0001145549-14-002991.txt : 20140401 0001145549-14-002991.hdr.sgml : 20140401 20140401141832 ACCESSION NUMBER: 0001145549-14-002991 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110731 FILED AS OF DATE: 20140401 DATE AS OF CHANGE: 20140401 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: 14733487 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 2011-07-31 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 40 64 13368237784.15 707734223.06 852605.33 14075119401.88 0.0023 1.0000 2011-07-31 1.0000 2011-07-31 C000012373 1.00 14075119401.88 1.00 263644870.02 3081065145.40 2817420275.38 0.0001 1.0000 2011-07-31 1.0000 2011-07-31 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 2011-08-05 2011-08-05 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 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.430000% 00279HXX9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2011-08-02 N Y Santander UK Plc N/A N/A N 18000000.00 18000000.00 0.0013 N 18000360.00 18000360.00 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 15564701.88 0.0011 N 15565173.30 15565173.30 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 9996616.66 0.0007 N 9996300.00 9996300.00 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 33982546.67 0.0024 N 33978920.00 33978920.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BV99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 16000000.00 15998364.44 0.0011 N 15999040.00 15999040.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 9000000.00 8998390.00 0.0006 N 8999190.00 8999190.00 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 10994912.50 0.0008 N 10997470.00 10997470.00 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 65979833.33 0.0047 N 65978880.00 65978880.00 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 7995000.00 0.0006 N 7997440.00 7997440.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.180000% 04915UVB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Cash Rabobank Nederland N/A N/A 12000000.00 11999400.00 0.0009 N 11999640.00 11999640.00 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 1998305.00 0.0001 N 1998800.00 1998800.00 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 42960559.44 0.0031 N 42969470.00 42969470.00 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 999118.06 0.0001 N 999290.00 999290.00 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 1997963.34 0.0001 N 1998360.00 1998360.00 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 21979069.45 0.0016 N 21988560.00 21988560.00 Bank of America, NA Bank of America, NA 0.290000% 06052WCT8 Other Note N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 275000000.00 275000000.00 0.0195 N 275000000.00 275000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WCW1 Other Note N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 15000000.00 15000000.00 0.0011 N 15000000.00 15000000.00 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 0.0050 N 70995030.00 70995030.00 Bank of America, NA Bank of America, NA 0.220000% 06052WDH3 Other Note N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 46000000.00 46000000.00 0.0033 N 46005060.00 46005060.00 Bank of America, NA Bank of America, NA 0.210000% 06052WDK6 Other Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 18000000.00 18000000.00 0.0013 N 17997480.00 17997480.00 Bank of America, NA Bank of America, NA 0.190000% 06052WDQ3 Other Note N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 22000000.00 22000000.00 0.0016 N 22000880.00 22000880.00 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 0.0036 N 50012000.00 50012000.00 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 0.0024 N 34003060.00 34003060.00 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 9000900.00 9000900.00 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 30001500.00 30001500.00 Bank of America, NA Bank of America, NA 0.410000% 06422TW25 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 3000000.00 2998906.67 0.0002 Security is a Bankers Acceptance N 3000840.00 3000840.00 Bank of America, NA Bank of America, NA 0.410000% 06422TW66 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 21000000.00 20991390.00 0.0015 Security is a Bankers Acceptance. N 21006300.00 21006300.00 Bank of America, NA Bank of America, NA 0.400000% 06422TWD1 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 3000000.00 2998566.67 0.0002 Security is a Bankers Acceptance N 2999220.00 2999220.00 Bank of America, NA Bank of America, NA 0.410000% 06422TWG4 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 11000000.00 10994237.22 0.0008 Security is a Bankers Acceptance N 10996920.00 10996920.00 Bank of America, NA Bank of America, NA 0.410000% 06422TWS8 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 21000000.00 20986606.67 0.0015 Security is a Bankers Acceptance N 20992440.00 20992440.00 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 2999460.00 2999460.00 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 0.0055 N 76986140.00 76986140.00 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 0.0047 N 65992080.00 65992080.00 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 8998020.00 8998020.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DV77 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 68000000.00 68000000.00 0.0048 N 68000680.00 68000680.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417DZ73 Certificate of Deposit N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 4000000.00 4000000.00 0.0003 N 4000160.00 4000160.00 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 999300.00 999300.00 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 1999720.00 1999720.00 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 0.0028 N 40004400.00 40004400.00 Barclays Bank Plc Barclays Bank Plc 0.686500% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-10-17 N N N 85000000.00 85000000.00 0.0060 N 85076500.00 85076500.00 Barclays Bank Plc Barclays Bank Plc 0.586500% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-16 2012-02-16 N N N 30000000.00 30000000.00 0.0021 N 30050700.00 30050700.00 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 20023200.00 20023200.