0001145549-12-004458.txt : 20120629 0001145549-12-004458.hdr.sgml : 20120629 20120507123154 ACCESSION NUMBER: 0001145549-12-004458 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120430 FILED AS OF DATE: 20120507 DATE AS OF CHANGE: 20120507 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: 12816775 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-04-30 0000857156 S000004504 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 35 42 33687546047.49 6172145.14 329627080.08 33364091112.55 0.0024 1.0001 2012-04-30 1.0001 2012-04-30 C000012378 1.00 33364091112.55 1.00 -489792510.47 6552214633.57 7042007144.04 0.0006 1.0001 2012-04-30 1.0001 2012-04-30 Abbott Laboratories Abbott Laboratories 0.140000% 00282CFK3 Other Commercial Paper N First Tier Security N/A N/A 2012-06-19 2012-06-19 N N N 31000000.00 30994092.78 0.0009 N 30996900.00 30996900.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LE36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 207000000.00 206997814.99 0.0062 N 206997930.00 206997930.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LE44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 84000000.00 83998670.00 0.0025 N 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Scotland Plc N/A N/A 10000000.00 9997583.33 0.0003 N 9998250.00 9998250.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.320000% 04915TG22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Cash Rabobank Nederland N/A N/A 276000000.00 275847893.31 0.0083 N 275881320.00 275881320.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBP7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 200000000.00 200000000.00 0.0060 N 200004000.00 200004000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.170000% 05253AGR5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N N 29000000.00 28988359.72 0.0009 N 28986950.00 28986950.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.180000% 970LVS005 0000859994 Certificate of Deposit N First Tier Security N/A N/A 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8201618.39 Fannie Mae 2042-04-01 3.123000 Government Agency Debt 2845400.00 2985763.44 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 3576924.00 3734235.13 Freddie Mac 2021-07-15 6.950000 Government Agency Debt 1912171.00 35456.46 Freddie Mac 2023-07-01 5.000000 Government Agency Debt 32572556.00 7909592.73 Freddie Mac 2024-05-01 4.000000 Government Agency Debt 5723557.00 2657068.74 Freddie Mac 2024-12-01 4.000000 Government Agency Debt 10028652.00 5164455.08 Freddie Mac 2025-05-01 4.000000 Government Agency Debt 13257028.00 7936013.89 Freddie Mac 2032-11-15 6.000000 Government Agency Debt 354014.00 49365.22 Freddie Mac 2037-10-01 6.000000 Government Agency Debt 307332.00 91560.68 Freddie Mac 2041-04-01 4.500000 Government Agency Debt 1126089.00 1096248.93 Freddie Mac 2042-02-01 3.500000 Government Agency Debt 7826296.00 8124189.77 Freddie Mac 2042-02-01 4.000000 Government Agency Debt 8075199.00 8203874.92 First Tier Security N/A N/A 2012-05-01 2012-05-01 Y BARCLAYS CAPITAL INC 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Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313384WQ8 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 231500000.00 231494855.55 0.0069 N 231498379.50 231498379.50 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384WQ8 Government Agency Debt N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 50000000.00 49999111.11 0.0015 N 49999650.00 49999650.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384WS4 Government Agency Debt N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 40000000.00 39998777.78 0.0012 N 39999680.00 39999680.00 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 146500000.00 146494302.79 0.0044 N 146497509.50 146497509.50 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 163000000.00 162992710.28 0.0049 N 162996903.00 162996903.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384XG9 Government Agency Debt N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 62000000.00 61995453.33 0.0019 N 61998760.00 61998760.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384XP9 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N N 174000000.00 173986515.00 0.0052 N 173990952.00 173990952.00 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 70000000.00 69992300.00 0.0021 N 69995800.00 69995800.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384XU8 Government Agency Debt N First Tier Security N/A N/A 2012-06-06 2012-06-06 N N N 50000000.00 49995500.00 0.0015 N 49997000.00 49997000.00 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 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2012-06-01 N N N 186000000.00 185983983.32 0.0056 N 185990328.00 185990328.00 Freddie Mac Freddie Mac 0.092500% 313396XS7 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 98000000.00 97991438.61 0.0029 N 97994414.00 97994414.00 Freddie Mac Freddie Mac 0.090000% 313396XS7 Government Agency Debt N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 68290000.00 68284195.35 0.0020 N 68286107.47 68286107.47 Freddie Mac Freddie Mac 0.110000% 313396XZ1 Government Agency Debt N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N N 60690000.00 60682396.89 0.0018 N 60685873.08 60685873.08 Freddie Mac Freddie Mac 0.095000% 313396YW7 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 3000000.00 2999509.17 0.0001 N 2999691.00 2999691.00 Freddie Mac Freddie Mac 0.110000% 313396ZL0 Government Agency Debt N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 46000000.00 45989317.78 0.0014 N 45994158.00 45994158.00 Freddie Mac 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Philip Morris International, Inc. 0.150000% 71838LF49 Other Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 50000000.00 49992916.67 0.0015 N 49987500.00 49987500.00 PNC Bank NA PNC Bank NA 0.240000% 69349JFE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 100000000.00 99970666.66 0.0030 N 99979000.00 99979000.00 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 8000000.00 8000000.00 0.0002 N 8000960.00 8000960.00 Rabobank Nederland Rabobank Nederland 0.311300% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 26000000.00 26000000.00 0.0008 N 26000000.00 26000000.00 Rabobank Nederland Rabobank Nederland 0.510000% 74977MZ73 Certificate of Deposit N First Tier Security N/A N/A 2012-11-01 2012-11-01 N N N 328000000.00 328000000.00 0.0098 N 328000000.00 328000000.