0001145549-12-001664.txt : 20120402 0001145549-12-001664.hdr.sgml : 20120402 20120207142246 ACCESSION NUMBER: 0001145549-12-001664 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120131 FILED AS OF DATE: 20120207 DATE AS OF CHANGE: 20120207 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: 12577123 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 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-01-31 0000857156 S000004510 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 34 52 1310613439.04 221307.94 113203.80 1310721543.18 0.0024 1.0001 2012-01-31 1.0001 2012-01-31 C000012387 1.00 1310721543.18 1.00 -20250493.70 57480065.57 77730559.27 0.0001 1.0001 2012-01-31 1.0001 2012-01-31 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086LB21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999965.28 0.0038 N 4999950.00 4999950.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086LBG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999400.00 0.0046 N 5999520.00 5999520.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LBD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999626.67 0.0031 N 3999720.00 3999720.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.230000% 03221LBF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999731.67 0.0023 N 2999760.00 2999760.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.200000% 03221LBU3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999850.00 0.0008 N 999850.00 999850.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999991.67 0.0008 N 999990.00 999990.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.300000% 04014AB85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 6000000.00 5999650.00 0.0046 N 5999760.00 5999760.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.280000% 04014AB93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 5000000.00 4999688.89 0.0038 N 4999750.00 4999750.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBL6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 4000000.00 4000000.00 0.0031 N 4000800.00 4000800.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.600000% 971JFK004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 4000000.00 4000000.00 0.0031 N 4005720.00 4005720.00 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 4000000.00 4000000.00 0.0031 N 4003560.00 4003560.00 Bank of America, NA Bank of America, NA 0.260000% 0605C05L2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 18000000.00 18000000.00 0.0137 N 18000000.00 18000000.00 Bank of America, NA Bank of America, NA 0.240000% 0605C05P3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 5000000.00 5000000.00 0.0038 N 4999950.00 4999950.00 Bank of Montreal Bank of Montreal 0.100000% 06366WD92 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 14000000.00 14000000.00 0.0107 N 14000000.00 14000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366WF25 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 2000000.00 2000000.00 0.0015 N 1999960.00 1999960.00 Bank of Montreal Bank of Montreal 0.110000% 06366WL36 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 6000000.00 6000000.00 0.0046 N 5999940.00 5999940.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 5000000.00 5000000.00 0.0038 N 5003600.00 5003600.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417ESF1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 7000000.00 7000000.00 0.0053 N 7001260.00 7001260.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417EVU4 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 2000000.00 2000000.00 0.0015 N 2000180.00 2000180.00 Bank of Nova Scotia Bank of Nova Scotia 0.210000% 06417EVW0 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 11000000.00 11000000.00 0.0084 N 11001100.00 11001100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.220000% 06538EBY2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 8000000.00 8000000.00 0.0061 N 8000000.00 8000000.00 Barclays Bank Plc Barclays Bank Plc 0.220000% 06740M2R3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 4000000.00 4000000.00 0.0031 N 4000040.00 4000040.00 Barclays Bank Plc Barclays Bank Plc 0.220000% 06740M3N1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 8000000.00 8000000.00 0.0061 N 8000240.00 8000240.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06740M4F7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N N 6000000.00 6000000.00 0.0046 N 6000000.00 6000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 07699U005_0.1000_M120207_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-02-01 2.139000 Government Agency Debt 20339023.00 3514196.91 Fannie Mae 2035-02-01 2.139000 Government Agency Debt 19664068.00 3397577.51 Fannie Mae 2036-08-01 2.368000 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INC N/A N/A N N 15000000.00 15000000.00 0.0114 N 14999400.00 14999400.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.190000% 0554M2BG1 Other Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N Y BHP Billiton Ltd N/A N/A N 5000000.00 4999604.17 0.0038 N 4999550.00 4999550.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.240000% 987WVU007_0.2400_M120201_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2040-06-25 4.500000 Government Agency Debt 8326000.00 8880977.86 Freddie Mac 2041-11-15 4.500000 Government Agency Debt 6779537.00 7451172.17 GNMA 2039-08-20 4.000000 Government Agency Debt 8498426.00 4667850.50 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 20000000.00 20000000.00 0.0153 N 20000000.00 20000000.00 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 4000000.00 4000000.00 0.0031 N 4000040.00 4000040.00 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 4000000.00 4000000.00 0.0031 N 4000000.00 4000000.00 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 3000000.00 2999935.00 0.0023 N 2999970.00 2999970.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 997620.00 0.0008 N 999020.00 999020.00 CAFCO, LLC CAFCO, LLC 0.510000% 12476EGP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2992647.50 0.0023 N 2996910.00 2996910.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.680000% 13606YAV8 Certificate of Deposit N First Tier Security N/A N/A 2012-09-27 2012-09-27 N N N 11000000.00 11000000.00 0.0084 N 11022660.00 11022660.