0001145549-14-002960.txt : 20140328 0001145549-14-002960.hdr.sgml : 20140328 20140328144241 ACCESSION NUMBER: 0001145549-14-002960 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: 14725096 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-08-31 0000857156 S000004509 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 40 60 895013917.72 178065.28 43823.05 895148159.95 0.0021 1.0000 2011-08-31 1.0000 2011-08-31 C000012386 1.00 895148159.95 1.00 7167218.91 70880070.71 63712851.80 0.0001 1.0000 2011-08-31 1.0000 2011-08-31 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 3000000.00 2999527.50 0.0034 N 2999460.00 2999460.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UWV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999712.22 0.0011 N 999920.00 999920.00 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 8000000.00 7994453.33 0.0089 N 7996000.00 7996000.00 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 6000000.00 5995583.33 0.0067 N 5995860.00 5995860.00 Bank of America, NA Bank of America, NA 0.240000% 06052WDM2 Other Note N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 1000000.00 1000000.00 0.0011 N 1000110.00 1000110.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEF6 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 6000000.00 6000000.00 0.0067 N 6000900.00 6000900.00 Bank of America, NA Bank of America, NA 0.240000% 06052WEQ2 Other Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 1000000.00 1000000.00 0.0011 N 999720.00 999720.00 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 15000000.00 15000000.00 0.0168 N 15001350.00 15001350.00 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 10000000.00 10000000.00 0.0112 N 10000900.00 10000900.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D2F1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4000000.00 4000000.00 0.0045 N 3999480.00 3999480.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417D5B7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 4000000.00 4000000.00 0.0045 N 4000120.00 4000120.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D6B6 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 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 5000000.00 5000000.00 0.0056 N 4996800.00 4996800.00 Bank of Nova Scotia Bank 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07699U005_0.1200_M110907_2MN1 0000851376 Government Agency Repurchase Agreement Y GNMA 2020-10-20 5.000000 Government Agency Debt 10529743.00 10153573.67 GNMA 2036-01-20 5.250000 Government Agency Debt 13660559.00 2742362.85 GNMA 2037-12-20 3.000000 Government Agency Debt 3364482.00 3306748.56 GNMA 2041-03-20 4.500000 Government Agency Debt 16149462.00 17266611.12 GNMA 2041-08-20 4.000000 Government Agency Debt 47727.00 50915.32 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 32000000.00 32000000.00 0.0357 N 31999680.00 31999680.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 07699U005_0.1400_M110907_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-01 4.000000 Government Agency Debt 73480.00 50301.19 Fannie Mae 2025-10-25 2.000000 Government Agency Debt 30962.00 21298.47 GNMA 2040-06-15 5.000000 Government Agency Debt 37047.00 32409.52 GNMA 2041-07-20 4.500000 Government Agency Debt 12373038.00 13443787.73 GNMA 2041-08-20 4.000000 Government Agency Debt 27130.00 28942.37 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 13000000.00 13000000.00 0.0145 N 13000000.00 13000000.00 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 4000000.00 3999216.67 0.0045 N 3998640.00 3998640.00 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 1000000.00 1000000.00 0.0011 N 1000060.00 1000060.00 BNP Paribas BNP Paribas 0.540000% 05572NBL9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 5000000.00 5000000.00 0.0056 N 5000650.00 5000650.00 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 2000000.00 2000000.00 0.0022 N 2000400.00 2000400.00 BNP Paribas BNP Paribas 0.540000% 05572NCN4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 7000000.00 7000000.00 0.0078 N 7002940.00 7002940.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M110901_2MN1 0001197610 Government Agency Repurchase Agreement Y GNMA 2022-06-20 2.375000 Government Agency Debt 43183866.00 648725.63 GNMA 2023-07-20 2.625000 Government Agency Debt 55000000.00 641889.56 GNMA 2023-07-20 2.625000 Government Agency Debt 58651549.00 641711.32 GNMA 2023-10-20 2.125000 Government Agency Debt 2462922.00 33851.02 GNMA 2025-08-20 2.625000 Government Agency Debt 103888270.00 643718.78 GNMA 2027-12-20 2.125000 Government Agency Debt 57885050.00 557164.03 GNMA 2030-05-20 2.375000 Government Agency Debt 32012126.00 636351.00 GNMA 2032-02-20 1.750000 Government Agency Debt 14428798.00 626111.34 GNMA 2033-02-20 1.750000 Government Agency Debt 8502921.00 642059.37 GNMA 2034-06-20 2.250000 Government Agency Debt 1362919.00 512652.33 GNMA 2034-07-20 2.500000 Government Agency Debt 1500000.00 365469.36 GNMA 2034-08-20 2.625000 Government Agency Debt 6000000.00 632824.64 GNMA 2034-11-20 3.000000 Government Agency Debt 1380355.00 387280.32 GNMA 2034-11-20 5.000000 Government Agency Debt 1038690.00 224665.66 GNMA 2035-01-20 3.000000 Government Agency Debt 2498483.00 389746.57 GNMA 2035-01-20 3.500000 Government Agency Debt 1709451.00 253596.62 GNMA 2035-04-20 1.750000 Government Agency Debt 1609311.00 624354.59 GNMA 2035-10-20 3.500000 Government Agency Debt 396312.00 254052.32 GNMA 2035-11-20 2.250000 Government Agency Debt 689166.00 642521.21 GNMA 2036-05-20 2.000000 Government Agency Debt 2185124.00 644981.86 GNMA 2037-11-20 5.000000 Government Agency Debt 1528733.00 558158.01 GNMA 2037-11-20 5.500000 Government Agency Debt 