0001145549-14-002923.txt : 20140328 0001145549-14-002923.hdr.sgml : 20140328 20140328130414 ACCESSION NUMBER: 0001145549-14-002923 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111130 FILED AS OF DATE: 20140328 DATE AS OF CHANGE: 20140328 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: 14724572 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 2011-11-30 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 33 48 20160064812.38 4173703.57 75945860.83 20088292655.12 0.0024 1.0000 2011-11-30 1.0000 2011-11-30 C000012379 1.00 5834181609.04 1.00 -20933869.86 1440217126.04 1461150995.90 0.0001 1.0000 2011-11-30 1.0000 2011-11-30 C000012380 1.00 14254111046.08 1.00 196209530.76 4436312000.38 4240102469.62 0.0001 1.0000 2011-11-30 1.0000 2011-11-30 Alpine Securitization Corp Alpine Securitization Corp 0.230000% 02086LA30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 4000000.00 3999156.67 0.0002 N 3999240.00 3999240.00 Alpine Securitization Corp Alpine Securitization Corp 0.210000% 02086MZ72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 130000000.00 129995450.00 0.0065 N 129996100.00 129996100.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 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N 54961500.00 54961500.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.270000% 04014BZ53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 50000000.00 49998500.00 0.0025 N 49999000.00 49999000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UZ28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Cash Rabobank Nederland N/A N/A 9000000.00 8999932.50 0.0004 N 9000000.00 9000000.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.250000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 60000000.00 59997916.67 0.0030 N 59999400.00 59999400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZ69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Cash Rabobank Nederland N/A N/A 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N N N 27000000.00 27000000.00 0.0013 N 27005670.00 27005670.00 Bank of Nova Scotia Bank of Nova Scotia 0.310000% 06417ENK5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 21000000.00 21000000.00 0.0010 N 21001260.00 21001260.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 33000000.00 33000000.00 0.0016 N 33000000.00 33000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.500000% 06417EPL1 Certificate of Deposit N First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 123000000.00 123000000.00 0.0061 N 123017220.00 123017220.00 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 5000000.00 5000000.00 0.0002 N 5000750.00 5000750.00 Bank of Nova Scotia Bank of Nova Scotia 0.070000% 049999006 0001041839 Other Instrument Security is a time deposit. 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Government Agency Debt 34813847.00 20672631.71 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 50842766.00 20506277.09 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 55777422.00 20627214.80 Fannie Mae 2039-10-01 5.000000 Government Agency Debt 27098300.00 20525367.08 Fannie Mae 2040-05-01 3.479000 Government Agency Debt 40028268.00 20726031.62 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 20274424.00 20178591.68 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 21967719.00 20068158.53 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 20927757.00 20242244.24 Fannie Mae 2041-08-01 3.017000 Government Agency Debt 9796574.00 9866401.95 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 12460613.00 13177189.19 Fannie Mae 2041-11-01 2.577000 Government Agency Debt 11682377.00 12094985.90 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 250000000.00 250000000.00 0.0124 N 250000000.00 250000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 991JCA005_0.2800_M111201_2M47 0001074042 Other Repurchase Agreement N AMERICAN WTR WKS CO INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249986.52 BARD C R INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249932.17 BAXTER INTL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249980.06 COMPLETE PRODUCTION SERVICESCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249986.87 CONSOL ENERGY INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249991.58 COVENTRY HEALTH CARE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 139475.70 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249965.72 ENTRAVISION COMMUNICATIONS CCL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 154956.12 FIRST REP BK SAN FRAN CALI NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1249995.36 HEWLETT PACKARD CO COM 2011-11-30 N/A Other Instrument common stock or 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N 25000000.00 25000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111216_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-07-25 0.797000 Government Agency Debt 10635091.00 7586636.39 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 2390175.00 801498.82 Fannie Mae 2038-04-01 5.000000 Government Agency Debt 15149412.00 7241780.80 Fannie Mae 2038-05-01 4.814000 Government Agency Debt 19315659.00 7221602.75 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 7294262.00 7227181.60 Fannie Mae 2038-08-25 4.000000 Government Agency Debt 30693925.00 32644377.28 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 58878.00 23692.84 Fannie Mae 2038-10-01 7.000000 Government Agency Debt 19825025.00 7189946.86 Fannie Mae 2039-06-25 4.500000 Government Agency