0001145549-14-002836.txt : 20140325 0001145549-14-002836.hdr.sgml : 20140325 20140325114350 ACCESSION NUMBER: 0001145549-14-002836 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120430 FILED AS OF DATE: 20140325 DATE AS OF CHANGE: 20140325 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14715022 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-04-30 0000857156 S000004508 4 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 36 51 16129958853.84 2489365.49 159518380.53 15972929838.80 0.0024 1.0000 2012-04-30 1.0000 2012-04-30 C000012383 25000.00 11022568284.86 1.00 -27401853.90 283572700.90 310974554.80 0.0001 1.0000 2012-04-30 1.0000 2012-04-30 C000012384 1000000.00 1755748161.14 1.00 -29699089.01 49306888.89 79005977.90 0.0001 1.0000 2012-04-30 1.0000 2012-04-30 C000012385 3000000.00 1427028634.71 1.00 -55849420.86 36395829.37 92245250.23 0.0001 1.0000 2012-04-30 1.0000 2012-04-30 C000038267 10000000.00 1767584758.09 1.00 187013569.77 323488595.75 136475025.98 0.0003 1.0000 2012-04-30 1.0000 2012-04-30 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 12000000.00 11999873.33 0.0008 N 11999880.00 11999880.00 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 2000000.00 1999968.33 0.0001 N 1999960.00 1999960.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 19000000.00 18998395.56 0.0012 N 18998290.00 18998290.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LEN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 60000000.00 59993350.01 0.0038 N 59992800.00 59992800.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LF19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 49991819.45 0.0031 N 49991500.00 49991500.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.310000% 03221LEV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 46000000.00 45988908.89 0.0029 N 45992180.00 45992180.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221LEW6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 11000000.00 10997341.67 0.0007 N 10998075.00 10998075.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBN2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 11000000.00 11000000.00 0.0007 N 11000330.00 11000330.00 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 17000000.00 16993176.39 0.0011 N 16992350.00 16992350.00 Bank of America, NA Bank of America, NA 0.815700% 0605A06S8 Other Note N First Tier Security N/A N/A 2012-07-23 2012-08-22 N N N 149000000.00 149000000.00 0.0093 N 149026820.00 149026820.00 Bank of Montreal Bank of Montreal 0.160000% 06366VCE4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Bank of Montreal Bank of Montreal 0.170000% 06366VDP8 Certificate of Deposit N First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 70000000.00 70000000.00 0.0044 N 69988100.00 69988100.00 Bank of Montreal Bank of Montreal 0.170000% 06366VFB7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 96000000.00 96000000.00 0.0060 N 95997120.00 95997120.00 Bank of Montreal Bank of Montreal 0.150000% 06366VGS9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 12000000.00 12000000.00 0.0008 N 11999400.00 11999400.00 Bank of Montreal Bank of Montreal 0.160000% 06366VHM1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 39000000.00 39000000.00 0.0024 N 38998830.00 38998830.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417EG31 Certificate of Deposit N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N N 58000000.00 58000000.00 0.0036 N 57999420.00 57999420.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417EM67 Certificate of Deposit N First Tier Security N/A N/A 2012-07-06 2012-07-06 N N N 3000000.00 3000000.00 0.0002 N 2999790.00 2999790.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417EM91 Certificate of Deposit N First Tier Security N/A N/A 2012-10-04 2012-10-04 N N N 95000000.00 95000000.00 0.0059 N 95003800.00 95003800.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417EP64 Certificate of Deposit N First Tier Security N/A N/A 2012-10-16 2012-10-16 N N N 7000000.00 7000000.00 0.0004 N 7000630.00 7000630.00 Bank of Nova Scotia Bank of Nova Scotia 0.140000% 06417EQ89 Certificate of Deposit N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 37000000.00 37000000.00 0.0023 N 36999630.00 36999630.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQF3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 25000000.00 25000000.00 0.0016 N 25005250.00 25005250.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQG1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N N 19000000.00 19000000.00 0.0012 N 19003800.00 19003800.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EQH9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 15000000.00 15000000.00 0.0009 N 15003300.00 15003300.00 Bank of Nova Scotia Bank of Nova Scotia 0.318800% 06417EXR9 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-07-26 N N N 95000000.00 95000000.00 0.0059 N 95008550.00 95008550.00 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 104000000.00 104000000.00 0.0065 N 104001040.00 104001040.00 Bank of the West Bank of the West 0.440000% 0642G0XQ9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 47000000.00 47000000.00 0.0029 N 47007520.00 47007520.