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M110801_2M54 0000851376 Government Agency Repurchase Agreement Y GNMA 2041-05-20 5.000000 Government Agency Debt 79608815.00 84264182.28 GNMA 2041-07-15 3.500000 Government Agency Debt 69652842.00 71735817.98 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 150000000.00 150000000.00 0.0107 N 150000000.00 150000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 992JYM004_0.1500_M110804_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-12-01 5.000000 Government Agency Debt 59000000.00 41740212.97 Fannie Mae 2039-12-01 5.500000 Government Agency Debt 15076846.00 12789808.04 Fannie Mae 2041-07-01 5.500000 Government Agency Debt 40128959.00 42016206.11 Fannie Mae 2041-07-01 5.500000 Government Agency Debt 18358552.00 19608376.34 FNMS 05.000 CLAL0550 2041-07-01 5.500000 Government Agency Debt 1671524.00 1787455.70 Freddie Mac 2025-01-01 6.000000 Government Agency Debt 50000000.00 42087218.50 Freddie Mac 2026-07-01 5.500000 Government Agency Debt 38925877.00 40822077.57 Freddie Mac 2031-07-01 6.000000 Government Agency Debt 38062138.00 40163853.13 Freddie Mac 2038-03-01 6.000000 Government Agency Debt 105920000.00 39672884.55 Freddie Mac 2041-05-01 5.500000 Government Agency Debt 40413273.00 41711907.92 Unrated Security N/A N/A 2011-08-04 2011-08-04 N N N 310000000.00 310000000.00 0.0220 N 309996900.00 309996900.00 Barclays Capital, Inc Barclays Capital, Inc 0.220000% 992JYM004_0.2200_M110805_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2033-11-01 5.500000 Government Agency Debt 96595898.00 80662409.25 Fannie Mae 2041-03-01 5.500000 Government Agency Debt 54863442.00 52457591.32 Unrated Security N/A N/A 2011-08-05 2011-08-05 N N N 128000000.00 128000000.00 0.0091 N 128000000.00 128000000.00 BNP Paribas BNP Paribas 0.540000% 05572NAT3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 227000000.00 227000000.00 0.0161 N 227054480.00 227054480.00 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 9003150.00 9003150.00 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 0.0006 N 8003760.00 8003760.00 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 0.0055 N 78035880.00 78035880.00 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 9005580.00 9005580.00 BNP Paribas BNP Paribas 0.480000% 985YBU007 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 8000000.00 8000000.00 0.0006 N 8000720.00 8000720.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.210000% 987WVU007_0.2100_M110801_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2031-07-25 3.000000 Government Agency Debt 45000000.00 44772537.24 Fannie Mae 2037-01-25 4.500000 Government Agency Debt 70500000.00 42232397.38 Fannie Mae 2040-05-25 4.000000 Government Agency Debt 42933302.00 43821854.39 Freddie Mac 2026-01-15 3.445000 Government Agency Debt 50000000.00 51816520.25 Freddie Mac 2030-10-15 4.500000 Government Agency Debt 49200000.00 48248841.45 Freddie Mac 2035-12-15 6.000000 Government Agency Debt 150000000.00 34397841.88 Freddie Mac 2041-04-15 0.486000 Government Agency Debt 10498813.00 11271122.59 GNMA 2039-12-16 4.000000 Government Agency Debt 31920000.00 33188885.00 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 295000000.00 295000000.00 0.0210 N 295000000.00 295000000.00 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 32995710.00 32995710.00 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 67900455.55 0.0048 N 67930640.00 67930640.00 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 17972875.00 0.0013 N 17980560.00 17980560.00 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 8998100.00 0.0006 N 8998740.00 8998740.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.265800% 13606X4J4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2012-07-09 N N N 44000000.00 44000000.00 0.0031 N 44012320.00 44012320.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.237300% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-12-28 N N N 21000000.00 21000000.00 0.0015 N 21003360.00 21003360.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.237300% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 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 0.235100% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2012-01-03 N N N 126000000.00 126000000.00 0.0090 N 125989920.00 125989920.00 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 49910555.56 0.0035 N 49919500.00 49919500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.460000% 1373X3VP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999437.78 0.0001 N 1999720.00 1999720.00 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 21989825.00 0.0016 N 21994940.00 21994940.00 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 7997751.11 0.0006 N 7997760.00 7997760.00 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 16982622.22 0.0012 N 16988270.00 16988270.00 Chariot Funding, LLC Chariot Funding, LLC 0.120000% 15963UVB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 141008000.00 141003299.73 0.0100 N 141002359.68 141002359.68 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 2999079.17 0.0002 N 2999130.00 2999130.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQG1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 131000000.00 131000000.00 0.0093 N 130996070.00 130996070.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MVV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11996173.33 0.0009 N 11998800.00 11998800.00 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 29000000.00 28957796.94 0.0021 N 28970710.00 28970710.