Debt 27509685.00 25182426.92 Fannie Mae 2039-09-01 4.231000 Government Agency Debt 43279.00 27598.62 Fannie Mae 2040-04-01 5.000000 Government Agency Debt 3042250.00 2556613.36 Fannie Mae 2040-06-25 0.757000 Government Agency Debt 9797823.00 6142970.32 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 7915626.00 7240484.60 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 110222.00 105811.78 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 5861273.00 5762612.56 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 337059.00 337461.99 Freddie Mac 2025-08-01 4.000000 Government Agency Debt 3120145.00 2313653.68 First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 115000000.00 115000000.00 0.0057 Y 115000000.00 115000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M120105_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 9000000.00 8190804.93 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1042217.00 1063998.93 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 142425.00 40368.31 Fannie Mae 2038-04-01 5.500000 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Mae 2025-11-01 4.000000 Government Agency Debt 27778883.00 25155269.27 Fannie Mae 2025-11-01 4.000000 Government Agency Debt 24939362.00 22999119.68 Fannie Mae 2031-05-01 4.500000 Government Agency Debt 21002249.00 20867658.85 Fannie Mae 2031-07-25 0.857000 Government Agency Debt 3474723.00 90770.71 Fannie Mae 2036-11-01 5.500000 Government Agency Debt 19047563.00 5975210.00 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 27635663.00 6023526.44 Fannie Mae 2037-11-01 5.880000 Government Agency Debt 10098200.00 6000940.48 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 130014916.00 24939043.03 Fannie Mae 2038-01-01 5.000000 Government Agency Debt 38928871.00 18067942.19 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 18951094.00 5371414.40 Fannie Mae 2038-03-01 6.500000 Government Agency Debt 6904211.00 2530679.96 Fannie Mae 2038-05-01 5.500000 Government Agency Debt 22062652.00 9429704.65 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 6905000.00 5995581.22 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 215255.00 124367.23 Fannie Mae 2039-08-01 5.000000 Government Agency Debt 28697457.00 24246986.46 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 31191508.00 16725480.36 Fannie Mae 2040-05-01 6.500000 Government Agency Debt 28387728.00 21600043.99 Fannie Mae 2040-09-01 3.420000 Government Agency Debt 27121332.00 19244408.51 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 6101310.00 6028397.72 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 4037634.00 3912250.47 Fannie Mae 2040-11-01 3.253000 Government Agency Debt 18979288.00 17587086.07 Fannie Mae 2040-11-01 4.000000 Government Agency Debt 6010332.00 6002077.99 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 5876313.00 5775678.56 Fannie Mae 2041-04-01 3.306000 Government Agency Debt 25212185.00 23837711.07 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 139859.00 135705.80 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 30246800.00 31050575.30 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 5917773.00 6018270.08 Freddie Mac 2023-07-01 5.000000 Government Agency Debt 12600000.00 4206076.46 Freddie Mac 2024-05-01 4.500000 Government Agency Debt 8440320.00 4344062.09 Freddie Mac 2026-01-01 3.500000 Government Agency Debt 2578894.00 2367543.93 Freddie Mac 2031-08-01 3.500000 Government Agency Debt 18951284.00 19040994.81 Freddie Mac 2036-11-01 6.500000 Government Agency Debt 13620028.00 4009694.16 Freddie Mac 2037-11-01 5.500000 Government Agency Debt 12804320.00 4285628.68 Freddie Mac 2039-01-01 5.500000 Government Agency Debt 11621361.00 4192624.31 Freddie Mac 2040-11-01 5.000000 Government Agency Debt 19115663.00 19717713.58 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 23847824.00 24888791.82 Freddie Mac 2041-07-01 5.500000 Government Agency Debt 4106045.00 4511007.34 GNMA 2041-01-20 3.500000 Government Agency Debt 10018622.00 10063626.76 First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 488000000.00 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Mae Fannie Mae 0.030000% 313588TK1 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 50000000.00 49996541.67 0.0025 N 49998850.00 49998850.00 Fannie Mae Fannie Mae 0.030000% 313588TL9 Government Agency Debt N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 18000000.00 17998740.00 0.0009 N 17999586.00 17999586.00 Fannie Mae Fannie Mae 0.020000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 75000000.00 74996250.00 0.0037 N 74998125.00 74998125.00 Fannie Mae Fannie Mae 0.035000% 313588TS4 Government Agency Debt N First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 2250000.00 2249803.13 0.0001 N 2249943.75 2249943.75 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384PZ6 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 175000000.00 174999927.09 0.0087 N 175000000.00 175000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.015000% 313384QE2 Government Agency 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313384RJ0 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 1250000.00 1249958.68 0.0001 N 1249988.75 1249988.75 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 121000000.00 120996370.00 0.0060 N 120998790.00 120998790.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384RL5 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 1000000.00 999955.00 0.0000 N 999990.00 999990.