0001145549-14-002837.txt : 20140325 0001145549-14-002837.hdr.sgml : 20140325 20140325114353 ACCESSION NUMBER: 0001145549-14-002837 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: 14715023 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 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2012-04-30 0000857156 S000004505 2 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 42 19294420561.87 2704253.43 188957106.82 19108167708.48 0.0024 1.0000 2012-04-30 1.0000 2012-04-30 C000012379 1.00 5352501758.24 1.00 -112897690.75 1456889082.92 1569786773.67 0.0001 1.0000 2012-04-30 1.0000 2012-04-30 C000012380 1.00 13755665950.24 1.00 126095702.55 5356132950.80 5230037248.25 0.0001 1.0000 2012-04-30 1.0000 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 20000000.00 19996188.89 0.0010 N 19998000.00 19998000.00 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 33000000.00 32999651.67 0.0017 N 32999670.00 32999670.00 Alpine Securitization Corp Alpine Securitization Corp 0.190000% 02086LE44 Asset Backed Commercial Paper N First Tier Security 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2042-04-01 2.367000 Government Agency Debt 52249860.00 54007950.23 Fannie Mae 2042-05-25 3.500000 Government Agency Debt 5672000.00 6014500.57 Freddie Mac 2042-01-15 2.000000 Government Agency Debt 11000000.00 11223697.22 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 1730000.00 1792727.11 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 1538000.00 1644568.70 Freddie Mac 2042-04-15 3.500000 Government Agency Debt 9205732.00 9798612.85 Freddie Mac 2042-04-15 3.500000 Government Agency Debt 400000.00 430016.18 Freddie Mac 2042-04-15 4.000000 Government Agency Debt 2511000.00 2699581.68 GNMA 2038-04-20 2.750000 Government Agency Debt 485806.00 462780.57 GNMA 2039-07-20 5.000000 Government Agency Debt 7770000.00 4201687.52 GNMA 2039-07-20 5.500000 Government Agency Debt 3000000.00 2097371.98 GNMA 2039-12-20 5.000000 Government Agency Debt 30000000.00 9029860.45 GNMA 2042-04-16 3.500000 Government Agency Debt 14670000.00 15167891.65 GNMA 2042-04-20 3.500000 Government Agency 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Y 2000000.00 2000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120514_2M47 0000769993 Other Repurchase Agreement N AARONS INC COM PAR 2012-04-30 N/A Other Instrument common stock or ETF 0.00 125159.40 ABM INDS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 305.11 ACCURIDE CORP NEW COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 380329.04 ACE LTD SHS 2012-04-30 N/A Other Instrument common stock or ETF 0.00 611032.72 ACTUANT CORP CL A NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 97974.63 AETNA INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 453434.88 AG MTG INVT TR INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 17702.10 AIR LEASE CORP CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 242073.68 ALLEGHANY CORP DEL COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 16043.45 ALLETE INC COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 26432.00 ALLIANCE ONE INTL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 76696.65 ALLIANT ENERGY CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 560514.53 ALLIANT TECHSYSTEMS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 508131.04 ALLIED NEVADA GOLD CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 299414.88 ALLIED WRLD ASSUR COM HLDG ASHS 2012-04-30 N/A Other Instrument common stock or ETF 0.00 582481.68 AMEREN CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 358656.48 AMERICAN FINL GROUP INC OHIOCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 177003.20 AMERICAN STS WTR CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 78575.70 AMERICAN WTR WKS CO INC NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 379861.30 ANTARES PHARMA INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 43893.54 ANWORTH MORTGAGE ASSET CP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 246881.07 APARTMENT INVT & MGMT CO CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 72380.88 AQUA AMERICA INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 13513.44 ARBITRON INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 40838.80 ASPEN INSURANCE HOLDINGS LTDSHS 2012-04-30 N/A Other Instrument common stock or ETF 0.00 408430.84 ASSURED GUARANTY LTD COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 679754.88 AVNET INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 661789.05 AZZ INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 18756.27 BABCOCK & WILCOX CO NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 322329.42 BAKER MICHAEL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 213632.37 BALL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 540507.86 BANCORPSOUTH INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 107458.96 BANK HAWAII CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 42391.65 BEAZER HOMES USA INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 630556.35 BECTON DICKINSON & CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 694478.79 BELDEN INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 55249.92 BIGLARI HLDGS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 102161.67 BIO RAD LABS INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 45893.21 BOSTON BEER INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 