0001145549-11-011674.txt : 20111229 0001145549-11-011674.hdr.sgml : 20111229 20111107140816 ACCESSION NUMBER: 0001145549-11-011674 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111031 FILED AS OF DATE: 20111107 DATE AS OF CHANGE: 20111107 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: 111184010 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-10-31 0000857156 S000004509 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 32 49 892086095.66 162148.39 33329.35 892214914.70 0.0021 1.0000 2011-10-31 1.0000 2011-10-31 C000012386 1.00 892214914.70 1.00 -4087010.33 46558149.21 50645159.54 0.0001 1.0000 2011-10-31 1.0000 2011-10-31 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KYE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999729.16 0.0034 N 2999790.00 2999790.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.240000% 03221KYH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999893.33 0.0011 N 999910.00 999910.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KYV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999416.67 0.0034 N 2999520.00 2999520.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 8000000.00 7997977.78 0.0090 N 7999200.00 7999200.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05253CZG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 6000000.00 5998125.00 0.0067 N 5999280.00 5999280.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEF6 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 6000000.00 6000000.00 0.0067 N 5999820.00 5999820.00 Bank of America, NA Bank of America, NA 0.240000% 06052WEQ2 Other Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFW8 Other Note N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 15000000.00 15000000.00 0.0168 N 15000000.00 15000000.00 Bank of America, NA Bank of America, NA 0.250000% 06052WGB3 Other Note N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 10000000.00 10000000.00 0.0112 N 10000000.00 10000000.00 Bank of Montreal Bank of Montreal 0.250000% 06366WMW1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 4000000.00 4000000.00 0.0045 N 4000440.00 4000440.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D2F1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4000000.00 4000000.00 0.0045 N 4000320.00 4000320.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EAL7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 5000000.00 5000000.00 0.0056 N 4998550.00 4998550.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EDB6 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 4000000.00 4000000.00 0.0045 N 4000040.00 4000040.00 Bank of Nova Scotia Bank of Nova Scotia 0.295000% 06417EFA6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EKP7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 1000000.00 1000000.00 0.0011 N 999780.00 999780.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELE1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 8000000.00 8000000.00 0.0090 N 7998080.00 7998080.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000% 06538DZ44 Certificate of Deposit N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 6000000.00 6000000.00 0.0067 N 6000000.00 6000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M111107_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2038-03-01 3.784000 Government Agency Debt 12318525.00 4160000.13 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 4000000.00 4000000.00 0.0045 N 3999960.00 3999960.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M111107_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-06-01 2.413000 Government Agency Debt 3753267.00 2685842.62 Fannie Mae 2039-12-01 3.522000 Government Agency Debt 49854782.00 29127712.58 Fannie Mae 2041-08-01 3.131000 Government Agency Debt 1422961.00 1466445.46 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 32000000.00 32000000.00 0.0359 N 32000000.00 32000000.00 Barton Capital, LLC Barton Capital, LLC 0.450000% 06945MY18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 2000000.00 2000000.00 0.0022 N 1999993.80 1999993.80 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.120000% 0554M3YN9 Other Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N Y BHP Billiton Ltd N/A N/A N 4000000.00 3999720.00 0.0045 N 3999520.00 3999520.00 BNP Paribas BNP Paribas 0.540000% 05572NCN4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 7000000.00 7000000.00 0.0078 N 7000000.00 7000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.120000% 987WVU007_0.1200_M111101_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2039-11-01 4.026000 Government Agency Debt 705733.00 472194.10 Fannie Mae 2040-11-01 3.191000 Government Agency Debt 8647235.00 8199418.01 Fannie Mae 2041-06-01 2.458000 Government Agency Debt 6752318.00 6778388.36 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 15000000.00 15000000.00 0.0168 N 15000000.00 15000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDT4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 5000000.00 5000000.00 0.0056 N 4997750.00 4997750.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997855.83 0.0034 N 2998980.00 2998980.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2996933.33 0.0034 N 2998830.00 2998830.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1997963.33 0.0022 N 1999200.00 1999200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.320700% 13606X4J4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2012-07-09 N N N 1000000.00 1000000.00 0.0011 N 1000200.00 1000200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.295800% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-12-28 N N N 10000000.00 10000000.00 0.0112 N 9999700.00 9999700.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.289400% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2012-01-03 N N N 2000000.00 2000000.00 0.0022 N 1999920.00 1999920.