3816631.00 638419.25 GNMA 2038-01-20 5.500000 Government Agency Debt 721420.00 339703.26 GNMA 2038-02-20 5.500000 Government Agency Debt 879554.00 157599.92 GNMA 2040-02-20 3.750000 Government Agency Debt 558664.00 576382.53 GNMA 2040-03-20 3.500000 Government Agency Debt 822983.00 416536.53 GNMA 2040-06-20 2.500000 Government Agency Debt 489152.00 481518.97 GNMA 2040-07-20 4.000000 Government Agency Debt 428086.00 450138.86 GNMA 2040-08-20 4.500000 Government Agency Debt 692971.00 308296.67 GNMA 2041-01-20 4.000000 Government Agency Debt 346838.00 366445.36 GNMA 2041-02-20 3.500000 Government Agency Debt 597764.00 627907.38 GNMA 2041-04-20 3.000000 Government Agency Debt 116949.00 121844.55 GNMA 2041-06-20 4.000000 Government Agency Debt 381360.00 403321.19 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 15000000.00 15000000.00 0.0168 N 15000000.00 15000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.220000% 0556X1WM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N Y Bank of New Zealand N/A N/A N 1000000.00 999877.78 0.0011 N 999910.00 999910.00 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 3000000.00 2996280.00 0.0033 N 2997750.00 2997750.00 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 3000000.00 2994900.00 0.0033 N 2997510.00 2997510.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1996641.67 0.0022 N 1998300.00 1998300.00 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 1000000.00 1000000.00 0.0011 N 1000250.00 1000250.00 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 10000000.00 10000000.00 0.0112 N 9999600.00 9999600.00 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 2000000.00 2000000.00 0.0022 N 1999900.00 1999900.00 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 5000000.00 4999625.00 0.0056 N 4999850.00 4999850.00 Chariot Funding, LLC Chariot Funding, LLC 0.130000% 15963UW77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1999956.67 0.0022 N 1999960.00 1999960.00 Chariot Funding, LLC Chariot Funding, LLC 0.150000% 15963UW93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999900.00 0.0034 N 2999940.00 2999940.00 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 5888000.00 5887054.65 0.0066 N 5887175.68 5887175.68 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQM8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 1000000.00 1000000.00 0.0011 N 999880.00 999880.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1997623.33 0.0022 N 1998580.00 1998580.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BB12 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 5000000.00 4991500.00 0.0056 N 4995850.00 4995850.00 Citibank, NA Citibank, NA 0.200000% 1730D2G89 Certificate 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2011-12-01 N N N 10000000.00 10000000.00 0.0112 N 9999500.00 9999500.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.060000% 22799D001_0.0600_M110901_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-04-20 5.000000 Government Agency Debt 23900000.00 25928435.28 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 25419627.00 25419627.00 0.0284 N 25419627.00 25419627.00 Danaher Corp Danaher Corp 0.130000% 23585MWL6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 2000000.00 1999862.78 0.0022 N 1999800.00 1999800.00 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 4000000.00 4000000.00 0.0045 N 3999800.00 3999800.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 21599B009_0.0700_M110901_2MN1 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2014-08-15 0.500000 Treasury Debt 71023800.00 71400040.86 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 70000000.00 70000000.00 0.0782 N 70000000.00 70000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M110926_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-04-01 5.000000 Government Agency Debt 13081904.00 7494075.79 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 11573480.00 10238619.95 First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 17000000.00 17000000.00 0.0190 Y 16999830.00 16999830.00 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 3000000.00 2997990.42 0.0033 N 2997510.00 2997510.00 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 1000000.00 999922.22 0.0011 N 999880.00 999880.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.170000% 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 3000000.00 2999730.84 0.0034 N 2999790.00 2999790.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.170000% 30603BX40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999844.16 0.0011 N 999870.00 999870.00 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 9000000.00 8998425.00 0.0101 N 8998740.00 8998740.00 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 16000000.00 15999937.78 0.0179 N 15999968.00 15999968.00 Fannie Mae Fannie Mae 0.060000% 313588MP7 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 4500000.00 4499745.00 0.0050 N 4499959.50 4499959.50 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 5000000.00 4999500.00 0.0056 N 4999945.00 4999945.