0001145549-11-012604.txt : 20120130 0001145549-11-012604.hdr.sgml : 20120130 20111207131357 ACCESSION NUMBER: 0001145549-11-012604 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111130 FILED AS OF DATE: 20111207 DATE AS OF CHANGE: 20111207 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: 111247907 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-11-30 0000857156 S000004508 4 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 29 54 16778429658.34 2860304.30 683678.50 16780606284.14 0.0024 0.9999 2011-11-30 0.9999 2011-11-30 C000012383 25000.00 11813704844.00 1.00 -232166153.74 113139821.14 345305974.88 0.0001 0.9999 2011-11-30 0.9999 2011-11-30 C000012384 1000000.00 1887512399.45 1.00 -44777261.69 24317329.34 69094591.03 0.0001 0.9999 2011-11-30 0.9999 2011-11-30 C000012385 3000000.00 1622154168.44 1.00 -7574557.53 47127628.65 54702186.18 0.0001 0.9999 2011-11-30 0.9999 2011-11-30 C000038267 10000000.00 1457234872.25 1.00 -28004234.32 66597116.59 94601350.91 0.0003 0.9999 2011-11-30 0.9999 2011-11-30 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LA30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 26000000.00 25994518.33 0.0015 N 25995060.00 25995060.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086MZ72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 73000000.00 72997445.00 0.0044 N 72997810.00 72997810.00 Alpine Securitization Corp Alpine Securitization Corp 0.180000% 02086MZD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 49997000.00 0.0030 N 49997500.00 49997500.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZ13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36000000.00 36000000.00 0.0021 N 36000000.00 36000000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZ96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 15000000.00 14999166.67 0.0009 N 14999400.00 14999400.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 66000000.00 65994041.67 0.0039 N 65995380.00 65995380.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 37000000.00 36995118.06 0.0022 N 36996300.00 36996300.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 13000000.00 12998194.45 0.0008 N 12998700.00 12998700.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 46000000.00 45986928.33 0.0027 N 45990800.00 45990800.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 85000000.00 84974381.95 0.0051 N 84980960.00 84980960.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UZ28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Cash Rabobank Nederland N/A N/A 164000000.00 163998770.00 0.0098 N 164000000.00 164000000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 76000000.00 75997361.11 0.0045 N 75999240.00 75999240.00 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 58000000.00 57997905.55 0.0035 N 57999420.00 57999420.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Cash Rabobank Nederland N/A N/A 26000000.00 25996432.22 0.0015 N 25998960.00 25998960.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.275000% 05253ABA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 64000000.00 63965288.90 0.0038 N 63980160.00 63980160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.490000% 973HUY009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 9000000.00 9000000.00 0.0005 N 9001440.00 9001440.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 293000000.00 293000000.00 0.0175 N 292970700.00 292970700.00 Bank of America, NA Bank of America, NA 0.765600% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-01-23 2012-08-22 N N N 149000000.00 149000000.00 0.0089 N 147869090.00 147869090.00 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 187000000.00 187000000.00 0.0111 N 187020570.00 187020570.00 Bank of Montreal Bank of Montreal 0.120000% 06366WTB0 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 112000000.00 112000000.00 0.0067 N 112000000.00 112000000.00 Bank of Montreal Bank of Montreal 0.120000% 06366WUD4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 23000000.00 23000000.00 0.0014 N 22999770.00 22999770.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 18000000.00 18000000.00 0.0011 N 18000540.00 18000540.00 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 119000000.00 119000000.00 0.0071 N 119014280.00 119014280.00 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 58000000.00 58000000.00 0.0035 N 58001740.00 58001740.00 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 43000000.00 43000000.00 0.0026 N 43009030.00 43009030.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELR2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N N 104000000.00 104000000.00 0.0062 N 104022880.00 104022880.00 Bank of Nova Scotia Bank of Nova Scotia 0.310000% 06417ENK5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 11000000.00 11000000.00 0.0007 N 11000660.00 11000660.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQF3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 25000000.00 25000000.00 0.0015 N 25003500.00 25003500.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQG1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 19000000.00 19000000.00 0.0011 N 19002660.00 19002660.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQH9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 15000000.00 15000000.00 0.0009 N 15002250.00 15002250.00 Bank of Nova Scotia Bank of Nova Scotia 0.070000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 90000000.00 90000000.00 0.0054 Security is a time deposit. N 90000000.00 90000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538D5D7 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 65000000.00 65000000.00 0.0039 N 64999350.00 64999350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538D5L9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 185000000.00 185000000.00 0.0110 N 184998150.00 184998150.00 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 72000000.00 72000000.00 0.0043 N 72000000.00 72000000.00 Barclays Bank Plc Barclays Bank Plc 0.656600% 06740MWE9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-22 2012-02-22 N N N 92000000.00 92000000.00 0.0055 N 91954000.00 91954000.