freddie Mac 2024-11-15 3.500000 Government Agency Debt 30000000.00 29276634.09 Freddie Mac 2036-04-15 5.000000 Government Agency Debt 24763000.00 24656530.41 Freddie Mac 2040-07-15 1.187000 Government Agency Debt 31323205.00 24380216.64 Freddie Mac 2040-10-20 4.500000 Government Agency Debt 3423214.00 3507636.31 GNMA 2040-10-20 4.000000 Government Agency Debt 29085479.00 30350204.17 GNMA 2041-06-15 4.000000 Government Agency Debt 57222270.00 60658099.23 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 198000000.00 198000000.00 0.0135 N 198000000.00 198000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M110902_2M54 0000851376 Government Agency Repurchase Agreement Y GNMA 2041-03-20 4.500000 Government Agency Debt 2924092.00 3126367.89 GNMA 2041-08-20 4.000000 Government Agency Debt 6307.00 6728.33 Unrated Security N/A N/A 2011-09-02 2011-09-02 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XJ9 Other Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N Y BHP Billiton Ltd N/A N/A N 38000000.00 37992558.33 0.0026 N 37987080.00 37987080.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XM2 Other Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N Y BHP Billiton Ltd N/A N/A N 34000000.00 33992916.67 0.0023 N 33987420.00 33987420.00 BNP Paribas BNP Paribas 0.540000% 05572NBH8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 9000000.00 9000000.00 0.0006 N 9000540.00 9000540.00 BNP Paribas BNP Paribas 0.520000% 05572NBV7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 8000000.00 8000000.00 0.0005 N 8001600.00 8001600.00 BNP Paribas BNP Paribas 0.500000% 05572NCH7 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 78000000.00 78000000.00 0.0053 N 78017940.00 78017940.00 BNP Paribas BNP Paribas 0.570000% 05572NDH6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 9000000.00 9000000.00 0.0006 N 9004230.00 9004230.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M110901_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2030-12-25 3.500000 Government Agency Debt 75443570.00 76122972.48 Fannie Mae 2039-10-01 3.934000 Government Agency Debt 100000000.00 51375900.59 Fannie Mae 2040-09-01 3.492000 Government Agency Debt 21438144.00 18935986.58 Fannie Mae 2040-10-01 3.549000 Government Agency Debt 50024760.00 48322117.87 Fannie Mae 2041-03-01 3.151000 Government Agency Debt 50052136.00 47974974.75 Fannie Mae 2041-05-01 2.736000 Government Agency Debt 49856981.00 48104671.46 Fannie Mae 2041-08-01 2.996000 Government Agency Debt 40810548.00 42494744.90 Fannie Mae 2041-08-01 3.253000 Government Agency Debt 47258008.00 49218593.10 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 370000000.00 370000000.00 0.0253 N 370000000.00 370000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.260000% 0556X1Y48 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y Bank of New Zealand N/A N/A N 9000000.00 8995840.00 0.0006 N 8995860.00 8995860.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.250000% 10513DCH1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 33000000.00 33000000.00 0.0023 N 32997030.00 32997030.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 68000000.00 67918607.78 0.0046 N 67951720.00 67951720.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 18000000.00 17977680.00 0.0012 N 17986500.00 17986500.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5989800.00 0.0004 N 5995020.00 5995020.00 CAFCO, LLC CAFCO, LLC 0.200000% 12476FW85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8999650.00 0.0006 N 8999820.00 8999820.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.285100% 13606X4J4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2012-07-09 N N N 44000000.00 44000000.00 0.0030 N 44011000.00 44011000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.120000% 13606X4Y1 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 129000000.00 129000000.00 0.0088 N 129000000.00 129000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.270800% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-12-28 N N N 21000000.00 21000000.00 0.0014 N 21002310.00 21002310.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.270800% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-12-28 N N N 16000000.00 16000000.00 0.0011 N 15999360.00 15999360.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.242100% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2012-01-03 N N N 126000000.00 126000000.00 0.0086 N 125993700.00 125993700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.400000% 1373X2A90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 50000000.00 49927777.78 0.0034 N 49931000.00 49931000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3W78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 22000000.00 21998350.00 0.0015 N 21999340.00 21999340.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.230000% 1373X3WE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 8000000.00 7999335.55 0.0005 N 7999440.00 7999440.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.400000% 1373X3Y19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 17000000.00 16988477.78 0.0012 N 16992350.00 16992350.00 Chariot Funding, LLC Chariot Funding, LLC 0.200000% 15963UW10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 Chariot Funding, LLC Chariot Funding, LLC 0.170000% 15963UX50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999518.33 0.0002 N 2999580.00 2999580.00 Chariot Funding, LLC Chariot Funding, LLC 0.190000% 15963UXD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40000000.00 39991133.33 0.0027 N 39992400.00 39992400.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963UY83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 17600000.00 17592686.22 0.0012 N 17593664.00 17593664.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963UYE0 Asset Backed Commercial Paper N First Tier 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61000000.00 60986156.39 0.0042 N 60990240.00 60990240.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CYU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Letter of Credit Citibank NA N/A N/A 26000000.00 25984111.11 0.0018 N 25990380.00 25990380.00 Ciesco, LLC Ciesco, LLC 0.290000% 17178CZ14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12990470.27 0.0009 N 12994930.00 12994930.00 Citibank, NA Citibank, NA 0.180000% 1730D2G22 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 17000000.00 17000000.00 0.0012 N 17000170.00 17000170.00 Citibank, NA Citibank, NA 0.240000% 1730D2K50 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 103000000.00 103000000.00 0.0070 N 102997940.00 102997940.00 Citibank, NA Citibank, NA 0.230000% 1730D2L75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 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2011-10-03 2011-10-03 N N Y Letter of Credit Citibank NA N/A N/A 15000000.00 14996933.34 0.0010 N 14997000.00 14997000.00 CRC Funding, LLC CRC Funding, LLC 0.200000% 12622VX33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999466.67 0.0002 N 2999400.00 2999400.00 CRC Funding, LLC CRC Funding, LLC 0.260000% 12622VYE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Letter of Credit Citibank NA N/A N/A 36000000.00 35980760.00 0.0025 N 35977680.00 35977680.00 Credit Suisse AG Credit Suisse AG 0.270800% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-12-01 N N N 87000000.00 87000000.00 0.0060 N 86995650.00 86995650.