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.350000% 74977KG29 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N Y Rabobank Nederland N/A N/A N 29000000.00 28982519.45 0.0009 N 28987530.00 28987530.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.280000% 74927JER0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-25 2012-05-25 N Y Royal Bank of Scotland Plc N/A N/A N 115000000.00 114978533.34 0.0034 N 114981600.00 114981600.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.180000% 7562E0E10 Other Commercial Paper N First Tier Security N/A N/A 2012-05-01 2012-05-01 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 1000000.00 0.0000 N 999990.00 999990.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0F19 Other Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4997416.67 0.0001 N 4998800.00 4998800.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0G26 Other Commercial Paper N First Tier Security N/A N/A 2012-07-02 2012-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 26000000.00 25973133.34 0.0008 N 25985440.00 25985440.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.360000% 7562E0JL1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N Y Reckitt Benckiser Group Plc N/A N/A N 4000000.00 3994320.00 0.0001 N 3993920.00 3993920.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0LD6 Other Commercial Paper N First Tier Security N/A N/A 2012-11-13 2012-11-13 N Y Reckitt Benckiser Group Plc N/A N/A N 23000000.00 22938641.11 0.0007 N 22947790.00 22947790.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0MC7 Other Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N Y Reckitt Benckiser Group Plc N/A N/A N 29000000.00 28909375.00 0.0009 N 28909810.00 28909810.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.540000% 7562E0MD5 Other Commercial Paper N First Tier Security N/A N/A 2012-12-13 2012-12-13 N Y Reckitt Benckiser Group Plc N/A N/A N 47000000.00 46840670.00 0.0014 N 46851950.00 46851950.00 Royal Bank of Canada Royal Bank of Canada 0.140000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 785000000.00 785000000.00 0.0235 Security is a time deposit. N 785000000.00 785000000.00 Sanofi Sanofi 0.180000% 8010M2EA6 Other Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 7000000.00 6999685.00 0.0002 N 6999860.00 6999860.00 Sanofi Sanofi 0.180000% 8010M2EB4 Other Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 37000000.00 36998150.00 0.0011 N 36999260.00 36999260.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.290000% 82124LGR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 4000000.00 3997261.12 0.0001 N 3996920.00 3996920.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.500000% 83050TG96 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 5000000.00 4995208.34 0.0001 N 4996300.00 4996300.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.510000% 83051AT76 Certificate of Deposit N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 127000000.00 127000000.00 0.0038 N 126978410.00 126978410.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E2ER5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N Y Letter of Credit HSBC Bank Plc N/A N/A 94000000.00 93987466.68 0.0028 N 93987780.00 93987780.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.190000% 8574P05M6 Certificate of Deposit N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 255000000.00 255000000.00 0.0076 N 254994900.00 254994900.00 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 94000000.00 93974176.11 0.0028 N 93980260.00 93980260.00 State Street Corp State Street Corp 0.240000% 85747JFF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N N 73000000.00 72978100.00 0.0022 N 72983940.00 72983940.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EGM4 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 10000000.00 9999600.00 0.0003 N 9999800.00 9999800.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EGR3 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 100000000.00 99995500.00 0.0030 N 99998000.00 99998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHE1 Government Agency Debt N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 52131000.00 52125526.25 0.0016 N 52127872.14 52127872.14 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHV3 Government Agency Debt N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39000000.00 38987910.00 0.0012 N 38991030.00 38991030.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257EHW1 Government Agency Debt N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99973555.56 0.0030 N 99980000.00 99980000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHX9 Government Agency Debt N First Tier Security N/A N/A 2012-07-09 2012-07-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19993100.00 0.0006 N 19994400.00 19994400.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EJJ8 Government Agency Debt N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 77000000.00 76970355.00 0.0023 N 76974590.00 76974590.