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 00799J004_0.1400_M111201_2MN4 0000851376 Government Agency Repurchase Agreement Y 07.000 FRPC G80382 G 2041-05-20 7.000000 Government Agency Debt 1148887.00 1239719.13 07.500 FRPC G80381 G 2037-09-15 7.500000 Government Agency Debt 1186542.00 1340151.84 10.500 FRPC G80336 G 2025-04-15 10.500000 Government Agency Debt 2000000.00 1228586.66 Fannie Mae 2014-07-01 4.000000 Government Agency Debt 12250000.00 1377801.43 Fannie Mae 2014-10-01 5.000000 Government Agency Debt 10600000.00 1301539.97 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 7000000.00 1259303.97 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 10346000.00 1099056.44 Fannie Mae 2018-04-01 5.000000 Government Agency Debt 8204006.00 1144176.64 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 13000000.00 1841223.73 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 9532488.00 1446312.60 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 5750000.00 1047042.27 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 398013.00 58381.55 Fannie Mae 2018-06-01 5.000000 Government 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2011-12-01 2011-12-01 N N N 100000000.00 100000000.00 0.0060 N 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.120000% 22799D001_0.1200_M111201_2MN4 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-08-20 4.000000 Government Agency Debt 30480824.00 31738789.95 Freddie Mac 2041-08-20 5.000000 Government Agency Debt 102125000.00 112419362.08 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 141327836.00 141327836.00 0.0084 N 141327836.00 141327836.00 Danaher Corp Danaher Corp 0.110000% 23585MZK5 Other Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 22000000.00 21998790.00 0.0013 N 21997580.00 21997580.00 Danaher Corp Danaher Corp 0.110000% 23585MZM1 Other Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 15675000.00 15674042.08 0.0009 N 15673119.00 15673119.00 Danaher Corp Danaher Corp 0.120000% 23585MZN9 Other Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 10000000.00 9999300.00 0.0006 N 9998700.00 9998700.00 Danske Corp Danske Corp 0.300000% 2363F7Z50 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N Y Danske Bank A/S N/A N/A N 67000000.00 66997766.66 0.0040 N 66998660.00 66998660.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154UFU3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 Deutsche Bank AG Deutsche Bank AG 0.360000% 25154UFW9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 67000000.00 67000000.00 0.0040 N 67000670.00 67000670.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.140000% 21599B009_0.1400_M111201_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2025-05-01 4.000000 Government Agency Debt 25395388.00 19948196.84 Fannie Mae 2037-02-01 6.000000 Government Agency Debt 51996388.00 19510353.99 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 34899000.00 19442433.83 Fannie Mae 2037-10-01 7.000000 Government Agency Debt 78724234.00 19481872.30 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 47313560.00 19657890.81 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 49077218.00 19748733.68 Fannie Mae 2040-09-01 5.000000 Government Agency Debt 21500883.00 19663911.68 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 18593036.00 19755035.64 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 19232594.00 19328020.64 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 19498074.00 19476560.60 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 18970374.00 19474490.73 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 20162907.00 19979611.86 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 6434720.00 6804763.36 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 18312031.00 19396886.69 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 3369924.00 3531238.03 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 255000000.00 255000000.00 0.0152 N 255000000.00 255000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 991JCA005_0.2800_M111201_2MN4 0001074042 Other Repurchase Agreement N AMERICAN WTR WKS CO INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999995.35 BARD C R INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999962.49 BAXTER INTL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999964.28 COMPLETE PRODUCTION SERVICESCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999996.03 CONSOL ENERGY INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999970.77 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999952.20 ENTRAVISION COMMUNICATIONS CCL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 154956.12 FIRST REP BK SAN FRAN CALI NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999973.60 HEWLETT PACKARD CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999980.60 JOURNAL COMMUNICATIONS INC CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 631523.91 KRONOS WORLDWIDE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999994.92 MOSAIC CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999995.16 NATIONAL PRESTO INDS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999962.60 NICOR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999994.52 NRG ENERGY INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999983.03 RED LION HOTELS CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 215661.06 SCRIPPS NETWORKS INTERACT INCL A COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999994.61 SEABOARD CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 998240.00 SMITH A O COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 999973.19 ST 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N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111207_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-10-01 6.500000 Government Agency Debt 795976.00 266915.11 Fannie Mae 2037-11-25 