0001145549-14-002927.txt : 20140328 0001145549-14-002927.hdr.sgml : 20140328 20140328130418 ACCESSION NUMBER: 0001145549-14-002927 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: 14724574 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2011-11-30 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 32 53 1334746933.63 265720.11 146159.68 1334866494.06 0.0023 1.0000 2011-11-30 1.0000 2011-11-30 C000012387 1.00 1334866494.06 1.00 -15241318.92 66223097.92 81464416.84 0.0001 1.0000 2011-11-30 1.0000 2011-11-30 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 6000000.00 5999790.00 0.0045 N 5999820.00 5999820.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZ13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZ96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999944.44 0.0007 N 999960.00 999960.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KZL9 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 3000000.00 2999604.17 0.0022 N 2999700.00 2999700.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-03 2012-01-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999715.83 0.0007 N 999800.00 999800.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.310000% 04014AA52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 8000000.00 7997588.89 0.0060 N 7998208.00 7998208.00 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 2000000.00 1999985.00 0.0015 N 2000000.00 2000000.00 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 4000000.00 3999861.11 0.0030 N 3999960.00 3999960.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.260000% 04915UZL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999862.78 0.0007 N 999960.00 999960.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.600000% 971JFK004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 4000000.00 4000000.00 0.0030 N 4000000.00 4000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.490000% 973HUY009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 4000000.00 4000000.00 0.0030 N 4000640.00 4000640.00 Bank of America, NA Bank of America, NA 0.310000% 06052WFE8 Other Note N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 2000000.00 2000000.00 0.0015 N 1999800.00 1999800.00 Bank of America, NA Bank of America, NA 0.250000% 0605C05A6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 19000000.00 19000000.00 0.0142 N 18999810.00 18999810.00 Bank of America, NA Bank of America, NA 0.250000% 0605C05C2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 13000000.00 13000000.00 0.0097 N 12999870.00 12999870.00 Bank of Montreal Bank of Montreal 0.250000% 06366WMW1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 2000000.00 2000000.00 0.0015 N 2000220.00 2000220.00 Bank of Montreal Bank of Montreal 0.120000% 06366WTB0 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 6000000.00 6000000.00 0.0045 N 6000000.00 6000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417D5H4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 4000000.00 4000000.00 0.0030 N 4000320.00 4000320.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417D6X8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N N 4000000.00 4000000.00 0.0030 N 4000400.00 4000400.00 Bank of Nova Scotia Bank of Nova Scotia 0.295000% 06417EFA6 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 2000000.00 2000000.00 0.0015 N 2000060.00 2000060.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417EKP7 Certificate of Deposit N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N N 3000000.00 3000000.00 0.0022 N 3000570.00 3000570.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELE1 Certificate of Deposit N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N N 2000000.00 2000000.00 0.0015 N 2000420.00 2000420.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417ELM3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N N 8000000.00 8000000.00 0.0060 N 8001680.00 8001680.00 Bank of Nova Scotia Bank of Nova Scotia 0.470000% 06417ENQ2 Certificate of Deposit N First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.070000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 10000000.00 10000000.00 0.0075 Security is a time deposit. N 10000000.00 10000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.160000% 06538D4V8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000% 06538D5D7 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 9000000.00 9000000.00 0.0067 N 8999910.00 8999910.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06740MV59 Certificate of Deposit N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N N 7000000.00 7000000.00 0.0052 N 6999930.00 6999930.00 Barclays Capital, Inc Barclays Capital, Inc 0.150000% 07699U005_0.1500_M111207_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-04-25 5.500000 Government Agency Debt 7172.00 8685.33 Fannie Mae 2037-07-01 5.000000 Government Agency Debt 17363846.00 14488670.16 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 7154.00 7704.30 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 7899.00 8163.43 Freddie Mac 2024-03-15 2.000000 Government Agency Debt 36480.00 25196.97 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 15891.00 14776.68 Freddie Mac 2039-07-01 5.500000 Government Agency Debt 17468.00 11792.09 