28688.52 BRANDYWINE RLTY TR SH BEN I 2012-04-30 N/A Other Instrument common stock or ETF 0.00 30442.65 BRINKS CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 143019.90 BUILD A BEAR WORKSHOP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 73175.64 BUNGE LIMITED COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 260709.00 CABOT CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 133533.82 CAI INTERNATIONAL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 237488.56 CALGON CARBON CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 168042.03 CALIX INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 123776.80 CAMDEN PPTY TR SH BEN I 2012-04-30 N/A Other Instrument common stock or ETF 0.00 160702.76 CAMPBELL SOUP CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 237085.40 CARLISLE COS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 14516.82 CARMAX INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 52316.88 CBIZ INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 157441.06 CBL & ASSOC PPTYS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 106544.97 CENVEO INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 28157.30 CHATHAM LODGING TR COM 2012-04-30 N/A Other Instrument common stock 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101153.43 COLONY FINL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 64067.08 COMMERCIAL METALS CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 341865.68 COMMUNITY BK SYS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 917.76 COMPUTER SCIENCES CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 179651.84 CONSOLIDATED GRAPHICS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 295298.85 CONTINENTAL RESOURCES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 173792.33 CONVERGYS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 424905.28 CON-WAY INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 676506.00 COPA HOLDINGS SA CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 262887.90 CORELOGIC INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 5071.04 CORN PRODS INTL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 675354.10 COVENTRY HEALTH CARE INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 55617.92 CREXUS INVT CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 289741.84 D R HORTON INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 688450.49 DARLING INTL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 54447.58 DCT INDUSTRIAL TRUST INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 30190.30 DELEK US HLDGS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 382709.48 DELUXE CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 204260.36 DORAL FINL CORP COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 15813.63 DOUGLAS EMMETT INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 48607.02 DRIL-QUIP INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 235947.45 DUFF & PHELPS CORP NEW CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 20454.40 DYNEX CAP INC COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 35824.26 EMAGIN CORP COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 220647.63 EMPLOYERS HOLDINGS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 27831.24 ENERGY PARTNERS LTD COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 209238.66 ENTERCOM COMMUNICATIONS CORPCL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 11749.04 ENTRAVISION COMMUNICATIONS CCL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 3621.86 ENVESTNET INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 307049.40 ESSEX PPTY TR INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 186202.02 EVOLUTION PETROLEUM CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 372.96 EXELIS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 110585.30 FACTSET RESH SYS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 632367.45 FBL FINL GROUP INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 119667.36 FEDERAL REALTY INVT TR SH BEN I 2012-04-30 N/A Other Instrument common stock or ETF 0.00 138137.10 FIDELITY NATIONAL FINANCIAL CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 119985.36 FIRST INDUSTRIAL REALTY TRUSCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 23439.60 FLEETCOR TECHNOLOGIES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 42725.28 FMC TECHNOLOGIES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 518520.30 FOREST CITY ENTERPRISES INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 33111.84 FORTEGRA FINL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 163395.90 FRESH DEL MONTE PRODUCE INC ORD 2012-04-30 N/A Other Instrument common stock or ETF 0.00 537821.64 FURNITURE BRANDS INTL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 12523.50 GALLAGHER ARTHUR J & CO COM 2012-04-30 N/A Other 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stock or ETF 0.00 895.59 HAWAIIAN ELEC INDUSTRIES COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 79201.92 HEALTHCARE RLTY TR COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 10657.35 HEINZ H J CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 76284.60 HERSHA HOSPITALITY TR SH BEN I 2012-04-30 N/A Other Instrument common stock or ETF 0.00 196030.08 HHGREGG INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 345663.50 HOME PROPERTIES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 