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550CP70 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 4000000.00 4000000.00 0.0003 N 3999920.00 3999920.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550CT76 Certificate of Deposit N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 60000000.00 60000000.00 0.0041 N 59996400.00 59996400.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.060000% 22799D001_0.0600_M110901_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-04-20 5.000000 Government Agency Debt 4180000.00 4534763.99 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 4445530.00 4445530.00 0.0003 N 4445530.00 4445530.00 Danaher Corp Danaher Corp 0.110000% 23585MWK8 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 15000000.00 14999175.00 0.0010 N 14998650.00 14998650.00 Danaher Corp Danaher Corp 0.120000% 23585MWN2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 22000000.00 21998460.00 0.0015 N 21997580.00 21997580.00 Danaher Corp Danaher Corp 0.140000% 23585MWU6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 21000000.00 20997795.00 0.0014 N 20996640.00 20996640.00 Danske Corp Danske Corp 0.250000% 2363F7WT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N Y Danske Bank A/S N/A N/A N 14000000.00 13997472.22 0.0010 N 13997900.00 13997900.00 Deutsche Bank AG Deutsche Bank AG 0.200000% 25154T4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 118000000.00 118000000.00 0.0081 N 117994100.00 117994100.00 Deutsche Bank AG Deutsche Bank AG 0.390000% 25154TT72 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 88000000.00 88000000.00 0.0060 N 88007920.00 88007920.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 21599B009_0.0700_M110901_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2029-04-01 4.500000 Government Agency Debt 13589411.00 9654442.49 Fannie Mae 2039-05-01 5.500000 Government Agency Debt 492055000.00 233919044.84 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 223310990.00 231877755.81 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 115266562.00 122548757.59 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 575000000.00 575000000.00 0.0393 N 575000000.00 575000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.320000% 991JCA005_0.3200_M110901_2M54 0001074042 Other Repurchase Agreement N AEROFLEX HLDG CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 241349.20 BOISE INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249996.40 COMERICA INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249971.67 DOLLAR THRIFTY AUTOMOTIVE GPCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249961.80 ENTRAVISION COMMUNICATIONS CCL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 140077.32 EXCO RESOURCES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249991.66 FIVE STAR QUALITY CARE INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249997.68 GENON ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249999.88 INDEPENDENCE HLDG CO NEW COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 192270.72 JOURNAL COMMUNICATIONS INC CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249997.80 KEYCORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249995.07 LAZARD LTD SHS A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249986.90 LIN TV CORP CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 73463.44 MEDCO HEALTH SOLUTIONS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249982.05 NABORS INDUSTRIES LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249991.08 NIELSEN HOLDINGS N V COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249978.42 PARKER HANNIFIN CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 103044.63 RED LION HOTELS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249997.35 REGIONS FINANCIAL CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249997.44 ROWAN COS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249975.96 STONERIDGE INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249998.56 TWO HBRS INVT CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249994.00 WILLIAMS COS INC DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249981.70 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 5000000.00 5000000.00 0.0003 Repurchase agreement collateralized by common stock and ETFs. N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M110926_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2036-11-01 5.000000 Government Agency Debt 21440652.00 15172897.24 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 134203704.00 43334901.37 First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 56000000.00 56000000.00 0.0038 Y 55999440.00 55999440.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 99ETSZ007_0.1200_M111005_2M54 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2026-04-01 4.000000 Government Agency Debt 28278000.00 29270457.76 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 27842561.00 29317794.58 Freddie Mac 2026-08-01 3.500000 Government Agency Debt 25468247.00 26678922.57 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 8807359.00 9372825.16 First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 91000000.00 91000000.00 0.0062 Y 91000000.00 91000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1YU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 30000000.00 29980200.00 0.0021 N 29976300.00 29976300.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.265000% 2332K1Z11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 88000000.00 87941052.22 0.0060 N 87926960.00 87926960.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.140000% 30601WWM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 23009000.00 23007210.41 0.0016 N 23006238.92 23006238.92 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.150000% 30603BW66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 39000000.00 38999187.50 0.0027 N 38999220.00 38999220.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.130000% 30603BW82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 38000000.00 37999039.44 0.0026 N 37999240.00 37999240.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.150000% 30603BWL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 13000000.00 12998970.83 0.0009 N 12999090.00 12999090.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.160000% 30603BWV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 48000000.00 47994026.67 0.0033 N 47995200.00 47995200.