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.510000% 06538EFG7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 3000000.00 3000549.42 0.0002 N 3000600.00 3000600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538ERL3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 78000000.00 78000000.00 0.0049 N 78000000.00 78000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.180000% 06538ESA6 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 30000000.00 30000000.00 0.0019 N 30000000.00 30000000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XAE8 Certificate of Deposit N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 5000000.00 5000000.00 0.0003 N 5000200.00 5000200.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XAG3 Certificate of Deposit N First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 10000000.00 10000000.00 0.0006 N 10000300.00 10000300.00 Barclays Bank Plc Barclays Bank Plc 0.290000% 06741XAR9 Certificate of Deposit N First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 1000000.00 1000000.00 0.0001 N 1000020.00 1000020.00 Barclays Bank Plc Barclays Bank Plc 0.280000% 06741XAV0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 138000000.00 138000000.00 0.0086 N 138000000.00 138000000.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06741XBJ6 Certificate of Deposit N First Tier Security N/A N/A 2012-10-30 2012-10-30 N N N 54000000.00 54000000.00 0.0034 N 54000000.00 54000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 00799J004_0.2000_M120501_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-02-01 2.126000 Government Agency Debt 117231632.00 24711419.37 Fannie Mae 2038-11-01 4.674000 Government Agency Debt 128294601.00 37553625.16 Fannie Mae 2040-01-01 3.546000 Government Agency Debt 58926523.00 39944026.12 Fannie Mae 2040-03-01 3.634000 Government Agency Debt 39536736.00 30809307.85 Fannie Mae 2040-07-01 3.819000 Government Agency Debt 50739892.00 35934423.72 Fannie Mae 2041-03-01 3.546000 Government Agency Debt 31299348.00 28781193.96 Fannie Mae 2041-06-01 3.542000 Government Agency Debt 46474108.00 42053719.36 Fannie Mae 2042-04-01 2.401000 Government Agency Debt 14474860.00 15012284.61 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 245000000.00 245000000.00 0.0153 N 245000000.00 245000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M120501_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2014-07-01 4.000000 Government Agency Debt 6989483.00 589704.34 Fannie Mae 2017-05-01 1.844000 Government Agency Debt 12118861.00 83735.54 Fannie Mae 2017-07-01 3.998000 Government Agency Debt 27500000.00 241057.08 Fannie Mae 2018-06-01 1.811000 Government Agency Debt 16588606.00 135352.82 Fannie Mae 2018-09-01 1.365000 Government Agency Debt 21393912.00 117112.45 Fannie Mae 2018-09-01 2.213000 Government Agency Debt 13400000.00 157654.43 Fannie Mae 2020-01-01 3.411000 Government Agency Debt 312935.00 227535.11 Fannie Mae 2020-01-01 4.505000 Government Agency Debt 2902369.00 3175267.10 Fannie Mae 2021-10-01 3.420000 Government Agency Debt 4808200.00 5060512.92 Fannie Mae 2024-02-01 5.569000 Government Agency Debt 4500000.00 4923363.11 Fannie Mae 2025-03-01 6.929000 Government Agency Debt 15794116.00 43194.88 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 8309605.00 7687397.77 Fannie Mae 2026-11-01 3.000000 Government Agency Debt 7435276.00 7622713.46 Fannie Mae 2027-01-01 5.797000 Government Agency Debt 26985034.00 174650.57 Fannie Mae 2027-03-01 5.796000 Government Agency Debt 66512384.00 209583.41 Fannie Mae 2029-02-01 2.125000 Government Agency Debt 71137334.00 182193.02 Fannie Mae 2029-11-01 2.638000 Government Agency Debt 5681329.00 1918254.24 Fannie Mae 2030-10-01 3.898000 Government Agency Debt 14875710.00 211578.73 Fannie Mae 2030-12-01 3.205000 Government Agency Debt 1000000.00 75055.96 Fannie Mae 2031-12-01 2.353000 Government Agency Debt 15563214.00 270794.91 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 7296830.00 7771673.06 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 7279472.00 7753303.92 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 7138337.00 7604546.57 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 6443642.00 6675491.10 Fannie Mae 2032-03-01 2.090000 Government Agency Debt 6000000.00 73061.68 Fannie Mae 2032-03-01 3.500000 Government Agency Debt 6799926.00 7145231.30 Fannie Mae 2032-04-01 2.676000 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Government Agency Debt 170281.00 177697.30 Fannie Mae 2042-04-01 3.025000 Government Agency Debt 1874799.00 1955683.09 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 6436686.00 6697721.04 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 944500.00 984490.55 Fannie Mae 2042-07-01 1.369000 Government Agency Debt 4716258.00 176149.86 Fannie Mae 2043-05-01 1.369000 Government Agency Debt 10065889.00 253311.48 Freddie Mac 2019-06-01 4.000000 Government Agency Debt 3690000.00 1034172.07 Freddie Mac 2023-04-01 4.500000 Government Agency Debt 1000.00 220.94 Freddie Mac 2024-05-01 4.500000 Government Agency Debt 317070.00 166781.72 Freddie Mac 2025-10-01 4.000000 Government Agency Debt 6043241.00 5442781.33 Freddie Mac 2032-01-01 