0001145549-14-002955.txt : 20140328 0001145549-14-002955.hdr.sgml : 20140328 20140328144240 ACCESSION NUMBER: 0001145549-14-002955 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110831 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: 14725093 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 2011-08-31 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 40 62 21330858763.48 4309304.91 714486.37 21334453582.02 0.0022 1.0000 2011-08-31 1.0000 2011-08-31 C000012379 1.00 6038330659.12 1.00 588592719.54 2585313200.78 1996720481.24 0.0001 1.0000 2011-08-31 1.0000 2011-08-31 C000012380 1.00 15296122922.90 1.00 1279301466.53 7827167609.65 6547866143.12 0.0001 1.0000 2011-08-31 1.0000 2011-08-31 Amsterdam Funding Corp Amsterdam Funding Corp 0.250000% 03221KWK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 75000000.00 74990625.00 0.0035 N 74991750.00 74991750.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KX56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4998961.11 0.0002 N 4998850.00 4998850.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.270000% 03221KY71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 24000000.00 23987940.00 0.0011 N 23987760.00 23987760.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.440000% 04014AB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 55000000.00 54893788.89 0.0026 N 54891100.00 54891100.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 19000000.00 18999757.22 0.0009 N 18999810.00 18999810.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BWL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 31000000.00 30996400.56 0.0015 N 30996280.00 30996280.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UWV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N Y Cash Rabobank Nederland N/A N/A 120000000.00 119965466.66 0.0056 N 119990400.00 119990400.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Cash Rabobank Nederland N/A N/A 10000000.00 9993850.00 0.0005 N 9996200.00 9996200.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.270000% 04915UYV5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N Y Cash Rabobank Nederland N/A N/A 6000000.00 5995995.00 0.0003 N 5997420.00 5997420.00 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 8993790.00 0.0004 N 8995950.00 8995950.00 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 59960000.00 0.0028 N 59970000.00 59970000.00 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 55000000.00 54961866.66 0.0026 N 54972500.00 54972500.00 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 999205.55 0.0000 N 999350.00 999350.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.225000% 05252V7G4 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 103000000.00 103000000.00 0.0048 N 102970130.00 102970130.00 Bank of America, NA Bank of America, NA 0.260000% 06052WDF7 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 25000000.00 25000000.00 0.0012 N 24994500.00 24994500.00 Bank of America, NA Bank of America, NA 0.250000% 06052WDJ9 Other Note N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 100000000.00 100000000.00 0.0047 N 100009000.00 100009000.00 Bank of America, NA Bank of America, NA 0.240000% 06052WDM2 Other Note N First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 15000000.00 15000000.00 0.0007 N 15001650.00 15001650.00 Bank of America, NA Bank of America, NA 0.280000% 06052WDT7 Other Note N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 140000000.00 140000000.00 0.0066 N 140021000.00 140021000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WDV2 Other Note N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 40000000.00 40000000.00 0.0019 N 39975600.00 39975600.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEF6 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 45000000.00 45000000.00 0.0021 N 45006750.00 45006750.00 Bank of America, NA Bank of America, NA 0.300000% 06052WEH2 Other Note N First Tier Security N/A N/A 2011-12-19 2011-12-19 N N N 80000000.00 80000000.00 0.0037 N 80012000.00 80012000.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFV0 Other Note N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 107000000.00 107000000.00 0.0050 N 107009630.00 107009630.00 Bank of America, NA Bank of America, NA 0.250000% 06052WFW8 Other Note N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N N 25000000.00 25000000.00 0.0012 N 25002250.00 25002250.00 Bank of America, NA Bank of America, NA 0.553000% 0605A06S8 Other Note N First Tier Security N/A N/A 2011-10-24 2012-08-22 N N N 147000000.00 147000000.00 0.0069 N 147000000.00 147000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFA7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 175000000.00 175000000.00 0.0082 N 174973750.00 174973750.00 Bank of Montreal Bank of Montreal 0.230000% 06366WFK5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 103000000.00 103000000.00 0.0048 N 102983520.00 102983520.00 Bank of Montreal Bank of Montreal 0.250000% 06366WFW9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N N 61000000.00 61000000.00 0.0029 N 60992680.00 60992680.00 Bank of Montreal Bank of Montreal 0.220000% 06366WGF5 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 4000000.00 4000000.00 0.0002 N 3999200.00 3999200.00 Bank of Montreal Bank of Montreal 0.140000% 06366WHH0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-29 2011-09-29 N N N 117000000.00 117000000.00 0.0055 N 117000000.00 117000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-05 2011-12-05 N N N 37000000.00 37000000.00 0.0017 N 36990010.00 36990010.