0001145549-11-006384.txt : 20110801 0001145549-11-006384.hdr.sgml : 20110801 20110607122642 ACCESSION NUMBER: 0001145549-11-006384 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110531 FILED AS OF DATE: 20110607 DATE AS OF CHANGE: 20110607 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 SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 11897777 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-05-31 0000857156 S000004504 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 48 71 32710476113.15 42943414.22 1745788.88 32751673738.49 0.0028 1.0002 2011-05-31 1.0002 2011-05-31 C000012378 1.00 32751673738.49 1.00 338903887.67 7238414195.24 6899510307.57 0.0006 1.0002 2011-05-31 1.0002 2011-05-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.450000% 00279HXB7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2011-07-01 N Y Santander UK Plc N/A N/A N 157000000.00 157000653.40 0.0048 N 157025120.00 157025120.00 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 4000000.00 4000000.00 0.0001 N 4000360.00 4000360.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MT79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 69000000.00 68997240.00 0.0021 N 68997930.00 68997930.00 Alpine Securitization Corp Alpine Securitization Corp 0.140000% 02086MTA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 3000000.00 2999895.00 0.0001 N 2999880.00 2999880.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086MTP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 11000000.00 10998722.78 0.0003 N 10998900.00 10998900.00 Alpine Securitization Corp Alpine Securitization Corp 0.220000% 02086MV27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 28000000.00 27989391.11 0.0009 N 27990480.00 27990480.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086MV50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 3000000.00 2998862.50 0.0001 N 2998920.00 2998920.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.290000% 03221KT36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 23000000.00 22999629.44 0.0007 N 22999770.00 22999770.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KT69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 21402000.00 21401346.05 0.0007 N 21401357.94 21401357.94 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221KT69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7999688.89 0.0002 N 7999760.00 7999760.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 100000000.00 99974944.44 0.0031 N 99977000.00 99977000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 27000000.00 26991750.00 0.0008 N 26992170.00 26992170.00 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 64000000.00 63951111.10 0.0020 N 63950720.00 63950720.00 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 51000000.00 50964597.49 0.0016 N 50955630.00 50955630.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014BTN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 51000000.00 50991075.00 0.0016 N 50994390.00 50994390.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.240000% 04014BV57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999566.66 0.0000 N 999610.00 999610.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 116000000.00 115876975.55 0.0035 N 115938520.00 115938520.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BVR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 53000000.00 52972469.44 0.0016 N 52971258.10 52971258.10 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 30000000.00 29964350.00 0.0009 N 29981700.00 29981700.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.240000% 04821UT69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 10000000.00 9999666.67 0.0003 N 9999800.00 9999800.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.160000% 04821UTD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 16000000.00 15999146.67 0.0005 N 15999200.00 15999200.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.150000% 04821UTN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 91000000.00 90992037.50 0.0028 N 90990900.00 90990900.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.280000% 04915UT82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N Y Cash Rabobank Nederland N/A N/A 40000000.00 39997822.22 0.0012 N 39999200.00 39999200.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UT90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N Y Cash Rabobank Nederland N/A N/A 50000000.00 49995888.89 0.0015 N 49999000.00 49999000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.160000% 04915UT90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N Y Cash Rabobank Nederland N/A N/A 45000000.00 44998400.00 0.0014 N 44999100.00 44999100.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915UVA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Cash Rabobank Nederland N/A N/A 20000000.00 19984833.33 0.0006 N 19994800.00 19994800.00 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 113000000.00 112852535.00 0.0034 N 112891520.00 112891520.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYV5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Cash Rabobank Nederland N/A N/A 104000000.00 103858820.00 0.0032 N 103893920.00 103893920.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.135000% 052992005_M110607 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 410000000.00 410000000.00 0.0125 Security is a time deposit. N 410000000.00 410000000.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.898000% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 165000000.00 165000000.00 0.0050 N 165008250.00 165008250.