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.180000% 30603BX65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4999125.00 0.0003 N 4999300.00 4999300.00 Fannie Mae Fannie Mae 0.020000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 14000000.00 13999953.33 0.0010 N 13999972.00 13999972.00 Fannie Mae Fannie Mae 0.020000% 313588LL7 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 74000000.00 73999712.21 0.0051 N 73999852.00 73999852.00 Fannie Mae Fannie Mae 0.020000% 313588LM5 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 79000000.00 78999648.89 0.0054 N 78999842.00 78999842.00 Fannie Mae Fannie Mae 0.035000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 10000000.00 9999883.33 0.0007 N 9999970.00 9999970.00 Fannie Mae Fannie Mae 0.120000% 313588ME2 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 3000000.00 2999750.00 0.0002 N 2999979.00 2999979.00 Fannie Mae Fannie Mae 0.090000% 313588MV4 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 100000000.00 99990000.00 0.0068 N 99998900.00 99998900.00 Fannie Mae Fannie Mae 0.035000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 1000000.00 999960.14 0.0001 N 999989.00 999989.00 Fannie Mae Fannie Mae 0.100000% 313588NB7 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 20000000.00 19997444.44 0.0014 N 19999740.00 19999740.00 Fannie Mae Fannie Mae 0.035000% 313588NB7 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 15000000.00 14999329.17 0.0010 N 14999805.00 14999805.00 Fannie Mae Fannie Mae 0.030000% 313588NL5 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N N 3000000.00 2999862.50 0.0002 N 2999955.00 2999955.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313384LZ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 53000000.00 52995877.78 0.0036 N 52999682.00 52999682.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 80000000.00 79997066.67 0.0055 N 79999520.00 79999520.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384MB2 Government Agency Debt N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 21000000.00 20999294.17 0.0014 N 20999874.00 20999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MP1 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 114000000.00 113995693.33 0.0078 N 113998974.00 113998974.00 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384MP1 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 2000000.00 1999981.11 0.0001 N 1999982.00 1999982.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384MQ9 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 27000000.00 26999081.25 0.0018 N 26999730.00 26999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 195000000.00 194994150.00 0.0133 N 194998050.00 194998050.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384MV8 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 40000000.00 39999111.11 0.0027 N 39999560.00 39999560.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 9900000.00 9899492.63 0.0007 N 9899891.10 9899891.10 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 2000000.00 1999908.89 0.0001 N 1999978.00 1999978.00 Federal Home Loan Bank Federal Home Loan Bank 0.001000% 313384NK1 Government Agency Debt N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 19000000.00 18999971.51 0.0013 N 18999715.00 18999715.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 74000000.00 73991181.70 0.0051 N 73998372.00 73998372.00 Freddie Mac Freddie Mac 0.060000% 313396LD3 Government Agency Debt N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 10663000.00 10663000.00 0.0007 N 10663000.00 10663000.00 Freddie Mac Freddie Mac 0.060000% 313396LJ0 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 50000000.00 49999583.33 0.0034 N 49999950.00 49999950.00 Freddie Mac Freddie Mac 0.030000% 313396LU5 Government Agency Debt N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 7000000.00 6999912.50 0.0005 N 6999972.00 6999972.00 Freddie Mac Freddie Mac 0.030000% 313396LY7 Government Agency Debt N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 15000000.00 14999762.50 0.0010 N 14999925.00 14999925.00 Freddie Mac Freddie Mac 0.055000% 313396MA8 Government Agency Debt N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N N 20000000.00 19999358.33 0.0014 N 19999880.00 19999880.00 Freddie Mac Freddie Mac 0.030000% 313396MM2 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 2000000.00 1999946.66 0.0001 N 1999982.00 1999982.00 Freddie Mac Freddie Mac 0.040000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 9700000.00 9699644.33 0.0007 N 9699912.70 9699912.70 Freddie Mac Freddie Mac 0.030000% 313396MN0 Government Agency Debt N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8300000.00 8299771.75 0.0006 N 8299925.30 8299925.30 Freddie Mac Freddie Mac 0.050000% 313396MW0 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 10000000.00 9999430.55 0.0007 N 9999890.00 9999890.00 Freddie Mac Freddie Mac 0.020000% 313396MY6 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 34000000.00 33999187.77 0.0023 N 33999592.00 33999592.00 Freddie Mac Freddie Mac 0.035000% 313396NC3 Government Agency Debt N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 25000000.00 24998857.65 0.0017 N 24999675.00 24999675.00 Freddie Mac Freddie Mac 0.005000% 313396NJ8 Government Agency Debt N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 51000000.00 50999624.59 0.0035 N 50999235.00 50999235.00 Freddie Mac Freddie Mac 0.146100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2012-08-10 N N N 125000000.00 125000000.00 0.0086 N 125153750.00 125153750.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.200000% 3686M1W10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.200000% 3686M1WF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 7000000.00 6999455.56 0.0005 N 6999440.00 6999440.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 65000000.00 64943576.39 0.0044 N 64946050.00 64946050.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA56 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 10000000.00 9991250.00 0.0007 N 9991600.00 9991600.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 48000000.00 47954239.99 0.0033 N 47956800.00 47956800.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 4000000.00 3996480.00 0.0003 N 3996400.00 3996400.00 General Electric Capital Corp General Electric Capital Corp 0.320000% 36959JW90 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 29000000.00 28997937.78 0.0020 N 28999420.00 28999420.00 General Electric Capital Corp General Electric Capital Corp 0.130000% 36959JWF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 20000000.00 19998988.89 0.0014 N 19999400.00 19999400.00 General Electric Capital Corp General Electric Capital Corp 0.120000% 36959JWK5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 42000000.00 41997480.00 0.0029 N 41998320.00 41998320.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 110000000.00 109921319.44 0.0075 N 109937300.00 109937300.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 33000000.00 32975020.83 0.0023 N 32978880.00 32978880.