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAP0 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 6000000.00 5990958.33 0.0004 N 5993520.00 5993520.00 Ciesco, LLC Ciesco, LLC 0.190000% 17178CX57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12995540.28 0.0009 N 12996750.00 12996750.00 Ciesco, LLC Ciesco, LLC 0.190000% 17178CXE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Letter of Credit Citibank NA N/A N/A 61000000.00 60976176.11 0.0043 N 60981700.00 60981700.00 Citibank, NA Citibank, NA 0.180000% 1730D2F49 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 15000000.00 15000000.00 0.0011 N 14999850.00 14999850.00 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 17000510.00 17000510.00 Citibank, NA Citibank, NA 0.110000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 26000000.00 26000000.00 0.0018 Security is a time deposit. N 26000000.00 26000000.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 57000000.00 57000000.00 0.0040 Security is a time deposit. N 57000000.00 57000000.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SV41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y Citigroup Inc N/A N/A N 88000000.00 87997066.66 0.0063 N 87999120.00 87999120.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SVP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N Y Citigroup Inc N/A N/A N 33000000.00 32991933.33 0.0023 N 32998020.00 32998020.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.390000% 17307SW81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Citigroup Inc N/A N/A N 2000000.00 1999176.67 0.0001 N 1999760.00 1999760.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.380000% 17307SWF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N Y Citigroup Inc N/A N/A N 28000000.00 27986700.00 0.0020 N 27995800.00 27995800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.402100% 20271FAP1 Other Note N First Tier Security N/A N/A 2011-10-27 2012-08-24 N N N 150000000.00 150000000.00 0.0107 N 150149250.00 150149250.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272EZF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 35000000.00 34966944.44 0.0025 N 34963950.00 34963950.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 975LCG007 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49998291.67 0.0036 N 49999000.00 49999000.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV57 Asset Backed Commercial Paper N First Tier Security N/A 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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 0.0043 N 59993400.00 59993400.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.170000% 22799D001_0.1700_M110801_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-06-20 4.000000 Government Agency Debt 19080000.00 20237331.48 Unrated Security N/A N/A 2011-08-01 2011-08-01 N N N 19836865.00 19836865.00 0.0014 N 19836865.00 19836865.00 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 14997754.17 0.0011 N 14995500.00 14995500.00 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 21996186.66 0.0016 N 21992960.00 21992960.00 Danske Corp Danske Corp 0.215000% 2363F7VA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N Y Danske Bank A/S N/A N/A N 40000000.00 39997850.00 0.0028 N 39998000.00 39998000.00 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 13994458.34 0.0010 N 13995100.00 13995100.00 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 0.0084 N 118003540.00 118003540.00 Deutsche Bank AG Deutsche Bank AG 0.100000% 25154T5C7 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 175000000.00 175000000.00 0.0124 N 175000000.00 175000000.00 Deutsche Bank AG Deutsche Bank AG 0.100000% 25154T5D5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 23000000.00 23000000.00 0.0016 N 23000000.00 23000000.00 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 0.0063 N 88029920.00 88029920.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 21599B009_0.2200_M110801_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-11-25 5.000000 Government Agency Debt 78245000.00 79606646.34 Fannie Mae 2038-08-25 4.500000 Government Agency Debt 62810000.00 60906863.98 Fannie Mae 2039-06-25 4.000000 Government Agency Debt 64154179.00 65462499.06 Fannie Mae 2040-11-25 5.000000 Government Agency Debt 69551583.00 69239365.94 Freddie Mac 2026-02-15 3.323000 Government Agency Debt 60189204.00 61888776.41 Freddie Mac 2026-02-15 4.000000 Government Agency Debt 23000890.00 15098916.35 Freddie Mac 2036-12-15 5.000000 Government Agency Debt 75413500.00 79056716.68 GNMA 2039-11-16 3.500000 Government Agency Debt 130000000.00 60674890.99 GNMA 2040-02-16 6.000000 Government Agency Debt 100000000.00 56044181.96 GNMA 2040-05-20 3.000000 Government Agency Debt 80000000.00 69839121.31 GNMA 2041-01-16 4.500000 Government Agency Debt 58506000.00 58182021.77 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 650000000.00 650000000.00 0.0462 N 650000000.00 650000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.310000% 991JCA005_0.3100_M110801_2M54 0001074042 Other Repurchase Agreement N AETNA INC NEW COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499966.78 AFLAC INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499959.56 AGILENT TECHNOLOGIES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 590.52 CENTURYLINK INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499989.96 CHEVRON CORP NEW COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499933.43 DU PONT E I DE NEMOURS & CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499964.00 EXXON MOBIL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499922.98 GENON ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499997.21 GOODRICH CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499981.34 HONEYWELL INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499953.00 