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 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 7000000.00 7000000.00 0.0078 N 7000000.00 7000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Z26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999535.00 0.0022 N 1999640.00 1999640.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6997048.33 0.0078 N 6997760.00 6997760.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4997433.33 0.0056 N 4997550.00 4997550.00 Chariot Funding, LLC Chariot Funding, LLC 0.140000% 15963UY75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999976.67 0.0011 N 999980.00 999980.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQM8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 1000000.00 1000000.00 0.0011 N 1000020.00 1000020.00 Ciesco, LLC Ciesco, LLC 0.310000% 17178BAH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998673.89 0.0022 N 1999380.00 1999380.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BB12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4994888.89 0.0056 N 4998050.00 4998050.00 Citibank, NA Citibank, NA 0.240000% 1730D2K50 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 3000000.00 3000000.00 0.0034 N 3000180.00 3000180.00 Citibank, NA Citibank, NA 0.230000% 1730D2L75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 1000000.00 1000000.00 0.0011 N 1000060.00 1000060.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.312800% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-18 2012-05-18 N N N 13000000.00 13000000.00 0.0146 N 13002275.00 13002275.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EZG6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 4000000.00 3998600.00 0.0045 N 3998960.00 3998960.00 CRC Funding, LLC CRC Funding, LLC 0.310000% 12622UAJ5 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 2000000.00 1998656.66 0.0022 N 1998560.00 1998560.00 CRC Funding, LLC CRC Funding, LLC 0.400000% 12622UB13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3995911.11 0.0045 N 3996320.00 3996320.00 CRC Funding, LLC CRC Funding, LLC 0.260000% 12622VYE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5999436.67 0.0067 N 5999580.00 5999580.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550C6U0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 1000000.00 1000000.00 0.0011 N 999990.00 999990.00 Credit Suisse AG Credit Suisse AG 0.309400% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-12-01 N N N 10000000.00 10000000.00 0.0112 N 9999900.00 9999900.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.100000% 22799D001_0.1000_M111101_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-20 4.500000 Government Agency Debt 32460000.00 35139853.19 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 34446179.00 34446179.00 0.0386 N 34446179.00 34446179.00 Danaher Corp Danaher Corp 0.120000% 23585MYM2 Other Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 3000000.00 2999800.00 0.0034 N 2999640.00 2999640.00 Danske Corp Danske Corp 0.290000% 2363F7Y28 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N Y Danske Bank A/S N/A N/A N 2000000.00 1999983.89 0.0022 N 1999980.00 1999980.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154UFP4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154UFS8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 21599B009_0.1200_M111101_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2021-04-25 4.500000 Government Agency Debt 8000664.00 7188300.06 Fannie Mae 2032-08-25 6.000000 Government Agency Debt 1632858.00 1676585.94 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 14515893.00 14303207.90 Fannie Mae 2040-02-25 3.500000 Government Agency Debt 12030715.00 12375659.34 Fannie Mae 2041-05-25 4.500000 Government Agency Debt 5229000.00 5558233.53 Fannie Mae 2041-07-25 0.594700 Government Agency Debt 11034002.00 5698014.09 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 45000000.00 45000000.00 0.0504 N 45000000.00 45000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 991JCA005_0.0800_M111103_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2030-12-01 6.500000 Government Agency Debt 8382335.00 6247611.58 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 1000.00 920.90 First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 6000000.00 6000000.00 0.0067 N 5999940.00 5999940.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111107_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-10-01 6.500000 Government Agency Debt 18085.00 7450.49 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 36878232.00 21816558.06 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 25504.00 25043.45 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 102936.00 102666.69 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 21000000.00 21000000.00 0.0235 N 21000000.00 21000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M111107_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-10-01 6.000000 Government Agency Debt 8296.00 7639.79 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 7754678.00 7299988.74 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 7000000.00 7000000.00 0.0078 N 7000000.00 7000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M111107_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-07-25 0.844700 Government Agency Debt 4720463.00 127429.57 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 6805.00 2803.46 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 13828029.00 8180435.48 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 13017.00 12781.94 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 38583.00 38482.05 First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 8000000.00 8000000.00 0.0090 N 8000160.00 8000160.