4.500000 Government Agency Debt 63729107.00 61901113.72 Fannie Mae 2038-08-25 4.000000 Government Agency Debt 32116075.00 34156898.12 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 1125941.00 453084.96 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 24889.00 23893.14 GNMA 2039-01-15 7.000000 Government Agency Debt 62517.00 29661.33 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 93000000.00 93000000.00 0.0055 N 93000000.00 93000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M111207_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-02-01 5.500000 Government Agency Debt 2001745.00 647143.09 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 5910915.00 1675363.65 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 613499148.00 198307481.19 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 6812.00 6609.71 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 4551606.00 4524831.45 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 134838.00 134999.21 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 197000000.00 197000000.00 0.0117 N 196998030.00 196998030.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M111207_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 4.000000 Government Agency Debt 34773643.00 31594730.50 Fannie Mae 2035-10-01 5.000000 Government Agency Debt 76254502.00 31247127.77 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 54113498.00 27895998.98 Fannie Mae 2041-01-01 3.221000 Government Agency Debt 35319480.00 31343656.83 Fannie Mae 2041-10-01 2.970000 Government Agency Debt 30257467.00 31431260.05 Fannie Mae 2041-11-01 3.026000 Government Agency Debt 22427937.00 23307011.89 Fannie Mae 2041-12-01 2.980000 Government Agency Debt 30025162.00 31180214.22 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Deutsche Bank Securities Inc N/A N/A N N 200000000.00 200000000.00 0.0119 N 200000000.00 200000000.00 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 94000000.00 94000000.00 0.0056 N 93999060.00 93999060.00 Fannie Mae Fannie Mae 0.035000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 7800000.00 7799954.50 0.0005 N 7799984.40 7799984.40 Fannie Mae Fannie Mae 0.040000% 313588QK4 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 5200000.00 5199936.45 0.0003 N 5199984.40 5199984.40 Fannie Mae Fannie Mae 0.030000% 313588QM0 Government Agency Debt N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 7100000.00 7099923.08 0.0004 N 7099971.60 7099971.60 Fannie Mae Fannie Mae 0.030000% 313588QU2 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 11096000.00 11095815.07 0.0007 N 11095933.42 11095933.42 Fannie Mae Fannie Mae 0.015000% 313588RL1 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 12500000.00 12499812.50 0.0007 N 12499875.00 12499875.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 176441000.00 176440926.49 0.0105 N 176441000.00 176441000.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 19600000.00 19599983.67 0.0012 N 19600000.00 19600000.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 2647000.00 2646997.06 0.0002 N 2647000.00 2647000.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384QD4 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 2000000.00 1999988.89 0.0001 N 1999998.00 1999998.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QE2 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 26000000.00 25999935.00 0.0015 N 25999948.00 25999948.00 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 8000000.00 7999986.67 0.0005 N 7999984.00 7999984.00 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 206000000.00 205998855.55 0.0123 N 205999588.00 205999588.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 127000000.00 126999576.66 0.0076 N 126999746.00 126999746.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QG7 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 20000000.00 19999866.67 0.0012 N 19999960.00 19999960.00 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 10999862.50 0.0007 N 10999956.00 10999956.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QU6 Government Agency Debt N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 12729000.00 12728787.85 0.0008 N 12728923.63 12728923.63 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RJ0 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 35000000.00 34999008.33 0.0021 N 34999685.00 34999685.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 40000000.00 39999200.00 0.0024 N 39999600.00 39999600.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 75100000.00 75098654.46 0.0045 N 75099098.80 75099098.80 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 18000000.00 17999784.99 0.0011 N 17999784.00 17999784.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 35000000.00 34997666.67 0.0021 N 34999545.00 34999545.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 143000000.00 142991777.50 0.0085 N 142997283.00 142997283.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 16000000.00 15999053.33 0.0010 N 15999680.00 15999680.00 Freddie Mac Freddie Mac 0.040000% 313396QK2 Government Agency Debt N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 1147000.00 1146985.98 0.0001 N 1146996.56 1146996.56 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 50000000.00 49999125.00 0.0030 N 49999750.00 49999750.00 Freddie Mac Freddie Mac 0.035000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 27000000.00 26998976.22 0.0016 N 26999703.00 26999703.00 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 2243000.00 2242927.10 0.0001 N 2242975.33 2242975.33 Freddie Mac Freddie Mac 0.040000% 313396RS4 Government Agency Debt N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 4500000.00 4499790.00 0.0003 N 4499946.00 4499946.00 Freddie Mac Freddie Mac 0.030000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 40000000.00 39997766.66 0.0024 N 39999240.00 39999240.00 Freddie Mac Freddie Mac 0.035000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 25000000.00 24998371.52 0.0015 N 24999525.00 24999525.00 Freddie Mac Freddie Mac 0.030000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 9000000.00 8999445.00 0.0005 N 8999811.00 8999811.00 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 350000000.00 350000000.00 0.0209 N 350359100.00 350359100.