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZU0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 4000000.00 3996722.22 0.0003 N 3997000.00 3997000.00 General Electric Co General Electric Co 0.120000% 36960MWF6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 31000000.00 30998553.33 0.0021 N 30999070.00 30999070.00 General Electric Co General Electric Co 0.120000% 36960MWG4 Other Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 95000000.00 94995250.00 0.0065 N 94997150.00 94997150.00 General Electric Co General Electric Co 0.120000% 36960MWK5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 30000000.00 29998200.00 0.0021 N 29998800.00 29998800.00 General Electric Co General Electric Co 0.110000% 36960MWL3 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 3000000.00 2999825.83 0.0002 N 2999850.00 2999850.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 38399H002_0.0600_M110901_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2035-04-01 6.000000 Government Agency Debt 108947008.00 67506444.16 Fannie Mae 2037-05-01 6.000000 Government Agency Debt 32082895.00 21743556.43 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 85000000.00 85000000.00 0.0058 N 85000000.00 85000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M111027_2M54 0000769993 Other Repurchase Agreement N ACCURIDE CORP NEW COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 102139.80 AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749997.35 ALBEMARLE CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 553749.28 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749951.39 BRINKER INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 640823.26 BUILD A BEAR WORKSHOP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 571393.68 CAL DIVE INTL INC DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 594009.00 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749990.25 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749979.44 CON-WAY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 641379.72 CUBIC CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 561191.96 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749987.82 FIRST INDUSTRIAL REALTY TRUSCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 596038.53 GREIF INC CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 629992.17 HARVEST NATURAL RESOURCES INCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 635100.84 HUDSON PAC PPTYS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 613072.24 HYPERDYNAMICS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 662395.89 INVESTMENT TECHNOLOGY GRP NECOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 691018.81 JACOBS ENGR GROUP INC DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 554573.68 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749973.20 MONSTER WORLDWIDE INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 586880.11 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 120245.04 NOBLE ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 54368.10 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749984.84 PRECISION CASTPARTS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 686826.36 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749966.40 TELEFLEX INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 686444.40 TENET HEALTHCARE CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 637068.16 TEREX CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 668427.20 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749956.27 TRIUMPH GROUP INC NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 668446.80 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749966.12 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749990.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749979.88 VULCAN MATLS CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 584667.00 WALTER ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599217.44 WALTER INVT MGMT CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 660831.00 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749977.90 First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 35000000.00 35000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. Y 35000000.00 35000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111024_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699992.55 BUCKLE INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699988.80 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699996.10 CENTRAL VT PUB SVC CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 683285.76 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699982.68 DYNEGY INC DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 190643.18 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699987.75 FEDERATED INVS INC PA CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 224716.60 GOVERNMENT PPTYS INCOME TR COM SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 189527.22 IDT CORP CL B NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699994.56 INTERNATIONAL FLAVORS&FRAGRACOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 410630.40 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699989.28 LAZARD LTD SHS A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 173707.35 NAVISTAR INTL CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699997.23 ORBITAL SCIENCES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699996.06 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699937.84 REGAL ENTMT GROUP CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 222822.71 REGIS CORP MINN COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699999.84 ROCKWELL AUTOMATION INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 198147.07 SANDRIDGE ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 43636.74 SL GREEN RLTY CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 260826.04 TRAVELERS COMPANIES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 202346.30 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699961.71 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699996.00 VENOCO INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699990.48 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699982.42 VORNADO RLTY TR SH BEN I 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699964.24 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 699991.16 First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 14000000.00 14000000.00 0.0010 Repurchase agreement collateralized by common stock and ETFs. Y 14008960.00 14008960.