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384RY7 Government Agency Debt N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 16100000.00 16098926.67 0.0008 N 16099790.70 16099790.70 Federal Home Loan Bank Federal Home Loan Bank 0.020000% 313384SH3 Government Agency Debt N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N N 24500000.00 24499224.16 0.0012 N 24499608.00 24499608.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 30000000.00 29998133.34 0.0015 N 29999460.00 29999460.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 205000000.00 204988212.50 0.0102 N 204996105.00 204996105.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384SV2 Government Agency Debt N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 31000000.00 30997920.42 0.0015 N 30999411.00 30999411.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384SX8 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 62000000.00 61996331.66 0.0031 N 61998760.00 61998760.00 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313384TC3 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 9850000.00 9849272.19 0.0005 N 9849793.15 9849793.15 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384TU3 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 5000000.00 4999488.89 0.0002 N 4999870.00 4999870.00 Freddie Mac Freddie Mac 0.015000% 313396QC0 Government Agency Debt N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 12470000.00 12469979.22 0.0006 N 12469987.53 12469987.53 Freddie Mac Freddie Mac 0.035000% 313396QG1 Government Agency Debt N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 2000000.00 1999984.44 0.0001 N 1999996.00 1999996.00 Freddie Mac Freddie Mac 0.035000% 313396QS5 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 45000000.00 44999212.50 0.0022 N 44999775.00 44999775.00 Freddie Mac Freddie Mac 0.030000% 313396RH8 Government Agency Debt N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 3000000.00 2999917.50 0.0001 N 2999973.00 2999973.00 Freddie Mac Freddie Mac 0.030000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 102000000.00 101996685.00 0.0051 N 101998878.00 101998878.00 Freddie Mac Freddie Mac 0.035000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 18000000.00 17999317.48 0.0009 N 17999802.00 17999802.00 Freddie Mac Freddie Mac 0.010000% 313396RP0 Government Agency Debt N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 10000000.00 9999891.67 0.0005 N 9999890.00 9999890.00 Freddie Mac Freddie Mac 0.010000% 313396RQ8 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 5000000.00 4999944.45 0.0002 N 4999945.00 4999945.00 Freddie Mac Freddie Mac 0.020000% 313396RX3 Government Agency Debt N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 17391000.00 17390545.90 0.0009 N 17390773.92 17390773.92 Freddie Mac Freddie Mac 0.030000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 85000000.00 84995254.16 0.0042 N 84998385.00 84998385.00 Freddie Mac Freddie Mac 0.035000% 313396ST1 Government Agency Debt N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 50000000.00 49996743.05 0.0025 N 49999050.00 49999050.00 Freddie Mac Freddie Mac 0.025000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 60000000.00 59996916.67 0.0030 N 59998740.00 59998740.00 Freddie Mac Freddie Mac 0.030000% 313396TA1 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 25000000.00 24998458.34 0.0012 N 24999475.00 24999475.00 Freddie Mac Freddie Mac 0.030000% 313396TC7 Government Agency Debt N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 25900000.00 25898359.67 0.0013 N 25899456.10 25899456.10 Freddie Mac Freddie Mac 0.291100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-11-09 N N N 100000000.00 100000000.00 0.0050 N 100102600.00 100102600.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HA49 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 105000000.00 104975208.32 0.0052 N 104992650.00 104992650.00 General Electric Capital Corp General Electric Capital Corp 0.260000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 111000000.00 110967131.66 0.0055 N 110990010.00 110990010.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959HAJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N N 223000000.00 222934586.65 0.0111 N 222975470.00 222975470.00 General Electric Capital Corp General Electric Capital Corp 0.270000% 36959HCS4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 41000000.00 40964330.00 0.0020 N 40965150.00 40965150.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 7000000.00 6999416.67 0.0003 N 6999790.00 6999790.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JZK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 3000000.00 2999625.00 0.0001 N 2999880.00 2999880.00 General Electric Co General Electric Co 0.140000% 36960MZ55 Other Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 66000000.00 65998973.33 0.0033 N 65999340.00 65999340.00 General Electric Co General Electric Co 0.140000% 36960MZ71 Other Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 98000000.00 97997713.33 0.0049 N 97999020.00 97999020.00 General Electric Co General Electric Co 0.140000% 36960MZC0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 5000000.00 4999786.11 0.0002 N 4999900.00 4999900.00 General Electric Co General Electric Co 0.150000% 36960MZT3 Other Commercial Paper N First Tier Security N/A N/A 2011-12-27 2011-12-27 N N N 237000000.00 236974324.99 0.0118 N 236988150.00 236988150.00 GFRE Holdings LLC GFRE Holdings LLC 