0001145549-12-003693.txt : 20120530 0001145549-12-003693.hdr.sgml : 20120530 20120405164947 ACCESSION NUMBER: 0001145549-12-003693 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120405 DATE AS OF CHANGE: 20120405 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: 12746228 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 2012-03-31 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 28 46 1280047392.22 397156.76 7120454.13 1273324094.85 0.0024 1.0001 2012-03-31 1.0001 2012-03-31 C000012387 1.00 1273324094.85 1.00 -17339218.52 33689911.74 51029130.26 0.0001 1.0001 2012-03-31 1.0001 2012-03-31 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LD45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999936.67 0.0047 N 5999880.00 5999880.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LDL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999525.00 0.0039 N 4999450.00 4999450.00 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 4000480.00 4000480.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.180000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 21000000.00 21000000.00 0.0165 Security is a time deposit. N 21000210.00 21000210.00 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 4003240.00 4003240.00 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 4001200.00 4001200.00 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 0.0063 N 8000240.00 8000240.00 Bank of Montreal Bank of Montreal 0.150000% 06366VBD7 Certificate of Deposit N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 8000000.00 8000000.00 0.0063 N 7999600.00 7999600.00 Bank of Montreal Bank of Montreal 0.150000% 06366W6M1 Certificate of Deposit N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 13000000.00 13000000.00 0.0102 N 12999870.00 12999870.00 Bank of Nova Scotia Bank of Nova Scotia 0.110000% 06417ED59 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 13000000.00 13000000.00 0.0102 N 12999870.00 12999870.00 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 5001950.00 5001950.00 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 0.0016 N 2000020.00 2000020.00 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 0.0086 N 11000220.00 11000220.00 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 0.0055 N 7000140.00 7000140.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538ENN3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 1000000.00 1000000.00 0.0008 N 999980.00 999980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538EQP5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 6000000.00 6000000.00 0.0047 N 5999760.00 5999760.00 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 0.0094 N 12000000.00 12000000.00 Barclays Bank Plc Barclays Bank Plc 0.150000% 06740M6R9 Certificate of Deposit N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M120406_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2025-12-01 3.500000 Government Agency Debt 921878.00 868925.25 Fannie Mae 2027-01-01 3.500000 Government Agency Debt 2407103.00 2525975.50 Fannie Mae 2037-12-25 5.500000 Government Agency Debt 108295538.00 20527328.70 Fannie Mae 2038-04-01 5.500000 Government Agency Debt 6477297.00 1924176.51 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 1000.00 894.22 Freddie Mac 2041-05-01 5.500000 Government Agency Debt 2281343.00 2512270.47 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 2427398.00 2560120.49 GNMA 2029-01-16 4.384000 Government Agency Debt 15386.00 15736.55 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 945.40 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 945.40 GNMA 2039-06-20 4.500000 Government Agency Debt 13634453.00 5769409.72 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC N/A N/A N N 35000000.00 35000000.00 0.0275 N 34997900.00 34997900.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M120406_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.000000 Government Agency Debt 2601614.00 2473360.90 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 2239803.00 2357183.41 Freddie Mac 2024-07-01 4.500000 Government Agency Debt 4529644.00 3219319.76 Freddie Mac 2025-10-01 3.500000 Government Agency Debt 2861212.00 2355997.37 GNMA 2029-01-16 4.384000 Government Agency Debt 9633.00 9852.47 GNMA 2038-12-16 4.500000 Government Agency Debt 1000.00 945.40 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC N/A N/A N N 10000000.00 10000000.00 0.0079 N 9999600.00 9999600.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M120406_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-09-01 3.500000 Government Agency Debt 1478519.00 1431807.80 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 2500000.00 2379008.61 Fannie Mae 2031-09-01 4.000000 Government Agency Debt 2500000.00 2422738.27 Fannie Mae 2032-03-01 4.500000 Government Agency Debt 2183848.00 2378655.98 Fannie Mae 2039-11-01 4.500000 Government Agency Debt 3788091.00 2388501.58 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 2213699.00 2402922.46 Freddie Mac 2026-03-01 4.000000 Government Agency Debt 2357787.00 2392106.33 Freddie Mac 2031-01-01 4.000000 Government Agency Debt 626520.00 595655.37 Freddie Mac 2040-05-01 5.000000 Government Agency Debt 3000000.00 2390945.72 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y BARCLAYS CAPITAL INC N/A N/A N N 18000000.00 18000000.00 0.0141 N 18000000.00 18000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 992JYM004_0.1500_M120402_2MN2 0000851376 Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2013-05-03 0.300000 Government Agency Debt 12489000.00 12499365.87 Federal Farm Credit Bank 2014-04-21 0.256000 Government Agency Debt 891000.00 890679.24 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 13000000.00 13000000.00 0.0102 N 13000000.00 13000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M2DQ7 Other Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N Y BHP Billiton Ltd N/A N/A N 4650000.00 4649573.75 0.0037 N 4649209.50 4649209.50 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 1999660.00 0.0016 N 1999400.00 1999400.