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.220000% 13606YBG0 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 8000000.00 8000000.00 0.0061 N 8000640.00 8000640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.280000% 1373X2BA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2999790.00 0.0023 N 2999850.00 2999850.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 1373X2BG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 8000000.00 7999166.66 0.0061 N 7999360.00 7999360.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 1373X2BM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2999566.66 0.0023 N 2999670.00 2999670.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.230000% 1373X2BV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 1000000.00 999821.11 0.0008 N 999850.00 999850.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999987.22 0.0008 N 999990.00 999990.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TB73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999961.67 0.0008 N 999980.00 999980.00 Chariot Funding, LLC Chariot Funding, LLC 0.160000% 15963TBE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 8000000.00 7999537.78 0.0061 N 7999760.00 7999760.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RQN6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 10000000.00 10000000.00 0.0076 N 9994200.00 9994200.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RQP1 Certificate of Deposit N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N N 15000000.00 15000000.00 0.0114 N 14991300.00 14991300.00 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 10000000.00 10000000.00 0.0076 N 10000000.00 10000000.00 Ciesco, LLC Ciesco, LLC 0.510000% 17178BGQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 997535.00 0.0008 N 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2996880.00 2996880.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.630000% 20272DFF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 4000000.00 3990550.00 0.0030 N 3991240.00 3991240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.360000% 971MDH006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 7000000.00 7000000.00 0.0053 N 7003290.00 7003290.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 971ULL000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 6000000.00 6000000.00 0.0046 N 6001740.00 6001740.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.330000% 973MQJ006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 2000000.00 2000000.00 0.0015 N 2000360.00 2000360.00 CRC Funding, LLC CRC Funding, LLC 0.370000% 12622UC87 Asset Backed 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Debt 4240000.00 4376392.45 Freddie Mac 2046-11-15 3.400000 Government Agency Debt 2243800.00 2344227.92 Freddie Mac 2047-01-15 4.045000 Government Agency Debt 11654800.00 12217224.22 Freddie Mac 2053-02-15 4.150000 Government Agency Debt 11581820.00 11902202.28 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 45718619.00 45718619.00 0.0349 N 45718619.00 45718619.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.100000% 992JYD004_0.1000_M120202_2MN2 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2023-08-25 1.676300 Government Agency Debt 5505000.00 3060092.55 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 3000000.00 3000000.00 0.0023 N 2999970.00 2999970.00 Danske Bank A/S Danske Bank A/S 0.330000% 971UCL000 0001142175 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 4000000.00 4000000.00 0.0031 N 4000080.00 4000080.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.240000% 21599B009_0.2400_M120201_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-25 4.000000 Government Agency Debt 4202942.00 4449189.57 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 69065661.00 65703931.46 Fannie Mae 2042-02-25 3.500000 Government Agency Debt 17333118.00 18246879.54 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 85000000.00 85000000.00 0.0648 N 85000000.00 85000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M120207_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-11-01 5.000000 Government Agency Debt 1000.00 231.17 Freddie Mac 2039-11-01 6.000000 Government Agency Debt 1181203.00 1041193.27 GNMA 2037-10-16 2.250000 Government Agency Debt 1000.00 941.85 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 1000000.00 1000000.00 0.0008 N 999960.00 999960.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.130000% 99ETSZ007_0.1300_M120207_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2026-10-16 3.000000 Government Agency Debt 4015007.00 4188743.10 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 4000000.00 4000000.00 0.0031 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120207_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-03-01 4.500000 Government Agency Debt 2700956.00 1220811.82 Fannie Mae 2023-09-01 5.000000 Government Agency Debt 6095537.00 1219086.06 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 1275000.00 1216627.25 Fannie Mae 2039-02-01 4.500000 Government Agency Debt 1437115.00 662136.40 Fannie Mae 2040-06-01 4.500000 Government Agency Debt 1529025.00 1219734.72 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1336498.00 1221685.95 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 1300248.00 1219938.83 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 172667.00 160317.33 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 1133699.00 1219661.65 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 9000000.00 9000000.00 0.0069 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120207_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-03-25 7.000000 Government Agency Debt 13069621.00 15324962.44 Freddie Mac 2039-11-01 6.000000 Government Agency Debt 22362.00 19711.40 Freddie Mac 2041-06-15 4.500000 Government Agency Debt 153233.00 167786.61 GNMA 2033-11-16 5.500000 Government Agency Debt 22771.00 26688.14 GNMA 2039-05-20 4.000000 Government Agency Debt 135290.00 77528.29 GNMA 2039-11-16 0.949600 Government Agency Debt 3765.00 1513.28 GNMA 2040-06-15 5.000000 Government Agency Debt 23701.00 22050.68 GNMA 2041-11-20 7.000000 Government Agency Debt 1852.00 2118.84 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0114 N 14999850.00 14999850.