0.260000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.150000% 992JYE002_0.1500_M111202_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-05-01 4.500000 Government Agency Debt 691811.00 617904.91 Fannie Mae 2035-07-01 5.500000 Government Agency Debt 2913112.00 1294848.19 Fannie Mae 2037-07-01 5.500000 Government Agency Debt 1463699.00 801242.05 Fannie Mae 2040-11-01 2.547000 Government Agency Debt 1139000.00 1104437.10 Fannie Mae 2040-11-01 2.774000 Government Agency Debt 1200919.00 1117189.03 Fannie Mae 2040-12-01 3.038000 Government Agency Debt 1790000.00 1146559.96 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 1270000.00 1267819.03 First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 7000000.00 7000000.00 0.0003 N 7000000.00 7000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2M47 0000769993 Other Repurchase Agreement N ABERCROMBIE & FITCH CO CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949971.72 ALPHA NATURAL RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949991.40 AMERICAN ASSETS TR INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949979.94 AVON PRODS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949984.26 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949952.25 BUCKLE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949978.10 BUNGE LIMITED COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949971.00 CIGNA CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949967.16 CIT GROUP INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949972.87 COLFAX CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949996.92 FAIRCHILD SEMICONDUCTOR INTLCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949996.08 FEDERATED INVS INC PA CL B 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949990.95 HELMERICH & PAYNE INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949957.52 HORNBECK OFFSHORE SVCS INC NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 724.96 MACYS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949983.45 MARKEL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949732.20 MEAD JOHNSON NUTRITION CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949949.44 RALCORP HLDGS INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949940.16 SOUTHERN UN CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949987.20 SOUTHWEST AIRLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949998.14 SPX CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949984.96 UNITED STATES STL CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 949995.45 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 19000000.00 19000000.00 0.0009 Repurchase agreement collateralized by common stock and ETFs. Y 19017670.00 19017670.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2M47 0000769993 Other Repurchase Agreement N ALLEGHANY CORP DEL COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599919.75 ASPEN INSURANCE HOLDINGS LTDSHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599976.96 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599946.93 BUNGE LIMITED COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599978.50 CALPINE CORP COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 600000.00 CONSOLIDATED EDISON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599989.50 DEERE & CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599970.24 EXCO RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599990.72 FOOT LOCKER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599983.56 GOODYEAR TIRE & RUBR CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599994.78 GRACE W R & CO DEL NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599998.90 HORNBECK OFFSHORE SVCS INC NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599983.20 INVESTMENT TECHNOLOGY GRP NECOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599990.46 ISTAR FINL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599998.10 JAGUAR MNG INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599998.35 JOHNSON & JOHNSON COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599988.46 MACYS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599996.08 SOUTHWEST AIRLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599999.66 TEXAS INSTRS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599979.36 V F CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599873.87 VULCAN MATLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 599982.22 WESTERN DIGITAL CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 467.67 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 12000000.00 12000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 12000000.00 12000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.750000% 992JYE002_0.7500_M120215_2M47 0000769993 Other Repurchase Agreement N ALLIANT ENERGY CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749966.92 DTE ENERGY CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749992.76 GENWORTH FINL INC COM CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749998.24 HARLEY DAVIDSON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749978.36 HECKMANN CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1594650.72 HYPERDYNAMICS CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749999.68 INTREPID POTASH INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749982.60 LIN TV CORP CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 489637.20 MERCK & CO INC NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 204707.76 