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111025_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199993.35 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199956.73 CIGNA CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199985.40 COACH INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199965.90 COMMUNITY HEALTH SYS INC NEWCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 342562.71 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199970.04 CORN PRODS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199994.22 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199991.63 HESS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199964.24 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 5857851.84 MERCK & CO INC NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199985.40 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199996.48 NEWMONT MINING CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199997.30 OCCIDENTAL PETE CORP DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199974.90 PFIZER INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199981.35 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199940.28 PLAINS EXPL& PRODTN CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199997.44 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199997.44 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199964.00 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199961.25 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199996.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 6199994.08 First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 124000000.00 124000000.00 0.0085 Repurchase agreement collateralized by common stock and ETFs. Y 124000000.00 124000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111101_2M54 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599999.70 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599952.18 CHEMED CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599996.16 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599972.16 CVS CAREMARK CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599981.28 D R HORTON INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599991.80 EATON CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599996.25 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599978.96 FACTSET RESH SYS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599937.40 HONEYWELL INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 472.90 INTERNATIONAL FLAVORS&FRAGRACOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599961.60 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599964.34 LORILLARD INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599977.95 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599946.72 SOLUTIA INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599994.54 TARGA RES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599986.94 TEEKAY CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599999.74 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599978.96 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599984.00 VENOCO INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599995.20 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599991.74 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 599946.12 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 12000000.00 12000000.00 0.0008 Repurchase agreement collateralized by common stock and ETFs. Y 12009360.00 12009360.00 Govco, LLC Govco, LLC 0.150000% 38362WW98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Credit / Liquidity Citibank NA N/A N/A 38000000.00 37998733.33 0.0026 N 37998480.00 37998480.00 Govco, LLC Govco, LLC 0.190000% 38362WWU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Credit / Liquidity Citibank NA N/A N/A 35000000.00 34995012.50 0.0024 N 34993700.00 34993700.00 Govco, LLC Govco, LLC 0.190000% 38362WX63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17996675.00 0.0012 N 17995680.00 17995680.00 Govco, LLC Govco, LLC 0.190000% 38362WX71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23995440.00 0.0016 N 23994000.00 23994000.00 Govco, LLC Govco, LLC 0.190000% 38362WXJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1999503.89 0.0001 N 1999320.00 1999320.00 Govco, LLC Govco, LLC 0.240000% 38362WXQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9996466.67 0.0007 N 9996200.00 9996200.00 Govco, LLC Govco, LLC 0.260000% 38362WY70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Citibank NA N/A N/A 142000000.00 141931287.79 0.0097 N 141927580.00 141927580.00 Govco, LLC Govco, LLC 0.260000% 38362WYG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999451.11 0.0001 N 999390.00 999390.00 Govco, LLC Govco, LLC 0.290000% 38362WZG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Citibank NA N/A N/A 82000000.00 81929981.12 0.0056 N 81920460.00 81920460.00 Govco, LLC Govco, LLC 0.290000% 38362WZL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Citibank NA N/A N/A 18000000.00 17984050.00 0.0012 N 17981460.00 17981460.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CW11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 52000000.00 52000000.00 0.0036 N 52000000.00 52000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.350000% 38501CXH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 2000000.00 1999105.55 0.0001 N 1999660.00 1999660.00 Grampian Funding, LLC Grampian Funding, LLC 0.380000% 38501CYJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 47000000.00 46961303.33 0.0032 N 46983080.00 46983080.00 HSBC USA, Inc HSBC USA, Inc 0.170000% 40427SXQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 71000000.00 70982230.27 0.0049 N 70974440.00 70974440.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.190000% 75914UAH3 Other Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N Y JPMorgan Chase Bank NA N/A N/A N 22075000.00 22075000.00 0.0015 N 22075000.00 22075000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.230000% 4497W1WV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N Y ING Bank NV N/A N/A N 135000000.00 134975849.99 0.0092 N 134977050.00 134977050.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.070000% 46899T004_0.0700_M110901_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2025-02-25 2.000000 Government Agency Debt 43586462.00 34519263.22 Fannie Mae 2039-09-25 4.500000 Government Agency Debt 34235060.00 32430737.55 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 65000000.00 65000000.00 0.0044 N 65000000.00 65000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.253000% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-09-21 2012-09-20 N N N 129000000.00 129000000.00 0.0088 N 128994582.00 128994582.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3WF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 55000000.00 54996577.78 0.0038 N 54995600.00 54995600.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3WN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24997666.67 0.0017 N 24996500.00 24996500.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3WP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999022.22 0.0007 N 9998600.00 9998600.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3WU3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23000000.00 22997240.00 0.0016 N 22995860.00 22995860.