36603.58 HORMEL FOODS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 87669.42 HUBBELL INC CL B 2012-04-30 N/A Other Instrument common stock or ETF 0.00 391813.20 INTERCONTINENTALEXCHANGE INCCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 84378.12 INTERMEC INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 174024.80 INTL PAPER CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 390324.35 INVACARE CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 64351.04 ISHARES INC MSCI MEX 2012-04-30 N/A Other Instrument common stock or ETF 0.00 14049.03 ITT CORP NEW COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 190225.92 JACOBS ENGR GROUP INC DEL COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 69263.80 JAGUAR MNG INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 65880.44 JANUS CAP GROUP INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 239277.50 JARDEN CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 401198.60 JONES LANG LASALLE INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 52243.75 KADANT INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 98607.60 KAPSTONE PAPER & PACKAGING CCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 159593.54 KEMET CORP COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 10745.28 KEMPER CORP DEL COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 35006.34 KIMCO RLTY CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 552732.75 KOPPERS HOLDINGS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 368283.74 KOSMOS ENERGY LTD SHS 2012-04-30 N/A Other Instrument common stock or ETF 0.00 165148.02 KRISPY KREME DOUGHNUTS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 44186.16 LABORATORY CORP AMER HLDGS COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 331762.08 LANDAUER INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 385799.75 LEUCADIA NATL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 11691.94 LOUISIANA PAC CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 92293.41 M & T BK CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 20184.78 MACK CALI RLTY CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 237291.10 MARINEMAX INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 1087.80 MARKEL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 2211.25 MARRIOTT INTL INC NEW CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 212038.92 MCGRAW HILL COS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 69400.20 MEDICIS PHARMACEUTICAL CORP CL A NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 542860.80 MERITAGE HOMES CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 52809.00 METHODE ELECTRS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 118343.19 MFA FINANCIAL INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 405689.75 MGM RESORTS INTERNATIONAL COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 85739.16 MID-AMER APT CMNTYS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 646438.35 MOLSON COORS BREWING CO CL B 2012-04-30 N/A Other Instrument common stock or ETF 0.00 38502.72 MONTPELIER RE HOLDINGS LTD SHS 2012-04-30 N/A Other Instrument common stock or ETF 0.00 148170.60 MOODYS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 143458.07 MOOG INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 472227.12 MUELLER INDS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 35277.32 MURPHY OIL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 2849967.45 NATURAL GAS SERVICES GROUP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 138726.00 NAVIGANT CONSULTING INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 530841.40 NAVISTAR INTL CORP NEW COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 294980.60 NEUSTAR INC CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 28836.16 NEXTERA ENERGY INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 21556.36 NORANDA ALUM HLDG CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 19113.60 NORTHEAST UTILS COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 35457.66 NRG ENERGY INC 2012-04-30 N/A Other Instrument common stock or ETF 0.00 208523.57 OFFICEMAX INC DEL COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 260325.85 OGE ENERGY CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 78265.44 OLD REP INTL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 204109.37 OMEGA PROTEIN CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 16698.00 ORIENT-EXPRESS HOTELS LTD CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 17391.33 ORMAT TECHNOLOGIES INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 225649.62 OXFORD INDS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 49.24 PALL CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 63974.19 PARAMOUNT GOLD & SILVER CORPCOM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 50014.30 PARKER DRILLING CO COM 2012-04-30 N/A Other 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SCOTTS MIRACLE GRO CO CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 14639.13 SEACOR HOLDINGS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 622190.52 SEMGROUP CORP CL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 98876.61 SENSIENT TECHNOLOGIES CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 200332.08 SKILLED HEALTHCARE GROUP INCCL A 2012-04-30 N/A Other Instrument common stock or ETF 0.00 362566.48 SMITHFIELD