MIDWAY GOLD CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 89088.30 MOTOROLA SOLUTIONS INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 31675.00 NRG ENERGY INC COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 962305.21 ORBITAL SCIENCES CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749987.99 PFIZER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 128195.20 PLAINS EXPL& PRODTN CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749970.53 REGAL ENTMT GROUP CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749991.77 SANDRIDGE ENERGY INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749998.96 SCOTTS MIRACLE GRO CO CL A 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749999.08 SIX FLAGS ENTMT CORP NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749982.08 SMITH A O COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749980.84 ST JOE CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749994.84 TEEKAY CORPORATION COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749984.60 TOTAL SYS SVCS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749988.80 VERIZON COMMUNICATIONS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749998.25 WALGREEN CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749968.66 WELLS FARGO & CO NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 1749989.92 First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 35000000.00 35000000.00 0.0017 Repurchase agreement collateralized by common stock and ETFs. Y 35000000.00 35000000.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.370000% 38142UZF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 11000000.00 10998417.22 0.0005 N 10999120.00 10999120.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 0.360000% 38142UZL9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 60000000.00 59988600.00 0.0030 N 59992800.00 59992800.00 Govco, LLC Govco, LLC 0.320000% 38362VA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Citibank NA N/A N/A 53000000.00 52984453.33 0.0026 N 52989400.00 52989400.00 Govco, LLC Govco, LLC 0.320000% 38362VA45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999697.78 0.0000 N 999790.00 999790.00 Govco, LLC Govco, LLC 0.320000% 38362VA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23991680.00 0.0012 N 23993520.00 23993520.00 Govco, LLC Govco, LLC 0.330000% 38362VAA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Citibank NA N/A N/A 64000000.00 63976533.34 0.0032 N 63982080.00 63982080.00 Govco, LLC Govco, LLC 0.330000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 52000000.00 51977596.66 0.0026 N 51980760.00 51980760.00 Govco, LLC Govco, LLC 0.320000% 38362VAH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Credit / Liquidity Citibank NA N/A N/A 47000000.00 46980364.44 0.0023 N 46982610.00 46982610.00 Govco, LLC Govco, LLC 0.320000% 38362VAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N Y Credit / Liquidity Citibank NA N/A N/A 13000000.00 12994337.78 0.0006 N 12994800.00 12994800.00 Govco, LLC Govco, LLC 0.320000% 38362VAQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Citibank NA N/A N/A 66000000.00 65968320.00 0.0033 N 65968320.00 65968320.00 Govco, LLC Govco, LLC 0.340000% 38362VAW3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-30 2012-01-30 N N Y Credit / Liquidity Citibank NA N/A N/A 124000000.00 123929733.34 0.0062 N 123928080.00 123928080.00 Govco, LLC Govco, LLC 0.350000% 38362VB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5996266.67 0.0003 N 5996100.00 5996100.00 Govco, LLC Govco, LLC 0.370000% 38362VBG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Credit / Liquidity Citibank NA N/A N/A 27000000.00 26978632.50 0.0013 N 26976240.00 26976240.00 Govco, LLC Govco, LLC 0.400000% 38362VBN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity Citibank NA N/A N/A 5000000.00 4995388.89 0.0002 N 4995000.00 4995000.00 Govco, LLC Govco, LLC 0.420000% 38362VBU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23975080.00 0.0012 N 23973120.00 23973120.00 Govco, LLC Govco, LLC 0.520000% 38362VE74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N Y Credit / Liquidity Citibank NA N/A N/A 20000000.00 19954355.55 0.0010 N 19947200.00 19947200.00 Govco, LLC Govco, LLC 0.300000% 38362WZN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N Y Credit / Liquidity Citibank NA N/A N/A 8000000.00 7998600.00 0.0004 N 7999120.00 7999120.00 Grampian Funding, LLC Grampian Funding, LLC 0.430000% 38501BB24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 44000000.00 43966890.00 0.0022 N 43981520.00 43981520.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 16000000.00 15999280.00 0.0008 N 15999840.00 15999840.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZ83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 60000000.00 59996850.00 0.0030 N 59999400.00 59999400.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 73000000.00 72991787.50 0.0036 N 72998540.00 72998540.00 Grampian Funding, LLC Grampian Funding, LLC 0.270000% 38501CZL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 5000000.00 4999287.50 0.0002 N 4999850.00 4999850.00 HSBC USA, Inc HSBC USA, Inc 0.250000% 40427RAQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 7000000.00 6997375.00 0.0003 N 6996430.00 6996430.00 HSBC USA, Inc HSBC USA, Inc 0.195000% 40427SZ10 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 93000000.00 93000000.00 0.0046 N 93000000.00 93000000.