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.791300% 0594L8X48 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 90000000.00 90000000.00 0.0027 N 90011700.00 90011700.00 Bank of America Corp Bank of America Corp 0.270000% 0660P1UE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 5000000.00 4998387.50 0.0002 N 4999350.00 4999350.00 Bank of America Corp Bank of America Corp 0.230000% 0660P1V32 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 311000000.00 310874822.50 0.0095 N 310937800.00 310937800.00 Bank of America Corp Bank of America Corp 0.190000% 0660P1VV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 6000000.00 5997181.67 0.0002 N 5998080.00 5998080.00 Bank of America, NA Bank of America, NA 0.400000% 06052WBJ1 Other Note N First Tier Security N/A N/A 2011-07-29 2011-07-29 N N N 300000000.00 300000000.00 0.0092 N 300006900.00 300006900.00 Bank of America, NA Bank of America, NA 0.330000% 06052WBS1 Other Note N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 137000000.00 137000000.00 0.0042 N 137000548.00 137000548.00 Bank of America, NA Bank of America, NA 0.320000% 06052WBW2 Other Note N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 75000000.00 75000000.00 0.0023 N 75000525.00 75000525.00 Bank of America, NA Bank of America, NA 0.310000% 06052WCA9 Other Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 32000000.00 32000000.00 0.0010 N 32002560.00 32002560.00 Bank of America, NA Bank of America, NA 0.310000% 06052WCD3 Other Note N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 250000000.00 250000000.00 0.0076 N 250020250.00 250020250.00 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 140000000.00 140000000.00 0.0043 N 140000000.00 140000000.00 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 94000000.00 94000000.00 0.0029 N 94000000.00 94000000.00 Bank of America, NA Bank of America, NA 0.240000% 06052WDL4 Other Note N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N N 100000000.00 100000000.00 0.0031 N 100000000.00 100000000.00 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 72000000.00 72000000.00 0.0022 N 72000000.00 72000000.00 Bank of America, NA Bank of America, NA 0.280000% 06052WDT7 Other Note N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WDV2 Other Note N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 55000000.00 55000000.00 0.0017 N 55000000.00 55000000.00 Bank of America, NA Bank of America, NA 0.573800% 0605A05T7 Other Note N First Tier Security N/A N/A 2011-07-22 2012-06-22 N N N 174000000.00 174000000.00 0.0053 N 174306414.00 174306414.00 Bank of America, NA Bank of America, NA 0.250000% 06422TU50 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 7149000.00 7147312.04 0.0002 Security is a Bankers Acceptance. N 7147713.18 7147713.18 Bank of America, NA Bank of America, NA 0.300000% 06422TVH3 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 3000000.00 2998075.00 0.0001 Security is a Bankers Acceptance. N 2998380.00 2998380.00 Bank of America, NA Bank of America, NA 0.200000% 06422TVP5 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 20934000.00 20924347.10 0.0006 Security is a Bankers Acceptance. N 20921230.26 20921230.26 Bank of America, NA Bank of America, NA 0.200000% 06422TVQ3 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 12533836.00 12527986.87 0.0004 Security is a Bankers Acceptance. N 12526065.02 12526065.02 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 20000000.00 19978816.67 0.0006 Security is a Bankers Acceptance N 20011400.00 20011400.00 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 35000000.00 34957348.61 0.0011 Security is a Bankers Acceptance N 34968500.00 34968500.00 Bank of Montreal Bank of Montreal 0.370000% 06366UKV9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 31975000.00 31975851.02 0.0010 N 31976598.75 31976598.75 Bank of Montreal Bank of Montreal 0.150000% 06366UP36 Certificate of Deposit N First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 80000000.00 80000000.00 0.0024 N 80000000.00 80000000.00 Bank of Montreal Bank of Montreal 0.150000% 06366UP93 Certificate of Deposit N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 300000000.00 300000000.00 0.0092 N 300000000.00 300000000.00 Bank of Montreal Bank of Montreal 0.120000% 06366UX52 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 78000000.00 78000000.00 0.0024 N 78000000.00 78000000.00 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 148000000.00 148000000.00 0.0045 N 148000000.00 148000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417D2K0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 115000000.00 115000000.00 0.0035 N 114994250.00 114994250.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D2N4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 4000000.00 4000000.00 0.0001 N 3999800.00 3999800.00 Bank of Nova Scotia Bank of Nova Scotia 0.260000% 06417DF83 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 191000000.00 191000000.00 0.0058 N 191003820.00 191003820.00 Bank of Nova Scotia Bank of Nova Scotia 0.260000% 06417DH32 Certificate of Deposit N First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 5000000.00 5000000.00 0.0002 N 5000300.00 5000300.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417DL86 Certificate of Deposit N First Tier Security N/A N/A 2011-06-28 2011-06-28 N N N 63000000.00 63000000.00 0.0019 N 63005670.00 63005670.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417DT39 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 30000000.00 30000000.00 0.0009 N 30001800.00 30001800.00 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 99000000.00 99000000.00 0.0030 N 99000000.00 99000000.00 Bank of the West Bank of the West 0.260000% 0642G0VZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 96000000.00 96000000.00 0.0029 N 96005760.00 96005760.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538A4Y8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 40000000.00 40000000.00 0.0012 N 40014400.00 40014400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000% 06538A5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 337000000.00 337000000.00 0.0103 N 337144910.00 337144910.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538DFN4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N N 6000000.00 6000000.00 0.0002 N 6001380.00 6001380.