JPMORGAN CHASE & CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499993.64 MARATHON OIL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499999.23 MCDONALDS CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499992.30 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499991.57 NIKE INC CL B 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499977.44 OCCIDENTAL PETE CORP DEL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499940.75 PG&E CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499987.20 PHILIP MORRIS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499960.20 PUBLIC STORAGE COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499997.12 SUNTRUST BKS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499998.12 UNION PAC CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499988.63 UNITED TECHNOLOGIES CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 1499939.88 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 30000000.00 30000000.00 0.0021 Repurchase agreement collateralized by common stock and ETFs. N 30000000.00 30000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M110818_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-01-01 4.500000 Government Agency Debt 130163939.00 13888514.43 Fannie Mae 2036-10-01 4.500000 Government Agency Debt 35268609.00 11201240.01 Fannie Mae 2037-08-01 4.000000 Government Agency Debt 20557543.00 8946134.03 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 23000000.00 13896859.50 First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 46000000.00 46000000.00 0.0033 Y 45996780.00 45996780.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.340000% 2332K1VS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 45000000.00 44989375.00 0.0032 N 44993700.00 44993700.00 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 29973225.00 0.0021 N 29969100.00 29969100.00 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 87920971.11 0.0062 N 87905840.00 87905840.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.120000% 30601WVF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 19000000.00 18999113.33 0.0013 N 18998480.00 18998480.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.120000% 30601WVN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 11523000.00 11522193.39 0.0008 N 11521617.24 11521617.24 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.120000% 30601WVP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 25538000.00 25536127.22 0.0018 N 25534680.06 25534680.06 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 23004436.55 0.0016 N 23002327.39 23002327.39 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.110000% 30603BV34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6999957.22 0.0005 N 6999860.00 6999860.00 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 38994150.00 0.0028 N 38994540.00 38994540.00 Fannie Mae Fannie Mae 0.070000% 313588KE4 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 7298000.00 7297886.48 0.0005 N 7297948.91 7297948.91 Fannie Mae Fannie Mae 0.060000% 313588KF1 Government Agency Debt N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N N 2000000.00 1999970.00 0.0001 N 1999986.00 1999986.00 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 13999712.22 0.0010 N 13998558.00 13998558.00 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 73998437.78 0.0053 N 73992156.00 73992156.00 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 78998288.33 0.0056 N 78991468.00 78991468.00 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 9999581.94 0.0007 N 9998810.00 9998810.00 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 2999440.00 0.0002 N 2999532.00 2999532.00 Farm Credit System Farm Credit System 0.060000% 313312KL3 Government Agency Debt N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N N 4001000.00 4000906.64 0.0003 N 4000951.99 4000951.99 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JY6 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 8000000.00 7999973.33 0.0006 N 7999984.00 7999984.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384JZ3 Government Agency Debt N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 192000000.00 191999040.00 0.0136 N 191999424.00 191999424.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 135000000.00 134999625.00 0.0096 N 134999595.00 134999595.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 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Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 52400000.00 52398544.44 0.0037 N 52398899.60 52398899.60 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 20998299.58 0.0015 N 20996913.00 20996913.00 Freddie Mac Freddie Mac 0.035000% 313396KE2 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 19000000.00 18999852.22 0.0013 N 18999867.00 18999867.00 Freddie Mac Freddie Mac 0.050000% 313396KG7 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 90000000.00 89998750.00 0.0064 N 89999280.00 89999280.00 Freddie Mac Freddie Mac 0.060000% 313396KP7 Government Agency Debt N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 43000000.00 42998781.67 0.0031 N 42999398.00 42999398.00 Freddie Mac Freddie Mac 0.025000% 313396KT9 Government Agency Debt N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 60000000.00 59999125.00 0.0043 N 59998980.00 59998980.00 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 6999731.67 0.0005 N 6999104.00 6999104.00 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 14999375.00 0.0011 N 14997915.00 14997915.00 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 19998411.11 0.0014 N 19997120.00 19997120.00 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 0.0089 N 125186750.00 125186750.00 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 7998622.22 0.0006 N 7998480.00 7998480.00 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 