GNMA 2039-06-20 2.600000 Government Agency Debt 13673.00 13333.25 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC N/A N/A N N 14000000.00 14000000.00 0.0105 N 13999860.00 13999860.00 Barclays Capital, Inc Barclays Capital, Inc 0.170000% 07699U005_0.1700_M111207_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2031-06-01 4.000000 Government Agency Debt 3854377.00 3807045.66 Fannie Mae 2035-04-25 5.500000 Government Agency Debt 3305.00 4002.37 Fannie Mae 2037-07-01 5.000000 Government Agency Debt 12800713.00 10681119.18 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 12818.00 13803.98 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 10976.00 11343.44 Freddie Mac 2024-03-15 2.000000 Government Agency Debt 30459.00 21038.23 Freddie Mac 2034-02-15 2.000000 Government Agency Debt 12085.00 11237.57 Freddie Mac 2039-07-01 5.500000 Government Agency Debt 11598.00 7829.44 GNMA 2039-06-20 2.600000 Government Agency Debt 19621.00 19133.45 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC N/A N/A N N 14000000.00 14000000.00 0.0105 N 13999580.00 13999580.00 Barclays Capital, Inc Barclays Capital, Inc 0.180000% 07699U005_0.1800_M111207_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-18 7.000000 Government Agency Debt 6125.00 611.60 Fannie Mae 2037-03-25 4.000000 Government Agency Debt 19057.00 18958.16 Fannie Mae 2040-01-25 1.539000 Government Agency Debt 2257071.00 2178.97 Fannie Mae 2042-10-25 6.500000 Government Agency Debt 8829.00 1442.23 Fannie Mae 2044-07-25 7.000000 Government Agency Debt 10754.00 3336.54 Freddie Mac 2022-09-15 1.400000 Government Agency Debt 29577.00 2316.98 Freddie Mac 2023-08-01 4.500000 Government Agency Debt 1000.00 366.67 Freddie Mac 2025-12-01 4.000000 Government Agency Debt 3512521.00 3440140.47 Freddie Mac 2033-04-01 5.000000 Government Agency Debt 23901849.00 4857941.61 Freddie Mac 2033-10-15 2.000000 Government Agency Debt 3532.00 3246.52 GNMA 2032-02-16 5.500000 Government Agency Debt 17896.00 5430.70 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC N/A N/A N N 8000000.00 8000000.00 0.0060 N 7999760.00 7999760.00 Barclays Capital, Inc Barclays Capital, Inc 0.190000% 07699U005_0.1900_M111207_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-03-01 4.500000 Government Agency Debt 1016512.00 784454.96 Fannie Mae 2027-06-18 7.000000 Government Agency Debt 10419.00 1040.38 Fannie Mae 2027-09-17 0.781000 Government Agency Debt 8000000.00 77705.11 Fannie Mae 2031-06-01 4.000000 Government Agency Debt 20936366.00 20679269.64 Fannie Mae 2039-01-01 7.000000 Government Agency Debt 41121.00 44284.10 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 28104.00 29044.82 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 202366.00 24312.14 Freddie Mac 2020-12-25 4.186000 Government Agency Debt 71679.00 78891.85 Freddie Mac 2022-09-15 1.400000 Government Agency Debt 8672.00 679.34 Freddie Mac 2024-03-15 2.000000 Government Agency Debt 19214.00 13271.24 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 1000.00 920.62 GNMA 2032-02-16 5.500000 Government Agency Debt 246975.00 74946.70 GNMA 2039-06-20 2.600000 Government Agency Debt 52032.00 50739.10 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y BARCLAYS CAPITAL INC N/A N/A N N 21000000.00 21000000.00 0.0157 N 20999770.00 20999770.00 Barclays US Funding Corp Barclays US Funding Corp 0.180000% 06737JZK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N Y Barclays Bank Plc N/A N/A N 1000000.00 999910.00 0.0007 N 999910.00 999910.00 Barclays US Funding Corp Barclays US Funding Corp 0.200000% 06737JZN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N Y Barclays Bank Plc N/A N/A N 7000000.00 6999183.33 0.0052 N 6999230.00 6999230.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.180000% 0554M2AS6 Other Commercial Paper N First Tier Security N/A N/A 2012-01-26 2012-01-26 N Y BHP Billiton Ltd N/A N/A N 2040000.00 2039428.80 0.0015 N 2038796.40 2038796.40 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.190000% 0554M2BG1 Other Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N Y BHP Billiton Ltd N/A N/A N 5000000.00 4997968.06 0.0037 N 4995050.00 4995050.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.140000% 987WVU007_0.1400_M111201_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2037-09-25 4.500000 Government Agency Debt 16461175.00 7766061.83 Freddie Mac 2041-10-15 4.000000 Government Agency Debt 8524657.00 9033938.95 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 16000000.00 16000000.00 0.0120 N 16000000.00 16000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 987YEA006_0.2200_M111207_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2022-07-25 6.000000 Government Agency Debt 115000000.00 234009.66 Fannie Mae 2034-05-25 5.000000 Government Agency Debt 35939.00 37694.18 Fannie Mae 2035-07-25 4.750000 Government Agency Debt 810000.00 274731.51 Fannie Mae 2037-07-25 0.595000 Government Agency Debt 900000.00 269981.84 Fannie Mae 2039-04-25 4.000000 Government Agency Debt 236000.00 244585.50 Fannie Mae 2040-07-25 5.000000 Government Agency Debt 219076.00 244993.96 Fannie Mae 2041-09-25 4.000000 Government Agency Debt 276000.00 286570.03 Freddie Mac 2022-05-15 0.750000 Government Agency Debt 1874976.00 253444.97 Freddie Mac 2031-10-15 1.193000 Government Agency Debt 1750000.00 378308.69 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 240000.00 257091.55 Freddie Mac 2033-06-15 5.000000 Government Agency Debt 285000.00 321141.36 Freddie Mac 2035-09-15 5.500000 Government Agency Debt 306222.00 351001.93 GNMA 2035-01-20 4.750000 Government Agency Debt 1500000.00 349800.59 GNMA 2038-06-20 4.500000 Government Agency Debt 1000000.00 390058.81 GNMA 2041-06-20 4.000000 Government Agency Debt 288000.00 306585.57 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 4000000.00 4000000.00 0.0030 N 4000080.00 4000080.