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06740MA45 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 13000000.00 13000000.00 0.0004 N 12991420.00 12991420.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 203000000.00 203000000.00 0.0062 N 202872110.00 202872110.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MPJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 5000000.00 5000000.00 0.0002 N 5001350.00 5001350.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MQD8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 84000000.00 84000000.00 0.0026 N 84029400.00 84029400.00 Barclays Bank Plc Barclays Bank Plc 0.698000% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-15 2011-10-17 N N N 23000000.00 23000000.00 0.0007 N 23037260.00 23037260.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MRH8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 37000000.00 37000000.00 0.0011 N 37021090.00 37021090.00 Barclays Bank Plc Barclays Bank Plc 0.598000% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2011-06-16 2012-02-16 N N N 18000000.00 18000000.00 0.0005 N 18039600.00 18039600.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 00799J004_0.1100_M110601_2M49 0000851376 Treasury Repurchase Agreement Y 4 3/8 BOND 41 2041-05-15 4.375000 Treasury Debt 39798000.00 40806567.84 United States Treasury Department 2011-12-31 4.625000 Treasury Debt 38835900.00 40598511.09 United States Treasury Department 2012-04-30 4.500000 Treasury Debt 30037100.00 31327817.04 United States Treasury Department 2012-05-31 4.750000 Treasury Debt 37477100.00 39169415.93 United States Treasury Department 2013-02-28 2.750000 Treasury Debt 38357600.00 40210847.44 United States Treasury Department 2014-04-30 1.875000 Treasury Debt 38479900.00 39746253.64 United States Treasury Department 2015-08-15 10.625000 Treasury Debt 22897000.00 32373344.07 United States Treasury Department 2016-02-15 9.250000 Treasury Debt 23805500.00 32813265.78 United States Treasury Department 2016-07-15 2.500000 Treasury Debt 17697600.00 22620119.19 United States Treasury Department 2017-05-15 4.500000 Treasury Debt 29199900.00 33308516.36 United States Treasury Department 2021-01-15 1.125000 Treasury Debt 36769100.00 38958476.17 United States Treasury Department 2029-01-15 2.500000 Treasury Debt 25843900.00 31366899.21 Unrated Security N/A N/A 2011-06-01 2011-06-01 N N N 415000000.00 415000000.00 0.0127 N 415000000.00 415000000.00 BNP Paribas BNP Paribas 0.398000% 05566Q4A2 Certificate of Deposit N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 167000000.00 167000000.00 0.0051 N 167008350.00 167008350.00 BNP Paribas BNP Paribas 0.500000% 05566Q4G9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 103000000.00 103000000.00 0.0031 N 103017510.00 103017510.00 BNP Paribas BNP Paribas 0.480000% 05566Q4S3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 29000000.00 29000000.00 0.0009 N 29008410.00 29008410.00 BNP Paribas BNP Paribas 0.450000% 05566Q4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 328000000.00 328000000.00 0.0100 N 328104960.00 328104960.00 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 91000000.00 91000000.00 0.0028 N 91061880.00 91061880.00 BNP Paribas BNP Paribas 0.540000% 05572NAV8 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 2000000.00 2000000.00 0.0001 N 2001380.00 2001380.00 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 16000000.00 16000000.00 0.0005 N 16011040.00 16011040.00 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 139000000.00 139000000.00 0.0042 N 139101470.00 139101470.00 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 17000000.00 17000000.00 0.0005 N 17012410.00 17012410.00 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 199000000.00 199000000.00 0.0061 N 199119400.00 199119400.00 BNP Paribas BNP Paribas 0.580000% 05572NDB9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 224000000.00 224000000.00 0.0068 N 224031360.00 224031360.00 BNP Paribas BNP Paribas 0.570000% 05572NDF0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 12000000.00 12000000.00 0.0004 N 12000840.00 12000840.00 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 127000000.00 127000000.00 0.0039 N 127008890.00 127008890.00 BNP Paribas BNP Paribas 0.445000% 985VDTII6 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 3000000.00 3000000.00 0.0001 N 3001050.00 3001050.00 BNP Paribas BNP Paribas 0.450000% 985WFB009 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 45000000.00 45000000.00 0.0014 N 45011700.00 45011700.00 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 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COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 1683439.15 WELLPOINT INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 3749984.46 WELLS FARGO & CO NEW COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 3749992.68 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 75000000.00 75000000.00 0.0023 Repurchase agreement collateralized by common stock and ETFs. 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0.110000% 992JYE002_0.1100_M110602_2M49 0000769993 Government Agency Repurchase Agreement Y GNMA 2038-09-15 6.000000 Government Agency Debt 110354272.00 64051463.97 GNMA 2039-06-15 4.500000 Government Agency Debt 72500000.00 69308870.44 GNMA 2040-07-15 4.500000 Government Agency Debt 65716205.00 67640557.48 GNMA 2041-03-20 4.500000 Government Agency Debt 43320727.00 45779765.09 GNMA 2041-03-20 4.500000 Government Agency Debt 30754117.00 32519343.18 First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 266000000.00 266000000.00 0.0081 N 266000000.00 266000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.130000% 992JYE002_0.1300_M110607_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2017-11-01 5.000000 Government Agency Debt 20223395.00 2317548.81 Fannie Mae 2018-07-01 4.500000 Government Agency Debt 6340000.00 2388491.09 Fannie Mae 2019-03-01 4.500000 Government Agency Debt 