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.280000% 75914UAM2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y JPMorgan Chase Bank NA N/A N/A N 7000000.00 7000000.00 0.0003 N 7000000.00 7000000.00 Illinois Regional Transportation Auth GO CP Sub Working Cash Notes 0.270000% 75914UAN0 Other Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N Y JPMorgan Chase Bank NA N/A N/A N 7500000.00 7500000.00 0.0004 N 7500000.00 7500000.00 Indiana Health & Educational Facility Financing Auth Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.160000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12545000.00 12545000.00 0.0006 N 12545000.00 12545000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.277900% 46636JAC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-13 2012-03-13 N N N 114000000.00 114000000.00 0.0057 N 113992020.00 113992020.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.294800% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-12-21 2012-12-21 N N N 47000000.00 47000000.00 0.0023 N 46995065.00 46995065.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.434700% 48125LEB4 Other Note N First Tier Security N/A N/A 2012-01-18 2012-12-18 N N N 90000000.00 90000000.00 0.0045 N 90015840.00 90015840.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.200000% 4820P2AC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 49000000.00 48988566.67 0.0024 N 48985300.00 48985300.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2AD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9997372.22 0.0005 N 9996900.00 9996900.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9995719.44 0.0005 N 9993000.00 9993000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2B79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 16000000.00 15993351.11 0.0008 N 15988640.00 15988640.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2BG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 30000000.00 29985883.34 0.0015 N 29973600.00 29973600.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.220000% 4820P2BM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14992483.33 0.0007 N 14985300.00 14985300.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.170000% 4820P3Z55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 47000000.00 46999112.22 0.0023 N 46999060.00 46999060.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.140000% 4820P3Z63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 35000000.00 34999319.44 0.0017 N 34998950.00 34998950.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.200000% 53943RA33 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 64000000.00 63988266.68 0.0032 N 63984640.00 63984640.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.185000% 53943SZF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 26000000.00 25998129.45 0.0013 N 25997920.00 25997920.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.190000% 53943SZN0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 1000000.00 999889.17 0.0000 N 999870.00 999870.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3998977.78 0.0002 N 3999440.00 3999440.00 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10031000.00 10028372.44 0.0005 N 10029495.35 10029495.35 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 30023000.00 30013792.95 0.0015 N 30017595.86 30017595.86 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-26 2012-01-26 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10035000.00 10031409.70 0.0005 N 10032892.65 10032892.65 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4AT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10000000.00 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Credit / Liquidity Federal Financing Bank N/A N/A 7000000.00 6997376.95 0.0003 N 6997690.00 6997690.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF51 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 62558000.00 62534558.13 0.0031 N 62537355.86 62537355.86 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF66 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 37150000.00 37150000.00 0.0018 N 37150000.00 37150000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KF82 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 58034000.00 58033693.71 0.0029 N 58033419.66 58033419.66 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KG24 Government Agency Debt N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 69000000.00 68999635.83 0.0034 N 68999310.00 68999310.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M2X7 Government Agency Debt N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15016000.00 15015603.74 0.0007 N 15015849.84 15015849.84 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M2Y5 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20493000.00 20492351.05 0.0010 N 20492590.14 20492590.14 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M4H0 Government Agency Debt N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 80000000.00 79983111.11 0.0040 N 79989600.00 79989600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.170000% 86562EA65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 1000000.00 1000000.00 0.0000 N 999990.00 999990.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.160000% 86562EZR2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 85000000.00 85000000.00 0.0042 N 85000000.00 85000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.170000% 86562WSK5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 199000000.00 199000000.00 0.0099 N 198998010.00 198998010.00 Swedbank AB Swedbank AB 0.200000% 87019QCE6 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 79000000.00 79000000.00 0.0039 N 79000000.00 79000000.