6998250.00 0.0005 N 6998040.00 6998040.00 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 64929583.33 0.0046 N 64939550.00 64939550.00 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 9989097.22 0.0007 N 9990700.00 9990700.00 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 3995653.33 0.0003 N 3996120.00 3996120.00 General Electric Capital Corp General Electric Capital Corp 0.100000% 36959JVV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 50000000.00 49996111.11 0.0036 N 49996000.00 49996000.00 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 28989946.67 0.0021 N 28996810.00 28996810.00 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 41993140.00 0.0030 N 41993700.00 41993700.00 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 109897638.89 0.0078 N 109916400.00 109916400.00 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 32967916.67 0.0023 N 32973270.00 32973270.00 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 3995861.11 0.0003 N 3996440.00 3996440.00 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 94985433.33 0.0067 N 94986700.00 94986700.00 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 29995100.00 0.0021 N 29995500.00 29995500.00 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 2999541.67 0.0002 N 2999550.00 2999550.00 Goldman Sachs & Co Goldman Sachs & Co 0.210000% 38399H002_0.2100_M110801_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2015-10-26 0.436000 Government Agency Debt 24862000.00 25130955.04 FCFR 03TB DE 12/09 2012-09-24 4.000000 Government Agency Debt 1325000.00 1325622.75 Freddie Mac 2011-09-30 3.500000 Government Agency Debt 1382000.00 1381751.24 Freddie Mac 2011-11-07 5.750000 Government Agency Debt 3682000.00 3680858.58 Freddie Mac 2015-01-15 5.750000 Government Agency Debt 23005000.00 25681171.65 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 55000000.00 55000000.00 0.0039 N 55000000.00 55000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.150000% 992JYE002_0.1500_M110804_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2017-11-01 4.500000 Government Agency Debt 3803277.00 1254959.61 Fannie Mae 2018-05-01 0.846500 Government Agency Debt 2581156.00 1347096.11 Fannie Mae 2018-05-01 5.500000 Government Agency Debt 7691403.00 1312965.02 Fannie Mae 2019-11-01 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Y 14011200.00 14011200.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111025_2M54 0000769993 Other Repurchase Agreement N AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199978.54 ANADARKO PETE CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 501.06 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199975.38 BANK OF AMERICA CORPORATION COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199997.21 BJS WHOLESALE CLUB INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199998.30 BOEING CO COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199991.04 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199954.11 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199981.01 CITIGROUP INC COM NEW 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199973.84 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199953.44 CORN PRODS INTL INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199988.06 CUMMINS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199959.16 EDISON INTL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199970.60 HCA HOLDINGS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199981.06 INGERSOLL-RAND PLC SHS 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199996.32 NATIONAL SEMICONDUCTOR CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199979.97 NEWMONT MINING CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199971.08 PFIZER INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199981.92 ROCK-TENN CO CL A 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199997.75 TARGET CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199965.06 TIME WARNER CABLE INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199988.62 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 6199961.88 First Tier Security N/A N/A 2011-10-25 2011-10-25 N N N 124000000.00 124000000.00 0.0088 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 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599998.84 AMDOCS LTD ORD 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599982.57 ANADARKO PETE CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599935.84 BAKER HUGHES INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599954.75 BANK OF AMERICA CORPORATION COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599999.73 CAMERON INTERNATIONAL CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599963.49 CENTURYLINK INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599973.64 CIGNA CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599959.29 CONSOL ENERGY INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599986.87 CUMMINS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599968.76 EDISON INTL COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599998.40 HCA HOLDINGS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599983.24 HESS CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599952.20 INGERSOLL-RAND PLC SHS 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599986.38 MOVADO GROUP INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 512.00 NEWMONT MINING CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599987.89 PFIZER INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599985.76 ROCK-TENN CO CL A 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599997.80 TARGET CORP COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599965.71 THERMO FISHER SCIENTIFIC INCCOM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599945.79 TIME WARNER CABLE INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599996.53 YUM BRANDS INC COM 2011-07-29 N/A Other Instrument common stock or ETF 0.00 599972.52 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 12000000.00 12000000.00 0.0009 Repurchase agreement collateralized by common stock and ETFs. Y 12011280.00 12011280.