0001145549-12-002676.txt : 20120430 0001145549-12-002676.hdr.sgml : 20120430 20120307141315 ACCESSION NUMBER: 0001145549-12-002676 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120229 FILED AS OF DATE: 20120307 DATE AS OF CHANGE: 20120307 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: 12673691 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 2012-02-29 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 31 49 1290433578.62 327938.70 98203.95 1290663313.37 0.0024 1.0001 2012-02-29 1.0001 2012-02-29 C000012387 1.00 1290663313.37 1.00 -20058229.82 31623836.31 51682066.13 0.0001 1.0001 2012-02-29 1.0001 2012-02-29 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086LC61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999854.17 0.0039 N 4999900.00 4999900.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LCG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999604.17 0.0039 N 4999650.00 4999650.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.170000% 03221LC65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999952.78 0.0015 N 1999940.00 1999940.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.160000% 03221LCC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999804.44 0.0031 N 3999760.00 3999760.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.200000% 04014ACD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3999733.33 0.0031 N 3999760.00 3999760.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.200000% 04014ACL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999894.45 0.0008 N 999910.00 999910.00 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 4000560.00 4000560.00 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 4004360.00 4004360.00 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 4002560.00 4002560.00 Bank of America, NA Bank of America, NA 0.220000% 06052WLS0 Other Note N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 10000000.00 10000000.00 0.0077 N 9999900.00 9999900.00 Bank of America, NA Bank of America, NA 0.350000% 06052WLT8 Other Note N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 8000000.00 8000000.00 0.0062 N 7999680.00 7999680.00 Bank of Montreal Bank of Montreal 0.140000% 06366W2M5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 9000000.00 9000000.00 0.0070 N 9000180.00 9000180.00 Bank of Montreal Bank of Montreal 0.150000% 06366WT61 Certificate of Deposit N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 13000000.00 13000000.00 0.0101 N 13000130.00 13000130.00 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 0.0039 N 5003000.00 5003000.00 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 0.0054 N 7000210.00 7000210.00 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 2000140.00 2000140.00 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 0.0085 N 11000880.00 11000880.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EYW7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.110000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 5000000.00 5000000.00 0.0039 Security is a time deposit. N 5000000.00 5000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538ELA3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 6000000.00 6000000.00 0.0046 N 5999820.00 5999820.00 Barclays Bank Plc Barclays Bank Plc 0.170000% 06740M5H2 Certificate of Deposit N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 4000000.00 4000000.00 0.0031 N 4000000.00 4000000.00 Barclays Bank Plc Barclays Bank Plc 0.150000% 06740M6B4 Certificate of Deposit N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N N 1000000.00 1000000.00 0.0008 N 999990.00 999990.00 Barclays Bank Plc Barclays Bank Plc 0.160000% 06740M6D0 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 12000000.00 12000000.00 0.0093 N 11998800.00 11998800.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 07699U005_0.1400_M120307_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2012-09-01 6.000000 Government Agency Debt 26403720.00 128321.84 Fannie Mae 2014-09-01 5.500000 Government Agency Debt 1475000.00 159493.38 Fannie Mae 2015-03-01 5.500000 Government Agency Debt 1209008.00 144648.17 Fannie Mae 2015-07-01 5.000000 Government Agency Debt 1171905.00 131756.04 Fannie Mae 2016-10-01 6.000000 Government Agency Debt 5000000.00 156314.01 Fannie Mae 2017-02-01 6.000000 Government Agency Debt 5768326.00 150382.81 Fannie Mae 2018-03-01 5.000000 Government Agency Debt 1268000.00 139052.78 Fannie Mae 2018-07-01 4.500000 Government Agency Debt 588800.00 147885.49 Fannie Mae 2018-07-01 5.000000 Government Agency Debt 533242.00 125568.20 Fannie Mae 2018-12-01 5.000000 Government Agency Debt 1057921.00 152303.56 Fannie Mae 2019-02-01 4.500000 Government Agency Debt 680000.00 156004.60 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 588999.00 132452.18 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 697111.00 127560.68 Fannie Mae 2019-07-01 5.000000 Government Agency Debt 27313.00 5149.53 Fannie Mae 