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.310000% 3686M1Z25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Deutsche 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379512.84 MCDERMOTT INTL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 349951.80 MDU RES GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 40974.78 MEDICAL PPTYS TRUST INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 49074.60 MEDIFAST INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 73178.12 MERCK & CO INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3049997.36 MERCURY GENL CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 35724.62 METROPOLITAN HEALTH NETWORKSCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3932.40 MGIC INVT CORP WIS COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 280259.22 MILLER ENERGY RES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 11072.64 MISTRAS GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 31814.64 MODINE MFG CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 85855.24 MOLSON COORS BREWING CO CL B 2011-11-30 N/A Other Instrument common stock or ETF 0.00 24766.50 MONSANTO CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 273585.00 MOOG INC CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 20987.38 MSCI INC CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 114786.06 MUELLER WTR PRODS INC COM SER 2011-11-30 N/A Other Instrument common stock or ETF 0.00 264756.66 MURPHY OIL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 181936.20 NATIONAL HEALTH INVS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 2691.00 NATIONAL PRESTO INDS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 372072.68 NAVIGANT CONSULTING INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 34744.63 NETSUITE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 25038.42 NEW JERSEY RES COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 4385.20 NEW YORK CMNTY BANCORP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 103392.00 NEW YORK TIMES CO CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 24037.20 NEWELL RUBBERMAID INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 366693.25 NEWFIELD EXPL CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 68461.20 NIELSEN HOLDINGS N V COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 384597.60 NISOURCE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 10851.10 NRG ENERGY INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3049983.41 NVR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 133777.28 OFFICEMAX INC DEL COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 26246.16 OLD NATL BANCORP IND COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 69407.62 OLD REP INTL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 401900.40 OM GROUP INC COM 2011-11-30 N/A Other 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HEALTH HOLDINGS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 54075.44 TEJON RANCH CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 13518.72 TELEDYNE TECHNOLOGIES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 59745.56 TERADYNE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 503083.68 TETRA TECHNOLOGIES INC DEL COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 83531.64 THOR INDS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 140899.46 TIME WARNER INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 84017.46 TORO CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 264744.60 TRC COS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 40739.60 TWO HBRS INVT CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 3049992.40 U S AIRWAYS GROUP INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 63055.48 UIL HLDG CORP COM 2011-11-30 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Y 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.760000% 992JYE002_0.7600_M120221_2MN4 0000769993 Other Repurchase Agreement N ABERCROMBIE & FITCH CO CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299956.36 ALPHA NATURAL RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299999.20 AMERICAN ASSETS TR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299982.17 AVON PRODS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299988.06 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1052254.80 BUCKLE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299972.02 CIGNA CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299990.48 CIT GROUP INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299989.46 COLFAX CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299972.24 CORE LABORATORIES N V COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 299135.38 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249150.68 FAIRCHILD SEMICONDUCTOR INTLCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299992.76 FEDERATED INVS INC PA CL B 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299988.41 HELMERICH & PAYNE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299969.68 MARKEL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299897.69 MEAD JOHNSON NUTRITION CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299934.68 PLAINS EXPL& PRODTN CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299998.25 RALCORP HLDGS INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299981.54 SOUTHERN UN CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299969.60 SOUTHWEST AIRLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299996.62 SPX CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299950.96 UNITED STATES STL CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1299980.07 First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 