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.265000% 2332K1Z11 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 3000000.00 2999337.50 0.0034 N 2999400.00 2999400.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.230000% 30601VA50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1037000.00 1036569.35 0.0012 N 1036512.61 1036512.61 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 30601VAJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 5000000.00 4997616.66 0.0056 N 4996800.00 4996800.00 Fannie Mae Fannie Mae 0.030000% 313588PA7 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 4000000.00 3999973.33 0.0045 N 3999992.00 3999992.00 Fannie Mae Fannie Mae 0.025000% 313588PQ2 Government Agency Debt N First Tier Security N/A N/A 2011-11-23 2011-11-23 N N N 2000000.00 1999969.44 0.0022 N 1999988.00 1999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384PF0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 5000000.00 4999936.81 0.0056 N 4999980.00 4999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384PK9 Government Agency Debt N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 6000000.00 5999844.17 0.0067 N 5999970.00 5999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384QE2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 12000000.00 11999880.00 0.0134 N 11999880.00 11999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.025000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 4000000.00 3999894.44 0.0045 N 3999956.00 3999956.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 11000000.00 10999587.50 0.0123 N 10999857.00 10999857.00 Freddie Mac Freddie Mac 0.035000% 313396PA5 Government Agency Debt N First Tier Security N/A N/A 2011-11-09 2011-11-09 N N N 15000000.00 14999883.33 0.0168 N 14999970.00 14999970.00 Freddie Mac Freddie Mac 0.045000% 313396PY3 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 1957000.00 1956926.61 0.0022 N 1956984.34 1956984.34 Freddie Mac Freddie Mac 0.035000% 313396QS5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 3000000.00 2999860.00 0.0034 N 2999961.00 2999961.00 Freddie Mac Freddie Mac 0.030000% 313396RH8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 1000000.00 999947.50 0.0011 N 999983.00 999983.00 Freddie Mac Freddie Mac 0.030000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 2000000.00 1999885.00 0.0022 N 1999962.00 1999962.00 Freddie Mac Freddie Mac 0.291100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-11-09 N N N 15000000.00 15000000.00 0.0168 N 15018390.00 15018390.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 8000000.00 7995897.78 0.0090 N 7997760.00 7997760.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HAJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 12000000.00 11994280.00 0.0134 N 11995800.00 11995800.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HBT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 2000000.00 1998033.33 0.0022 N 1998300.00 1998300.00 General Electric Co General Electric Co 0.140000% 36960MZC0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 10000000.00 9998405.55 0.0112 N 9998800.00 9998800.00 General Electric Co General Electric Co 0.140000% 36960MZD8 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 7000000.00 6998856.67 0.0078 N 6999160.00 6999160.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 992JYE002_0.5600_M111116_2MN1 0000769993 Other Repurchase Agreement N 3M CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 567.00 BUNGE LIMITED COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199948.97 CENTERPOINT ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199998.26 COMMONWEALTH REIT COM SH B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199994.31 DIAMOND OFFSHORE DRILLING INCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199980.69 ENNIS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199985.13 EOG RES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199973.18 FOOT LOCKER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199977.60 GRACE W R & CO DEL NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199967.25 HEALTHSPRING INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199978.38 INVESTMENT TECHNOLOGY GRP NECOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199995.18 ISTAR FINL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199997.00 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199943.12 LORILLARD INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199994.45 LOWES COS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199980.46 PHILIP MORRIS INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199988.76 PROGRESS ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199968.02 ROCK-TENN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199945.44 SIMON PPTY GROUP INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199969.35 TJX COS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199945.44 VIACOM INC NEW CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199984.95 WEYERHAEUSER CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 199982.40 First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 4000000.00 4000000.00 0.0045 Repurchase agreement collateralized by common stock and ETFs. Y 4000680.00 4000680.00 Goldman Sachs & Co Goldman Sachs & Co 0.730000% 992JYE002_0.7300_M120202_2MN1 0000769993 Other Repurchase Agreement N 3M CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 567.00 BUNGE LIMITED COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49940.54 CENTERPOINT ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49988.92 COMMONWEALTH REIT COM SH B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49993.68 DIAMOND OFFSHORE DRILLING INCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49943.79 ENNIS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49984.86 EOG RES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49969.50 FOOT LOCKER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49994.40 GRACE W R & CO DEL NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49981.05 HEALTHSPRING INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49953.96 INVESTMENT TECHNOLOGY GRP NECOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49989.90 ISTAR FINL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49994.00 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49985.78 LORILLARD INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49969.96 LOWES COS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49984.43 PHILIP MORRIS INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49979.16 PROGRESS ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49965.79 ROCK-TENN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49986.36 SIMON PPTY GROUP INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49959.98 TJX COS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49986.36 VIACOM INC NEW CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49962.57 WEYERHAEUSER CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 49995.60 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 1000000.00 1000000.00 0.0011 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2MN1 0000769993 Other Repurchase Agreement N 3M CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 648.00 BUNGE LIMITED COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299954.59 CENTERPOINT ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299997.39 COMMONWEALTH REIT COM SH B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299981.67 DIAMOND OFFSHORE DRILLING INCOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299936.78 ENNIS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299985.31 EOG RES INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299912.18 FOOT LOCKER INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299988.92 GRACE W R & CO DEL NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299972.40 HEALTHSPRING INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299994.66 INVESTMENT TECHNOLOGY GRP NECOM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299998.70 ISTAR FINL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299999.00 KINETIC CONCEPTS INC COM NEW 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299983.06 LORILLARD INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299934.37 LOWES COS INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299992.06 PHILIP MORRIS INTL INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299947.08 PROGRESS ENERGY INC COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299952.03 ROCK-TENN CO CL A 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299978.53 SIMON PPTY GROUP INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299889.31 TJX COS INC NEW COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299978.53 VIACOM INC NEW CL B 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299999.87 WEYERHAEUSER CO COM 2011-10-31 N/A Other Instrument common stock or ETF 0.00 299991.90 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 6000000.00 6000000.00 0.0067 Repurchase agreement collateralized by common stock and ETFs. Y 6000000.00 6000000.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.360000% 38142UZL9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 2000000.00 1999020.00 0.0022 N 1999240.00 1999240.00 Govco, LLC Govco, LLC 0.320000% 38362VA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999386.66 0.0011 N 999440.00 999440.00 Govco, LLC Govco, LLC 0.400000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999144.44 0.0011 N 999330.00 999330.00 Govco, LLC Govco, LLC 0.500000% 38362VDS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 997541.67 0.0011 N 997360.00 997360.00 Govco, LLC Govco, LLC 0.260000% 38362WY70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999956.67 0.0011 N 999970.00 999970.00 Govco, LLC Govco, LLC 0.260000% 38362WYF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4999494.44 0.0056 N 4999650.00 4999650.00 Govco, LLC Govco, LLC 0.260000% 38362WYG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999891.67 0.0011 N 999920.00 999920.00 Govco, LLC Govco, LLC 0.290000% 38362WYV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6998421.11 0.0078 N 6998880.00 6998880.00 Govco, LLC Govco, LLC 0.320000% 38362WYV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Credit / Liquidity Citibank NA N/A N/A 5500000.00 5498631.11 0.0062 N 5499120.00 5499120.00 Govco, LLC Govco, LLC 0.300000% 38362WZ95 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999683.33 0.0011 N 999760.00 999760.00 Grampian Funding, LLC Grampian Funding, LLC 0.430000% 38501BB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 998889.17 0.0011 N 999430.00 999430.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CY27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 9000000.00 8999932.50 0.0101 N 9000000.00 9000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CY84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 999947.50 0.0011 N 999990.00 999990.00 Grampian Funding, LLC Grampian Funding, LLC 0.380000% 38501CYJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 2000000.00 1999641.11 0.0022 N 1999940.00 1999940.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RAQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 3000000.00 2998250.00 0.0034 N 2997810.00 2997810.