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 1.020000% 03799J008 0000769993 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 60000000.00 60000000.00 0.0043 N 60001200.00 60001200.00 Govco, LLC Govco, LLC 0.120000% 38362WVC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N Y Credit / Liquidity Citibank NA N/A N/A 29000000.00 28998936.67 0.0021 N 28997680.00 28997680.00 Govco, LLC Govco, LLC 0.200000% 38362WVX6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N Y Credit / Liquidity Citibank NA N/A N/A 10000000.00 9998333.33 0.0007 N 9998100.00 9998100.00 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 37993825.00 0.0027 N 37990880.00 37990880.00 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 34989286.11 0.0025 N 34987050.00 34987050.00 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 17993730.00 0.0013 N 17992080.00 17992080.00 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 23991513.33 0.0017 N 23989200.00 23989200.00 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 1999176.66 0.0001 N 1998880.00 1998880.00 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 81909503.90 0.0058 N 81899960.00 81899960.00 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 17979555.00 0.0013 N 17976960.00 17976960.00 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 51979402.22 0.0037 N 51995840.00 51995840.00 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 1998502.78 0.0001 N 1999440.00 1999440.00 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 46945923.89 0.0033 N 46982610.00 46982610.00 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 0.0016 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 134949112.49 0.0096 N 134950050.00 134950050.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.210000% 46899T004_0.2100_M110801_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2039-09-25 6.000000 Government Agency Debt 130391519.00 123600000.06 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 120000000.00 120000000.00 0.0085 N 120000000.00 120000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.226300% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-08-22 2012-08-21 N N N 129000000.00 129000000.00 0.0092 N 129055083.00 129055083.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.150000% 4820P3VG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 43000000.00 42997312.50 0.0031 N 42995700.00 42995700.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.120000% 4820P3VS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 24000000.00 23998000.00 0.0017 N 23996160.00 23996160.00 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 0.0004 N 5002100.00 5002100.00 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 14520550.55 0.0010 N 14521530.92 14521530.92 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 29991925.00 0.0021 N 29994300.00 29994300.00 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 7997804.44 0.0006 N 7998400.00 7998400.00 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 10760424.88 0.0008 N 10761124.60 10761124.60 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 16992690.00 0.0012 N 16993710.00 16993710.00 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 26057659.99 0.0019 N 26059354.47 26059354.47 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M110801_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2037-03-25 4.000000 Government Agency Debt 68240000.00 18137645.49 Fannie Mae 2037-04-25 5.000000 Government Agency Debt 11546030.00 4043062.30 Fannie Mae 2037-06-25 4.500000 Government Agency Debt 50000000.00 17904408.33 Freddie Mac 2028-04-15 4.500000 Government Agency Debt 20600000.00 17852242.90 Freddie Mac 2033-11-15 4.000000 Government Agency Debt 20830255.00 18085853.72 GNMA 2034-02-20 4.000000 Government Agency Debt 36319207.00 8888161.49 GNMA 2035-02-16 4.500000 Government Agency Debt 18000000.00 18088625.82 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 100000000.00 100000000.00 0.0071 N 100000000.00 100000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.130000% 60681PK45 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 15000000.00 15000000.00 0.0011 N 14999850.00 14999850.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.150000% 60681PK52 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 13000000.00 13000000.00 0.0009 N 12999870.00 12999870.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687C4S3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 138000000.00 138000000.00 0.0098 N 137998620.00 137998620.00 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 0.0056 N 78968400.00 78968400.00 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 0.0040 N 56976060.00 56976060.00 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 69974722.22 0.0050 N 69983900.00 69983900.00 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 56971120.00 0.0040 N 56987460.00 56987460.00 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 2997999.17 0.0002 N 2999100.00 2999100.