26000000.00 26000000.00 0.0015 Repurchase agreement collateralized by common stock and ETFs. Y 26000000.00 26000000.00 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 15000000.00 14997150.00 0.0009 N 14998200.00 14998200.00 Govco, LLC Govco, LLC 0.320000% 38362VA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3998826.67 0.0002 N 3999200.00 3999200.00 Govco, LLC Govco, LLC 0.320000% 38362VA45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Citibank NA N/A N/A 50000000.00 49984888.89 0.0030 N 49989500.00 49989500.00 Govco, LLC Govco, LLC 0.330000% 38362VA60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Citibank NA N/A N/A 12000000.00 11996040.00 0.0007 N 11997240.00 11997240.00 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 10000000.00 9996533.33 0.0006 N 9997300.00 9997300.00 Govco, LLC Govco, LLC 0.330000% 38362VAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Citibank NA N/A N/A 35000000.00 34987166.67 0.0021 N 34990200.00 34990200.00 Govco, LLC Govco, LLC 0.320000% 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 20000000.00 19991644.44 0.0012 N 19992600.00 19992600.00 Govco, LLC Govco, LLC 0.320000% 38362VAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Citibank NA N/A N/A 44000000.00 43980835.56 0.0026 N 43982400.00 43982400.00 Govco, LLC Govco, LLC 0.320000% 38362VAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 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Liquidity Federal Financing Bank N/A N/A 46000000.00 45996843.89 0.0027 N 45998160.00 45998160.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KJ47 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 22000000.00 21997793.89 0.0013 N 21998680.00 21998680.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KN91 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 32035000.00 32020628.74 0.0019 N 32020263.90 32020263.90 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M3G3 Government Agency Debt N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15030000.00 15028492.83 0.0009 N 15029098.20 15029098.20 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M4H0 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 8000000.00 7998311.11 0.0005 N 7998960.00 7998960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562EA65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 83000000.00 83000000.00 0.0049 N 82999170.00 82999170.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WSB5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 13000000.00 13000000.00 0.0008 N 13000000.00 13000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WSK5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 154000000.00 154000000.00 0.0092 N 153998460.00 153998460.00 Texas TRAN Series 2011A 0.110000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 32000000.00 32000000.00 0.0019 N 32000000.00 32000000.00 Texas TRAN Series 2011A 0.110000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 64000000.00 64000000.00 0.0038 N 64000000.00 64000000.00 Texas TRAN Series 2011A 0.110000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 40000000.00 40000000.00 0.0024 N 40000000.00 40000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 90000000.00 89992850.00 0.0054 N 89994600.00 89994600.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 28000000.00 27997168.89 0.0017 N 27998040.00 27998040.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 48000000.00 47993760.00 0.0029 N 47995680.00 47995680.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999725.55 0.0001 N 1999800.00 1999800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49987777.78 0.0030 N 49986000.00 49986000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 60000000.00 59981983.33 0.0036 N 59977800.00 59977800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TAP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 26162000.00 26152370.93 0.0016 N 26149965.48 26149965.48 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 24000000.00 23990340.00 0.0014 N 23984880.00 23984880.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 1000000.00 999571.95 0.0001 N 999300.00 999300.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 25595000.00 25592874.19 0.0015 N 25593208.35 25593208.35 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XAQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 114000000.00 114000000.00 0.0068 N 114067260.00 114067260.00 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 48000000.00 48000000.00 0.0029 N 48022560.00 48022560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112XEQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 69000000.00 69000000.00 0.0041 N 69002070.00 69002070.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XFD2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 76000000.00 76000000.00 0.0045 N 76019000.00 76019000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XGB5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 50000000.00 50000000.00 0.0030 N 49996500.00 49996500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112Y6Q1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 98000000.00 98000000.00 0.0058 N 98010780.00 98010780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y7B3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 175000000.00 175000000.00 0.0104 N 175033250.00 175033250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112YK69 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 47000000.00 47000000.00 0.0028 N 47001410.00 47001410.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC20 Other Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 102000000.00 101927013.35 0.0061 N 101939820.00 101939820.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.500000% 89233GDW3 Other Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 123000000.00 122742041.67 0.0073 N 122806890.00 122806890.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.570000% 89233GEG7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 14000000.00 13962981.67 0.0008 N 13973820.00 13973820.