7000000.00 2244891.67 Fannie Mae 2019-05-01 5.500000 Government Agency Debt 12654497.00 2267978.29 Fannie Mae 2019-09-01 4.880000 Government Agency Debt 2200000.00 2351866.92 Fannie Mae 2019-09-01 5.500000 Government Agency Debt 7000000.00 2379711.77 Fannie Mae 2020-01-01 4.000000 Government Agency Debt 2830623.00 2329409.52 Fannie Mae 2020-06-01 5.000000 Government Agency Debt 4521000.00 2397574.68 Fannie Mae 2020-09-01 5.000000 Government Agency Debt 6674708.00 2246411.66 Fannie Mae 2022-05-01 6.000000 Government Agency Debt 3867502.00 2304249.02 Fannie Mae 2023-02-01 6.000000 Government Agency Debt 21429381.00 2356836.82 Fannie Mae 2023-08-01 5.000000 Government Agency Debt 5341960.00 2404812.78 Fannie Mae 2023-08-01 6.000000 Government Agency Debt 3750000.00 2429436.13 Fannie Mae 2023-12-01 5.000000 Government Agency Debt 3785368.00 2329159.87 Fannie Mae 2024-11-01 4.500000 Government Agency Debt 2500000.00 2294900.25 Fannie Mae 2025-05-01 4.500000 Government Agency Debt 2570666.00 2412808.74 Fannie Mae 2025-09-01 4.000000 Government Agency Debt 2387316.00 2405129.63 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2026-05-01 5.000000 Government Agency Debt 2105239.00 2283634.15 Fannie Mae 2028-03-01 5.000000 Government Agency Debt 5834111.00 2452497.46 Fannie Mae 2030-02-01 6.000000 Government Agency Debt 20456071.00 2393611.36 Fannie Mae 2030-07-01 6.500000 Government Agency Debt 80581033.00 2449123.87 Fannie Mae 2033-01-01 6.500000 Government Agency Debt 51081220.00 2409426.49 Fannie Mae 2033-05-01 5.000000 Government Agency Debt 7918196.00 2436821.65 Fannie Mae 2034-02-01 5.500000 Government Agency Debt 8300000.00 2231847.00 Fannie Mae 2034-08-01 5.000000 Government Agency Debt 3612015.00 2280069.30 Fannie Mae 2034-08-01 6.000000 Government Agency Debt 5695000.00 2387151.63 Fannie Mae 2034-09-01 6.500000 Government Agency Debt 9099454.00 2306980.22 Fannie Mae 2035-04-01 6.000000 Government Agency Debt 4765000.00 2255046.01 Fannie Mae 2035-06-01 5.000000 Government Agency Debt 4300000.00 2389566.97 Fannie Mae 2035-06-01 7.000000 Government Agency Debt 3882554.00 2368513.43 Fannie Mae 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2381742.06 Fannie Mae 2041-03-01 5.000000 Government Agency Debt 2185974.00 2334677.55 Fannie Mae 2041-03-01 5.500000 Government Agency Debt 2063850.00 2250109.10 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 932111.00 977641.83 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 2265970.00 2421044.05 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 2218978.00 2378698.34 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 2152766.00 2314738.68 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 2093055.00 2243452.00 Fannie Mae 2041-04-01 5.500000 Government Agency Debt 2045577.00 2232481.37 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 2329623.00 2443418.09 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 2292005.00 2454340.07 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 2243795.00 2399910.78 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 2284120.00 2451606.91 Fannie Mae 2041-06-01 5.500000 Government Agency Debt 2127763.00 2344597.65 Fannie Mae 2042-04-01 2.719000 Government Agency Debt 9004173.00 2320529.08 Fannie Mae 2049-12-01 3.609000 Government Agency Debt 2287276.00 2213633.05 Freddie Mac 2013-06-01 4.500000 Government Agency Debt 45359049.00 2451640.23 Freddie Mac 2020-05-01 6.000000 Government Agency Debt 7564329.00 2274915.54 Freddie Mac 2021-01-01 4.000000 Government Agency Debt 2320228.00 2367075.66 Freddie Mac 2021-07-01 5.000000 Government Agency Debt 7097903.00 2384022.90 Freddie Mac 2021-07-01 6.000000 Government Agency Debt 9500729.00 2445865.09 Freddie Mac 2021-12-01 5.500000 Government Agency Debt 9149238.00 2279115.17 Freddie Mac 2022-04-01 6.000000 Government Agency Debt 5108416.00 2303230.58 Freddie Mac 2023-01-01 5.500000 Government Agency Debt 5612555.00 2272039.05 Freddie Mac 2024-02-01 5.500000 Government Agency Debt 8826770.00 2347859.52 Freddie Mac 2025-05-01 4.000000 Government Agency Debt 3125000.00 2303486.93 Freddie Mac 2025-07-01 4.500000 Government Agency Debt 2327043.00 2231678.97 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2330807.04 Freddie Mac 2040-03-01 4.000000 Government Agency Debt 2421504.00 2359825.47 Freddie Mac 2040-07-01 5.500000 Government Agency Debt 2246098.00 2326343.79 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 2444817.00 2255033.48 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 2329923.00 2230162.05 Freddie Mac 2040-09-01 5.000000 Government Agency Debt 2256318.00 2395377.34 Freddie Mac 2040-09-01 5.500000 Government Agency Debt 2277324.00 2454816.50 Freddie Mac 2040-10-01 5.000000 Government Agency Debt 2118884.00 2275238.07 Freddie Mac 2041-02-01 3.500000 Government Agency Debt 2318222.00 2234900.28 Freddie Mac 2041-02-01 5.000000 Government Agency Debt 2022438.00 2161352.71 Freddie Mac 2041-04-01 4.000000 Government Agency Debt 2270082.00 2286573.11 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 2258093.00 2413835.18 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 2173591.00 2326473.33 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 2151205.00 2302937.38 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 2113836.00 2262932.60 Freddie Mac 2041-05-01 5.000000 Government Agency Debt 2095309.00 2238878.03 GNMA 2021-07-16 3.407000 Government Agency Debt 2130000.00 451715.16 GNMA 2031-08-20 0.595700 Government Agency Debt 775000.00 5604.96 GNMA 2034-12-16 4.000000 Government Agency Debt 5333333.00 5658956.09 GNMA 2039-08-16 1.198000 Government Agency Debt 1500000.00 772648.69 GNMA 2039-08-16 4.646000 Government Agency Debt 150000.00 154325.35 GNMA 2040-04-20 4.500000 Government Agency Debt 5264983.00 5504034.29 GNMA 2040-04-20 4.500000 Government Agency Debt 5000000.00 5071680.00 GNMA 2040-09-20 0.795700 Government Agency Debt 191035.00 179590.97 GNMA 2040-12-16 4.000000 Government Agency Debt 1305050.00 