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.340000% 0556X0AB0 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N Y Bank of New Zealand N/A N/A N 1000000.00 999612.78 0.0007 N 999690.00 999690.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.290000% 10513DDT4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 4000000.00 4000000.00 0.0030 N 3998320.00 3998320.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3998346.67 0.0030 N 3999280.00 3999280.00 CAFCO, LLC CAFCO, LLC 0.310000% 12476EAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999087.22 0.0015 N 1999620.00 1999620.00 CAFCO, LLC CAFCO, LLC 0.370000% 12476EAR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-25 2012-01-25 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999434.72 0.0007 N 999800.00 999800.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EB16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3997244.44 0.0030 N 3999080.00 3999080.00 CAFCO, LLC CAFCO, LLC 0.390000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997920.00 0.0022 N 2999280.00 2999280.00 CAFCO, LLC CAFCO, LLC 0.290000% 12476FZE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999685.83 0.0022 N 2999880.00 2999880.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.095000% 13606X6V5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 12000000.00 12000000.00 0.0090 N 11999760.00 11999760.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.090000% 13606X6X1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 1000000.00 1000000.00 0.0007 N 999980.00 999980.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.307200% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 3000000.00 3000000.00 0.0022 N 3000030.00 3000030.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.307200% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-12-28 2011-12-28 N N N 12000000.00 12000000.00 0.0090 N 11999640.00 11999640.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.295300% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2012-01-03 N N N 5000000.00 5000000.00 0.0037 N 4999850.00 4999850.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.400000% 1373X2A90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2998700.00 0.0022 N 2999190.00 2999190.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Z26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999985.00 0.0015 N 1999980.00 1999980.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Z67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 1999925.00 0.0015 N 1999940.00 1999940.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3Z75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 5000000.00 4999775.00 0.0037 N 4999850.00 4999850.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 1373X3ZE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2999707.50 0.0022 N 2999790.00 2999790.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TA90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999761.67 0.0007 N 999880.00 999880.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999028.34 0.0022 N 2999490.00 2999490.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TAQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-24 2012-01-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999010.00 0.0022 N 2999460.00 2999460.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999591.11 0.0007 N 999760.00 999760.00 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963TB73 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 1000000.00 999565.55 0.0007 N 999720.00 999720.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963UZE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 9018000.00 9017413.83 0.0068 N 9017639.28 9017639.28 Ciesco, LLC Ciesco, LLC 0.330000% 17178BAC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-12 2012-01-12 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999615.00 0.0007 N 999850.00 999850.00 Ciesco, LLC Ciesco, LLC 0.400000% 17178BB12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9993111.11 0.0075 N 9997700.00 9997700.00 Ciesco, LLC Ciesco, LLC 0.290000% 17178CZ14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Citibank, NA Citibank, NA 0.270000% 1730D2L91 Certificate of Deposit N First Tier Security N/A N/A 2011-12-13 2011-12-13 N N N 7000000.00 7000000.00 0.0052 N 7000210.00 7000210.00 Citibank, NA Citibank, NA 0.270000% 1730D2M66 Certificate of Deposit N First Tier Security N/A N/A 2011-12-20 2011-12-20 N N N 2000000.00 2000000.00 0.0015 N 2000080.00 2000080.00 Citibank, NA Citibank, NA 0.520000% 1730D2R20 Certificate of Deposit N First Tier Security N/A N/A 2012-05-29 2012-05-29 N N N 6000000.00 6000000.00 0.0045 N 5996100.00 5996100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20271EGW3 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.491100% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-21 2012-05-18 N N N 5000000.00 5000000.00 0.0037 N 4998875.00 4998875.