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M120207_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2033-11-16 5.500000 Government Agency Debt 7944903.00 9311611.70 GNMA 2041-12-20 7.000000 Government Agency Debt 5447769.00 6430384.71 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0114 N 15000000.00 15000000.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.250000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0011 N 1500000.00 1500000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VBA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 7000000.00 6999685.00 0.0053 N 6999650.00 6999650.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VBN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1000000.00 999895.00 0.0008 N 999900.00 999900.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.150000% 30601VCL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2014000.00 2013597.19 0.0015 N 2013436.08 2013436.08 Fannie Mae Fannie Mae 0.035000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 10000000.00 10000000.00 0.0076 N 10000000.00 10000000.00 Fannie Mae Fannie Mae 0.040000% 313588TZ8 Government Agency Debt N First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 10000000.00 9999611.11 0.0076 N 9999810.00 9999810.00 Fannie Mae Fannie Mae 0.020000% 313588UA1 Government Agency Debt N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 3000000.00 2999940.00 0.0023 N 2999940.00 2999940.00 Fannie Mae Fannie Mae 0.025000% 313588UG8 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 5000000.00 4999854.17 0.0038 N 4999885.00 4999885.00 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 2000000.00 1999985.00 0.0015 N 1999994.00 1999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UG2 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N N 22000000.00 21999486.67 0.0168 N 21999494.00 21999494.00 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384UJ6 Government Agency Debt N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 10000000.00 9999755.55 0.0076 N 9999760.00 9999760.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384VJ5 Government Agency Debt N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 3000000.00 2999830.00 0.0023 N 2999886.00 2999886.00 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 6000000.00 5999975.00 0.0046 N 5999994.00 5999994.00 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 1998000.00 1997990.29 0.0015 N 1997998.00 1997998.00 Freddie Mac Freddie Mac 0.020000% 313396TX1 Government Agency Debt N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 3000000.00 2999945.00 0.0023 N 2999946.00 2999946.00 Freddie Mac Freddie Mac 0.010000% 313396UH4 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 2000000.00 1999976.11 0.0015 N 1999952.00 1999952.00 Freddie Mac Freddie Mac 0.050000% 313396UH4 Government Agency Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 1000000.00 999940.27 0.0008 N 999976.00 999976.00 Freddie Mac Freddie Mac 0.020000% 313396UM3 Government Agency Debt N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 15000000.00 14999608.33 0.0114 N 14999610.00 14999610.00 Freddie Mac Freddie Mac 0.481500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-04-10 2013-02-08 N N N 25000000.00 25000000.00 0.0191 N 25064525.00 25064525.00 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 1000000.00 999783.33 0.0008 N 999960.00 999960.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HD38 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 5000000.00 4997588.89 0.0038 N 4999250.00 4999250.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HD95 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 11000000.00 10994182.22 0.0084 N 10998130.00 10998130.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HE86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 9000000.00 8994665.00 0.0069 N 8996940.00 8996940.00 General Electric Co General Electric Co 0.090000% 36960LBD6 Other Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 5000000.00 4999850.00 0.0038 N 4999900.00 4999900.00 General Electric Co General Electric Co 0.090000% 36960LBF1 Other Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 6000000.00 5999790.00 0.0046 N 5999880.00 5999880.00 General Electric Co General Electric Co 0.130000% 36960LCU7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 4000000.00 3999191.11 0.0031 N 3999520.00 3999520.00 General Electric Co General Electric Co 0.140000% 36960LCU7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 1000000.00 999782.22 0.0008 N 999880.00 999880.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399J008_0.1400_M120201_2MN2 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2038-12-01 5.500000 Government Agency Debt 9600577.00 10500000.66 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 10000000.00 10000000.00 0.0076 N 10000000.00 10000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 992JYE002_0.1400_M120202_2MN2 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2038-12-01 5.500000 Government Agency Debt 4800289.00 5250000.87 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 5000000.00 5000000.00 0.0038 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2MN2 0000769993 Other Repurchase Agreement N AGL RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 304974.07 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499982.94 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 160456.66 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499993.34 CONOCOPHILLIPS COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499938.00 CONSOLIDATED EDISON INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499964.64 DELPHI FINL GROUP INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499997.16 DIAMOND OFFSHORE DRILLING INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 431858.40 FREEPORT-MCMORAN COPPER & GOCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499954.50 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499998.92 JUNIPER NETWORKS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499980.63 