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.290000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 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 0.290000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-08-05 2011-08-05 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 0.220000% 65409SV54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 61000000.00 60998508.89 0.0043 N 60997560.00 60997560.00 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 8997900.00 0.0006 N 8997840.00 8997840.00 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 5997360.00 0.0004 N 5997240.00 5997240.00 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 0.0020 N 27999160.00 27999160.00 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 0.0018 N 24999250.00 24999250.00 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 41998785.82 0.0030 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 16993804.44 0.0012 N 16994050.00 16994050.00 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 93918533.34 0.0067 N 93911640.00 93911640.00 Old Line Funding, LLC Old Line Funding, LLC 0.180000% 67983UVW0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23051000.00 23047657.61 0.0016 N 23049155.92 23049155.92 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 47009423.94 0.0033 N 47012951.04 47012951.04 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 29988666.67 0.0021 N 29990100.00 29990100.00 Rabobank Nederland Rabobank Nederland 0.275800% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-09-13 N N N 145000000.00 145000000.00 0.0103 N 145011600.00 145011600.00 Rabobank Nederland Rabobank Nederland 0.260100% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-10-07 N N N 13000000.00 13000000.00 0.0009 N 13001300.00 13001300.00 Rabobank Nederland Rabobank Nederland 0.265100% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-05 2011-12-05 N N N 100000000.00 100000000.00 0.0071 N 100014000.00 100014000.00 Rabobank Nederland Rabobank Nederland 0.267300% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-26 2012-03-26 N N N 58000000.00 58000000.00 0.0041 N 58017400.00 58017400.00 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 19940488.89 0.0014 N 19949200.00 19949200.00 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 6979070.00 0.0005 N 6982010.00 6982010.00 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 996879.72 0.0001 N 996820.00 996820.00 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 24968402.78 0.0018 N 24970750.00 24970750.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-04-09 N N N 131000000.00 131000000.00 0.0093 N 131036680.00 131036680.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-04-12 N N N 175000000.00 175000000.00 0.0124 N 175145250.00 175145250.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.426500% 78011H2J3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 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 20026200.00 20026200.00 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 3001680.00 3001680.00 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 20001000.00 20001000.00 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 0.0071 N 100037000.00 100037000.00 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 24990083.33 0.0018 N 24994750.00 24994750.00 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 34985883.33 0.0025 N 34992300.00 34992300.00 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 24988430.55 0.0018 N 24993750.00 24993750.00 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 2998625.00 0.0002 N 2999220.00 2999220.00 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 19977322.22 0.0014 N 19971000.00 19971000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MVN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N Y Letter of Credit Barclays Bank Plc N/A N/A 21000000.00 20997672.50 0.0015 N 20997480.00 20997480.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19997500.00 0.0014 N 19997200.00 19997200.00 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 31992604.44 0.0023 N 31990400.00 31990400.00 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 41982966.67 0.0030 N 41980260.00 41980260.00 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 11994733.33 0.0009 N 11993760.00 11993760.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83051ALW9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 1000000.00 1000000.00 0.0001 N 1000060.00 1000060.00 Societe Generale Societe Generale 0.435100% 83369RUP4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-08 2011-09-07 N N N 77000000.00 77000000.00 0.0055 N 77003080.00 77003080.00 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 9003240.00 9003240.00 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 20005800.00 20005800.00 Societe Generale Societe Generale 0.385800% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-10-11 N N N 60000000.00 60000000.00 0.0043 N 60001800.00 60001800.00 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 64964322.23 0.0046 N 64985700.00 64985700.00 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 22986890.00 0.0016 N 22994940.00 22994940.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3V37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 9000000.00 8999875.00 0.0006 N 8999820.00 8999820.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3V45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit HSBC Bank Plc N/A N/A 24000000.00 23999500.00 0.0017 N 23999280.00 23999280.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.240000% 8342E3V94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N Y Letter of Credit HSBC Bank Plc N/A N/A 25000000.00 24998666.67 0.0018 N 24998750.00 24998750.00 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 16992831.67 0.0012 N 16993370.00 16993370.00 State Street Corp State Street Corp 0.220000% 85747KVJ0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 67000000.00 66993039.44 0.0048 N 66993970.00 66993970.00 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 1998337.78 0.0001 N 1997500.00 1997500.00 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 9997466.67 0.0007 Y 9997500.00 9997500.00 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 50000000.00 49984222.22 0.0036 Y 49982000.00 49982000.00 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 49989791.67 0.0036 Y 49990500.00 49990500.00 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 19994933.33 0.0014 Y 19995000.00 19995000.00 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 96971546.66 0.0069 Y 96968960.00 96968960.