3.500000 Government Agency Debt 7431279.00 7757544.65 Freddie Mac 2032-11-15 6.000000 Government Agency Debt 128981.00 17985.66 Freddie Mac 2038-01-01 6.000000 Government Agency Debt 19893038.00 7245895.64 Freddie Mac 2041-04-01 4.500000 Government Agency 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20344.53 Fannie Mae 2037-10-01 3.119000 Government Agency Debt 535254.00 564252.69 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 853858.00 227006.28 Fannie Mae 2038-08-01 5.500000 Government Agency Debt 376390.00 149139.59 Fannie Mae 2038-08-01 5.500000 Government Agency Debt 210710.00 70617.45 Fannie Mae 2038-09-01 6.500000 Government Agency Debt 1249519.00 526834.93 Fannie Mae 2038-12-01 6.500000 Government Agency Debt 233536.00 113284.63 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 1382500.00 546787.72 Fannie Mae 2039-04-01 4.500000 Government Agency Debt 34809.00 28260.12 Fannie Mae 2039-06-01 5.500000 Government Agency Debt 267147.00 152946.96 Fannie Mae 2039-12-01 4.500000 Government Agency Debt 299524.00 203183.12 Fannie Mae 2040-01-01 3.546000 Government Agency Debt 52628.00 35674.50 Fannie Mae 2040-05-01 6.500000 Government Agency Debt 431917.00 270527.73 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 92047.00 75923.77 Fannie Mae 2040-11-01 4.000000 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1162963.72 Fannie Mae 2040-04-01 3.785000 Government Agency Debt 83316.00 41575.20 Fannie Mae 2040-06-01 3.542000 Government Agency Debt 15033020.00 8303766.40 Fannie Mae 2040-06-01 3.882000 Government Agency Debt 9666287.00 8160638.60 Fannie Mae 2040-07-01 3.783000 Government Agency Debt 8393713.00 7542922.28 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 37869.00 39546.44 Fannie Mae 2041-01-01 2.968000 Government Agency Debt 7187815.00 4670455.85 Fannie Mae 2041-06-01 3.622000 Government Agency Debt 7945340.00 8287453.84 Fannie Mae 2041-08-01 2.908000 Government Agency Debt 11500000.00 10025899.58 Fannie Mae 2041-09-01 2.696000 Government Agency Debt 2000000.00 2009094.93 Fannie Mae 2041-11-01 3.170000 Government Agency Debt 42711.00 42045.22 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 4275567.00 4766534.02 Fannie Mae 2042-03-01 2.908000 Government Agency Debt 2548250.00 2646019.89 Fannie Mae 2042-03-01 4.500000 Government Agency Debt 1138649.00 1254051.28 Fannie Mae 2042-04-01 2.076000 Government Agency Debt 8865582.00 9141925.15 Fannie Mae 2042-04-01 2.367000 Government Agency Debt 3327673.00 3439641.71 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 1964614.00 2052896.92 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 1245773.00 1300406.52 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1684350.00 1801157.01 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1634000.00 1745686.34 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1406876.00 1515301.84 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1372048.00 1467472.74 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1321350.00 1411002.58 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1125918.00 1211594.97 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 2242595.00 2411557.14 Fannie Mae 2048-02-01 5.016000 Government Agency Debt 27853907.00 7955609.77 Freddie Mac 2021-07-15 6.950000 Government Agency Debt 6920976.00 128332.29 Freddie Mac 2022-04-01 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72991386.00 72991386.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313384ZH5 Government Agency Debt N First Tier Security N/A N/A 2012-07-13 2012-07-13 N N N 31000000.00 30993085.28 0.0019 N 30996218.00 30996218.00 Freddie Mac Freddie Mac 0.070000% 313396WW9 Government Agency Debt N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 45000000.00 44998775.00 0.0028 N 44999460.00 44999460.00 Freddie Mac Freddie Mac 0.080000% 313396XL2 Government Agency Debt N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 31505000.00 31503039.69 0.0020 N 31504275.39 31504275.39 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 50000000.00 49995750.00 0.0031 N 49997150.00 49997150.00 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 45000000.00 44996068.75 0.0028 N 44997435.00 44997435.00 Freddie Mac Freddie Mac 0.100000% 313396XS7 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Y 39000000.00 39000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120514_2MN4 0000769993 Other Repurchase Agreement N AFFILIATED MANAGERS GROUP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449927.90 AMERISOURCEBERGEN CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 199776.60 ASHLAND INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 276046.64 BAXTER INTL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 32007.29 BUCKLE INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449957.43 CONAGRA FOODS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 144089.28 DISCOVER FINL SVCS COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449988.00 ESTERLINE TECHNOLOGIES CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 54778.08 FLUOR CORP NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 100555.47 GRAFTECH INTL LTD COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 