2019-07-01 5.500000 Government Agency Debt 582443.00 148584.05 Fannie Mae 2019-08-01 4.500000 Government Agency Debt 595000.00 146802.80 Fannie Mae 2019-08-01 5.000000 Government Agency Debt 792580.00 147704.91 Fannie Mae 2019-10-01 5.000000 Government Agency Debt 688862.00 133787.69 Fannie Mae 2019-11-01 4.500000 Government Agency Debt 550000.00 130582.15 Fannie Mae 2019-12-01 4.500000 Government Agency Debt 517000.00 159890.47 Fannie Mae 2020-02-01 4.500000 Government Agency Debt 700000.00 156426.82 Fannie Mae 2020-04-01 4.000000 Government Agency Debt 1000000.00 132123.78 Fannie Mae 2020-05-01 4.500000 Government Agency Debt 501864.00 149010.80 Fannie Mae 2020-06-01 4.500000 Government Agency Debt 408822.00 131370.85 Fannie Mae 2020-08-01 4.500000 Government Agency Debt 486869.00 132841.54 Fannie Mae 2020-10-01 4.500000 Government Agency Debt 540000.00 139550.60 Fannie Mae 2020-10-01 4.500000 Government Agency Debt 321500.00 137582.96 Fannie Mae 2021-06-01 4.500000 Government Agency Debt 661653.00 129386.75 Fannie Mae 2022-08-01 7.000000 Government Agency Debt 2905613.00 144335.38 Fannie Mae 2022-09-01 6.000000 Government Agency Debt 687631.00 156436.68 Fannie Mae 2023-08-01 5.000000 Government Agency Debt 825000.00 160943.39 Fannie Mae 2023-10-01 5.000000 Government Agency Debt 347520.00 159190.02 Fannie Mae 2023-11-01 4.000000 Government Agency Debt 1489083.00 158872.81 Fannie Mae 2024-08-01 6.000000 Government Agency Debt 233660.00 129920.37 Fannie Mae 2024-10-01 5.500000 Government Agency Debt 600000.00 142824.87 Fannie Mae 2027-01-01 3.000000 Government Agency Debt 150000.00 155640.48 Fannie Mae 2027-08-01 7.000000 Government Agency Debt 522292.00 145082.30 Fannie Mae 2028-09-01 5.500000 Government Agency Debt 511628.00 157274.36 Fannie Mae 2030-05-01 8.500000 Government Agency Debt 10635352.00 137997.85 Fannie Mae 2032-07-01 7.000000 Government Agency Debt 3000000.00 147361.99 Fannie Mae 2032-07-01 7.000000 Government Agency Debt 480000.00 128604.47 Fannie Mae 2032-08-01 6.500000 Government Agency Debt 600000.00 151530.32 Fannie Mae 2033-11-01 6.000000 Government Agency Debt 1019496.00 127125.81 Fannie Mae 2035-03-01 5.000000 Government Agency Debt 376133.00 121171.11 Fannie Mae 2036-07-01 5.500000 Government Agency Debt 460000.00 150658.64 Fannie Mae 2037-03-01 5.500000 Government Agency Debt 400000.00 128304.59 Fannie Mae 2037-09-01 6.000000 Government Agency Debt 329697.00 135789.94 Fannie Mae 2037-12-01 8.000000 Government Agency Debt 1266481.00 160989.51 Fannie Mae 2038-02-01 6.000000 Government Agency Debt 250844.00 130142.71 Fannie Mae 2038-07-01 4.939000 Government Agency Debt 141732.00 141553.69 Fannie Mae 2039-04-01 4.500000 Government Agency Debt 210000.00 161028.11 Fannie Mae 2039-10-25 4.000000 Government Agency Debt 503373.00 482898.54 Fannie Mae 2040-01-01 4.500000 Government Agency Debt 146103.00 128418.46 Fannie Mae 2040-10-01 3.569000 Government Agency Debt 601589.00 465993.16 Fannie Mae 2041-02-01 3.272000 Government Agency Debt 85586.00 71006.43 Freddie Mac 2016-03-01 6.000000 Government Agency Debt 11798157.00 149763.97 Freddie Mac 2018-03-01 6.000000 Government Agency Debt 5436666.00 130789.29 Freddie Mac 2018-06-01 4.500000 Government Agency Debt 354433.00 130628.63 Freddie Mac 2018-08-01 4.000000 Government Agency Debt 700000.00 152575.51 Freddie Mac 2019-01-01 5.000000 Government Agency Debt 500000.00 129219.41 Freddie Mac 2019-05-01 4.000000 Government Agency Debt 500000.00 135593.80 Freddie Mac 2019-06-01 4.500000 Government Agency Debt 660000.00 134557.50 Freddie Mac 2019-07-01 5.000000 Government Agency Debt 769000.00 153843.95 Freddie Mac 2020-07-01 4.000000 Government Agency Debt 460473.00 147642.46 Freddie Mac 2020-08-01 4.500000 Government Agency Debt 618000.00 151742.39 Freddie Mac 2021-02-01 4.000000 Government Agency Debt 423183.00 126248.71 Freddie Mac 2021-05-01 4.000000 Government Agency Debt 400000.00 132423.07 Freddie Mac 2021-12-01 5.500000 Government Agency Debt 633724.00 132837.13 Freddie Mac 2022-01-01 5.500000 Government Agency Debt 380747.00 130579.58 Freddie Mac 2022-02-01 5.000000 Government Agency Debt 569504.00 134235.37 Freddie Mac 2022-06-01 5.000000 Government Agency Debt 500000.00 155103.37 Freddie Mac 2024-05-01 4.500000 Government Agency Debt 540000.00 139994.04 Freddie Mac 2025-11-01 3.500000 Government Agency Debt 150000.00 139467.28 Freddie Mac 2025-11-01 5.000000 Government Agency Debt 478000.00 131997.39 Freddie Mac 2026-10-01 5.500000 Government Agency Debt 555101.00 127312.08 Freddie Mac 2027-12-01 6.000000 Government Agency Debt 500000.00 131925.47 Freddie Mac 2028-08-01 5.500000 Government Agency Debt 587973.00 136697.92 Freddie Mac 2033-09-01 4.000000 Government Agency Debt 396000.00 157623.93 Freddie Mac 2036-11-01 5.500000 Government Agency Debt 560000.00 147845.62 Freddie Mac 2037-05-01 5.500000 Government Agency Debt 529500.00 157775.97 Freddie Mac 2037-08-01 6.500000 Government Agency Debt 810422.00 148281.17 