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.160000% 987WVU007_0.1600_M120402_2MN2 0001197610 Government Agency Repurchase Agreement Y United States Treasury Department 2015-03-15 0.375000 Treasury Debt 20469000.00 20400077.87 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 20000000.00 20000000.00 0.0157 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 0.0047 N 6002100.00 6002100.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.280000% 10513DJT8 Certificate of Deposit N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 1000000.00 1000000.00 0.0008 N 999760.00 999760.00 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 8997752.50 0.0071 N 8998830.00 8998830.00 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 998484.17 0.0008 N 999440.00 999440.00 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 2995240.00 0.0024 N 2998200.00 2998200.00 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 0.0086 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 0.0063 N 8000720.00 8000720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JD23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 9000000.00 9000000.00 0.0071 N 8999820.00 8999820.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738JDL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 5000000.00 4999375.00 0.0039 N 4999387.50 4999387.50 Chariot Funding, LLC Chariot Funding, LLC 0.190000% 15963TF79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999651.67 0.0008 N 999710.00 999710.00 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 3998134.45 0.0031 N 3998680.00 3998680.00 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 0.0079 N 10000500.00 10000500.00 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 0.0118 N 15000750.00 15000750.00 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 5998553.33 0.0047 N 5999220.00 5999220.00 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 998399.16 0.0008 N 999400.00 999400.00 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 1996500.00 0.0016 N 1998600.00 1998600.00 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 0.0047 N 6003480.00 6003480.00 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 0.0055 N 7006230.00 7006230.00 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 4999580.00 4999580.00 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 2999667.50 0.0024 N 2999820.00 2999820.00 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 999688.61 0.0008 N 999770.00 999770.00 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 3994820.00 0.0031 N 3998640.00 3998640.00 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 0.0055 N 7000560.00 7000560.00 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 0.0047 N 6000300.00 6000300.00 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 999696.67 0.0008 N 999660.00 999660.00 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 999275.00 0.0008 N 999590.00 999590.00 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 9984983.33 0.0078 N 9984000.00 9984000.00 Credit Suisse AG Credit Suisse AG 0.170000% 22550DMX4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 6000000.00 6000000.00 0.0047 N 6000000.00 6000000.00 Credit Suisse AG Credit Suisse AG 0.170000% 22550DMY2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 7000000.00 7000000.00 0.0055 N 7000000.00 7000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.110000% 22799D001_0.1100_M120402_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2024-09-15 4.500000 Government Agency Debt 3060000.00 2061551.29 Freddie Mac 2025-07-15 4.000000 Government Agency Debt 22133808.00 14966929.18 Freddie Mac 2052-10-15 4.400000 Government Agency Debt 21958048.00 23203100.54 Freddie Mac 2053-02-15 4.900000 Government Agency Debt 20654487.00 22576810.58 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 61575227.00 61575227.00 0.0484 N 61575227.00 61575227.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.150000% 992JYD004_0.1500_M120404_2MN2 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2036-06-25 0.811800 Government Agency Debt 26225000.00 6120301.92 First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 6000000.00 6000000.00 0.0047 N 5999940.00 5999940.00 Danaher Corp Danaher Corp 0.150000% 23585LDC9 Other Commercial Paper N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 4000000.00 3999833.33 0.0031 N 3999720.00 3999720.00 Deutsche Bank AG Deutsche Bank AG 0.250000% 25154UVJ0 Certificate of Deposit N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 15000000.00 15000000.00 0.0118 N 15000000.00 15000000.00 Deutsche Bank AG Deutsche Bank AG 0.250000% 25154UVK7 Certificate of Deposit N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 22000000.00 22000000.00 0.0173 N 22000220.00 22000220.