1354920.28 GNMA 2041-01-20 0.695700 Government Agency Debt 229943.00 220708.37 GNMA 2041-02-20 4.500000 Government Agency Debt 3736484.00 3760827.19 GNMA 2041-02-20 4.500000 Government Agency Debt 2531457.00 2567791.00 GNMA 2041-03-16 4.000000 Government Agency Debt 1661650.00 1524027.72 GNMA 2041-03-16 4.500000 Government Agency Debt 771202.00 767167.84 First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 389000000.00 389000000.00 0.0119 N 389000000.00 389000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2M49 0000769993 Other Repurchase Agreement N AES CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999996.84 AFLAC INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999968.00 AMDOCS LTD ORD 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999992.64 ANADARKO PETE CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999957.98 BJS WHOLESALE CLUB INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 3806570.73 CIGNA CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999991.58 GENERAL ELECTRIC CO COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999987.68 GENON ENERGY INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999999.92 GOODRICH CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 4193864.80 HEWLETT PACKARD CO COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999992.00 JPMORGAN CHASE & CO COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999975.61 MEAD JOHNSON NUTRITION CO COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999973.70 MERCK & CO INC NEW COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999983.93 MURPHY OIL CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999978.00 NATIONAL OILWELL VARCO INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999955.14 NEWMONT MINING CORP COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999992.91 PACKAGING CORP AMER COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999982.56 PHILIP MORRIS INTL INC COM 2011-05-31 N/A Other Instrument common stock or ETF 0.00 7999929.84 QUEST 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6385E1T84 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 32700000.00 32697774.58 0.0010 N 32699019.00 32699019.00 Nationwide Building Society Nationwide Building Society 0.270000% 6385E1UT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 11000000.00 10995380.00 0.0003 N 10996370.00 10996370.00 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 35000000.00 34953800.00 0.0011 N 34974800.00 34974800.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1WE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 61000000.00 60914600.00 0.0019 N 60952420.00 60952420.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.250000% 65409SU55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 12688000.00 12685004.22 0.0004 N 12685969.92 12685969.92 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409SU63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 30000000.00 29992125.00 0.0009 N 29994900.00 29994900.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.260000% 65409SU89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 41000000.00 40989043.89 0.0013 N 40992620.00 40992620.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.250000% 65409SUE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 42000000.00 41987458.33 0.0013 N 41990760.00 41990760.00 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 5000000.00 4998013.89 0.0002 N 4998200.00 4998200.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SV88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-08 2011-08-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 32000000.00 31986702.22 0.0010 N 31987840.00 31987840.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.210000% 65557VPP0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 28000000.00 28000000.00 0.0009 N 28001120.00 28001120.00 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 211000000.00 211000000.00 0.0064 N 210981010.00 210981010.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1T80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-08 2011-06-08 N Y Nordea Bank AB N/A N/A N 148000000.00 147994388.34 0.0045 N 147997040.00 147997040.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1TF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N Y Nordea Bank AB N/A N/A N 145000000.00 144989004.16 0.0044 N 144992750.00 144992750.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1UT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N Y Nordea Bank AB N/A N/A N 83000000.00 82974823.33 0.0025 N 82976760.00 82976760.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1W86 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Nordea Bank AB N/A N/A N 39000000.00 38979086.25 0.0012 N 38975040.00 38975040.00 NRW.Bank NRW.Bank 0.200000% 62939MUD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 41000000.00 40990433.33 0.0013 N 40991800.00 40991800.00 NRW.Bank NRW.Bank 0.200000% 62939MUK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 9000000.00 8997600.00 0.0003 N 8997840.00 8997840.00 Old Line Funding, LLC Old Line Funding, LLC 0.200000% 67983UUU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 8452000.00 8449323.53 0.0003 N 8450394.12 8450394.12 Rabobank Nederland Rabobank Nederland 0.380000% 74977JLF7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 29000000.00 29000000.00 0.0009 N 29006670.00 29006670.00 Rabobank Nederland Rabobank Nederland 0.288800% 74977MMM4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-13 2011-09-13 N N N 116000000.00 116000000.00 0.0035 N 116018560.00 116018560.00 Rabobank Nederland Rabobank Nederland 0.281200% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-10-07 N N N 71000000.00 71000000.00 0.0022 N 71013490.00 71013490.00 Rabobank Nederland Rabobank Nederland 0.289500% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2011-12-05 N N N 150000000.00 150000000.00 0.0046 N 150031500.00 150031500.00 Rabobank Nederland Rabobank Nederland 0.289000% 74977MRE7 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2012-01-06 N N N 120000000.00 120000000.00 0.0037 N 120028800.00 120028800.00 Rabobank Nederland Rabobank Nederland 0.272700% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-06-27 2012-03-26 N N N 263000000.00 263000000.00 0.0080 N 263094680.00 263094680.00 Rabobank Nederland Rabobank Nederland 0.280300% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-02 2012-05-02 N N N 26000000.00 26000000.00 0.0008 N 26002340.00 26002340.