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272DA42 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 5000000.00 4998677.78 0.0037 N 4998850.00 4998850.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.310000% 20272DAL4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N N 1000000.00 999569.45 0.0007 N 999560.00 999560.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.265000% 20272EZ68 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 4000000.00 3999852.78 0.0030 N 3999880.00 3999880.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.250000% 20272EZF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 4571000.00 4570555.60 0.0034 N 4570634.32 4570634.32 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EZM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-21 2011-12-21 N N N 6000000.00 5999050.00 0.0045 N 5999400.00 5999400.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.330000% 973MQJ006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 2000000.00 2000000.00 0.0015 N 1999900.00 1999900.00 CRC Funding, LLC CRC Funding, LLC 0.270000% 12622UAH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6997532.50 0.0052 N 6996990.00 6996990.00 CRC Funding, LLC CRC Funding, LLC 0.330000% 12622UAH9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-17 2012-01-17 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999569.17 0.0007 N 999570.00 999570.00 CRC Funding, LLC CRC Funding, LLC 0.580000% 12622UEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-17 2012-05-17 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 997293.34 0.0007 N 996910.00 996910.00 CRC Funding, LLC CRC Funding, LLC 0.290000% 12622VZE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999895.28 0.0007 N 999920.00 999920.00 Credit Suisse AG Credit Suisse AG 0.315300% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 8000000.00 8000000.00 0.0060 N 8000000.00 8000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.120000% 22799D001_0.1200_M111201_2MN2 0001230485 Government Agency Repurchase Agreement Y GNMA 2040-08-15 4.500000 Government Agency Debt 4075000.00 3834797.18 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 3757666.00 3757666.00 0.0028 N 3757666.00 3757666.00 Danaher Corp Danaher Corp 0.110000% 23585MZK5 Other Commercial Paper N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 2000000.00 1999890.00 0.0015 N 1999780.00 1999780.00 Danaher Corp Danaher Corp 0.120000% 23585MZN9 Other Commercial Paper N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 2000000.00 1999860.00 0.0015 N 1999740.00 1999740.00 Danske Corp Danske Corp 0.300000% 2363F7Z50 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-05 2011-12-05 N Y Danske Bank A/S N/A N/A N 4000000.00 3999866.67 0.0030 N 3999920.00 3999920.00 Deutsche Bank AG Deutsche Bank AG 0.360000% 25154UFW9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 8000000.00 8000000.00 0.0060 N 8000080.00 8000080.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.140000% 21599B009_0.1400_M111201_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 15374797.00 15696124.22 Fannie Mae 2033-09-01 5.000000 Government Agency Debt 169452209.00 50496186.50 Fannie Mae 2036-07-01 2.773000 Government Agency Debt 70706426.00 32607690.25 First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 95000000.00 95000000.00 0.0712 N 95000000.00 95000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 99ETSZ007_0.1700_M111216_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-02-01 5.500000 Government Agency Debt 2270003.00 643399.63 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 20718.00 8337.04 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 42146551.00 24350885.18 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 117621.00 114128.17 First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 24000000.00 24000000.00 0.0180 Y 24000000.00 24000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M120109_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-07-25 0.857000 Government Agency Debt 3539200.00 92455.05 Fannie Mae 2038-02-01 5.500000 Government Agency Debt 566924.00 160686.44 Fannie Mae 2038-10-01 6.500000 Government Agency Debt 5105.00 2054.28 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 10371075.00 5992064.61 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 28938.00 28078.67 First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 6000000.00 6000000.00 0.0045 Y 5999940.00 5999940.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M120103_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2018-11-01 4.500000 Government Agency Debt 14674716.00 7280000.31 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 7000000.00 7000000.00 0.0052 Y 6999860.00 6999860.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.250000% 25600TK48 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 5000000.00 5000000.00 0.0037 N 5000100.00 5000100.