193635.31 HARMAN INTL INDS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 76088.60 INVESTMENT TECHNOLOGY GRP NECOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 126461.28 LOCKHEED MARTIN CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449926.40 MARATHON PETE CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449978.42 MAXIMUS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449971.20 MCCORMICK & CO INC COM NON 2012-04-30 N/A Other Instrument common stock or ETF 0.00 24519.24 MURPHY OIL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449974.80 PEPSICO INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 23928.20 PORTLAND GEN ELEC CO COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449983.92 PROGRESSIVE CORP OHIO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 41299.20 QUICKSILVER RESOURCES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449999.40 RALPH LAUREN CORP CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449973.60 ROCKWELL COLLINS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449991.19 SIMON PPTY GROUP INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449991.01 ST JUDE MED INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449962.24 STARWOOD HOTELS&RESORTS WRLDCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449980.44 THOMAS & BETTS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449943.12 TJX COS INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449991.08 VENOCO INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 57335.30 VULCAN MATLS CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449990.28 WALTER ENERGY INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 449971.83 First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 9000000.00 9000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 9000000.00 9000000.00 Gotham Funding Corp Gotham Funding Corp 0.190000% 38346LEP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 1000000.00 999883.89 0.0001 N 999870.00 999870.00 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 6000000.00 5999500.00 0.0004 N 5999640.00 5999640.00 Govco, LLC Govco, LLC 0.320000% 38362VEV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Credit / Liquidity Citibank NA N/A N/A 165000000.00 164958933.31 0.0103 N 164971950.00 164971950.00 Govco, LLC Govco, LLC 0.460000% 38362VFB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-11 2012-06-11 N N Y Credit / Liquidity Citibank NA N/A N/A 20000000.00 19989522.22 0.0013 N 19994400.00 19994400.00 Govco, LLC Govco, LLC 0.600000% 38362VFE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3997066.67 0.0003 N 3998760.00 3998760.00 Govco, LLC Govco, LLC 0.420000% 38362VFF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-15 2012-06-15 N N Y Credit / Liquidity Citibank NA N/A N/A 3000000.00 2998425.00 0.0002 N 2999040.00 2999040.00 Govco, LLC Govco, LLC 0.630000% 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 75000000.00 74935687.50 0.0047 N 74972250.00 74972250.00 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 50000000.00 49957805.55 0.0031 N 49981500.00 49981500.00 Govco, LLC Govco, LLC 0.630000% 38362VFL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Credit / Liquidity Citibank NA N/A N/A 28000000.00 27975500.00 0.0018 N 27989360.00 27989360.00 Govco, LLC Govco, LLC 0.620000% 38362VFM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Credit / Liquidity Citibank NA N/A N/A 27000000.00 26976285.00 0.0017 N 26989470.00 26989470.00 Govco, LLC Govco, LLC 0.520000% 38362VFU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-28 2012-06-28 N N Y Credit / Liquidity Citibank NA N/A N/A 12000000.00 11989946.66 0.0008 N 11994360.00 11994360.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.205000% 4662J0HM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 46000000.00 45970662.23 0.0029 N 45967340.00 45967340.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.359800% 48125LBA9 Other Note N First Tier Security N/A N/A 2012-05-21 2012-12-21 N N N 500000000.00 500000000.00 0.0313 N 500111000.00 500111000.00 Lehigh Univ Taxable CP Notes Series A 0.190000% 52501PGH6 Other Commercial Paper N First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 5000000.00 4997968.05 0.0003 N 4992850.00 4992850.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.210000% 56274LE26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 2000000.00 1999988.33 0.0001 N 1999980.00 1999980.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LE34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 6000000.00 5999926.67 0.0004 N 5999880.00 5999880.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LEH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 35000000.00 34996422.22 0.0022 N 34996500.00 34996500.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.230000% 56274LEJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 10000000.00 9998913.89 0.0006 N 9999000.00 9999000.