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.280000% 75914UAM2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y JPMorgan Chase Bank NA N/A N/A N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.284700% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-11-21 2012-11-21 N N N 10000000.00 10000000.00 0.0112 N 9999680.00 9999680.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999572.22 0.0011 N 999430.00 999430.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.180000% 53944A4H5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 12000000.00 12000000.00 0.0134 N 12000000.00 12000000.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999552.78 0.0011 N 999730.00 999730.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5YJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3999584.44 0.0045 N 3999800.00 3999800.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X5Z20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999810.56 0.0011 N 999900.00 999900.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GDY1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 7000000.00 7000000.00 0.0078 N 6999930.00 6999930.00 National Australia Bank Ltd National Australia Bank Ltd 0.225000% 63253TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 1000000.00 1000000.00 0.0011 N 1000020.00 1000020.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TFB9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5000000.00 5000000.00 0.0056 N 5000100.00 5000100.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973NEE008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 7000000.00 7000000.00 0.0078 N 7002450.00 7002450.00 New York City IDA Industrial RB (Allway Tools) Series 1997 0.590000% 649705LL2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 95000.00 95000.00 0.0001 N 95000.00 95000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTF8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 5000000.00 5000000.00 0.0056 N 5000300.00 5000300.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y Nordea Bank AB N/A N/A N 1000000.00 999797.78 0.0011 N 999840.00 999840.00 Nordea North America, Inc Nordea North America, Inc 0.230000% 6555P1Z75 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N Y Nordea Bank AB N/A N/A N 3000000.00 2999310.00 0.0034 N 2999310.00 2999310.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983TAL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 6000000.00 5996933.34 0.0067 N 5997780.00 5997780.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UYH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999902.22 0.0011 N 999950.00 999950.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UZC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1999498.89 0.0022 N 1999760.00 1999760.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.330000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y California State Teachers Retirement Systems N/A N/A Y California State Teachers Retirement Systems N/A N/A N 7605000.00 7605000.00 0.0085 N 7605000.00 7605000.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.100000% 71838MY79 Other Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 2000000.00 1999966.67 0.0022 N 1999940.00 1999940.00 Rabobank Nederland Rabobank Nederland 0.320000% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-12-05 N N N 5000000.00 5000000.00 0.0056 N 5000200.00 5000200.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.460000% 7562E0BA3 Other Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N Y Reckitt Benckiser Group Plc N/A N/A N 3000000.00 2996128.33 0.0034 N 2996820.00 2996820.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-03-27 N N N 6000000.00 6000000.00 0.0067 N 5999580.00 5999580.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.240000% 78011H5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 4000000.00 4000000.00 0.0045 N 4000000.00 4000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H5G6 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 7000000.00 7000000.00 0.0078 N 7000000.00 7000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H5V3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 4000000.00 4000000.00 0.0045 N 3999840.00 3999840.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.240000% 78011H5W1 Certificate of Deposit N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 1000000.00 1000000.00 0.0011 N 999980.00 999980.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050UY10 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 1500000.00 1500000.00 0.0017 N 1500000.00 1500000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050UYV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 1000000.00 999813.33 0.0011 N 999820.00 999820.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3Y75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 7000000.00 6999696.67 0.0078 N 6999860.00 6999860.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2999865.00 0.0034 N 2999940.00 2999940.00 Starbird Funding Corp Starbird Funding Corp 0.500000% 85520MY15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N Y Letter of Credit BNP Paribas N/A N/A 4000000.00 4000000.00 0.0045 N 3999983.20 3999983.20 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.250000% 8574P03K2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 6000000.00 6000000.00 0.0067 N 6000420.00 6000420.00 State Street Corp State Street Corp 0.220000% 85747KZF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 4000000.00 3998924.44 0.0045 N 3998640.00 3998640.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAV0 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999319.16 0.0034 N 2999820.00 2999820.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBA5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 2000000.00 1999493.33 0.0022 N 1999860.00 1999860.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBN7 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11995946.67 0.0134 N 11998800.00 11998800.