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FEV3 Government Agency Debt N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 112000000.00 111996640.00 0.0034 N 111997760.00 111997760.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FEW1 Government Agency Debt N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 196066000.00 196059137.69 0.0059 N 196062078.68 196062078.68 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 43069000.00 43066200.52 0.0013 N 43067707.93 43067707.93 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FFA8 Government Agency Debt N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30102000.00 30099441.33 0.0009 N 30100795.92 30100795.92 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FFB6 Government Agency Debt N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49994750.00 0.0015 N 49997000.00 49997000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FFC4 Government Agency Debt N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 115173000.00 115160330.97 0.0035 N 115166089.62 115166089.62 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGQ2 Government Agency Debt N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49980250.00 0.0015 N 49982500.00 49982500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257FGR0 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 33850000.00 33836460.00 0.0010 N 33836710.49 33836710.49 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 50000000.00 49998000.00 0.0015 N 49999000.00 49999000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GS79 Government Agency Debt N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 44429000.00 44424334.96 0.0013 N 44426334.26 44426334.26 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GV26 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 28704000.00 28696106.40 0.0009 N 28698259.20 28698259.20 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257GV67 Government Agency Debt N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 64000000.00 63982773.34 0.0019 N 63986560.00 63986560.00 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 75000000.00 74996625.00 0.0022 N 74998500.00 74998500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JM61 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 47446000.00 47441255.40 0.0014 N 47443627.70 47443627.70 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JP43 Government Agency Debt N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24994500.00 0.0007 N 24996250.00 24996250.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257JQ67 Government Agency Debt N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 39000000.00 38989870.83 0.0012 N 38992200.00 38992200.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JQ75 Government Agency Debt N First Tier Security N/A N/A 2012-07-03 2012-07-03 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 35000000.00 34988975.00 0.0010 N 34991600.00 34991600.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2C7 Government Agency Debt N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20246000.00 20243165.56 0.0006 N 20244177.86 20244177.86 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 17000000.00 16996430.00 0.0005 N 16997620.00 16997620.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K4D3 Government Agency Debt N First Tier Security N/A N/A 2012-07-20 2012-07-20 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24990000.00 0.0007 N 24991000.00 24991000.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257KZ23 Government Agency Debt N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10000000.00 9999000.00 0.0003 N 9999500.00 9999500.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257KZ80 Government Agency Debt N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 125201000.00 125183471.86 0.0038 N 125189731.91 125189731.91 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YDR2 Government Agency Debt N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49983500.00 0.0015 N 49987000.00 49987000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-06-04 Y Sumitomo Mitsui Banking Corp N/A N/A N N 116000000.00 116000000.00 0.0035 N 116032480.00 116032480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562DDC1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 41000000.00 41000000.00 0.0012 N 40999180.00 40999180.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WAA6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 1000000.00 1000000.00 0.0000 N 999990.00 999990.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYE2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 168000000.00 168000000.00 0.0050 N 168000000.00 168000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYV4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 166000000.00 166000000.00 0.0050 N 165998340.00 165998340.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.265000% 86959B6P5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 143000000.00 143000000.00 0.0043 N 142998570.00 142998570.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.255000% 86959B7G4 Certificate of Deposit N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 250000000.00 250000000.00 0.0075 N 249990000.00 249990000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.250000% 86959B7H2 Certificate of Deposit N First Tier Security N/A N/A 2012-07-30 2012-07-30 N N N 73000000.00 73000000.00 0.0022 N 72996350.00 72996350.