Freddie Mac 2037-09-01 5.500000 Government Agency Debt 365291.00 125390.59 Freddie Mac 2037-09-01 6.500000 Government Agency Debt 386530.00 128211.99 Freddie Mac 2037-11-15 0.869600 Government Agency Debt 4714020.00 2140305.25 Freddie Mac 2038-02-01 6.500000 Government Agency Debt 360000.00 126013.94 Freddie Mac 2041-02-01 3.500000 Government Agency Debt 160248.00 151591.13 Freddie Mac 2041-04-01 5.000000 Government Agency Debt 199510.00 152062.18 GNMA 2039-10-16 4.000000 Government Agency Debt 1445381.00 849734.63 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 15000000.00 15000000.00 0.0116 N 15000000.00 15000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.160000% 07699U005_0.1600_M120307_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2039-08-01 5.500000 Government Agency Debt 141451.00 112944.60 Fannie Mae 2041-02-01 3.272000 Government Agency Debt 52800.00 43805.53 Fannie Mae 2042-01-01 3.372000 Government Agency Debt 107774.00 113307.10 Freddie Mac 2040-02-15 4.000000 Government Agency Debt 11794948.00 12586792.30 GNMA 2039-05-20 4.500000 Government Agency Debt 11408158.00 5001531.03 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y BARCLAYS CAPITAL INC N/A N/A N N 17000000.00 17000000.00 0.0132 N 17000000.00 17000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.170000% 0554M2E86 Other Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N Y BHP Billiton Ltd N/A N/A N 2000000.00 1999357.78 0.0015 N 1998460.00 1998460.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.200000% 987WVU007_0.2000_M120301_2MN2 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2027-02-15 3.000000 Government Agency Debt 5177581.00 5270862.03 Freddie Mac 2034-12-15 5.000000 Government Agency Debt 5400000.00 4942206.98 Freddie Mac 2039-07-15 3.000000 Government Agency Debt 5000000.00 4772636.94 GNMA 2039-05-16 4.000000 Government Agency Debt 10000000.00 4804361.54 GNMA 2039-05-16 4.000000 Government Agency Debt 2634085.00 1209933.20 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 20000000.00 20000000.00 0.0155 N 20000000.00 20000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.330000% 10513DJM3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 6000000.00 6000000.00 0.0046 N 6000360.00 6000360.00 CAFCO, LLC CAFCO, LLC 0.290000% 12476EE39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8995432.50 0.0070 N 8997030.00 8997030.00 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 998030.83 0.0008 N 999090.00 999090.00 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 2993880.00 0.0023 N 2997150.00 2997150.00 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 0.0085 N 11024420.00 11024420.00 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 0.0062 N 8001280.00 8001280.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 1373X2C15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 3000000.00 0.0023 N 3000000.00 3000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 1373X2CD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999866.67 0.0015 N 1999880.00 1999880.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 1373X2CG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 4000000.00 3999666.67 0.0031 N 3999680.00 3999680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 1373X2CM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 7000000.00 6999222.22 0.0054 N 6999300.00 6999300.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TFE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3997316.67 0.0031 N 3997200.00 3997200.00 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 0.0077 N 10000600.00 10000600.00 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 0.0116 N 15000900.00 15000900.00 Ciesco, LLC Ciesco, LLC 0.280000% 17178BE35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5997060.00 0.0046 N 5998020.00 5998020.00 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 997945.83 0.0008 N 999040.00 999040.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BH65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1995611.11 0.0015 N 1997800.00 1997800.00 Citibank, NA Citibank, NA 0.520000% 1730D2R20 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 6000000.00 6000000.00 0.0046 N 6004500.00 6004500.00 Citibank, NA Citibank, NA 0.600000% 1730D2S94 Certificate of Deposit N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 7000000.00 7000000.00 0.0054 N 7005880.00 7005880.00 Citibank, NA Citibank, NA 0.350000% 1730D2T51 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 2000000.00 2000000.00 0.0015 N 2000240.00 2000240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.513100% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 5000000.00 5000000.00 0.0039 N 4998935.00 4998935.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272DDP2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N N 3000000.00 2999160.84 0.0023 N 2998620.00 2998620.