MARATHON OIL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 103065.84 MBIA INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499992.00 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499993.73 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499992.78 REYNOLDS AMERICAN INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499998.84 SIGNET JEWELERS LIMITED SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499977.86 TEMPUR PEDIC INTL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499994.56 TRAVELERS COMPANIES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499978.44 TYSON FOODS INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499997.35 UNION PAC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499945.04 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499988.02 WESTERN DIGITAL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 499994.07 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 10000000.00 10000000.00 0.0076 Repurchase agreement collateralized by common stock and ETFs. Y 10001500.00 10001500.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120511_2MN2 0000769993 Other Repurchase Agreement N ALPHA NATURAL RESOURCES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49988.48 AMEREN CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49974.36 AMERICAN EXPRESS CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49955.04 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49995.36 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 22683.39 CONSOLIDATED EDISON INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49961.28 DELPHI FINL GROUP INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49973.04 FEDERATED INVS INC PA CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 27830.61 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49976.62 MARATHON OIL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49969.44 MARRIOTT INTL INC NEW CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49999.95 MBIA INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49992.00 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49986.57 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49909.62 REYNOLDS AMERICAN INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49964.28 SIGNET JEWELERS LIMITED SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49988.58 TEMPUR PEDIC INTL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49985.78 TRAVELERS COMPANIES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49974.60 TYSON FOODS INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49990.37 UNITED PARCEL SERVICE INC CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49954.40 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49949.90 WELLPOINT INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 49997.68 First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 1000000.00 1000000.00 0.0008 Repurchase agreement collateralized by common stock and ETFs. Y 1000000.00 1000000.00 Govco, LLC Govco, LLC 0.340000% 38362VBF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Citibank NA N/A N/A 11000000.00 10998545.55 0.0084 N 10999120.00 10999120.00 Govco, LLC Govco, LLC 0.420000% 38362VBU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8997165.00 0.0069 N 8998650.00 8998650.00 Govco, LLC Govco, LLC 0.340000% 38362VCT8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999480.55 0.0008 N 999630.00 999630.00 Govco, LLC Govco, LLC 0.350000% 38362VCU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999455.55 0.0008 N 999630.00 999630.00 Govco, LLC Govco, LLC 0.280000% 38362VDG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Credit / Liquidity Citibank NA N/A N/A 5500000.00 5496791.67 0.0042 N 5496810.00 5496810.00 Govco, LLC Govco, LLC 0.270000% 38362VDG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999437.50 0.0008 N 999420.00 999420.00 Govco, LLC Govco, LLC 0.500000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1997694.45 0.0015 N 1998620.00 1998620.00 Govco, LLC Govco, LLC 0.510000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 998824.17 0.0008 N 999310.00 999310.00 Govco, LLC Govco, LLC 0.300000% 38362VDW0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999258.33 0.0008 N 999220.00 999220.00 Govco, LLC Govco, LLC 0.620000% 38362VFK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 997606.11 0.0008 N 998370.00 998370.00 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 3000000.00 2999964.17 0.0023 N 3000000.00 3000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.300000% 38501BB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 999983.33 0.0008 N 999990.00 999990.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501BBF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 6000000.00 5999370.00 0.0046 N 5999820.00 5999820.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RC58 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 4000000.00 3999010.00 0.0031 N 3999040.00 3999040.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RCF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 1000000.00 999677.50 0.0008 N 999660.00 999660.00 HSBC USA, Inc HSBC USA, Inc 0.240000% 40427RE80 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 1000000.00 999353.33 0.0008 N 998660.00 998660.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.180000% 4662J0DS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 7000000.00 6997025.00 0.0053 N 6999020.00 6999020.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.398900% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-02-21 2013-02-21 N N N 38000000.00 38000000.00 0.0290 N 37970322.00 37970322.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999993.61 0.0008 N 999990.00 999990.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2CF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999211.67 0.0023 N 2999190.00 2999190.00 Labcon North America Taxable Demand Bonds Series 2010 0.770000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2270000.00 2270000.00 0.0017 N 2270000.00 2270000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.220000% 53944A6T7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 6000000.00 6000000.00 0.0046 N 6000000.00 6000000.