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.240000% 56274LEJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 10000000.00 9998866.67 0.0006 N 9999000.00 9999000.00 Market Street Funding Corp Market Street Funding Corp 0.250000% 5705X4E75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity PNC Bank NA N/A N/A 13000000.00 12999458.33 0.0008 N 12999610.00 12999610.00 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 8000000.00 7999611.11 0.0005 N 7999760.00 7999760.00 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 9000000.00 8999437.50 0.0006 N 8999640.00 8999640.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4EB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N Y Credit / Liquidity PNC Bank NA N/A N/A 7000000.00 6999552.78 0.0004 N 6999720.00 6999720.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4EG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4999562.50 0.0003 N 4999700.00 4999700.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 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 49033000.00 49026993.46 0.0031 N 49029077.36 49029077.36 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 13000000.00 12998483.33 0.0008 N 12998960.00 12998960.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4FE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N Y Credit / Liquidity PNC Bank NA N/A N/A 28000000.00 27993155.57 0.0018 N 27994680.00 27994680.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4FR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-25 2012-06-25 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5000000.00 4998395.83 0.0003 N 4998850.00 4998850.00 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 2000000.00 1999346.67 0.0001 N 1999520.00 1999520.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4GC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-12 2012-07-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 9000000.00 8996040.00 0.0006 N 8997120.00 8997120.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4GT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 20000000.00 19988883.34 0.0013 N 19991800.00 19991800.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000% 06399U000_0.2100_M120501_2MN4 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2041-04-15 0.791700 Government Agency Debt 33544225.00 24205753.09 GNMA 2038-10-20 2.500000 Government Agency Debt 77877079.00 78794247.48 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 100000000.00 100000000.00 0.0063 N 100000000.00 100000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P4T8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 59000000.00 59000000.00 0.0037 N 59000000.00 59000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.180000% 60681P4Z4 Certificate of Deposit N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 17000000.00 17000000.00 0.0011 N 16999830.00 16999830.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.175000% 60681P5A8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60681P5G5 Certificate of Deposit N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 47000000.00 47000000.00 0.0029 N 47000000.00 47000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GUR7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-11 2012-05-11 N N N 78000000.00 78000000.00 0.0049 N 77999220.00 77999220.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GWS3 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 30000000.00 30000000.00 0.0019 N 29999700.00 29999700.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.140000% 60687GWU8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 50000000.00 50000000.00 0.0031 N 49999500.00 49999500.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.210000% 55799C003_0.2100_M120501_2MN4 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2026-06-01 3.500000 Government Agency Debt 26832890.00 26383338.31 Fannie Mae 2027-04-01 3.000000 Government Agency Debt 24252025.00 25317532.88 Fannie Mae 2039-10-01 5.000000 Government Agency Debt 43629878.00 14357574.18 Fannie Mae 2040-01-01 5.000000 Government Agency Debt 23882609.00 24420607.13 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 20781263.00 22313081.38 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 34704098.00 23549167.59 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 20958221.00 22078174.15 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 4954046.00 5253974.83 Fannie Mae 2047-10-01 6.500000 Government Agency Debt 102004219.00 26682684.45 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 127597293.00 130943865.17 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 315000000.00 315000000.00 0.0197 N 315000000.00 315000000.00 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 43000000.00 43000000.00 0.0027 N 43003870.00 43003870.00 National Australia Bank Ltd National Australia Bank Ltd 0.335000% 972CAZ000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 70000000.00 70000000.00 0.0044 N 70000000.00 70000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972CAZ000_M121022 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 972DLK009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 38000000.00 38000000.00 0.0024 N 38000000.00 38000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973HTX003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-02 2012-05-02 N N N 27000000.00 27000000.00 0.0017 N 27000540.00 27000540.