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.460000% 7562E0B39 Other Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N Y Reckitt Benckiser Group Plc N/A N/A N 9330000.00 9300553.48 0.0003 N 9301543.50 9301543.50 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 22000000.00 21928597.78 0.0007 N 21929160.00 21929160.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1TV6 Other Commercial Paper N First Tier Security N/A N/A 2011-06-29 2011-06-29 N Y Reckitt Benckiser Group Plc N/A N/A N 19600000.00 19596951.11 0.0006 N 19597256.00 19597256.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1YE8 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Reckitt Benckiser Group Plc N/A N/A N 2600000.00 2595803.89 0.0001 N 2596178.00 2596178.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1Z64 Other Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N Y Reckitt Benckiser Group Plc N/A N/A N 22700000.00 22658509.45 0.0007 N 22659140.00 22659140.00 Royal Bank of Canada Royal Bank of Canada 0.259500% 78009J3G8 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2012-03-05 N N N 321000000.00 321000000.00 0.0098 N 321073830.00 321073830.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 8000000.00 8000000.00 0.0002 N 8005680.00 8005680.00 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 141000000.00 141000000.00 0.0043 N 140968980.00 140968980.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HR72 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 75000000.00 75000000.00 0.0023 N 75045750.00 75045750.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HT47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 2000000.00 2000000.00 0.0001 N 2001420.00 2001420.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HY66 Certificate of Deposit N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 68000000.00 68000000.00 0.0021 N 68040800.00 68040800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HZ24 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 166000000.00 166000000.00 0.0051 N 166101260.00 166101260.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 1.000000% B0B99Z001 0000729153 Certificate of Deposit N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 125000000.00 125000000.00 0.0038 N 125226250.00 125226250.00 Sanofi Sanofi 0.310000% 8010M3VG2 Other Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N N 50000000.00 49967277.78 0.0015 N 49978500.00 49978500.00 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 70000000.00 69931905.55 0.0021 N 69952400.00 69952400.00 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 8000000.00 7992300.00 0.0002 N 7994480.00 7994480.00 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 50000000.00 49948055.55 0.0015 N 49963000.00 49963000.00 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 62000000.00 61936915.00 0.0019 N 61953500.00 61953500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.160000% 82124MT75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49998666.67 0.0015 N 49998500.00 49998500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MTL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N Y Letter of Credit Barclays Bank Plc N/A N/A 18000000.00 17998290.00 0.0005 N 17998380.00 17998380.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 111000000.00 110953380.00 0.0034 N 110945610.00 110945610.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UTE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 60000000.00 59993933.34 0.0018 N 59996400.00 59996400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AJU6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 6000000.00 6000000.00 0.0002 N 6000540.00 6000540.00 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 49000000.00 49000000.00 0.0015 N 49005390.00 49005390.00 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 554000000.00 554000000.00 0.0169 N 554304700.00 554304700.00 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 11000000.00 11000000.00 0.0003 N 11002970.00 11002970.00 Societe Generale Societe Generale 0.415800% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 86000000.00 86000000.00 0.0026 N 86001720.00 86001720.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.130000% 83365ST29 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-02 2011-06-02 N Y Societe Generale N/A N/A N 167000000.00 166999396.93 0.0051 N 166998330.00 166998330.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3T14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N Y Letter of Credit HSBC Bank Plc N/A N/A 6000000.00 6000000.00 0.0002 N 6000000.00 6000000.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.430000% 8342E3UE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 71000000.00 70963533.61 0.0022 N 70985090.00 70985090.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3UE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 28000000.00 27991304.45 0.0009 N 27994120.00 27994120.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3UF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit HSBC Bank Plc N/A N/A 58000000.00 57981568.89 0.0018 N 57987820.00 57987820.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UR5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 25000000.00 24990625.00 0.0008 N 24993250.00 24993250.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 34000000.00 33986777.78 0.0010 N 33990480.00 33990480.