FOODS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 11458.80 SMUCKER J M CO COM NEW 2012-04-30 N/A Other Instrument common stock or ETF 0.00 168581.88 SOLARWINDS INC COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 323637.00 SOUTHERN COPPER CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 25805.70 SOUTHWEST AIRLS CO COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 149894.25 SOUTHWEST GAS CORP COM 2012-04-30 N/A Other Instrument common stock or ETF 0.00 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Indiana Health & Educational Facility Financing Auth Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.240000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12545000.00 12545000.00 0.0007 N 12545000.00 12545000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.180000% 4662J0FE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-06-14 2012-06-14 N N N 104000000.00 103977120.00 0.0054 N 103978160.00 103978160.00 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 38000000.00 37975764.44 0.0020 N 37973020.00 37973020.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.359800% 48125LAA0 Other Note N First Tier Security N/A N/A 2012-05-21 2013-05-21 N N N 47000000.00 47000000.00 0.0025 N 47037130.00 47037130.00 JPMorgan Chase Bank, NA 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10995160.00 0.0006 N 10996480.00 10996480.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000% 06399U000_0.2100_M120501_2M47 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2039-03-15 2.750000 Government Agency Debt 127178735.00 105029558.46 Freddie Mac 2041-04-15 0.791700 Government Agency Debt 107444912.00 77533018.28 Freddie Mac 2041-06-15 0.792000 Government Agency Debt 152101363.00 119155039.99 GNMA 2041-09-20 0.640000 Government Agency Debt 116023755.00 110282383.94 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 400000000.00 400000000.00 0.0209 N 400000000.00 400000000.00 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 32000000.00 32000000.00 0.0017 N 32000000.00 32000000.00 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 41000000.00 41000000.00 0.0021 N 40999590.00 40999590.00 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 114000000.00 114000000.00 0.0060 N 114000000.00 114000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.170000% 60687GTU2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 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 83000000.00 83000000.00 0.0043 N 82999170.00 82999170.00 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 55000000.00 55000000.00 0.0029 N 54999450.00 54999450.00 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 48000000.00 48000000.00 0.0025 N 47999520.00 47999520.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. 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1114356.41 Fannie Mae 2038-11-01 6.000000 Government Agency Debt 14500000.00 5660154.87 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 12187401.00 6803333.35 Fannie Mae 2039-04-01 5.000000 Government Agency Debt 3935000.00 2536855.95 Fannie Mae 2039-10-01 5.000000 Government Agency Debt 2521804.00 836242.38 Fannie Mae 2039-12-01 5.500000 Government Agency Debt 7000000.00 5538620.88 Fannie Mae 2040-02-01 5.000000 Government Agency Debt 234146.00 175157.35 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 4397462.00 3250885.27 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 662860.00 572658.80 Fannie Mae 2040-11-01 5.000000 Government Agency Debt 5659687.00 5593230.66 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 5979728.00 5871302.50 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 5115411.00 5179739.83 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 5000000.00 5050604.43 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 386208.00 403813.24 Fannie 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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 1500000.00 1499737.50 0.0001 N 1499730.00 1499730.00 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 275000000.00 275000000.00 0.0144 Security is a time deposit. N 275000000.00 275000000.00 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 60000000.00 59997000.00 0.0031 N 59998800.00 59998800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LG55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-05 2012-07-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 31000000.00 30983208.34 0.0016 N 30983880.00 30983880.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124LGB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-07-11 2012-07-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49970416.66 0.0026 N 49970500.00 49970500.00 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 13000000.00 12987541.66 0.0007 N 12990380.00 12990380.00 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 62000000.00 62000000.00 0.0032 N 61989460.00 61989460.