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.350000% 63253JJH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N Y National Australia Bank Ltd N/A N/A N 47000000.00 46936484.73 0.0029 N 46954410.00 46954410.00 New Jersey Economic Development Auth Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000% 64577M3F5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-01 2012-05-01 Y General Electric Co N/A N/A Y General Electric Co N/A N/A N 400000.00 400000.00 0.0000 N 400000.00 400000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.270000% 65409RFJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-18 2012-06-18 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5997840.00 0.0004 N 5998020.00 5998020.00 Northern Trust Co Northern Trust Co 0.140000% 665857009 0000073124 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 75000000.00 75000000.00 0.0047 Security is a time deposit. N 75000000.00 75000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983TER3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-25 2012-05-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 9000000.00 8998860.00 0.0006 N 8999370.00 8999370.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983TF50 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 16000000.00 15997044.44 0.0010 N 15998240.00 15998240.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983TFM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-21 2012-06-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15762000.00 15756640.92 0.0010 N 15759162.84 15759162.84 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983TGR1 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 0.0047 N 74975250.00 74975250.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983TGS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-26 2012-07-26 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 31000000.00 30982226.66 0.0019 N 30989460.00 30989460.00 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983TH66 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 8031000.00 8025806.64 0.0005 N 8027626.98 8027626.98 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983THD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-13 2012-08-13 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 80079000.00 80023478.56 0.0050 N 80040562.08 80040562.08 Old Line Funding, LLC Old Line Funding, LLC 0.240000% 67983THL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 4000000.00 3997040.00 0.0003 N 3997800.00 3997800.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.150000% 71838LEA6 Other Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 18000000.00 17999325.00 0.0011 N 17999100.00 17999100.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.180000% 71838LEN8 Other Commercial Paper N First Tier Security N/A N/A 2012-05-22 2012-05-22 N N N 23000000.00 22997585.00 0.0014 N 22996780.00 22996780.00 Philip Morris International, Inc. 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 4000000.00 3999433.34 0.0003 N 3999000.00 3999000.00 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 70000000.00 69979466.66 0.0044 N 69985300.00 69985300.00 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 144000000.00 144000000.00 0.0090 N 144017280.00 144017280.00 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 159000000.00 159000000.00 0.0100 N 159000000.00 159000000.00 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 13275000.00 13266998.13 0.0008 N 13269291.75 13269291.75 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 55000000.00 54989733.34 0.0034 N 54991200.00 54991200.00 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 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.600000% 7562E0G91 Other Commercial Paper N First Tier Security N/A N/A 2012-07-09 2012-07-09 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24971250.00 0.0016 N 24984250.00 24984250.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.500000% 7562E0K54 Other Commercial Paper N First Tier Security N/A N/A 2012-10-05 2012-10-05 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17960750.00 0.0011 N 17968680.00 17968680.00 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 5000000.00 4984375.00 0.0003 N 4984450.00 4984450.00 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 13000000.00 12955930.00 0.0008 N 12959050.00 12959050.00 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 39000000.00 38993175.00 0.0024 N 38992980.00 38992980.00 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 273000000.00 273000000.00 0.0171 Security is a time deposit. N 273000000.00 273000000.00 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 5000000.00 4996576.38 0.0003 N 4996150.00 4996150.