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4BH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3999591.11 0.0031 N 3999800.00 3999800.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2999156.67 0.0023 N 2999520.00 2999520.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4CM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999686.95 0.0008 N 999820.00 999820.00 Market Street Funding Corp Market Street Funding Corp 0.240000% 5705X4DT8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998280.00 0.0023 N 2998920.00 2998920.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4E83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999326.39 0.0008 N 999580.00 999580.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4EA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999312.50 0.0008 N 999560.00 999560.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.160000% 06399V008_0.1600_M120207_2MN2 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2023-12-25 2.000000 Government Agency Debt 29626705.00 15555904.56 Freddie Mac 2039-10-15 3.964000 Government Agency Debt 10149619.00 5044095.84 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 20000000.00 20000000.00 0.0153 N 19999400.00 19999400.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.240000% 60681P2M5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.230000% 60681P2N3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 10000000.00 10000000.00 0.0076 N 10000000.00 10000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.190000% 60687GMX3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 5000000.00 5000000.00 0.0038 N 4999950.00 4999950.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GNV6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 2000000.00 2000000.00 0.0015 N 1999980.00 1999980.00 National Australia Bank Ltd National Australia Bank Ltd 0.510000% 971ANG003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 1000000.00 1000000.00 0.0008 N 1000920.00 1000920.00 National Australia Bank Ltd National Australia Bank Ltd 0.370000% 971QKK002 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 7000000.00 7000000.00 0.0053 N 7002590.00 7002590.00 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 11000000.00 11000000.00 0.0084 N 11007590.00 11007590.00 Old Line Funding, LLC Old Line Funding, LLC 0.210000% 67983TD94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 18000000.00 17992860.00 0.0137 N 17996940.00 17996940.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.070000% 71838LB92 Other Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 3000000.00 2999953.33 0.0023 N 2999880.00 2999880.00 Rabobank Nederland Rabobank Nederland 0.355300% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-27 2012-03-26 N N N 7000000.00 7000000.00 0.0053 N 7000350.00 7000350.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.300000% 74927JB36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N Y Royal Bank of Scotland Plc N/A N/A N 3000000.00 2999950.00 0.0023 N 2999970.00 2999970.00 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 5000000.00 4999425.00 0.0038 N 4999750.00 4999750.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-03-27 N N N 3000000.00 3000000.00 0.0023 N 3000210.00 3000210.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-04-09 N N N 3000000.00 3000000.00 0.0023 N 3000090.00 3000090.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 4000000.00 4000000.00 0.0031 N 4002080.00 4002080.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.270000% 78011LAH9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 8000000.00 8000000.00 0.0061 N 8000000.00 8000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011LAM8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 6000000.00 6000000.00 0.0046 N 5999940.00 5999940.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.150000% 83050TBM2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 4000000.00 3999666.67 0.0031 N 3999480.00 3999480.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E2B31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2999966.67 0.0023 N 2999970.00 2999970.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.230000% 8342E2BD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Letter of Credit HSBC Bank Plc N/A N/A 12000000.00 11999080.00 0.0092 N 11999280.00 11999280.00 State Street Corp State Street Corp 0.200000% 85747JCD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 3000000.00 2999316.67 0.0023 N 2998950.00 2998950.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDG0 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7999493.33 0.0061 N 7999920.00 7999920.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EFY9 Government Agency Debt N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 5000000.00 4997968.06 0.0038 N 4998985.50 4998985.50 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ53 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19999155.56 0.0153 N 19999600.00 19999600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ79 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999873.33 0.0023 N 2999940.00 2999940.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GK77 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 4000000.00 3999746.66 0.0031 N 3999840.00 3999840.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GN82 Government Agency Debt N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19665000.00 19658357.60 0.0150 N 19659690.45 19659690.45 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JJ40 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 11000000.00 10996342.50 0.0084 N 10997140.00 10997140.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP57 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 6201000.00 6200050.90 0.0047 N 6200441.91 6200441.91 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KS47 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999335.00 0.0023 N 2999580.00 2999580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.200000% 86562EW46 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 5000000.00 5000000.00 0.0038 N 5000000.00 5000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.220000% 86562WVA3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 5000000.00 5000000.00 0.0038 N 5000100.00 5000100.