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3X32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1999715.56 0.0001 N 1999571.00 1999571.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 33000000.00 32990769.17 0.0023 N 32987460.00 32987460.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75000000.00 74978625.00 0.0051 N 74970750.00 74970750.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.190000% 4820P3XS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 23000000.00 22993323.61 0.0016 N 22990800.00 22990800.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.445000% 53944AR80 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 5000000.00 5000000.00 0.0003 N 5000950.00 5000950.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274MW99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 11000000.00 10999462.22 0.0008 N 10999538.00 10999538.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 14524000.00 14522926.84 0.0010 N 14523273.80 14523273.80 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 30000000.00 29996833.33 0.0021 N 29998200.00 29998200.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X5WN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 8000000.00 7999113.33 0.0005 N 7999440.00 7999440.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10765000.00 10762093.45 0.0007 N 10762847.00 10762847.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XS5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 17000000.00 16995325.00 0.0012 N 16996600.00 16996600.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XT3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-27 2011-10-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 26069000.00 26061700.68 0.0018 N 26063525.51 26063525.51 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5YV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity PNC Bank NA N/A N/A 12760000.00 12753059.97 0.0009 N 12755278.80 12755278.80 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 06399U000_0.0700_M110901_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2028-02-25 4.000000 Government Agency Debt 3764739.00 2918133.43 Fannie Mae 2034-03-25 4.500000 Government Agency Debt 23090000.00 16413122.25 Fannie Mae 2037-02-25 5.000000 Government Agency Debt 24840000.00 16751241.32 Fannie Mae 2037-06-25 0.437000 Government Agency Debt 50000000.00 17623957.40 Freddie Mac 2028-04-15 3.500000 Government Agency Debt 20600000.00 17594553.79 Freddie Mac 2033-11-15 6.000000 Government Agency Debt 20830255.00 16794985.83 Freddie Mac 2034-02-15 0.707200 Government Agency Debt 44623085.00 17336548.51 Freddie Mac 2036-01-15 6.000000 Government Agency Debt 99942000.00 17436361.88 GNMA 2034-02-20 0.486000 Government Agency Debt 63252708.00 15199751.69 GNMA 2041-02-16 3.000000 Government Agency Debt 16000000.00 16431344.00 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 150000000.00 150000000.00 0.0103 N 150000000.00 150000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.160000% 60681PN83 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 65000000.00 65000000.00 0.0044 N 65000000.00 65000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.160000% 60681PN91 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687C7A9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 19000000.00 19000000.00 0.0013 N 19000000.00 19000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687C7B7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 125000000.00 125000000.00 0.0086 N 125000000.00 125000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.230000% 63253TCZ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 79000000.00 79000000.00 0.0054 N 78974720.00 78974720.00 National Australia Bank Ltd National Australia Bank Ltd 0.225000% 63253TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 57000000.00 57000000.00 0.0039 N 56980620.00 56980620.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TFB9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5000000.00 5000000.00 0.0003 N 4999550.00 4999550.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y National Australia Bank Ltd N/A N/A N 70000000.00 69986777.78 0.0048 N 69992300.00 69992300.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1W80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 57000000.00 56994680.00 0.0039 N 56997720.00 56997720.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1WK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 3000000.00 2999265.00 0.0002 N 2999730.00 2999730.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.320000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 15960000.00 15960000.00 0.0011 N 15960000.00 15960000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.320000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 9000000.00 8999450.00 0.0006 N 8999550.00 8999550.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SXC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5998496.67 0.0004 N 5998440.00 5998440.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTF8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 28000000.00 28000000.00 0.0019 N 27996360.00 27996360.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 25000000.00 25000000.00 0.0017 N 24996250.00 24996250.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.180000% 65557VVA6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 42000000.00 41999496.00 0.0029 N 42000840.00 42000840.00 Nordea North America, Inc Nordea North America, Inc 0.205000% 6555P1X44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N Y Nordea Bank AB N/A N/A N 17000000.00 16996805.41 0.0012 N 16996940.00 16996940.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y Nordea Bank AB N/A N/A N 94000000.00 93939578.89 0.0064 N 93931380.00 93931380.00 Old Line Funding, LLC Old Line Funding, LLC 0.180000% 67983UXK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 47028000.00 47016713.28 0.0032 N 47019534.96 47019534.96 Old Line Funding, LLC Old Line Funding, LLC 0.170000% 67983UXL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29993058.34 0.0021 N 29994300.00 29994300.00 Rabobank Nederland Rabobank Nederland 0.297200% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 145000000.00 145000000.00 0.0099 N 145002900.00 145002900.00 Rabobank Nederland Rabobank Nederland 0.280100% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-10-07 N N N 13000000.00 13000000.00 0.0009 N 13000650.00 13000650.00 Rabobank Nederland Rabobank Nederland 0.400000% 74977MNR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 128000000.00 128024919.66 0.0088 N 128030720.00 128030720.00 Rabobank Nederland Rabobank Nederland 0.285600% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-12-05 N N N 100000000.00 100000000.00 0.0068 N 100010000.00 100010000.00 Rabobank Nederland Rabobank Nederland 0.298900% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2012-03-26 N N N 58000000.00 58000000.00 0.0040 N 58013920.00 58013920.