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272DEX4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-31 2012-05-31 N N N 1000000.00 999519.72 0.0008 N 998780.00 998780.00 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 3992580.00 0.0031 N 3993800.00 3993800.00 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 0.0054 N 7002170.00 7002170.00 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 6001200.00 6001200.00 CRC Funding, LLC CRC Funding, LLC 0.370000% 12622UC87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4999640.28 0.0039 N 4999800.00 4999800.00 CRC Funding, LLC CRC Funding, LLC 0.280000% 12622UEB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999447.78 0.0008 N 999170.00 999170.00 CRC Funding, LLC CRC Funding, LLC 0.580000% 12622UEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 998759.44 0.0008 N 999040.00 999040.00 CRC Funding, LLC CRC Funding, LLC 0.510000% 12622UGH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9980450.00 0.0077 N 9975200.00 9975200.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.170000% 22799D001_0.1700_M120301_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-12-20 4.500000 Government Agency Debt 23245000.00 25404901.97 Freddie Mac 2042-01-20 4.000000 Government Agency Debt 14985971.00 15953469.70 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 40544842.00 40544842.00 0.0314 N 40544842.00 40544842.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.420000% 2284K0CM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-21 2012-03-21 N N Y Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Canadian Imperial Bank of Commerce N/A N/A Credit / Liquidity Fannie Mae N/A N/A Credit / Liquidity Freddie Mac N/A N/A Credit / Liquidity JPMorgan Chase Bank NA N/A N/A Credit / Liquidity UBS AG N/A N/A 1000000.00 999766.67 0.0008 N 999900.00 999900.00 Danske Bank A/S Danske Bank A/S 0.305000% 970EQU002 0001142175 Certificate of Deposit N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 4000000.00 4000008.33 0.0031 N 4000120.00 4000120.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 21599B009_0.2000_M120301_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-12-01 4.000000 Government Agency Debt 99190375.00 87360000.17 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 84000000.00 84000000.00 0.0651 N 84000000.00 84000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 99ETSZ007_0.1500_M120307_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-01-01 4.000000 Government Agency Debt 129695.00 125815.03 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 11928.00 12503.18 Freddie Mac 2037-10-01 7.000000 Government Agency Debt 21788966.00 7651327.79 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 9118254.00 7782647.29 GNMA 2037-10-16 2.250000 Government Agency Debt 29855.00 27707.03 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0116 N 14999700.00 14999700.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M120307_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2036-03-01 2.028000 Government Agency Debt 23923162.00 4162764.98 Fannie Mae 2039-12-01 4.000000 Government Agency Debt 1000.00 880.73 First Tier Security N/A N/A 2012-03-07 2012-03-07 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_M120307_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-09-01 5.000000 Government Agency Debt 6095537.00 1213516.45 Fannie Mae 2036-05-01 6.000000 Government Agency Debt 864376.00 256130.73 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 847494.00 253933.15 Fannie Mae 2039-02-01 5.352000 Government Agency Debt 3682.00 3839.72 Fannie Mae 2039-06-01 4.500000 Government Agency Debt 1442176.00 1041532.62 Fannie Mae 2039-12-01 4.500000 Government Agency Debt 178191.00 132567.06 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 4400824.00 3521035.33 Fannie Mae 2040-06-01 4.500000 Government Agency Debt 1529025.00 1188724.24 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 212159.00 198241.80 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 1000.00 1015.35 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 1000.00 1015.35 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 267361.00 244871.20 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 3810.00 3569.87 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 13261.00 13900.46 GNMA 2026-11-20 3.000000 Government Agency Debt 29934.00 28615.63 GNMA 2037-10-16 2.250000 Government Agency Debt 4033.00 3742.84 GNMA 2042-01-20 7.000000 Government Agency Debt 1985138.00 2313708.64 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Deutsche Bank Securities Inc N/A N/A N N 10000000.00 10000000.00 0.0077 N 10000000.00 10000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M120307_2MN2 0001074042 Government Agency Repurchase Agreement Y GNMA 2033-11-16 5.500000 Government Agency Debt 7944903.00 9370089.71 GNMA 2041-12-20 7.000000 Government Agency Debt 5447769.00 6366800.23 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0116 N 15000000.00 15000000.00 DNB Bank ASA DNB Bank ASA 0.140000% 23330LAW6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 DNB Bank ASA DNB Bank ASA 0.520000% 25600TY50 Certificate of Deposit N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 5000000.00 5000549.38 0.0039 N 5000600.00 5000600.00 DNB Bank ASA DNB Bank ASA 0.150000% 970ETB001 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2012-03-28 2012-03-28 N N N 2000000.00 2000000.00 0.0015 N 1999960.00 1999960.