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WVN5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WVP0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 13000000.00 13000000.00 0.0099 N 12999870.00 12999870.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.100000% 86959BW27 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 17000000.00 17000000.00 0.0130 N 16998640.00 16998640.00 Swedbank AB Swedbank AB 0.190000% 87019QDM7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 3000000.00 3000000.00 0.0023 N 2999970.00 2999970.00 Swedbank AB Swedbank AB 0.175000% 87019QDW5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 1000000.00 1000000.00 0.0008 N 999980.00 999980.00 Texas TRAN Series 2011A 0.080000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0023 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.080000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 4950000.00 4950000.00 0.0038 N 4950000.00 4950000.00 Texas TRAN Series 2011A 0.080000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-01 2012-02-01 Y JP Morgan Chase & Co N/A N/A N N 2975000.00 2975000.00 0.0023 N 2975000.00 2975000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.160000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Texas N/A N/A N N 1910000.00 1910000.00 0.0015 N 1910000.00 1910000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324LB89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999955.28 0.0008 N 999960.00 999960.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324LBG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8999137.50 0.0069 N 8999280.00 8999280.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.235000% 88324LBM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999869.45 0.0008 N 999890.00 999890.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.200000% 88324LBV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1874000.00 1873708.49 0.0014 N 1873718.90 1873718.90 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 11000000.00 10999929.72 0.0084 N 10999890.00 10999890.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999230.00 0.0023 N 2999250.00 2999250.00 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 15000000.00 15000000.00 0.0114 N 15007950.00 15007950.00 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 13000000.00 13000000.00 0.0099 N 13001300.00 13001300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112XJW6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 14000000.00 14000000.00 0.0107 N 14001960.00 14001960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112XKU8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 8000000.00 8000000.00 0.0061 N 8000000.00 8000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC12 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Support Agreement Toyota Motor Corp N/A N/A 14000000.00 13996842.22 0.0107 N 13998880.00 13998880.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.550000% 89233GEE2 Other Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 8000000.00 7987411.11 0.0061 N 7995680.00 7995680.00 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 Y Support Agreement Toyota Motor Corp N/A N/A 4000000.00 3992466.66 0.0030 N 3997360.00 3997360.00 UBS AG UBS AG 0.210000% 90267RBH1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 12000000.00 12000000.00 0.0092 N 12000000.00 12000000.00 UBS AG UBS AG 0.210000% 90267RBQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 2000000.00 2000000.00 0.0015 N 1999980.00 1999980.00 UBS AG UBS AG 0.210000% 90267RBR9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 1000000.00 1000000.00 0.0008 N 999990.00 999990.00 Union Bank, NA Union Bank, NA 0.360000% 90527MWF9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 1000000.00 1000000.00 0.0008 N 1000060.00 1000060.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWS1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 1000000.00 1000000.00 0.0008 N 1000130.00 1000130.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWZ5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 2000000.00 2000000.00 0.0015 N 2000020.00 2000020.00 Univ of California Commerical Paper Notes Series B 0.140000% 91411SBF6 Other Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 3000000.00 2999836.67 0.0023 N 2999820.00 2999820.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.110000% 92217LC23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 2000000.00 1999816.67 0.0015 N 1999720.00 1999720.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.180000% 92217LDR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 5000000.00 4997900.00 0.0038 N 4996850.00 4996850.00 Westpac Banking Corp Westpac Banking Corp 0.385300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-05-01 N N N 13000000.00 13000000.00 0.0099 N 12997790.00 12997790.00 Westpac Banking Corp Westpac Banking Corp 0.385300% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-03 2012-07-03 N N N 7000000.00 7000000.00 0.0053 N 6997060.00 6997060.00 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 1000000.00 999419.44 0.0008 N 999710.00 999710.00 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 11000000.00 10993250.27 0.0084 N 10996590.00 10996590.00 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 79575.48 79575.48 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 69556.92 69556.92 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 39781.34 39781.34 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 34772.87 34772.87 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 39778.70 39778.70 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 34770.56 34770.56 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 39778.12 39778.12 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 34770.05 34770.05 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999945.56 0.0008 N 999960.00 999960.00 Windmill Funding Corp Windmill Funding Corp 0.230000% 97342GBG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5999425.00 0.0046 N 5999460.00 5999460.00