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BP0 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N Y Reckitt Benckiser Group Plc N/A N/A N 20000000.00 19949444.45 0.0014 N 19954800.00 19954800.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6982204.44 0.0005 N 6983970.00 6983970.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.470000% 7562E0CT1 Other Commercial Paper N First Tier Security N/A N/A 2012-03-27 2012-03-27 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 997284.44 0.0001 N 996990.00 996990.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1YA6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 999611.11 0.0001 N 999420.00 999420.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1Z98 Other Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24975937.50 0.0017 N 24976750.00 24976750.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-04-09 N N N 131000000.00 131000000.00 0.0090 N 130971180.00 130971180.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-04-12 N N N 175000000.00 175000000.00 0.0120 N 175045500.00 175045500.00 Royal Bank of Canada Royal Bank of Canada 0.040000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 200000000.00 200000000.00 0.0137 Security is a time deposit. N 200000000.00 200000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.443400% 78011H2J3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 33000000.00 33000000.00 0.0023 N 33000000.00 33000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.810000% 78011H2R5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 20000000.00 20000000.00 0.0014 N 20017800.00 20017800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 3000000.00 3000000.00 0.0002 N 3000420.00 3000420.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H3L7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 20000000.00 20000000.00 0.0014 N 20000600.00 20000600.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HZ99 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 100000000.00 100000000.00 0.0068 N 100008000.00 100008000.00 Sanofi Sanofi 0.340000% 8010M3WC0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 25000000.00 24997402.78 0.0017 N 24998750.00 24998750.00 Sanofi Sanofi 0.330000% 8010M3WE6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 35000000.00 34995829.17 0.0024 N 34998250.00 34998250.00 Sanofi Sanofi 0.340000% 8010M3WK2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 25000000.00 24995750.00 0.0017 N 24998000.00 24998000.00 Sanofi Sanofi 0.330000% 8010M3WL0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 3000000.00 2999477.50 0.0002 N 2999760.00 2999760.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19981800.00 0.0014 N 19975400.00 19975400.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.160000% 82124MWN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Letter of Credit Barclays Bank Plc N/A N/A 32000000.00 31997013.33 0.0022 N 31996160.00 31996160.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MXD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 42000000.00 41990200.00 0.0029 N 41988660.00 41988660.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MXK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N N Y Letter of Credit Barclays Bank Plc N/A N/A 12000000.00 11996800.00 0.0008 N 11996160.00 11996160.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MXQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 70000000.00 69973205.55 0.0048 N 69975500.00 69975500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AQH7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 56000000.00 56000000.00 0.0038 N 56001120.00 56001120.00 Societe Generale Societe Generale 0.455100% 83369RUP4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 77000000.00 77000000.00 0.0053 N 77000000.00 77000000.00 Societe Generale Societe Generale 0.500000% 83369RWT4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 9000000.00 9000000.00 0.0006 N 9001260.00 9001260.00 Societe Generale Societe Generale 0.500000% 83369RXC0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 20000000.00 20000000.00 0.0014 N 20002600.00 20002600.00 Societe Generale Societe Generale 0.408000% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-10-11 N N N 60000000.00 60000000.00 0.0041 N 60000600.00 60000600.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.520000% 83365SW82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Societe Generale N/A N/A N 65000000.00 64993427.77 0.0044 N 64997400.00 64997400.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365SW82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Societe Generale N/A N/A N 23000000.00 22997585.00 0.0016 N 22999080.00 22999080.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.210000% 8342E3W69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 15000000.00 14999562.50 0.0010 N 14999700.00 14999700.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.210000% 8342E3W77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 75000000.00 74997375.00 0.0051 N 74997750.00 74997750.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.230000% 8342E3X68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Letter of Credit HSBC Bank Plc N/A N/A 17000000.00 16996198.61 0.0012 N 16996430.00 16996430.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.150000% 8574P02S6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 17000000.00 17000000.00 0.0012 N 16999660.00 16999660.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.140000% 8574P02W7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 92000000.00 92000000.00 0.0063 N 92001840.00 92001840.00 State Street Corp State Street Corp 0.190000% 85747KYG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 4000000.00 3998395.56 0.0003 N 3997400.00 3997400.00 State Street Corp State Street Corp 0.190000% 85747KYJ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 66000000.00 65972829.99 0.0045 N 65955780.00 65955780.00 State Street Corp State Street Corp 0.220000% 85747KZF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 2000000.00 1998716.67 0.0001 N 1998000.00 1998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257C5X6 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9998844.44 0.0007 N 9999000.00 9999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257FAH8 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 85000000.00 84965456.95 0.0058 N 84983000.00 84983000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB77 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 65793000.00 65764873.50 0.0045 N 65764051.08 65764051.08 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257GZN6 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49991111.11 0.0034 N 49991500.00 49991500.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JZW0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 37000000.00 36985549.51 0.0025 N 36985570.00 36985570.00 Straight A Funding, LLC Straight A Funding, LLC 0.150000% 86257KA53 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49996250.00 0.0034 N 49996500.00 49996500.