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E2EA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-10 2012-05-10 N N Y Letter of Credit HSBC Bank Plc N/A N/A 33000000.00 32998350.00 0.0017 N 32998350.00 32998350.00 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 148000000.00 148000000.00 0.0077 N 147997040.00 147997040.00 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 96000000.00 95973626.67 0.0050 N 95979840.00 95979840.00 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 1000000.00 999700.00 0.0001 N 999780.00 999780.00 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 16000000.00 15995040.00 0.0008 N 15996320.00 15996320.00 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 75268000.00 75248095.80 0.0039 N 75252946.40 75252946.40 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 30000000.00 29989650.00 0.0016 N 29991600.00 29991600.00 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 28000000.00 27990200.00 0.0015 N 27992160.00 27992160.00 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 15000000.00 14999550.00 0.0008 N 14999700.00 14999700.00 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 25000000.00 24997375.00 0.0013 N 24998500.00 24998500.00 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 100000000.00 99989000.00 0.0052 N 99994000.00 99994000.00 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 82000000.00 81967610.00 0.0043 N 81971300.00 81971300.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257GR70 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 35000000.00 34997725.00 0.0018 N 34998950.00 34998950.00 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 41000000.00 40992210.00 0.0021 N 40994670.00 40994670.00 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 13000000.00 12996425.00 0.0007 N 12997400.00 12997400.00 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 36120000.00 36110277.70 0.0019 N 36112414.80 36112414.80 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 0.0018 N 34999300.00 34999300.00 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 14000000.00 13996920.00 0.0007 N 13997900.00 13997900.00 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 20000000.00 19993700.00 0.0010 N 19995200.00 19995200.00 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 15000000.00 14997900.00 0.0008 N 14998650.00 14998650.00 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 97000000.00 96982055.00 0.0051 N 96988360.00 96988360.00 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 75000000.00 74989500.00 0.0039 N 74993250.00 74993250.00 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YCN2 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 20024000.00 20021096.52 0.0010 N 20022197.84 20022197.84 Straight A Funding, LLC Straight A Funding, LLC 0.180000% 86257YCU6 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 45000000.00 44991675.00 0.0024 N 44994600.00 44994600.00 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 25085000.00 25076721.95 0.0013 N 25078477.90 25078477.90 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 68000000.00 68000000.00 0.0036 N 68019040.00 68019040.00 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 28000000.00 28000000.00 0.0015 N 27999440.00 27999440.00 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 0.0001 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 18000000.00 18000000.00 0.0009 N 18000000.00 18000000.00 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 78000000.00 78000000.00 0.0041 N 77999220.00 77999220.00 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 16000000.00 16000000.00 0.0008 N 15999840.00 15999840.00 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 3000000.00 3000000.00 0.0002 N 2999970.00 2999970.00 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 178000000.00 178000000.00 0.0093 N 177992880.00 177992880.00 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 83000000.00 83000000.00 0.0043 N 82995850.00 82995850.00 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 2885000.00 2885000.00 0.0002 N 2885000.00 2885000.00 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 38000000.00 38000000.00 0.0020 N 38000000.00 38000000.00 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 74245000.00 74245000.00 0.0039 N 74245000.00 74245000.00 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 26790000.00 26790000.00 0.0014 N 26790000.00 26790000.00 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 6900000.00 6900000.00 0.0004 N 6900000.00 6900000.00 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 1070000.00 1070000.00 0.0001 N 1070000.00 1070000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.260000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-05-07 2012-05-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12930000.00 12930000.00 0.0007 N 12930000.00 12930000.00 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 26000000.00 25997977.78 0.0014 N 25998700.00 25998700.00 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 30000000.00 29997375.00 0.0016 N 29998500.00 29998500.00 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 80000000.00 79989888.88 0.0042 N 79993600.00 79993600.00 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 19000000.00 18997413.89 0.0010 N 18998290.00 18998290.00 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 40386000.00 40380110.37 0.0021 N 40382365.26 40382365.26 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 9000000.00 8998750.00 0.0005 N 8998920.00 8998920.00 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 8700000.00 8699033.33 0.0005 N 8698956.00 8698956.00 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 10000000.00 9998205.55 0.0005 N 9997800.00 9997800.00 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 11073000.00 11069155.21 0.0006 N 11069124.45 11069124.45 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 