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0012 N 1500000.00 1500000.00 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 2013840.56 0.0016 N 2013838.88 2013838.88 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.150000% 30601VDP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-23 2012-04-23 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1000000.00 999779.17 0.0008 N 999690.00 999690.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.210000% 30601VEG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 6000000.00 5997340.00 0.0046 N 5996640.00 5996640.00 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 9999933.33 0.0077 N 9999980.00 9999980.00 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 2999988.33 0.0023 N 2999994.00 2999994.00 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 4999954.86 0.0039 N 4999980.00 4999980.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 20000000.00 19999950.00 0.0155 N 20000000.00 20000000.00 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 21999841.11 0.0170 N 21999912.00 21999912.00 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 9999916.67 0.0077 N 9999960.00 9999960.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384UR8 Government Agency Debt N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 10000000.00 9999511.11 0.0077 N 9999940.00 9999940.00 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 2999902.50 0.0023 N 2999934.00 2999934.00 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 2999993.33 0.0023 N 2999997.00 2999997.00 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 1999992.22 0.0015 N 1999992.00 1999992.00 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 999980.55 0.0008 N 999996.00 999996.00 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 14999850.00 0.0116 N 14999925.00 14999925.00 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 0.0194 N 25041100.00 25041100.00 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 4998716.67 0.0039 N 4999500.00 4999500.00 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 10996663.33 0.0085 N 10998570.00 10998570.00 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 8996260.00 0.0070 N 8997390.00 8997390.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HG68 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 6000000.00 5993650.00 0.0046 N 5994660.00 5994660.00 General Electric Co General Electric Co 0.120000% 36960LCL7 Other Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 16000000.00 15998986.66 0.0124 N 15999200.00 15999200.00 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 3999610.00 0.0031 N 3999680.00 3999680.00 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 999895.00 0.0008 N 999920.00 999920.00 Goldman Sachs & Co Goldman Sachs & Co 0.130000% 992JYE002_0.1300_M120301_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-01 4.500000 Government Agency Debt 4770668.00 5250000.87 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 992JYE002_0.1400_M120302_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-01 4.500000 Government Agency Debt 4770668.00 5250000.87 First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M120307_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-01 4.500000 Government Agency Debt 4770668.00 5250000.87 First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120511_2MN2 0000769993 Other Repurchase Agreement N ALLEGHENY TECHNOLOGIES INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49966.20 AT&T INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49977.61 CLEARWATER PAPER CORP COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49984.80 DYCOM INDS INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 3840.18 ENDEAVOUR INTL CORP COM NEW 2012-02-29 N/A Other Instrument common stock or ETF 0.00 41739.48 EQT CORP COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49997.02 EVERCORE PARTNERS INC CLASS A 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49982.39 HERBALIFE LTD COM USD 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49959.62 HEWLETT PACKARD CO COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49977.62 MURPHY OIL CORP COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49979.28 NCR CORP NEW COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49983.93 NISOURCE INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49977.45 NOBLE ENERGY INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49907.76 OCCIDENTAL PETE CORP DEL COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49988.04 PFIZER INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49994.32 PLAINS EXPL& PRODTN CO COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49980.83 PROGRESS ENERGY INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49985.10 RALPH LAUREN CORP CL A 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49964.20 SALLY BEAUTY HLDGS INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49997.52 TITAN INTL INC ILL COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 4901.96 TITANIUM METALS CORP COM NEW 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49985.64 TJX COS INC NEW COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 49969.92 VERIZON COMMUNICATIONS INC COM 2012-02-29 N/A Other Instrument common stock or ETF 0.00 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Y 1000000.00 1000000.00 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 999754.44 0.0008 N 999870.00 999870.00 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 999737.50 0.0008 N 999870.00 999870.00 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 5498032.22 0.0043 N 5498460.00 5498460.00 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 999655.00 0.0008 N 999720.00 999720.00 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 1998500.00 0.0015 N 1999300.00 1999300.00 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 999235.00 0.0008 N 999650.00 999650.00 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 999500.00 0.0008 N 999590.00 999590.00 Govco, LLC Govco, LLC 0.300000% 38362VEB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8994675.00 0.0070 N 8995140.00 8995140.00 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 998105.56 0.0008 N 998940.00 998940.00 Grampian Funding, LLC Grampian Funding, LLC 0.200000% 38501BC15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 6000000.00 6000000.00 0.0046 N 5999991.60 5999991.60 Grampian Funding, LLC Grampian Funding, LLC 0.210000% 38501BC64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 5000000.00 4999854.17 0.0039 N 4999950.00 4999950.00 Grampian Funding, LLC Grampian Funding, LLC 0.200000% 38501BC64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 999972.22 0.0008 N 999990.00 999990.00 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 3999880.00 0.0031 N 3999920.00 3999920.00 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 999895.00 0.0008 N 999930.00 999930.00 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 999546.67 0.0008 N 999500.00 999500.00 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 6998040.00 0.0054 N 6998250.00 6998250.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.365500% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-03-21 2013-03-21 N N N 38000000.00 38000000.00 0.0294 N 38000000.00 38000000.00 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 2999743.33 0.0023 N 2999790.00 2999790.00 Labcon North America Taxable Demand Bonds Series 2010 0.740000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2205000.00 2205000.00 0.0017 N 2205000.00 2205000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.190000% 53944LBE0 Certificate of Deposit N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 7000000.00 7000000.00 0.0054 N 6999860.00 6999860.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.170000% 53944LBQ3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 5000000.00 5000000.00 0.0039 N 4999850.00 4999850.00 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 2999712.50 0.0023 N 2999790.00 2999790.00 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 999872.22 0.0008 N 999910.00 999910.00 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 2998860.00 0.0023 N 2999130.00 2999130.00 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 999527.78 0.0008 N 999640.00 999640.00 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 999513.89 0.0008 N 999630.00 999630.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4EN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4997722.22 0.0039 N 4997750.00 4997750.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000% 06399V008_0.1400_M120307_2MN2 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2035-02-15 4.500000 Government Agency Debt 4709609.00 5150000.80 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 4999800.00 4999800.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000% 06399V008_0.1500_M120307_2MN2 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-25 1.106300 Government Agency Debt 16977274.00 9666564.51 Freddie Mac 2035-02-15 4.500000 Government Agency Debt 579269.00 633435.98 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 10000000.00 10000000.00 0.0077 N 9999800.00 9999800.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000% 06399V008_0.1700_M120307_2MN2 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2035-02-15 4.500000 Government Agency Debt 9419217.00 10300000.50 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 10000000.00 10000000.00 0.0077 N 10000000.00 10000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.185000% 60681P3G7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P3K8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 5000000.00 5000000.00 0.0039 N 4999950.00 4999950.