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.220000% 269476AB3 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 1500000.00 1500000.00 0.0011 N 1500000.00 1500000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.220000% 30601VAJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-18 2012-01-18 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 2000000.00 1999413.33 0.0015 N 1999280.00 1999280.00 Fannie Mae Fannie Mae 0.025000% 313588PY5 Government Agency Debt N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 Fannie Mae Fannie Mae 0.030000% 313588QE8 Government Agency Debt N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 3425000.00 3424982.87 0.0026 N 3424993.15 3424993.15 Fannie Mae Fannie Mae 0.035000% 313588SN6 Government Agency Debt N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 10000000.00 9999397.22 0.0075 N 9999830.00 9999830.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313384QP7 Government Agency Debt N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 14000000.00 13999825.00 0.0105 N 13999944.00 13999944.00 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 11000000.00 10999670.00 0.0082 N 10999890.00 10999890.00 Federal Home Loan Bank Federal Home Loan Bank 0.010000% 313384RT8 Government Agency Debt N First Tier Security N/A N/A 2012-01-13 2012-01-13 N N N 9000000.00 8999892.50 0.0067 N 8999892.00 8999892.00 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 2000000.00 1999881.67 0.0015 N 1999960.00 1999960.00 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 5000000.00 4999912.50 0.0037 N 4999975.00 4999975.00 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 11000000.00 10999697.50 0.0082 N 10999901.00 10999901.00 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 19000000.00 18999382.50 0.0142 N 18999791.00 18999791.00 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 1000000.00 999973.89 0.0007 N 999987.00 999987.00 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 6000000.00 5999665.00 0.0045 N 5999886.00 5999886.00 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 1998000.00 1997869.85 0.0015 N 1997962.04 1997962.04 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 25000000.00 25000000.00 0.0187 N 25025650.00 25025650.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HA98 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 10000000.00 9997833.33 0.0075 N 9999100.00 9999100.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HAB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-01-11 2012-01-11 N N N 2000000.00 1999453.33 0.0015 N 1999820.00 1999820.00 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 3000000.00 2999120.00 0.0022 N 2999670.00 2999670.00 General Electric Capital Corp General Electric Capital Corp 0.300000% 36959HBT3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-27 2012-02-27 N N N 1000000.00 999266.67 0.0007 N 999590.00 999590.00 General Electric Capital Corp General Electric Capital Corp 0.190000% 36959JZ22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-02 2011-12-02 N N N 12000000.00 11999936.67 0.0090 N 12000000.00 12000000.00 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 10000000.00 9999844.44 0.0075 N 9999900.00 9999900.00 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 17000000.00 16998158.33 0.0127 N 16999150.00 16999150.00 Goldman Sachs & Co Goldman Sachs & Co 0.650000% 992JYE002_0.6500_M120214_2MN2 0000769993 Other Repurchase Agreement N ALLEGHANY CORP DEL COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499791.30 ASPEN INSURANCE HOLDINGS LTDSHS 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499997.76 BORGWARNER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499945.41 BUNGE LIMITED COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499972.00 CALPINE CORP COM NEW 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499995.00 CONSOLIDATED EDISON INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499991.25 DEERE & CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499937.28 EXCO RESOURCES INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499999.68 FOOT LOCKER INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 411548.58 GOODYEAR TIRE & RUBR CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499999.92 GRACE W R & CO DEL NEW COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499986.02 HORNBECK OFFSHORE SVCS INC NCOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499970.24 INVESTMENT TECHNOLOGY GRP NECOM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499995.36 ISTAR FINL INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499996.64 JAGUAR MNG INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499995.20 JOHNSON & JOHNSON COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499979.92 MACYS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499986.39 MIDWAY GOLD CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 89088.30 SOUTHWEST AIRLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499994.43 TEXAS INSTRS INC COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499997.12 V F CORP COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499872.52 VULCAN MATLS CO COM 2011-11-30 N/A Other Instrument common stock or ETF 0.00 499975.02 First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 10000000.00 