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384LM9 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 4600000.00 4599969.33 0.0051 N 4599990.80 4599990.80 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384LU1 Government Agency Debt N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 4000000.00 3999966.67 0.0045 N 3999984.00 3999984.00 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 6000000.00 5999943.33 0.0067 N 5999946.00 5999946.00 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 0.0022 N 1999978.00 1999978.00 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 6000000.00 5999285.01 0.0067 N 5999868.00 5999868.00 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 3000000.00 2999952.50 0.0034 N 2999985.00 2999985.00 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 2000000.00 1999935.83 0.0022 N 1999988.00 1999988.00 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 1000000.00 999972.50 0.0011 N 999991.00 999991.00 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 13000000.00 12999689.44 0.0145 N 12999844.00 12999844.00 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 15000000.00 15000000.00 0.0168 N 15018450.00 15018450.00 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 3000000.00 2999766.67 0.0034 N 2999760.00 2999760.00 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 5000000.00 4995233.33 0.0056 N 4995500.00 4995500.00 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 14000000.00 13999160.00 0.0156 N 13999440.00 13999440.00 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 3000000.00 2999820.00 0.0034 N 2999880.00 2999880.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M111027_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249998.10 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249954.13 CHEMED CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249959.52 COMERICA INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 602.16 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249958.08 CVS CAREMARK CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249998.16 D R HORTON INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249990.40 EATON CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249959.25 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249966.64 FACTSET RESH SYS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249966.60 HONEYWELL INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249974.94 INTERNATIONAL FLAVORS&FRAGRACOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249984.00 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249969.70 LORILLARD INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249888.87 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249977.80 SOLUTIA INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249989.04 TARGA RES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249997.02 TEEKAY CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249977.00 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249977.49 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249986.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249976.70 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 249950.54 First Tier Security N/A N/A 2011-10-27 2011-10-27 N N N 5000000.00 5000000.00 0.0056 Repurchase agreement collateralized by common stock and ETFs. Y 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 992JYE002_0.5600_M111116_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199996.35 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199984.06 CHEMED CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199979.28 COMERICA INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 169457.86 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199975.56 CVS CAREMARK CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199969.92 D R HORTON INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199990.20 EATON CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199984.50 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199980.69 FACTSET RESH SYS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199920.60 HONEYWELL INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199989.41 INTERNATIONAL FLAVORS&FRAGRACOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 30988.80 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199975.76 LORILLARD INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199955.58 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199982.24 SOLUTIA INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199998.18 TARGA RES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199985.80 TEEKAY CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199981.60 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199965.50 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199980.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199981.36 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 199982.04 First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 4000000.00 4000000.00 0.0045 Repurchase agreement collateralized by common stock and ETFs. Y 4000000.00 4000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111024_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299999.85 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299976.09 CHEMED CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299998.08 COMERICA INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 476.71 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299986.08 CVS CAREMARK CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299990.64 D R HORTON INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299990.60 EATON CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299976.75 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299989.48 FACTSET RESH SYS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299924.80 HONEYWELL INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299960.47 INTERNATIONAL FLAVORS&FRAGRACOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299980.80 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299963.64 LORILLARD INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299933.37 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299973.36 SOLUTIA INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299997.27 TARGA RES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299978.70 TEEKAY CORPORATION COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299999.87 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299989.48 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299992.