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.180000% 60687GQG6 Certificate of Deposit N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GQW1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 6000000.00 6000000.00 0.0046 N 6000000.00 6000000.00 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 1000650.00 1000650.00 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 0.0054 N 7001260.00 7001260.00 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 0.0085 N 11004510.00 11004510.00 Nordea North America, Inc Nordea North America, Inc 0.130000% 6555P0CS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-26 2012-03-26 N Y Nordea Bank AB N/A N/A N 9000000.00 8999187.50 0.0070 N 8998830.00 8998830.00 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 17995905.00 0.0139 N 17997660.00 17997660.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.120000% 71838LCN0 Other Commercial Paper N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 3000000.00 2999790.00 0.0023 N 2999610.00 2999610.00 Rabobank Nederland Rabobank Nederland 0.324000% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 7000000.00 7000000.00 0.0054 N 7000210.00 7000210.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.240000% 74927JC92 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-09 2012-03-09 N Y Royal Bank of Scotland Plc N/A N/A N 3000000.00 2999840.00 0.0023 N 2999880.00 2999880.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.200000% 74927JCL5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N Y Royal Bank of Scotland Plc N/A N/A N 1000000.00 999894.45 0.0008 N 999880.00 999880.00 Royal Bank of Canada Royal Bank of Canada 0.300000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2012-03-01 2012-03-27 N N N 3000000.00 3000000.00 0.0023 N 3000150.00 3000150.00 Royal Bank of Canada Royal Bank of Canada 0.300000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2012-03-01 2012-04-09 N N N 3000000.00 3000000.00 0.0023 N 3000150.00 3000150.00 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 4002560.00 4002560.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.150000% 83051AG96 Certificate of Deposit N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 4000000.00 4000000.00 0.0031 N 3999800.00 3999800.00 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 2999800.00 0.0023 N 2999790.00 2999790.00 State Street Corp State Street Corp 0.230000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2000000.00 1998671.11 0.0015 N 1996820.00 1996820.00 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 4998733.33 0.0039 N 4998830.00 4998830.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FEZ4 Government Agency Debt N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 9000000.00 8996670.00 0.0070 N 8996670.00 8996670.00 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 19661367.44 0.0152 N 19662246.90 19662246.90 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR39 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 12000000.00 11995860.00 0.0093 N 11995920.00 11995920.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR62 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2998935.00 0.0023 N 2998950.00 2998950.00 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 10998026.11 0.0085 N 10998460.00 10998460.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JL88 Government Agency Debt N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9996500.00 0.0077 N 9996600.00 9996600.00 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 6201000.00 0.0048 N 6201000.00 6201000.00 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 2999794.17 0.0023 N 2999880.00 2999880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.180000% 86562E4M7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.200000% 86562WWG9 Certificate of Deposit N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.200000% 86562WWK0 Certificate of Deposit N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 3000000.00 3000000.00 0.0023 N 3000030.00 3000030.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WWQ7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.140000% 86562WWZ7 Certificate of Deposit N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 8000000.00 8000000.00 0.0062 N 7999920.00 7999920.