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.220000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas TRAN Series 2011A 0.110000% 46633V5R6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 38000000.00 38000000.00 0.0019 N 38000000.00 38000000.00 Texas TRAN Series 2011A 0.110000% 46633V5T2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 75000000.00 75000000.00 0.0037 N 75000000.00 75000000.00 Texas TRAN Series 2011A 0.110000% 46633V6E4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-01 2011-12-01 Y JP Morgan Chase & Co N/A N/A N N 27000000.00 27000000.00 0.0013 N 27000000.00 27000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.250000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 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 0.160000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12930000.00 12930000.00 0.0006 N 12930000.00 12930000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 71545000.00 71539316.15 0.0036 N 71540707.30 71540707.30 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 33000000.00 32996663.33 0.0016 N 32997690.00 32997690.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 58000000.00 57993716.67 0.0029 N 57995360.00 57995360.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 11000000.00 10998570.00 0.0005 N 10999010.00 10999010.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.260000% 88324MZL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 25000000.00 24996569.45 0.0012 N 24997500.00 24997500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TA94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30815000.00 30807321.93 0.0015 N 30806679.95 30806679.95 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 41202000.00 41188838.25 0.0021 N 41185107.18 41185107.18 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TAP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 31000000.00 30988590.28 0.0015 N 30985740.00 30985740.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TAQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 17000000.00 16994135.00 0.0008 N 16991840.00 16991840.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 18030000.00 18022858.12 0.0009 N 18019001.70 18019001.70 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23437000.00 23427566.60 0.0012 N 23422234.69 23422234.69 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 47487000.00 47466672.93 0.0024 N 47453759.10 47453759.10 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 0.0050 N 100047000.00 100047000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.130000% 89112XDT9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 49000000.00 49000000.00 0.0024 N 49000980.00 49000980.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.130000% 89112XDW2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 27000000.00 27000000.00 0.0013 N 27000540.00 27000540.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XFD2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 73000000.00 73000000.00 0.0036 N 73018250.00 73018250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XGB5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 36000000.00 36000000.00 0.0018 N 35997480.00 35997480.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112Y5N9 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 50000000.00 50000000.00 0.0025 N 50007500.00 50007500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y6A6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 186000000.00 186000000.00 0.0093 N 186007440.00 186007440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112Y7B3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-19 2012-01-19 N N N 188000000.00 188000000.00 0.0094 N 188035720.00 188035720.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC12 Other Commercial Paper N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 180000000.00 179872599.99 0.0090 N 179895600.00 179895600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.280000% 89233GC20 Other Commercial Paper N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N N 20000000.00 19985688.89 0.0010 N 19988200.00 19988200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.500000% 89233GDW3 Other Commercial Paper N First Tier Security N/A N/A 2012-04-30 2012-04-30 N N N 74000000.00 73844805.56 0.0037 N 73883820.00 73883820.00 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 N 80000000.00 79798333.33 0.0040 N 79853600.00 79853600.00 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 N 43000000.00 42875300.00 0.0021 N 42914000.00 42914000.00 UBS AG UBS AG 0.160000% 90267A6N1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 35000000.00 35000000.00 0.0017 N 34999300.00 34999300.00 UBS AG UBS AG 0.260000% 90267AR65 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 30000000.00 30000000.00 0.0015 N 30000900.00 30000900.00 UBS AG UBS AG 0.280000% 90267AT22 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 5000000.00 5000000.00 0.0002 N 5000150.00 5000150.