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 21599B009_0.1500_M120402_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-02-25 4.000000 Government Agency Debt 29440289.00 31200000.50 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 30000000.00 30000000.00 0.0236 N 30000000.00 30000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M120406_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-02-25 4.000000 Government Agency Debt 3925372.00 4160000.21 First Tier Security N/A N/A 2012-04-06 2012-04-06 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_M120406_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-02-25 4.000000 Government Agency Debt 8832087.00 9360000.47 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y Deutsche Bank Securities Inc N/A N/A N N 9000000.00 9000000.00 0.0071 N 9000000.00 9000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M120406_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-02-01 3.500000 Government Agency Debt 109672.00 114826.18 Fannie Mae 2036-07-01 2.746000 Government Agency Debt 8897.00 3952.03 Fannie Mae 2040-12-25 4.000000 Government Agency Debt 1062287.00 1124406.59 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 1000.00 971.34 Freddie Mac 2036-07-15 0.848500 Government Agency Debt 4004564.00 1078803.42 Freddie Mac 2036-08-15 0.741700 Government Agency Debt 23915883.00 2519968.59 Freddie Mac 2041-11-15 1.398500 Government Agency Debt 655000.00 353998.33 GNMA 2037-11-16 2.750000 Government Agency Debt 3291.00 3073.91 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.220000% 99ETSZ007_0.2200_M120406_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-02-25 4.000000 Government Agency Debt 4906715.00 5200000.26 First Tier Security N/A N/A 2012-04-06 2012-04-06 Y Deutsche Bank Securities Inc N/A N/A N N 5000000.00 5000000.00 0.0039 N 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M120402_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2039-02-25 4.000000 Government Agency Debt 14720145.00 15600000.78 First Tier Security N/A N/A 2012-04-02 2012-04-02 Y Deutsche Bank Securities Inc N/A N/A N N 15000000.00 15000000.00 0.0118 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 0.0055 N 6999930.00 6999930.00 DNB Bank ASA DNB Bank ASA 0.150000% 23330LBH8 Certificate of Deposit N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 5000000.00 5000000.00 0.0039 N 4999800.00 4999800.00 DNB Bank ASA DNB Bank ASA 0.160000% 23330LCD6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 3000000.00 3000000.00 0.0024 N 2999490.00 2999490.00 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 2012-04-06 2012-04-06 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 0.140000% 30601VDK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1000000.00 999933.89 0.0008 N 999900.00 999900.00 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 999912.50 0.0008 N 999870.00 999870.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.160000% 30601VEE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999626.67 0.0016 N 1999420.00 1999420.00 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 5998460.00 0.0047 N 5998200.00 5998200.00 Fannie Mae Fannie Mae 0.085000% 313588VB8 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 1000000.00 1000000.00 0.0008 N 1000000.00 1000000.00 Fannie Mae Fannie Mae 0.110000% 313588YB5 Government Agency Debt N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 2750000.00 2749395.00 0.0022 N 2749780.00 2749780.00 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 2999982.50 0.0024 N 2999994.00 2999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384XC8 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 10000000.00 9999047.22 0.0079 N 9999730.00 9999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384XF1 Government Agency Debt N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 1000000.00 999898.89 0.0008 N 999971.00 999971.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384XU8 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 10000000.00 9998013.89 0.0079 N 9999280.00 9999280.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313384XW4 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 25000000.00 24995579.86 0.0196 N 24998150.00 24998150.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 5000000.00 4998920.84 0.0039 N 4999590.00 4999590.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384YD5 Government Agency Debt N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 3000000.00 2999321.66 0.0024 N 2999754.00 2999754.00 Freddie Mac Freddie Mac 0.100000% 313396XP3 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 15000000.00 14997500.00 0.0118 N 14998995.00 14998995.00 Freddie Mac Freddie Mac 0.090000% 313396XT5 Government Agency Debt N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N N 2000000.00 1999680.00 0.0016 N 1999858.00 1999858.00 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 0.0196 N 25038325.00 25038325.