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.150000% 86959B2M6 Certificate of Deposit N First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 17000000.00 17000000.00 0.0132 N 17000340.00 17000340.00 Swedbank AB Swedbank AB 0.170000% 87019QFG8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 3000000.00 3000000.00 0.0023 N 2999940.00 2999940.00 Swedbank AB Swedbank AB 0.180000% 87019QFX1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-22 2012-03-22 N N N 1000000.00 1000000.00 0.0008 N 999960.00 999960.00 Texas TRAN Series 2011A 0.130000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-01 2012-03-01 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 0.130000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-01 2012-03-01 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 0.130000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-01 2012-03-01 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 0.180000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-07 2012-03-07 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 0.180000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-03-07 2012-03-07 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 0.190000% 88324LCF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8999335.00 0.0070 N 8999370.00 8999370.00 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 2999761.67 0.0023 N 2999790.00 2999790.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TF65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9993263.89 0.0077 N 9993900.00 9993900.00 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 0.0116 N 15005400.00 15005400.00 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 0.0101 N 13000650.00 13000650.00 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 0.0108 N 14001400.00 14001400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XNU5 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XNX9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 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 14000000.00 0.0108 N 14000000.00 14000000.00 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 7990955.56 0.0062 N 7996480.00 7996480.00 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 3994400.00 0.0031 N 3997880.00 3997880.00 UBS AG UBS AG 0.120000% 90267REZ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 7000000.00 7000000.00 0.0054 N 7000000.00 7000000.00 UBS Securities LLC UBS Securities LLC 0.150000% 936991009_0.1500_M120307_2MN2 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 13215215.00 12240000.74 First Tier Security N/A N/A 2012-03-07 2012-03-07 Y UBS Securities LLC N/A N/A N N 12000000.00 12000000.00 0.0093 N 11999760.00 11999760.00 Union Bank, NA Union Bank, NA 0.440000% 90527MB21 Certificate of Deposit N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 1000000.00 1000000.00 0.0008 N 999840.00 999840.00 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 1000110.00 1000110.00 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 2000080.00 2000080.00 United States Treasury Department United States Treasury Department 0.095000% 9127955D9 Treasury Debt N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 6000000.00 5999778.33 0.0046 N 5999916.00 5999916.00 United States Treasury Department United States Treasury Department 0.090000% 9127955J6 Treasury Debt N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 4000000.00 3999510.00 0.0031 N 3999580.00 3999580.00 Univ of California CP Series B 0.170000% 91411SEF3 Other Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 4000000.00 3998583.34 0.0031 N 3998720.00 3998720.00 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 1999993.89 0.0015 N 1999980.00 1999980.00 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 4998625.00 0.0039 N 4998450.00 4998450.00 Westpac Banking Corp Westpac Banking Corp 0.357800% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-01 2012-05-01 N N N 13000000.00 13000000.00 0.0101 N 12998570.00 12998570.00 Westpac Banking Corp Westpac Banking Corp 0.354000% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-05 2012-07-03 N N N 7000000.00 7000000.00 0.0054 N 6997690.00 6997690.00 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 999802.08 0.0008 N 999890.00 999890.00 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 10997415.00 0.0085 N 10998570.00 10998570.00 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 49258.47 49258.47 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 40633.31 40633.31 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 24610.09 24610.09 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 20300.87 20300.87 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 24602.17 24602.17 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 20294.33 20294.33 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 24600.45 24600.45 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 20292.92 20292.92 Windmill Funding Corp Windmill Funding Corp 0.170000% 97342GC62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999952.78 0.0015 N 1999940.00 1999940.00 Windmill Funding Corp Windmill Funding Corp 0.190000% 97342GCL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5999398.33 0.0046 N 5999280.00 5999280.00 Windmill Funding Corp Windmill Funding Corp 0.170000% 97342GCL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999910.28 0.0008 N 999880.00 999880.00