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.280000% 82124LGT3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-27 2012-07-27 N N Y Letter of Credit Barclays Bank Plc N/A N/A 96000000.00 95935039.99 0.0060 N 95923200.00 95923200.00 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 46000000.00 45955916.67 0.0029 N 45965960.00 45965960.00 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 16000000.00 16000000.00 0.0010 N 15997280.00 15997280.00 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 120000000.00 120000000.00 0.0075 N 119997600.00 119997600.00 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 64000000.00 63985475.56 0.0040 N 63986560.00 63986560.00 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 14000000.00 13995800.00 0.0009 N 13996920.00 13996920.00 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 9226000.00 9225584.83 0.0006 N 9225815.48 9225815.48 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 74000000.00 73992230.00 0.0046 N 73995560.00 73995560.00 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 13000000.00 12995970.00 0.0008 N 12997010.00 12997010.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257EHY7 Government Agency Debt N First Tier Security N/A N/A 2012-07-10 2012-07-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25000000.00 24991250.00 0.0016 N 24993000.00 24993000.00 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 40000000.00 39984600.00 0.0025 N 39986800.00 39986800.00 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 23000000.00 22999310.00 0.0014 N 22999540.00 22999540.00 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 75000000.00 74997375.00 0.0047 N 74998500.00 74998500.00 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 21000000.00 20998215.00 0.0013 N 20999160.00 20999160.00 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 25296000.00 25293343.92 0.0016 N 25294482.24 25294482.24 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 85000000.00 84990650.00 0.0053 N 84994900.00 84994900.00 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 98564000.00 98549708.22 0.0062 N 98555129.24 98555129.24 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 25096000.00 25086087.08 0.0016 N 25087216.40 25087216.40 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 146000000.00 145994160.00 0.0091 N 145997080.00 145997080.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GT60 Government Agency Debt N First Tier Security N/A N/A 2012-06-08 2012-06-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49990500.00 0.0031 N 49993500.00 49993500.00 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 35000000.00 34998425.00 0.0022 N 34999300.00 34999300.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JM38 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 26346000.00 26343365.40 0.0016 N 26344682.70 26344682.70 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257JN52 Government Agency Debt N First Tier Security N/A N/A 2012-06-01 2012-06-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 41091000.00 41084630.90 0.0026 N 41086890.90 41086890.90 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 10000000.00 9998600.00 0.0006 N 9999100.00 9999100.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257K2J2 Government Agency Debt N First Tier Security N/A N/A 2012-06-07 2012-06-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 75000000.00 74986125.00 0.0047 N 74991000.00 74991000.00 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 42523000.00 42518747.70 0.0027 N 42520873.85 42520873.85 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 55000000.00 55000000.00 0.0034 N 55015400.00 55015400.00 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 19000000.00 19000000.00 0.0012 N 18999620.00 18999620.00 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 38000000.00 38000000.00 0.0024 N 37999620.00 37999620.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.180000% 86562WYP7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 40000000.00 40000000.00 0.0025 N 39999600.00 39999600.00 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 1000000.00 1000000.00 0.0001 N 999990.00 999990.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.265000% 86959B6N0 Certificate of Deposit N First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 57000000.00 57000000.00 0.0036 N 56999430.00 56999430.00 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 1000000.00 1000000.00 0.0001 N 999960.00 999960.00 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 164000000.00 164000000.00 0.0103 N 163991800.00 163991800.00 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 32000000.00 32000000.00 0.0020 N 32000000.00 32000000.00 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 63360000.00 63360000.00 0.0040 N 63360000.00 63360000.00 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 39690000.00 39690000.00 0.0025 N 39690000.00 39690000.00 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 29831000.00 29828099.78 0.0019 N 29829210.14 29829210.14 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 14000000.00 13998230.56 0.0009 N 13998880.00 13998880.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.350000% 88324LEF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 114000000.00 113984483.35 0.0071 N 113989740.00 113989740.00 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 78098000.00 78078475.50 0.0049 N 78079256.48 78079256.48 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TFL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-06-20 2012-06-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 64000000.00 63977777.78 0.0040 N 63977600.00 63977600.00 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 13000000.00 12994785.56 0.0008 N 12992720.00 12992720.