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257KZW7 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19997688.89 0.0014 N 19998000.00 19998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.160000% 86257L6D9 Government Agency Debt N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 97000000.00 96984911.11 0.0066 N 96986420.00 96986420.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.140000% 86562ELF3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 61000000.00 61000000.00 0.0042 N 61000000.00 61000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.150000% 86562WNU8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 70000000.00 70000000.00 0.0048 N 70000000.00 70000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BUS2 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 64850000.00 64850008.99 0.0044 N 64850000.00 64850000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.200000% 86959BVU6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 114000000.00 114000000.00 0.0078 N 113998860.00 113998860.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.205000% 86959BVV4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8000000.00 8000036.65 0.0005 N 7999680.00 7999680.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.190000% 88324MWC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 49000000.00 48997155.28 0.0034 N 48997060.00 48997060.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.220000% 88324MXD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 44765000.00 44753510.32 0.0031 N 44752018.15 44752018.15 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.215000% 88324MXE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24617000.00 24610678.22 0.0017 N 24609614.90 24609614.90 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602UXL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999224.16 0.0002 N 2998950.00 2998950.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17000000.00 16990442.22 0.0012 N 16986605.70 16986605.70 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112Y4W0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 11000000.00 11000000.00 0.0008 N 11000550.00 11000550.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5L3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 65000000.00 65000000.00 0.0044 N 65000000.00 65000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112Y5N9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 93000000.00 93000000.00 0.0064 N 92990700.00 92990700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112YK69 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 57000000.00 57000000.00 0.0039 N 56998290.00 56998290.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290800% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-10-28 N N N 45000000.00 45000000.00 0.0031 N 45004050.00 45004050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YYM9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 47000000.00 47007529.55 0.0032 N 47008930.00 47008930.00 UBS AG UBS AG 0.390000% 90267AF76 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 105000000.00 105000000.00 0.0072 N 105007350.00 105007350.00 UBS AG UBS AG 0.390000% 90267AG34 Certificate of Deposit N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 44000000.00 44000000.00 0.0030 N 44003520.00 44003520.00 UBS AG UBS AG 0.260000% 90267AR65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 43000000.00 43000000.00 0.0029 N 42982370.00 42982370.00 UBS AG UBS AG 0.607200% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 11000000.00 11000000.00 0.0008 N 10999890.00 10999890.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.200000% 90262DX67 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N Y UBS AG N/A N/A N 4000000.00 3999222.22 0.0003 N 3999200.00 3999200.00 UBS Securities LLC UBS Securities LLC 0.080000% 99EPPA003_0.0800_M110901_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2039-10-01 6.000000 Government Agency Debt 151804368.00 147900000.27 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 145000000.00 145000000.00 0.0099 N 145000000.00 145000000.00 Union Bank, NA Union Bank, NA 0.190000% 90527MSK3 Certificate of Deposit N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 55000000.00 55000000.00 0.0038 N 54995600.00 54995600.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTP1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2000000.00 2000000.00 0.0001 N 2000060.00 2000060.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 54000000.00 53986230.00 0.0037 N 53981100.00 53981100.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 8000000.00 7999951.11 0.0005 N 7999920.00 7999920.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 9181000.00 9180607.26 0.0006 N 9180632.76 9180632.76 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 10000000.00 9999511.11 0.0007 N 9999600.00 9999600.00 Westpac Banking Corp Westpac Banking Corp 0.278300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-05-01 N N N 52000000.00 52000000.00 0.0036 N 51976080.00 51976080.00 Westpac Banking Corp Westpac Banking Corp 0.282100% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 12989210.00 12989210.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TEX2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 24000000.00 23999999.90 0.0016 N 23994000.00 23994000.00 Westpac Banking Corp Westpac Banking Corp 0.298300% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 290000000.00 290000000.00 0.0198 N 289994200.00 289994200.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.315000% 96122HZ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y Westpac New Zealand Ltd N/A N/A N 34000000.00 33972927.50 0.0023 N 33986740.00 33986740.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1173457.04 1173457.04 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 913888.34 913888.34 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 258579.24 258579.24 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 201381.51 201381.51 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1989106.59 1989106.59 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1549116.22 1549116.22 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 338114.52 338114.52 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 263323.59 263323.59 Windmill Funding Corp Windmill Funding Corp 0.190000% 97342KWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36000000.00 35997910.00 0.0025 N 35998200.00 35998200.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KWK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 23000000.00 22997125.00 0.0016 N 22997700.00 22997700.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KWT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8998635.00 0.0006 N 8998560.00 8998560.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KX37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 16000000.00 15997013.33 0.0011 N 15996800.00 15996800.00