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M111207_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-11-01 3.500000 Government Agency Debt 11810617.00 12065155.02 Freddie Mac 2040-01-01 5.500000 Government Agency Debt 17622220.00 13434844.99 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y UBS Securities LLC N/A N/A N N 25000000.00 25000000.00 0.0012 N 25000250.00 25000250.00 UBS Securities LLC UBS Securities LLC 0.140000% 99EPPA003_0.1400_M111201_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2031-11-01 3.500000 Government Agency Debt 45000000.00 46768025.00 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 2204032.00 1817182.62 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 43303203.00 46483122.82 Freddie Mac 2030-12-01 4.000000 Government Agency Debt 39674027.00 36453822.51 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 50000000.00 46977847.74 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 175000000.00 175000000.00 0.0087 N 175000000.00 175000000.00 Union Bank, NA Union Bank, NA 0.250000% 90526NZ16 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 23000000.00 23000000.00 0.0011 N 22999770.00 22999770.00 Union Bank, NA Union Bank, NA 0.260000% 90527MTN6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 15000000.00 15000000.00 0.0007 N 15000300.00 15000300.00 Union Bank, NA Union Bank, NA 0.360000% 90527MWF9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 40000000.00 40000000.00 0.0020 N 39986800.00 39986800.00 United States Treasury Department United States Treasury Department 1.125000% 912828KB5 Treasury Debt N First Tier Security N/A N/A 2012-01-15 2012-01-15 N N N 6000000.00 6008062.50 0.0003 N 6008910.00 6008910.00 Univ of California Commerical Paper Notes Series B 0.170000% 91411SAC4 Other Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 20500000.00 20495934.17 0.0010 N 20495900.00 20495900.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZD0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 34000000.00 33997846.67 0.0017 N 33997960.00 33997960.00 Univ of California General Revenue Bonds Series 2011 Y-2 0.319000% 91412GFA8 Other Municipal Debt N First Tier Security N/A N/A 2011-12-01 2012-07-01 N N N 30000000.00 30000000.00 0.0015 N 30001200.00 30001200.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.220000% 92217LAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 24000000.00 23992080.00 0.0012 N 23989680.00 23989680.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.250000% 92217LAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 57000000.00 56978229.17 0.0028 N 56974350.00 56974350.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 30000000.00 29999300.00 0.0015 N 29999400.00 29999400.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.210000% 92217MZ75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 7000000.00 6999755.00 0.0003 N 6999790.00 6999790.00 Victory Receivables Corp Victory Receivables Corp 0.130000% 92646LZ11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 100000000.00 100000000.00 0.0050 N 99999638.00 99999638.00 Westpac Banking Corp Westpac Banking Corp 0.574700% 91621CAT8 Other Note N First Tier Security N/A N/A 2012-01-30 2012-12-27 N N N 100000000.00 100000000.00 0.0050 N 100032000.00 100032000.00 Westpac Banking Corp Westpac Banking Corp 0.327800% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2012-01-10 N N N 20000000.00 20000000.00 0.0010 N 20000400.00 20000400.00 Westpac Banking Corp Westpac Banking Corp 0.335800% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-05-01 N N N 158000000.00 158000000.00 0.0079 N 157955760.00 157955760.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TEX2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 118000000.00 117999999.97 0.0059 N 118001180.00 118001180.00 Westpac Banking Corp Westpac Banking Corp 0.385000% 9612C0BM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-02-21 N N N 180000000.00 179842150.01 0.0090 N 179879400.00 179879400.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.315000% 96122HZ14 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N Y Westpac New Zealand Ltd N/A N/A N 52000000.00 52000000.00 0.0026 N 52000000.00 52000000.00 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 238689.07 238689.07 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 206752.48 206752.48 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 795539.45 795539.45 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 689096.27 689096.27 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 1750178.03 1750178.03 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 1516004.21 1516004.21 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 855266.72 855266.72 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 740832.04 740832.04 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 198890.60 198890.60 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 172279.03 172279.03 Windmill Funding Corp Windmill Funding Corp 0.300000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 92000000.00 91974700.00 0.0046 N 91982520.00 91982520.00 Windmill Funding Corp Windmill Funding Corp 0.270000% 97342JA35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 8000000.00 7998020.00 0.0004 N 7998480.00 7998480.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZ84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3999805.56 0.0002 N 3999880.00 3999880.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 31000000.00 30996125.00 0.0015 N 30997520.00 30997520.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KZL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999704.44 0.0001 N 1999820.00 1999820.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KZM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6999027.78 0.0003 N 6999370.00 6999370.00