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.150000% 86562WNB0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 70000000.00 70000000.00 0.0050 N 69999300.00 69999300.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.150000% 86562WNC8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 69000000.00 69000000.00 0.0049 N 68999310.00 68999310.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86959BUH6 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 6000000.00 6000000.00 0.0004 N 5999940.00 5999940.00 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 64850287.74 0.0046 N 64848703.00 64848703.00 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 0.0081 N 113996580.00 113996580.00 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 8000071.07 0.0006 N 7999360.00 7999360.00 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 48989138.33 0.0035 N 48987260.00 48987260.00 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 44745029.83 0.0032 N 44742169.85 44742169.85 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 24606120.66 0.0017 N 24604199.16 24604199.16 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 0.0040 N 56985750.00 56985750.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.257300% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-10-28 N N N 45000000.00 45000000.00 0.0032 N 45007200.00 45007200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YN90 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 30000000.00 30000000.00 0.0021 N 30000600.00 30000600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YS46 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 25000000.00 25000000.00 0.0018 N 25000500.00 25000500.00 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 47010962.14 0.0033 N 47002820.00 47002820.00 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 0.0075 N 105028350.00 105028350.00 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 0.0031 N 44012760.00 44012760.00 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 0.0031 N 42991830.00 42991830.00 UBS AG UBS AG 0.586500% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-15 2011-10-17 N N N 11000000.00 11000000.00 0.0008 N 10999780.00 10999780.00 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 3998533.34 0.0003 N 3998520.00 3998520.00 UBS Securities LLC UBS Securities LLC 0.220000% 99EPPA003_0.2200_M110801_2M54 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-04-01 5.500000 Government Agency Debt 104707209.00 108169334.93 Freddie Mac 2039-03-01 4.000000 Government Agency Debt 45869854.00 34630665.32 First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 140000000.00 140000000.00 0.0099 N 140000000.00 140000000.00 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 0.0039 N 54992300.00 54992300.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 42000000.00 41997550.00 0.0030 N 41996640.00 41996640.00 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 53978325.00 0.0038 N 53970300.00 53970300.00 Victory Receivables Corp Victory Receivables Corp 0.180000% 92646LV15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N Y Credit / Liquidity Union Bank NA N/A N/A Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 49454000.00 49454000.00 0.0035 N 49453010.92 49453010.92 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646LV31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Credit / Liquidity Union Bank NA N/A N/A Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 37537000.00 37536582.92 0.0027 N 37535873.89 37535873.89 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LV56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Union Bank NA N/A N/A Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 20000000.00 19999511.11 0.0014 N 19999222.00 19999222.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.050000% 910MLL002 0000827124 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 50000000.00 50000000.00 0.0036 Security is a time deposit. N 49999000.00 49999000.00 Westpac Banking Corp Westpac Banking Corp 0.275600% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2012-05-01 N N N 52000000.00 52000000.00 0.0037 N 52011440.00 52011440.00 Westpac Banking Corp Westpac Banking Corp 0.275100% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-03 2012-07-03 N N N 13000000.00 13000000.00 0.0009 N 13000000.00 13000000.00 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 23999999.82 0.0017 N 23999040.00 23999040.00 Westpac Banking Corp Westpac Banking Corp 0.276500% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-09-16 N N N 290000000.00 290000000.00 0.0206 N 290002900.00 290002900.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.200000% 96122HVJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Westpac New Zealand Ltd N/A N/A N 33000000.00 32996883.33 0.0023 N 32998350.00 32998350.00 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 908607.78 908607.78 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 200217.91 200217.91 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 1540165.23 1540165.23 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 261802.08 261802.08 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KVH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 14000000.00 13998755.55 0.0010 N 13998600.00 13998600.00 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 35992020.00 0.0026 N 35991360.00 35991360.00 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 22992173.61 0.0016 N 22993560.00 22993560.00 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 8997007.50 0.0006 N 8997030.00 8997030.00 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 15994120.00 0.0011 N 15993920.00 15993920.00