10018000.00 10014986.25 0.0005 N 10013792.44 10013792.44 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 11000000.00 10995587.77 0.0006 N 10993840.00 10993840.00 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 20000000.00 19988800.00 0.0010 N 19987800.00 19987800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TGS6 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 50000000.00 49971333.34 0.0026 N 49968500.00 49968500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602THD8 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 85000000.00 84941066.66 0.0044 N 84935400.00 84935400.00 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 100000000.00 100000000.00 0.0052 N 100001000.00 100001000.00 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 10000000.00 10001031.94 0.0005 N 10001200.00 10001200.00 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 202000000.00 202000000.00 0.0106 N 202004040.00 202004040.00 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 56000000.00 56000000.00 0.0029 N 56001120.00 56001120.00 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 286000000.00 286000000.00 0.0150 N 286005720.00 286005720.00 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 20000000.00 20000000.00 0.0010 N 20000000.00 20000000.00 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 5000000.00 5000000.00 0.0003 N 5000150.00 5000150.00 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 43000000.00 43000000.00 0.0023 N 43000000.00 43000000.00 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 137000000.00 137000000.00 0.0072 N 137002740.00 137002740.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.550000% 89233GEE2 Other Commercial Paper N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 80000000.00 79984111.11 0.0042 N 79996000.00 79996000.00 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 43000000.00 42984233.33 0.0022 N 42996130.00 42996130.00 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 190000000.00 189598888.90 0.0099 N 189647189.00 189647189.00 UBS Securities LLC UBS Securities LLC 0.210000% 99EPPA003_0.2100_M120501_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2038-04-01 5.000000 Government Agency Debt 236330239.00 91639374.46 Fannie Mae 2042-01-01 3.500000 Government Agency Debt 24934597.00 25660625.86 First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 115000000.00 115000000.00 0.0060 N 115000000.00 115000000.00 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 37000000.00 37000000.00 0.0019 N 37010360.00 37010360.00 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 14000000.00 14000000.00 0.0007 N 14001820.00 14001820.00 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 24000000.00 24000000.00 0.0013 N 24002880.00 24002880.00 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 2000000.00 2000000.00 0.0001 N 1999220.00 1999220.00 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 20500000.00 20499202.78 0.0011 N 20498565.00 20498565.00 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 18000000.00 17999320.00 0.0009 N 17998920.00 17998920.00 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 19000000.00 18998743.89 0.0010 N 18998100.00 18998100.00 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 9500000.00 9498184.45 0.0005 N 9497435.00 9497435.00 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 77650000.00 77613331.94 0.0041 N 77591762.50 77591762.50 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 20000000.00 20000000.00 0.0010 N 19999600.00 19999600.00 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 4000000.00 3999936.67 0.0002 N 3999920.00 3999920.00 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 70000000.00 69995197.22 0.0037 N 69994400.00 69994400.00 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 7000000.00 6999105.55 0.0004 N 6999020.00 6999020.00 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 25000000.00 24996305.56 0.0013 N 24995750.00 24995750.00 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 0.0052 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 158000000.00 158000000.00 0.0083 N 158000000.00 158000000.00 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 20000000.00 19972400.00 0.0010 N 19984000.00 19984000.00 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 48000000.00 47978226.67 0.0025 N 47973120.00 47973120.00 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 147661.54 147661.54 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 123016.83 123016.83 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 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 409831.95 409831.95 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 1082233.85 1082233.85 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 901609.02 901609.02 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 529017.61 529017.61 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 440724.57 440724.57 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 123002.19 123002.19 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 102473.12 102473.12 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 40000000.00 39994133.33 0.0021 N 39996000.00 39996000.00 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 34000000.00 33993766.67 0.0018 N 33995580.00 33995580.00 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 2000000.00 1999517.78 0.0001 N 1999620.00 1999620.00