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9996516.66 0.0112 N 9998600.00 9998600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB85 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 14998812.50 0.0168 N 14999250.00 14999250.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GD42 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999240.00 0.0034 N 2999490.00 2999490.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GG56 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 2000000.00 1999261.11 0.0022 N 1999360.00 1999360.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JZW0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9999313.89 0.0112 N 9999600.00 9999600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG24 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 1000000.00 999836.39 0.0011 N 999900.00 999900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.150000% 86562EWJ3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 4000000.00 4000000.00 0.0045 N 3999951.20 3999951.20 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.150000% 86562WQX9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 8000000.00 8000000.00 0.0090 N 7999920.00 7999920.00 Texas TRAN Series 2011A 0.150000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Texas TRAN Series 2011A 0.150000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0034 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.150000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-11-01 2011-11-01 Y JP Morgan Chase & Co N/A N/A N N 2000000.00 2000000.00 0.0022 N 2000000.00 2000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.250000% 88324MYG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999583.33 0.0045 N 3999680.00 3999680.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.250000% 88324MYM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999444.44 0.0045 N 3999560.00 3999560.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 5000000.00 4997555.55 0.0056 N 4996450.00 4996450.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UZ29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999431.67 0.0034 N 2999460.00 2999460.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999776.39 0.0011 N 999790.00 999790.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 9000000.00 9000000.00 0.0101 N 9000000.00 9000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112Y4W0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 14000000.00 14000000.00 0.0157 N 14001400.00 14001400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5E9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 8000000.00 8000000.00 0.0090 N 8000720.00 8000720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.240000% 89112YX73 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 9000000.00 9000000.00 0.0101 N 9001440.00 9001440.00 UBS AG UBS AG 0.190000% 90267A4K9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS AG UBS AG 0.190000% 90267A4M5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS AG UBS AG 0.190000% 90267A4U7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 1000000.00 1000000.00 0.0011 N 1000000.00 1000000.00 UBS AG UBS AG 0.190000% 90267A4V5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N N 4000000.00 4000000.00 0.0045 N 4000040.00 4000040.00 UBS AG UBS AG 0.280000% 90267AT22 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 6000000.00 6000000.00 0.0067 N 5999760.00 5999760.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTN6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 4000000.00 4000000.00 0.0045 N 4000280.00 4000280.00 Univ of California Commerical Paper Notes Series B 0.150000% 91411UY25 Other Commercial Paper N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 3000000.00 2999987.50 0.0034 N 3000000.00 3000000.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.319000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2011-11-01 2012-07-01 N N N 4000000.00 4000000.00 0.0045 N 4000120.00 4000120.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.250000% 92217LAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 1000000.00 999409.72 0.0011 N 999290.00 999290.00 Westpac Banking Corp Westpac Banking Corp 0.329400% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-01 2012-05-01 N N N 5000000.00 5000000.00 0.0056 N 4998250.00 4998250.00 Westpac Banking Corp Westpac Banking Corp 0.329400% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-03 2012-07-03 N N N 3000000.00 3000000.00 0.0034 N 2997990.00 2997990.00 Westpac Banking Corp Westpac Banking Corp 0.270000% 9612C0A66 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 9000000.00 8995545.00 0.0101 N 8995950.00 8995950.00 Westpac Banking Corp Westpac Banking Corp 0.475000% 9612C0CG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 8000000.00 7985644.44 0.0090 N 7989600.00 7989600.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 1000000.00 998185.28 0.0011 N 998670.00 998670.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 39787.74 39787.74 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 34444.25 34444.25 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 19889.56 19889.56 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 17218.39 17218.39 Windmill Funding Corp Windmill Funding Corp 0.260000% 97342KY44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999978.33 0.0011 N 999990.00 999990.00 Windmill Funding Corp Windmill Funding Corp 0.260000% 97342KY85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999848.33 0.0034 N 2999910.00 2999910.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KYH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999777.78 0.0022 N 1999840.00 1999840.00