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1998520.00 0.0001 N 1998380.00 1998380.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 48000000.00 48000000.00 0.0030 N 48000480.00 48000480.00 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 16000000.00 16001651.10 0.0010 N 16001920.00 16001920.00 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 206000000.00 206000000.00 0.0129 N 206004120.00 206004120.00 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 64000000.00 64000000.00 0.0040 N 64001280.00 64001280.00 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 218000000.00 218000000.00 0.0136 N 218000000.00 218000000.00 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 111000000.00 111000000.00 0.0069 N 111003330.00 111003330.00 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 55000000.00 55000000.00 0.0034 N 55000000.00 55000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.570000% 89233GEG7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-16 2012-05-16 N N Y Support Agreement Toyota Motor Corp N/A N/A 14000000.00 13996675.00 0.0009 N 13999300.00 13999300.00 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 19000000.00 18993033.33 0.0012 N 18998290.00 18998290.00 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 12000000.00 11995400.00 0.0008 N 11998920.00 11998920.00 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 47000000.00 46924800.00 0.0029 N 46954880.00 46954880.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.400000% 89233GL79 Other Commercial Paper N First Tier Security N/A N/A 2012-11-07 2012-11-07 N N Y Support Agreement Toyota Motor Corp N/A N/A 9000000.00 8981000.00 0.0006 N 8983287.90 8983287.90 UBS Securities LLC UBS Securities LLC 0.210000% 99EPPA003_0.2100_M120501_2MN4 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-02-01 5.000000 Government Agency Debt 31397770.00 26732029.34 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 70965739.00 75267971.00 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 100000000.00 100000000.00 0.0063 N 100000000.00 100000000.00 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 2000000.00 2000000.00 0.0001 N 2000560.00 2000560.00 Union Bank, NA Union Bank, NA 0.440000% 90527MYW0 Certificate of Deposit N First Tier Security N/A N/A 2012-05-18 2012-05-18 N N N 14000000.00 14000000.00 0.0009 N 14001400.00 14001400.00 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 11000000.00 10999572.22 0.0007 N 10999230.00 10999230.00 Univ of California CP Series B 0.170000% 91411SE97 Other Commercial Paper N First Tier Security N/A N/A 2012-05-09 2012-05-09 N N N 2000000.00 1999924.44 0.0001 N 1999880.00 1999880.00 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 25000000.00 24999062.50 0.0016 N 24998250.00 24998250.00 Univ of California CP Series B 0.170000% 91411SFE5 Other Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 17000000.00 16996467.78 0.0011 N 16995410.00 16995410.00 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 35000000.00 35000000.00 0.0022 N 35000350.00 35000350.00 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 63000000.00 62970250.00 0.0039 N 62952750.00 62952750.00 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 48000000.00 47999240.00 0.0030 N 47999040.00 47999040.00 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 1000000.00 999872.22 0.0001 N 999860.00 999860.00 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 247000000.00 247000000.00 0.0155 N 247000000.00 247000000.00 Westpac Banking Corp Westpac Banking Corp 0.220000% 96121TLD8 Certificate of Deposit N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N N 89000000.00 89000000.00 0.0056 N 89001780.00 89001780.00 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 39000000.00 38973192.92 0.0024 N 38962560.00 38962560.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 430892.56 430892.56 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 418372.51 418372.51 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 348546.13 348546.13 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 512239.74 512239.74 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 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 614733.64 614733.64 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1536165.85 1536165.85 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 553395.41 553395.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 194738.63 194738.63 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 307482.22 307482.22 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 110703.48 110703.48 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 92227.07 92227.07 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 53393000.00 53385169.03 0.0033 N 53387660.70 53387660.70 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 2000000.00 1999633.33 0.0001 N 1999740.00 1999740.00 Windmill Funding Corp Windmill Funding Corp 0.310000% 97342GEV5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 51000000.00 50987703.34 0.0032 N 50990310.00 50990310.00