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3UU8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 60000000.00 59976250.00 0.0018 N 59982600.00 59982600.00 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 100000000.00 99956250.00 0.0031 N 99967000.00 99967000.00 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 2000000.00 1999111.11 0.0001 N 1999340.00 1999340.00 Starbird Funding Corp Starbird Funding Corp 0.120000% 85520MT11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N Y Letter of Credit BNP Paribas N/A N/A 102869000.00 102869000.00 0.0031 N 102869000.00 102869000.00 Starbird Funding Corp Starbird Funding Corp 0.130000% 85520MT78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N Y Letter of Credit BNP Paribas N/A N/A 25000000.00 24999458.34 0.0008 N 24999458.34 24999458.34 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit BNP Paribas N/A N/A 1000000.00 999706.67 0.0000 N 999750.00 999750.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N Y Letter of Credit BNP Paribas N/A N/A 20000000.00 19993733.33 0.0006 N 19994600.00 19994600.00 Starbird Funding Corp Starbird Funding Corp 0.230000% 85520MUJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N Y Letter of Credit BNP Paribas N/A N/A 10000000.00 9996997.22 0.0003 N 9997300.00 9997300.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit BNP Paribas N/A N/A 20000000.00 19993600.00 0.0006 N 19994400.00 19994400.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit BNP Paribas N/A N/A 10000000.00 9996733.34 0.0003 N 9997200.00 9997200.00 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 72000000.00 71965680.00 0.0022 N 71962560.00 71962560.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257C3U4 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49985486.11 0.0015 N 49989000.00 49989000.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257C4H2 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 69455000.00 69431713.28 0.0021 N 69432774.40 69432774.40 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GWZ2 Government Agency Debt N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 28523000.00 28516677.40 0.0009 N 28519006.78 28519006.78 Straight A Funding, LLC Straight A Funding, LLC 0.230000% 86257KXE9 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30000000.00 29994250.00 0.0009 N 29997000.00 29997000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257L2H4 Government Agency Debt N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 133000000.00 132985961.11 0.0041 N 132992020.00 132992020.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257L3G5 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 60000000.00 59982900.02 0.0018 N 60004800.00 60004800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GW41 Certificate of Deposit N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 8000000.00 8000000.00 0.0002 N 8000000.00 8000000.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.405000% 86562WKC1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 78000000.00 78000464.88 0.0024 N 78014820.00 78014820.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.400000% 86562WKE7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N N 26000000.00 26000000.00 0.0008 N 26005980.00 26005980.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.415000% 86562WKH0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 60000000.00 60000706.87 0.0018 N 60018000.00 60018000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.275000% 86959BQY4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 38000000.00 38000031.64 0.0012 N 38000760.00 38000760.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86959BST3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 125000000.00 125001734.08 0.0038 N 124998750.00 124998750.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.503000% 86959YAA3 Other Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 240000000.00 240000000.00 0.0073 N 240013200.00 240013200.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.200000% 86958GUJ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N Y Svenska Handelsbanken AB N/A N/A N 35200000.00 35190808.89 0.0011 N 35191904.00 35191904.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.210000% 86958GUM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N Y Svenska Handelsbanken AB N/A N/A N 16000000.00 15995333.33 0.0005 N 15996000.00 15996000.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.200000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-06-07 2011-06-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.220000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-06-07 2011-06-07 Y Landesbank Hessen-Thuringen Girozentrale N/A N/A N N 32000000.00 32000000.00 0.0010 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.220000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-06-07 2011-06-07 Y Landesbank Hessen-Thuringen Girozentrale N/A N/A N N 24230000.00 24230000.00 0.0007 N 24230000.00 24230000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.290000% 88324MT13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 45000000.00 45000000.00 0.0014 N 45000000.00 45000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.280000% 88324MTE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999595.55 0.0001 N 3999720.00 3999720.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.150000% 88324MTF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999883.33 0.0001 N 1999860.00 1999860.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.150000% 88324MTL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-20 2011-06-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 35000000.00 34997229.17 0.0011 N 34996500.00 34996500.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324MUE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25681000.00 25673944.86 0.0008 N 25674836.56 25674836.56 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324MUL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 19000000.00 18994051.94 0.0006 N 18994680.00 18994680.