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.230000% 3686M0E38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 1000000.00 999801.95 0.0008 N 999770.50 999770.50 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 4999961.11 0.0039 N 4999950.00 4999950.00 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 10999401.11 0.0086 N 10999780.00 10999780.00 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 8998020.00 0.0071 N 8999100.00 8999100.00 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 5995250.00 0.0047 N 5997000.00 5997000.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HHA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N N N 1000000.00 998916.67 0.0008 N 998980.00 998980.00 General Electric Co General Electric Co 0.150000% 36960LFK6 Other Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 15000000.00 14995125.00 0.0118 N 14994750.00 14994750.00 General Electric Co General Electric Co 0.150000% 36960LFT7 Other Commercial Paper N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 4000000.00 3998566.67 0.0031 N 3998400.00 3998400.00 Goldman Sachs & Co Goldman Sachs & Co 0.200000% 992JYE002_0.2000_M120402_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-01 6.500000 Government Agency Debt 26405748.00 10500000.01 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 10000000.00 10000000.00 0.0079 N 10000000.00 10000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.200000% 992JYE002_0.2000_M120403_2MN2 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2026-06-01 4.000000 Government Agency Debt 3284445.00 3150000.57 First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120511_2MN2 0000769993 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2012-03-31 N/A Other Instrument common stock or ETF 0.00 49972.64 ALBEMARLE CORP COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49996.65 BARNES & NOBLE INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49995.40 CENTERPOINT ENERGY INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49981.05 HEALTH CARE REIT INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49948.38 INTEGRYS ENERGY GROUP INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49996.10 MERCK & CO INC NEW COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49983.15 MURPHY OIL CORP COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49954.42 NCR CORP NEW COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49996.80 NEXTERA ENERGY INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 35329.80 NISOURCE INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49979.25 NOBLE ENERGY INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49968.53 PEPCO HOLDINGS INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49986.63 PLAINS EXPL& PRODTN CO COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49986.78 PROGRESS ENERGY INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49958.26 SCHLUMBERGER LTD COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49988.22 THERMO FISHER SCIENTIFIC INCCOM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 15192.26 TOWERS WATSON & CO CL A 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49990.09 TYCO INTERNATIONAL LTD SHS 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49969.84 WALTER ENERGY INC COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49947.25 WATERS CORP COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49944.64 WELLS FARGO & CO NEW COM 2012-03-30 N/A Other Instrument common stock or ETF 0.00 49993.62 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 0.230000% 38362VD34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N Y Credit / Liquidity Citibank NA N/A N/A 9000000.00 8999942.50 0.0071 N 8999820.00 8999820.00 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 5499401.11 0.0043 N 5499505.00 5499505.00 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 999895.00 0.0008 N 999910.00 999910.00 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 1999388.89 0.0016 N 1999700.00 1999700.00 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 999688.33 0.0008 N 999850.00 999850.00 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 999766.67 0.0008 N 999790.00 999790.00 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 8997075.00 0.0071 N 8997390.00 8997390.00 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 998656.67 0.0008 N 999300.00 999300.00 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 999760.00 0.0008 N 999780.00 999780.00 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 6999160.00 0.0055 N 6999300.00 6999300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.361800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-04-23 2013-04-19 N N N 38000000.00 38000000.00 0.0298 N 38030894.00 38030894.00 Labcon North America Taxable Demand Bonds Series 2010 0.640000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-06 2012-04-06 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 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.210000% 56274LDD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 3000000.00 2999807.50 0.0024 N 2999790.00 2999790.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LDH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999904.17 0.0008 N 999900.00 999900.00 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 2999500.00 0.0024 N 2999700.00 2999700.00 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 999750.00 0.0008 N 999850.00 999850.00 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 999736.11 0.0008 N 999830.00 999830.00 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 4998611.11 0.0039 N 4998900.00 4998900.