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEP7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 19000000.00 18944900.00 0.0011 N 18962000.00 18962000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEQ5 Other Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 12000000.00 11965000.00 0.0007 N 11975760.00 11975760.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.280000% 90262DZC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N Y UBS AG N/A N/A N 44000000.00 43996235.55 0.0026 N 43997360.00 43997360.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M111207_2MN4 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-01 4.000000 Government Agency Debt 28473186.00 29522156.32 Freddie Mac 2041-11-01 3.500000 Government Agency Debt 15039496.00 15357843.70 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y UBS Securities LLC N/A N/A N N 44000000.00 44000000.00 0.0026 N 44000440.00 44000440.00 UBS Securities LLC UBS Securities LLC 0.140000% 99EPPA003_0.1400_M111201_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2025-11-01 3.000000 Government Agency Debt 19794346.00 17934649.28 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 50676609.00 50965484.70 Fannie Mae 2041-11-01 3.500000 Government Agency Debt 50234637.00 51392015.13 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 4947442.00 5167851.64 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 123000000.00 123000000.00 0.0073 N 123000000.00 123000000.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 28000000.00 28000000.00 0.0017 N 28000000.00 28000000.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTS5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 20000000.00 20000000.00 0.0012 N 20000000.00 20000000.00 Union Bank, NA Union Bank, NA 0.270000% 90527MUN4 Certificate of Deposit N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 15000000.00 15000000.00 0.0009 N 15000000.00 15000000.00 Union Bank, NA Union Bank, NA 0.380000% 90527MVA1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 4000000.00 4000000.00 0.0002 N 3998960.00 3998960.00 Univ of California Commerical Paper Notes Series B 0.230000% 91411SA91 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 3000000.00 2999252.50 0.0002 N 2999250.00 2999250.00 Univ of California Commerical Paper Notes Series B 0.170000% 91411SAC4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 13000000.00 12997421.66 0.0008 N 12997400.00 12997400.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SBP4 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 24000000.00 23984880.00 0.0014 N 23987520.00 23987520.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SC16 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 17000000.00 16988397.50 0.0010 N 16994050.00 16994050.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.326000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2011-12-01 2012-07-01 N N N 35000000.00 35000000.00 0.0021 N 35001400.00 35001400.00 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 50000000.00 49980902.78 0.0030 N 49977500.00 49977500.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 50000000.00 49998250.00 0.0030 N 49998500.00 49998500.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 25000000.00 24998104.17 0.0015 N 24998750.00 24998750.00 Westpac Banking Corp Westpac Banking Corp 0.327800% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2012-01-10 N N N 60000000.00 60000000.00 0.0036 N 60001200.00 60001200.00 Westpac Banking Corp Westpac Banking Corp 0.335800% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-05-01 N N N 247000000.00 247000000.00 0.0147 N 246930840.00 246930840.00 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 36000000.00 35948770.00 0.0021 N 35964360.00 35964360.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CU1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 38000000.00 37941458.89 0.0023 N 37958580.00 37958580.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.340000% 96122HZG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N Y Westpac New Zealand Ltd N/A N/A N 43000000.00 42993908.33 0.0026 N 42997850.00 42997850.00 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 835544.55 835544.55 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 723748.69 723748.69 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 676283.86 676283.86 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 585797.08 585797.08 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 994403.85 994403.85 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 861352.62 861352.62 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 1193303.47 1193303.47 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 1033639.47 1033639.47 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 2982989.67 2982989.67 0.0002 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 2583865.65 2583865.65 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 1074026.84 1074026.84 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 930322.05 930322.05 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 377908.39 377908.39 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 327344.25 327344.25 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 596697.67 596697.67 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 516859.53 516859.53 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 179003.04 179003.04 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 155052.43 155052.43 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 29000000.00 28992025.00 0.0017 N 28994490.00 28994490.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZ92 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 39000000.00 38997833.33 0.0023 N 38998440.00 38998440.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 41387000.00 41381251.80 0.0025 N 41383275.17 41383275.17 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5999125.00 0.0004 N 5999400.00 5999400.00