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299972.04 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 299973.06 First Tier Security N/A N/A 2011-10-24 2011-10-24 N N N 6000000.00 6000000.00 0.0067 Repurchase agreement collateralized by common stock and ETFs. Y 6003840.00 6003840.00 Govco, LLC Govco, LLC 0.400000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 998466.67 0.0011 N 998450.00 998450.00 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 1000000.00 999516.11 0.0011 N 999490.00 999490.00 Govco, LLC Govco, LLC 0.260000% 38362WYF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4997291.67 0.0056 N 4997050.00 4997050.00 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 0.0011 N 999390.00 999390.00 Govco, LLC Govco, LLC 0.320000% 38362WYV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Citibank NA N/A N/A 5500000.00 5495648.89 0.0061 N 5495875.00 5495875.00 Grampian Funding, LLC Grampian Funding, LLC 0.430000% 38501BB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 998160.55 0.0011 N 998840.00 998840.00 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 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 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 2000000.00 1998353.33 0.0022 N 1999280.00 1999280.00 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 4000000.00 3998998.89 0.0045 N 3998560.00 3998560.00 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 4000000.00 3999284.44 0.0045 N 3999320.00 3999320.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.220000% 4497W1X68 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N Y ING Bank NV N/A N/A N 4000000.00 3999144.44 0.0045 N 3999080.00 3999080.00 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 10000000.00 10000000.00 0.0112 N 9999580.00 9999580.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.160000% 4820P3WE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5999653.33 0.0067 N 5999580.00 5999580.00 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 2000000.00 1999875.55 0.0022 N 1999840.00 1999840.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.270000% 53943SWS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 1000000.00 999812.50 0.0011 N 999860.00 999860.00 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 3000000.00 3000000.00 0.0034 N 3000570.00 3000570.00 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 3000000.00 2999853.33 0.0034 N 2999874.00 2999874.00 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X5XM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1999500.00 0.0022 N 1999640.00 1999640.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5YJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3998093.33 0.0045 N 3998760.00 3998760.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5Z20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999437.78 0.0011 N 999610.00 999610.00 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 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 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 8000000.00 8000000.00 0.0089 N 8000000.00 8000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687C6P7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 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 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 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 1000000.00 1000000.00 0.0011 N 999660.00 999660.00 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 0.0056 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 6000000.00 5998866.67 0.0067 N 5999340.00 5999340.00 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 3000000.00 2999720.00 0.0034 N 2999880.00 2999880.00 New York City IDA Industrial RB (Allway Tools) Series 1997 0.470000% 649705LL2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 95000.00 95000.00 0.0001 N 95000.00 95000.00 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 3000000.00 2999816.67 0.0034 N 2999850.00 2999850.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.210000% 65409SWM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 2000000.00 1999766.67 0.0022 N 1999760.00 1999760.00 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 5000000.00 5000000.00 0.0056 N 4999350.00 4999350.00 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 1000000.00 999988.00 0.0011 N 1000020.00 1000020.00 Nordea North America, Inc Nordea North America, Inc 0.190000% 6555P1WN3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N Y Nordea Bank AB N/A N/A N 7000000.00 6999224.17 0.0078 N 6999370.00 6999370.00 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 1000000.00 999357.22 0.0011 N 999270.00 999270.00 Nordea North America, Inc Nordea North America, Inc 0.230000% 6555P1Z75 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N Y Nordea Bank AB N/A N/A N 3000000.00 2998140.83 0.0033 N 2997540.00 2997540.00 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 1000000.00 999760.00 0.0011 N 999820.00 999820.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 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 1000000.00 999746.66 0.0011 N 999820.00 999820.00 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 4000000.00 3999074.44 0.0045 N 3999240.00 3999240.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983UXX6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3459000.00 3457904.65 0.0039 N 3458114.84 3458114.84 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UYH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999529.45 0.0011 N 999650.00 999650.