10000000.00 0.0075 Repurchase agreement collateralized by common stock and ETFs. Y 10009300.00 10009300.00 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 4000000.00 3999424.44 0.0030 N 3999680.00 3999680.00 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 1000000.00 999706.67 0.0007 N 999800.00 999800.00 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 0.0007 N 999790.00 999790.00 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 1000000.00 999633.33 0.0007 N 999720.00 999720.00 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 3000000.00 2998707.50 0.0022 N 2998890.00 2998890.00 Govco, LLC Govco, LLC 0.400000% 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 1000000.00 999477.78 0.0007 N 999630.00 999630.00 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 1000000.00 999564.44 0.0007 N 999600.00 999600.00 Govco, LLC Govco, LLC 0.320000% 38362VAL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-20 2012-01-20 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999555.55 0.0007 N 999590.00 999590.00 Govco, LLC Govco, LLC 0.340000% 38362VBF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N Y Credit / Liquidity Citibank NA N/A N/A 11000000.00 10992104.44 0.0082 N 10990540.00 10990540.00 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 9000000.00 8990655.00 0.0067 N 8989920.00 8989920.00 Govco, LLC Govco, LLC 0.500000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 2000000.00 1995972.22 0.0015 N 1995440.00 1995440.00 Govco, LLC Govco, LLC 0.510000% 38362VDQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-24 2012-04-24 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 997945.83 0.0007 N 997720.00 997720.00 Govco, LLC Govco, LLC 0.290000% 38362WZG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999879.17 0.0007 N 999920.00 999920.00 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 1000000.00 999825.00 0.0007 N 999890.00 999890.00 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 3000000.00 2997742.50 0.0022 N 2998740.00 2998740.00 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 6000000.00 5999730.00 0.0045 N 5999940.00 5999940.00 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 1000000.00 999887.50 0.0007 N 999980.00 999980.00 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 1000000.00 999857.50 0.0007 N 999970.00 999970.00 HSBC USA, Inc HSBC USA, Inc 0.270000% 40427RC58 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 4000000.00 3997150.00 0.0030 N 3994880.00 3994880.00 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 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 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 38000000.00 38000000.00 0.0285 N 37996010.00 37996010.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2AT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-27 2012-01-27 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2998907.50 0.0022 N 2998410.00 2998410.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P2B20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999597.50 0.0007 N 999370.00 999370.00 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 2000000.00 1999961.11 0.0015 N 1999940.00 1999940.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.140000% 4820P3Z89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6999809.44 0.0052 N 6999720.00 6999720.00 Labcon North America Taxable Demand Bonds Series 2010 0.780000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2270000.00 2270000.00 0.0017 N 2270000.00 2270000.00 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 8000000.00 7999113.33 0.0060 N 7998960.00 7998960.00 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 3019000.00 3018074.17 0.0023 N 3018456.58 3018456.58 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 1022000.00 1021627.82 0.0008 N 1021785.38 1021785.38 Market Street Funding Corp Market Street Funding Corp 0.230000% 5705X4BH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3998006.66 0.0030 N 3998760.00 3998760.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000% 06399V008_0.2300_M111207_2MN2 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-15 4.000000 Government Agency Debt 15443680.00 16480000.69 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 16000000.00 16000000.00 0.0120 N 16000480.00 16000480.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.150000% 60687GFU7 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 6000000.00 6000000.00 0.0045 N 6000000.00 6000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.225000% 63253TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N N 5000000.00 5000000.00 0.0037 N 5000050.00 5000050.00 National Australia Bank Ltd National Australia Bank Ltd 0.510000% 971ANG003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 1000000.00 1000000.00 0.0007 N 999600.00 999600.00 National Australia Bank Ltd National Australia Bank Ltd 0.500000% 973NEE008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N N 11000000.00 11000000.00 0.0082 N 11001870.00 11001870.00 Old Line Funding, LLC Old Line Funding, LLC 0.180000% 67983UZF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 12000000.00 11999160.00 0.0090 N 11999640.00 11999640.00 Rabobank Nederland Rabobank Nederland 0.337200% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-28 2012-03-26 N N N 7000000.00 7000000.00 0.0052 N 7000770.00 7000770.