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.240000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas TRAN Series 2011A 0.250000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 60000000.00 60000000.00 0.0018 N 60000000.00 60000000.00 Texas TRAN Series 2011A 0.250000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 116815000.00 116815000.00 0.0035 N 116815000.00 116815000.00 Texas TRAN Series 2011A 0.250000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y JP Morgan Chase & Co N/A N/A N N 82355000.00 82355000.00 0.0025 N 82355000.00 82355000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0010 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.280000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Texas N/A N/A N N 23825000.00 23825000.00 0.0007 N 23825000.00 23825000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LE94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20691000.00 20689390.70 0.0006 N 20689965.45 20689965.45 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 80664000.00 80656941.92 0.0024 N 80659966.80 80659966.80 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 36688000.00 36684433.14 0.0011 N 36685798.72 36685798.72 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 158429000.00 158408976.34 0.0047 N 158416325.68 158416325.68 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6998979.16 0.0002 N 6999370.00 6999370.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 34542000.00 34536626.80 0.0010 N 34538545.80 34538545.80 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TEM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49993055.56 0.0015 N 49994000.00 49994000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TEM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 4000000.00 3999555.56 0.0001 N 3999520.00 3999520.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TF16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 27064000.00 27058173.72 0.0008 N 27058587.20 27058587.20 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602TF40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29994616.67 0.0009 N 29993400.00 29993400.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602TF57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-05 2012-06-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 35000000.00 34993534.72 0.0010 N 34991950.00 34991950.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602TFT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-27 2012-06-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20000000.00 19993983.33 0.0006 N 19991600.00 19991600.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602TGG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 16000000.00 15993582.23 0.0005 N 15991040.00 15991040.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TGQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-24 2012-07-24 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29983200.00 0.0009 N 29981700.00 29981700.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TGR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 75000000.00 74957500.00 0.0022 N 74953500.00 74953500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TGR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49970486.12 0.0015 N 49969000.00 49969000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TH63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 35000000.00 34978309.72 0.0010 N 34975150.00 34975150.00 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 87000000.00 87000000.00 0.0026 N 87000870.00 87000870.00 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 50000000.00 50005159.68 0.0015 N 50006000.00 50006000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112XJV8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 298000000.00 298000000.00 0.0089 N 298005960.00 298005960.00 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 47000000.00 47000000.00 0.0014 N 47000940.00 47000940.00 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 237000000.00 237000000.00 0.0071 N 237004740.00 237004740.00 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 319000000.00 319000000.00 0.0096 N 319006380.00 319006380.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112XQH1 Certificate of Deposit N First Tier Security N/A N/A 2012-06-12 2012-06-12 N N N 138000000.00 138000000.00 0.0041 N 138000000.00 138000000.00 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 11000000.00 11000000.00 0.0003 N 11000330.00 11000330.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112XSS5 Certificate of Deposit N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 53000000.00 53000000.00 0.0016 N 53000000.00 53000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.160000% 89112XUR4 Certificate of Deposit N First Tier Security N/A N/A 2012-06-26 2012-06-26 N N N 185000000.00 185000000.00 0.0055 N 185003700.00 185003700.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEP7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Support Agreement Toyota Motor Corp N/A N/A 73000000.00 72973233.34 0.0022 N 72993430.00 72993430.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ56 Other Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 200000000.00 199682500.00 0.0060 N 199812000.00 199812000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.450000% 89233GJ64 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N Y Support Agreement Toyota Motor Corp N/A N/A 66000000.00 65894400.00 0.0020 N 65936640.00 65936640.00 UBS Securities LLC UBS Securities LLC 0.210000% 99EPPA003_0.2100_M120501_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2031-12-01 3.500000 Government Agency Debt 31652844.00 32634387.21 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 220000000.00 103486185.94 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 66631427.00 67879427.20 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 200000000.00 200000000.00 0.0060 N 200000000.00 200000000.00 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 30000000.00 