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.330000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y California State Teachers Retirement Systems N/A N/A Y California State Teachers Retirement Systems N/A N/A N 7605000.00 7605000.00 0.0085 N 7605000.00 7605000.00 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 16000000.00 16000000.00 0.0179 N 16000800.00 16000800.00 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 5000000.00 5000000.00 0.0056 N 5000500.00 5000500.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.460000% 7562E0BA3 Other Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N Y Reckitt Benckiser Group Plc N/A N/A N 3000000.00 2993790.00 0.0033 N 2994000.00 2994000.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-03-27 N N N 6000000.00 6000000.00 0.0067 N 5999760.00 5999760.00 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 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 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 5000000.00 4999480.56 0.0056 N 4999750.00 4999750.00 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 2000000.00 1999761.67 0.0022 N 1999900.00 1999900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051ANU1 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 1000000.00 999979.98 0.0011 N 1000040.00 1000040.00 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 5000000.00 5000000.00 0.0056 N 5000650.00 5000650.00 Societe Generale Societe Generale 0.410000% 83369RZE4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 1000000.00 1000000.00 0.0011 N 1000070.00 1000070.00 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 3000000.00 2999685.00 0.0034 N 2999880.00 2999880.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2998492.50 0.0033 N 2998620.00 2998620.00 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 7000000.00 7000000.00 0.0078 N 6999860.00 6999860.00 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 4000000.00 3997433.33 0.0045 N 3996000.00 3996000.00 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 6000000.00 5999306.67 0.0067 N 5999400.00 5999400.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB85 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14993983.34 0.0168 N 14994000.00 14994000.00 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 12000000.00 11997866.67 0.0134 N 11997960.00 11997960.00 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 10000000.00 9996094.45 0.0112 N 9996100.00 9996100.00 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 11000000.00 10999175.00 0.0123 N 10999230.00 10999230.00 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 3000000.00 2999533.33 0.0034 N 2999580.00 2999580.00 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 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 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 5000000.00 5000000.00 0.0056 N 5000000.00 5000000.00 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 6000000.00 6000000.83 0.0067 N 6000000.00 6000000.00 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 2000000.00 2000009.16 0.0022 N 1999920.00 1999920.00 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 5016000.00 5014702.80 0.0056 N 5014244.40 5014244.40 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 3000000.00 2998313.33 0.0033 N 2997636.30 2997636.30 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 14000000.00 14000000.00 0.0156 N 14000700.00 14000700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5E9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 8000000.00 8000000.00 0.0089 N 8000000.00 8000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.240000% 89112YX73 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 9000000.00 9000000.00 0.0101 N 8999640.00 8999640.00 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 7000000.00 7000000.00 0.0078 N 7000490.00 7000490.00 UBS AG UBS AG 0.280000% 90267AT22 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 6000000.00 6000000.00 0.0067 N 5997900.00 5997900.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTN6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 4000000.00 4000000.00 0.0045 N 4000120.00 4000120.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.300800% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2011-09-30 2012-07-01 N N N 4000000.00 4000000.00 0.0045 N 4000040.00 4000040.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MWN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 6000000.00 5999475.00 0.0067 N 5999280.00 5999280.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 1000000.00 999969.44 0.0011 N 999970.00 999970.00 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 5000000.00 5000000.00 0.0056 N 4997700.00 4997700.00 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 3000000.00 3000000.00 0.0034 N 2997510.00 2997510.00 Westpac Banking Corp Westpac Banking Corp 0.270000% 9612C0A66 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 8991427.50 0.0100 N 8995320.00 8995320.00 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 39787.74 39787.74 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 30986.69 30986.69 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 19889.56 19889.56 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 15489.99 15489.99 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 1000000.00 999813.33 0.0011 N 999800.00 999800.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KX52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999168.89 0.0045 N 3999160.00 3999160.00