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.270000% 74927MZ82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N Y Royal Bank of Scotland Plc N/A N/A N 2000000.00 1999895.00 0.0015 N 1999920.00 1999920.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.260000% 74927MZL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N Y Royal Bank of Scotland Plc N/A N/A N 1000000.00 999862.78 0.0007 N 999880.00 999880.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.460000% 7562E0BA3 Other Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N Y Reckitt Benckiser Group Plc N/A N/A N 5000000.00 4995463.89 0.0037 N 4995650.00 4995650.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-03-27 N N N 3000000.00 3000000.00 0.0022 N 2999910.00 2999910.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2012-04-09 N N N 3000000.00 3000000.00 0.0022 N 2999610.00 2999610.00 Royal Bank of Canada Royal Bank of Canada 0.050000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 30000000.00 30000000.00 0.0225 Security is a time deposit. N 30000000.00 30000000.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-04-19 2012-04-19 N N N 4000000.00 4000000.00 0.0030 N 4001520.00 4001520.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.230000% 78011H6D2 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 7000000.00 7000000.00 0.0052 N 6999930.00 6999930.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.260000% 78011H6R1 Certificate of Deposit N First Tier Security N/A N/A 2011-12-22 2011-12-22 N N N 1000000.00 1000000.00 0.0007 N 999990.00 999990.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.280000% 78011H6V2 Certificate of Deposit N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Sanofi Sanofi 0.220000% 8010M3ZF0 Other Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 3000000.00 2999743.33 0.0022 N 2999790.00 2999790.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MZ94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-09 2011-12-09 N N Y Letter of Credit Barclays Bank Plc N/A N/A 15000000.00 14999200.00 0.0112 N 14999400.00 14999400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051AWY3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051AXF3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-16 2011-12-16 N N N 1000000.00 1000000.00 0.0007 N 999990.00 999990.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3Z82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-12-08 2011-12-08 N N Y Letter of Credit HSBC Bank Plc N/A N/A 16000000.00 15999222.22 0.0120 N 15999520.00 15999520.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.100000% 8574P04H8 Certificate of Deposit N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N N 12000000.00 12000000.00 0.0090 N 12000000.00 12000000.00 State Street Corp State Street Corp 0.220000% 85747KZF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-12-15 2011-12-15 N N N 3000000.00 2999743.33 0.0022 N 2999760.00 2999760.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBN7 Government Agency Debt N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 14000000.00 13997487.78 0.0105 N 13999440.00 13999440.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EBR8 Government Agency Debt N First Tier Security N/A N/A 2012-01-06 2012-01-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19996200.00 0.0150 N 19998926.00 19998926.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EDG0 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7996875.55 0.0060 N 7998720.00 7998720.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GD42 Government Agency Debt N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2999715.00 0.0022 N 2999820.00 2999820.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GG56 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 2000000.00 1999577.78 0.0015 N 1999740.00 1999740.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ53 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19992611.11 0.0150 N 19993600.00 19993600.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GJ79 Government Agency Debt N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 3000000.00 2998891.67 0.0022 N 2999040.00 2999040.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GK77 Government Agency Debt N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 4000000.00 3998437.76 0.0030 N 3998600.00 3998600.00 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 2000000.00 1999989.44 0.0015 N 1999980.00 1999980.00 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 1000000.00 999788.89 0.0007 N 999870.00 999870.00 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 0.0007 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 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 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 12000000.00 12000000.00 0.0090 N 11999880.00 11999880.