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4F74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999633.33 0.0008 N 999700.00 999700.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 2000000.00 1999066.66 0.0016 N 1999240.00 1999240.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-22 2012-06-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999527.50 0.0008 N 999610.00 999610.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998512.50 0.0024 N 2998770.00 2998770.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.170000% 60681P4G6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 7000000.00 7000000.00 0.0055 N 6999930.00 6999930.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.170000% 60681P4H4 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 4000000.00 4000000.00 0.0031 N 3999920.00 3999920.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.180000% 60687GSH2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 5000000.00 5000000.00 0.0039 N 4999950.00 4999950.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GTK4 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 7000000.00 7000000.00 0.0055 N 6999930.00 6999930.00 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 1000420.00 1000420.00 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 0.0086 N 11000770.00 11000770.00 Nordea North America, Inc Nordea North America, Inc 0.145000% 6555P0DG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N Y Nordea Bank AB N/A N/A N 7000000.00 6999605.28 0.0055 N 6999440.00 6999440.00 Nordea North America, Inc Nordea North America, Inc 0.135000% 6555P0DL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-20 2012-04-20 N Y Nordea Bank AB N/A N/A N 2000000.00 1999865.00 0.0016 N 1999780.00 1999780.00 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 17999265.00 0.0141 N 17999820.00 17999820.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.160000% 71838LDR0 Other Commercial Paper N First Tier Security N/A N/A 2012-04-25 2012-04-25 N N N 3000000.00 2999693.34 0.0024 N 2999490.00 2999490.00 Rabobank Nederland Rabobank Nederland 0.330000% 74977JQW5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 12000000.00 12000000.00 0.0094 N 11997840.00 11997840.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K96 Other Commercial Paper N First Tier Security N/A N/A 2012-10-09 2012-10-09 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4986805.55 0.0039 N 4979300.00 4979300.00 Roche Holdings Inc. Roche Holdings Inc. 0.150000% 77119LFC8 Other Commercial Paper N First Tier Security N/A N/A 2012-06-12 2012-06-12 N Y Roche Holding LTD N/A N/A N 3000000.00 2999112.50 0.0024 N 2998980.00 2998980.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-09 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Royal Bank of Canada Royal Bank of Canada 0.120000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 17000000.00 17000000.00 0.0134 Security is a time deposit. N 17000000.00 17000000.00 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 4001360.00 4001360.00 Sanofi Sanofi 0.140000% 8010M2DH2 Other Commercial Paper N First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 5000000.00 4999708.33 0.0039 N 4999800.00 4999800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.160000% 82124LDB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 4000000.00 3999840.00 0.0031 N 3999760.00 3999760.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.170000% 82124LDJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-18 2012-04-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3925000.00 3924703.44 0.0031 N 3924607.50 3924607.50 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124LDW9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4999144.45 0.0039 N 4999050.00 4999050.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.150000% 83050TDS7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 4000000.00 3999600.00 0.0031 N 3999280.00 3999280.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.130000% 8574P05D6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-13 2012-04-13 N N N 10000000.00 10000000.00 0.0079 N 10000000.00 10000000.00 State Street Corp State Street Corp 0.190000% 85747JFD4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 3000000.00 2998860.00 0.0024 N 2997480.00 2997480.00 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 1999080.00 0.0016 N 1998320.00 1998320.00 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 4999577.78 0.0039 N 4999678.00 4999678.00 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 8998110.00 0.0071 N 8998650.00 8998650.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FFG5 Government Agency Debt N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 5000000.00 4998550.00 0.0039 N 4998900.00 4998900.00 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 19664688.64 0.0154 N 19664803.35 19664803.35 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 11997780.00 0.0094 N 11998440.00 11998440.00 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 2999415.00 0.0024 N 2999580.00 2999580.00 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 10999883.89 0.0086 N 10999890.00 10999890.00 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 9998100.00 0.0079 N 9998700.00 9998700.