30000000.00 0.0009 N 30008400.00 30008400.00 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 27000000.00 27000000.00 0.0008 N 27003510.00 27003510.00 Union Bank, NA Union Bank, NA 0.420000% 90527MD94 Certificate of Deposit N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N N 8000000.00 8000000.00 0.0002 N 8000960.00 8000960.00 Union Bank, NA Union Bank, NA 0.450000% 90527MH58 Certificate of Deposit N First Tier Security N/A N/A 2012-08-24 2012-08-24 N N N 69000000.00 69000000.00 0.0021 N 68973090.00 68973090.00 Univ of California CP Series B 0.200000% 91411SE89 Other Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 6000000.00 5999766.67 0.0002 N 5999580.00 5999580.00 Univ of California CP Series B 0.150000% 91411SEA4 Other Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 8000000.00 7999700.00 0.0002 N 7999440.00 7999440.00 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 48000000.00 47996826.67 0.0014 N 47995200.00 47995200.00 Univ of California CP Series B 0.160000% 91411SFD7 Other Commercial Paper N First Tier Security N/A N/A 2012-06-13 2012-06-13 N N N 1200000.00 1199770.66 0.0000 N 1199676.00 1199676.00 Univ of California CP Series B 0.190000% 91411SGK0 Other Commercial Paper N First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 54000000.00 53977485.00 0.0016 N 53975160.00 53975160.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.321000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2012-05-01 2012-07-01 N N N 96000000.00 96000000.00 0.0029 N 96000960.00 96000960.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.190000% 92217LGG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 11000000.00 10995587.77 0.0003 N 10993070.00 10993070.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217LGR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-25 2012-07-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 77000000.00 76963638.89 0.0023 N 76942250.00 76942250.00 Vermont Economic Development Auth Economic Development Capitalization Program Taxable CP Notes Series A 0.150000% 92415UAN9 Other Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N Y JPMorgan Chase Bank NA N/A N/A N 5000000.00 5000000.00 0.0001 N 4999900.00 4999900.00 Victory Receivables Corp Victory Receivables Corp 0.190000% 92646KE40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 12000000.00 11999810.00 0.0004 N 11999760.00 11999760.00 Victory Receivables Corp Victory Receivables Corp 0.190000% 92646KEE8 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 Tokyo Mitsubishi UFJ Ltd N/A N/A 45000000.00 44996912.50 0.0013 N 44996400.00 44996400.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646KEQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 75000000.00 74990416.66 0.0022 N 74989500.00 74989500.00 Victory Receivables Corp Victory Receivables Corp 0.190000% 92646KEV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 40000000.00 39994088.89 0.0012 N 39993200.00 39993200.00 Westpac Banking Corp Westpac Banking Corp 0.615900% 91621CAT8 Other Note N First Tier Security N/A N/A 2012-07-30 2013-05-28 N N N 100000000.00 100000000.00 0.0030 N 100007600.00 100007600.00 Westpac Banking Corp Westpac Banking Corp 0.331300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 169000000.00 169000000.00 0.0051 N 169000000.00 169000000.00 Westpac Banking Corp Westpac Banking Corp 0.500000% 96121TJN9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 103000000.00 103000000.00 0.0031 N 103010300.00 103010300.00 Westpac Banking Corp Westpac Banking Corp 0.490000% 9612C0E70 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 1000000.00 999918.33 0.0000 N 999960.00 999960.00 Westpac Banking Corp Westpac Banking Corp 0.540000% 9612C0H10 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 155000000.00 154786100.00 0.0046 N 154876000.00 154876000.00 Westpac Banking Corp Westpac Banking Corp 0.440000% 9612C0H36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 33000000.00 32962086.67 0.0010 N 32972610.00 32972610.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.230000% 96122GGB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N Y Westpac New Zealand Ltd N/A N/A N 20000000.00 19990927.78 0.0006 N 19988800.00 19988800.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.245000% 96122GHA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-10 2012-08-10 N Y Westpac New Zealand Ltd N/A N/A N 62000000.00 61957383.62 0.0019 N 61940480.00 61940480.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 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 163957.84 163957.84 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 159966.09 159966.09 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 133267.75 133267.75 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 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 512289.53 512289.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 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 942591.09 942591.09 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 172216.17 172216.17 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 143473.29 143473.29 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 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 102493.79 102493.79 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 49200.89 49200.89 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 40989.26 40989.26 Windmill Funding Corp Windmill Funding Corp 0.330000% 97342GEH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 105000000.00 104984600.00 0.0031 N 104989500.00 104989500.00 Windmill Funding Corp Windmill Funding Corp 0.330000% 97342GEM5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 20000000.00 19996333.33 0.0006 N 19997400.00 19997400.00