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.310000% 86959BZK4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-01 2011-12-01 N N N 19000000.00 19000000.00 0.0142 N 19000000.00 19000000.00 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 3000000.00 3000000.00 0.0022 N 3000000.00 3000000.00 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 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 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 3000000.00 3000000.00 0.0022 N 3000000.00 3000000.00 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 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 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 1910000.00 1910000.00 0.0014 N 1910000.00 1910000.00 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 3000000.00 2999761.67 0.0022 N 2999820.00 2999820.00 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 6000000.00 5999350.00 0.0045 N 5999520.00 5999520.00 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 3000000.00 2999588.34 0.0022 N 2999700.00 2999700.00 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 11000000.00 10995572.50 0.0082 N 10993070.00 10993070.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 15000000.00 15000000.00 0.0112 N 15007050.00 15007050.00 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 4000000.00 4000000.00 0.0030 N 4000080.00 4000080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112XEQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 9000000.00 9000000.00 0.0067 N 9000270.00 9000270.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112XGB5 Certificate of Deposit N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N N 13000000.00 13000000.00 0.0097 N 12999090.00 12999090.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.240000% 89112YX73 Certificate of Deposit N First Tier Security N/A N/A 2012-01-10 2012-01-10 N N N 8000000.00 8000000.00 0.0060 N 8001520.00 8001520.00 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 14000000.00 13990091.11 0.0105 N 13991880.00 13991880.00 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 8000000.00 7979833.34 0.0060 N 7985360.00 7985360.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEQ5 Other Commercial Paper N First Tier Security N/A N/A 2012-05-24 2012-05-24 N N N 4000000.00 3988333.33 0.0030 N 3991920.00 3991920.00 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 1000000.00 1000000.00 0.0007 N 1000030.00 1000030.00 UBS Securities LLC UBS Securities LLC 0.210000% 936991009_0.2100_M111207_2MN2 0001070766 Government Agency Repurchase Agreement Y Freddie Mac 2040-01-01 5.500000 Government Agency Debt 17392880.00 13260000.54 First Tier Security N/A N/A 2011-12-07 2011-12-07 Y UBS Securities LLC N/A N/A N N 13000000.00 13000000.00 0.0097 N 13000130.00 13000130.00 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 1000000.00 1000000.00 0.0007 N 999990.00 999990.00 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 2000000.00 2000000.00 0.0015 N 2000040.00 2000040.00 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 1000000.00 1000000.00 0.0007 N 999670.00 999670.00 Univ of California Commerical Paper Notes Series B 0.230000% 91411SA91 Other Commercial Paper N First Tier Security N/A N/A 2012-01-09 2012-01-09 N N N 1000000.00 999750.83 0.0007 N 999750.00 999750.00 Univ of California Commerical Paper Notes Series B 0.190000% 91411UZC2 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N N N 3000000.00 2999825.83 0.0022 N 2999850.00 2999850.00 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 3000000.00 2998854.16 0.0022 N 2998650.00 2998650.00 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 6000000.00 5999860.00 0.0045 N 5999880.00 5999880.00 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 13000000.00 13000000.00 0.0097 N 12996360.00 12996360.00 Westpac Banking Corp Westpac Banking Corp 0.335300% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2012-07-03 N N N 7000000.00 7000000.00 0.0052 N 6995940.00 6995940.00 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 2000000.00 2000000.00 0.0015 N 2000020.00 2000020.00 Westpac Banking Corp Westpac Banking Corp 0.475000% 9612C0CG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 1000000.00 998601.39 0.0007 N 999050.00 999050.00 Westpac Banking Corp Westpac Banking Corp 0.470000% 9612C0CK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 11000000.00 10984346.37 0.0082 N 10989110.00 10989110.00 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 3000000.00 3000000.00 0.0022 N 3000000.00 3000000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 79575.48 79575.48 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 68928.28 68928.28 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 39781.34 39781.34 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 34458.60 34458.60 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 39778.70 39778.70 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 34456.31 34456.31 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 39778.12 39778.12 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 34455.81 34455.81 Windmill Funding Corp Windmill Funding Corp 0.320000% 97342JA43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-04 2012-01-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999697.78 0.0007 N 999805.60 999805.60 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 6200000.00 6199698.61 0.0046 N 6199814.00 6199814.00 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 3000000.00 2999556.67 0.0022 N 2999730.00 2999730.00