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2T0 Government Agency Debt N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2998935.00 0.0024 N 2999100.00 2999100.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.180000% 86562WXJ2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-10 2012-04-10 N N N 2000000.00 2000000.00 0.0016 N 2000000.00 2000000.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.180000% 86562WXQ6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.130000% 86562WYA0 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 2000000.00 2000000.00 0.0016 N 1999980.00 1999980.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.130000% 86562WYC6 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 11000000.00 11000000.00 0.0086 N 10999890.00 10999890.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.150000% 86959B5C5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-26 2012-04-26 N N N 15000000.00 15000000.00 0.0118 N 15000300.00 15000300.00 Texas TRAN Series 2011A 0.200000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-02 2012-04-02 Y JP Morgan Chase & Co N/A N/A N N 3000000.00 3000000.00 0.0024 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.200000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-02 2012-04-02 Y JP Morgan Chase & Co N/A N/A N N 4950000.00 4950000.00 0.0039 N 4950000.00 4950000.00 Texas TRAN Series 2011A 0.200000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-02 2012-04-02 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 0.220000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-06 2012-04-06 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 0.220000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-04-06 2012-04-06 Y Texas N/A N/A N N 1910000.00 1910000.00 0.0015 N 1910000.00 1910000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.140000% 88602TDL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-20 2012-04-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999790.00 0.0024 N 2999640.00 2999640.00 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 9995486.11 0.0078 N 9995600.00 9995600.00 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 0.0118 N 15003450.00 15003450.00 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 0.0102 N 13000130.00 13000130.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112XGJ8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 11000000.00 11002197.02 0.0086 N 11002640.00 11002640.00 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 0.0110 N 14001540.00 14001540.00 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 0.0016 N 2000120.00 2000120.00 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 1000060.00 1000060.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSF3 Certificate of Deposit N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N N 1000000.00 1000000.00 0.0008 N 1000070.00 1000070.00 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 7994866.67 0.0063 N 7998720.00 7998720.00 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 3996533.33 0.0031 N 3999040.00 3999040.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GGL4 Other Commercial Paper N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 5450000.00 5445874.65 0.0043 N 5445803.50 5445803.50 UBS Securities LLC UBS Securities LLC 0.160000% 99EPPA003_0.1600_M120402_2MN2 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2042-02-01 3.500000 Government Agency Debt 11889067.00 12240000.71 First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 12000000.00 12000000.00 0.0094 N 12000000.00 12000000.00 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 1000160.00 1000160.00 Union Bank, NA Union Bank, NA 0.430000% 90527MD45 Certificate of Deposit N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 3000000.00 3000000.00 0.0024 N 2999640.00 2999640.00 United States Treasury Department United States Treasury Department 0.070000% 9127955H0 Treasury Debt N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 10000000.00 9999805.55 0.0079 N 9999920.00 9999920.00 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 3999830.00 0.0031 N 3999928.00 3999928.00 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 3999187.78 0.0031 N 3999160.00 3999160.00 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 4999425.00 0.0039 N 4999300.00 4999300.00 Victory Receivables Corp Victory Receivables Corp 0.190000% 92646KDG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 1000000.00 999926.11 0.0008 N 999910.00 999910.00 Westpac Banking Corp Westpac Banking Corp 0.334000% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-05-01 N N N 13000000.00 13000000.00 0.0102 N 12999350.00 12999350.00 Westpac Banking Corp Westpac Banking Corp 0.333000% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2012-04-03 2012-07-03 N N N 7000000.00 7000000.00 0.0055 N 6998250.00 6998250.00 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 40835.27 40835.27 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 20401.77 20401.77 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 20395.20 20395.20 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 20393.78 20393.78