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602UUU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 52034000.00 52017522.56 0.0016 N 52016308.44 52016308.44 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112YB85 Certificate of Deposit N First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 329000000.00 329000000.00 0.0100 N 328996710.00 328996710.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.261300% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-06-28 2011-10-28 N N N 90000000.00 90000000.00 0.0027 N 90021600.00 90021600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112YZA4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 70000000.00 70000000.00 0.0021 N 70000700.00 70000700.00 UBS AG UBS AG 0.400000% 90267AE36 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 18000000.00 18000000.00 0.0005 N 18010980.00 18010980.00 UBS AG UBS AG 0.400000% 90267AE44 Certificate of Deposit N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 43000000.00 43000000.00 0.0013 N 43026230.00 43026230.00 UBS AG UBS AG 0.600000% 90267AUH7 Certificate of Deposit N First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 196000000.00 196000000.00 0.0060 N 196035280.00 196035280.00 UBS AG UBS AG 0.598000% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-06-15 2011-10-17 N N N 6000000.00 6000000.00 0.0002 N 5999700.00 5999700.00 Union Bank, NA Union Bank, NA 0.250000% 90527MQY5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 42000000.00 42000000.00 0.0013 N 42000000.00 42000000.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.190000% 92217MTA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-10 2011-06-10 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 50000000.00 49997625.00 0.0015 N 49998000.00 49998000.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217MUE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6998327.78 0.0002 N 6998530.00 6998530.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MUM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 50000000.00 49989583.33 0.0015 N 49987500.00 49987500.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217MUR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 115650000.00 115615305.00 0.0035 N 115618774.50 115618774.50 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MUU9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 15000000.00 14996437.50 0.0005 N 14996437.50 14996437.50 Westpac Banking Corp Westpac Banking Corp 0.342800% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-07-28 2012-03-27 N N N 100000000.00 100000000.00 0.0031 N 100118000.00 100118000.00 Westpac Banking Corp Westpac Banking Corp 0.260500% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 306000000.00 306000000.00 0.0093 N 306000000.00 306000000.00 Westpac Banking Corp Westpac Banking Corp 0.283900% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-10 2012-01-10 N N N 215000000.00 215000000.00 0.0066 N 215000000.00 215000000.00 Westpac Banking Corp Westpac Banking Corp 0.300500% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-06-01 2012-05-01 N N N 169000000.00 169000000.00 0.0052 N 170260740.00 170260740.00 Westpac Banking Corp Westpac Banking Corp 0.330000% 96121TDG0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 124000000.00 124006446.84 0.0038 N 124038440.00 124038440.00 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 66000000.00 65971399.99 0.0020 N 65981520.00 65981520.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 318225.96 318225.96 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 243538.33 243538.33 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 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 197890.69 197890.69 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 994423.82 994423.82 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 761032.55 761032.55 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1829731.39 1829731.39 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 1400293.43 1400293.43 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 278451.89 278451.89 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 213099.24 213099.24 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 198898.89 198898.89 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 152217.32 152217.32 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 79556.24 79556.24 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 60884.39 60884.39 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KT32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-03 2011-06-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36000000.00 35999420.00 0.0011 N 35999640.00 35999640.00 Windmill Funding Corp Windmill Funding Corp 0.160000% 97342KTM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 30000000.00 29997333.33 0.0009 N 29997300.00 29997300.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KU63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 30000000.00 29991833.33 0.0009 N 29994900.00 29994900.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KU89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8997965.00 0.0003 N 8998380.00 8998380.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KUC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-12 2011-07-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 50000000.00 49987472.22 0.0015 N 49989500.00 49989500.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KUK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 21000000.00 20993840.00 0.0006 N 20994750.00 20994750.00 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 82000000.00 81964922.22 0.0025 N 81963920.00 81963920.00 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KVR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 22000000.00 21989611.11 0.0007 N 21989220.00 21989220.00 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 14000000.00 13990363.33 0.0004 N 13988940.00 13988940.00