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4B8 Certificate of Deposit N First Tier Security N/A N/A 2011-12-06 2011-12-06 N N N 40000000.00 40000000.00 0.0019 N 39989200.00 39989200.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417D4F9 Certificate of Deposit N First Tier Security N/A N/A 2011-12-07 2011-12-07 N N N 108000000.00 108000000.00 0.0051 N 107970840.00 107970840.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417D5B7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 98000000.00 98000000.00 0.0046 N 98002940.00 98002940.00 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 3000000.00 3000000.00 0.0001 N 2999250.00 2999250.00 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 85000000.00 85000000.00 0.0040 N 84972800.00 84972800.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417ECS0 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 35000000.00 35000000.00 0.0016 N 34996150.00 34996150.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417EDB6 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 118000000.00 118000000.00 0.0055 N 117987020.00 117987020.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 06417EEE9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 91000000.00 91000000.00 0.0043 N 90999090.00 90999090.00 Bank of the West Bank of the West 0.240000% 0642G0WK3 Certificate of Deposit N First Tier Security N/A N/A 2011-12-14 2011-12-14 N N N 63000000.00 63000000.00 0.0030 N 63000000.00 63000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000% 06538DB24 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 100000000.00 100000000.00 0.0047 N 100000000.00 100000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000% 06538DB81 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.140000% 06538DB99 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 12000000.00 12000000.00 0.0006 N 11999880.00 11999880.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000% 06538DD71 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 36000000.00 36000000.00 0.0017 N 35999640.00 35999640.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 80000000.00 80000000.00 0.0037 N 79971200.00 79971200.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06740MM75 Certificate of Deposit N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 129000000.00 129000000.00 0.0060 N 128983230.00 128983230.00 Barclays Bank Plc Barclays Bank Plc 0.707200% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 64000000.00 64000000.00 0.0030 N 64021760.00 64021760.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M110901_2M47 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2040-07-20 5.000000 Government Agency Debt 154543000.00 154903360.61 GNMA 2038-07-20 6.000000 Government Agency Debt 93816984.00 36986631.58 GNMA 2039-09-15 5.000000 Government Agency Debt 180000000.00 139318213.09 GNMA 2040-07-15 4.500000 Government Agency Debt 1543112.00 1591794.82 Unrated Security N/A N/A 2011-09-01 2011-09-01 N N N 320000000.00 320000000.00 0.0150 N 320000000.00 320000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 07699U005_0.1100_M110907_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-08-01 4.000000 Government Agency Debt 2000000.00 1310385.57 Fannie Mae 2024-06-01 4.000000 Government Agency Debt 80697.00 55241.64 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 1314565.00 1317360.89 Fannie Mae 2029-04-01 5.000000 Government Agency Debt 2250000.00 1317045.01 Fannie Mae 2035-12-01 2.468000 Government Agency Debt 4577983.00 1310114.86 Fannie Mae 2036-07-01 5.660000 Government Agency Debt 2303321.00 506723.03 Fannie Mae 2040-01-01 4.059000 Government Agency Debt 1251893.00 984378.39 Fannie Mae 2040-06-01 3.620000 Government Agency Debt 1733100.00 1318314.80 Freddie Mac 2021-08-01 6.000000 Government Agency Debt 6200000.00 1315986.40 Freddie Mac 2033-08-15 5.000000 Government Agency Debt 10473.00 11494.63 Freddie Mac 2040-05-01 4.000000 Government Agency Debt 1288914.00 1316749.19 Freddie Mac 2040-07-20 5.000000 Government Agency Debt 283976.00 284638.17 Freddie Mac 2040-11-01 3.500000 Government Agency Debt 1317500.00 1314689.96 Freddie Mac 2041-06-01 5.500000 Government Agency Debt 1191399.00 1307996.92 GNMA 2026-02-16 4.000000 Government Agency Debt 26152312.00 25767857.32 GNMA 2026-05-16 3.500000 Government Agency Debt 25000000.00 24788897.10 GNMA 2041-06-20 3.000000 Government Agency Debt 15109179.00 15752003.37 GNMA 2041-07-15 4.000000 Government Agency Debt 24931.00 26521.69 GNMA 2041-07-15 4.500000 Government Agency Debt 28616.00 31106.35 United States Treasury Department 2018-07-31 2.250000 Treasury Debt 39700.00 41785.06 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 77000000.00 77000000.00 0.0036 N 77000000.00 77000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 07699U005_0.1200_M110907_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-08-01 4.500000 Government Agency Debt 69021350.00 73381911.83 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 35396146.00 37366753.94 Freddie Mac 2041-08-01 4.500000 Government 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2017-04-15 0.737000 Government Agency Debt 10000000.00 1725007.54 Freddie Mac 2033-10-15 1.686000 Government Agency Debt 75929069.00 30355408.39 Freddie Mac 2034-01-15 1.637000 Government Agency Debt 35000000.00 15839836.52 GNMA 2037-07-20 4.000000 Government Agency Debt 37868971.00 38740286.01 GNMA 2040-08-15 4.500000 Government Agency Debt 22757948.00 21929596.92 Unrated Security N/A N/A 2011-09-07 2011-09-07 Y BARCLAYS CAPITAL INC N/A N/A N N 193000000.00 193000000.00 0.0090 N 193000000.00 193000000.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XJ9 Other Commercial Paper N First Tier Security N/A N/A 2011-10-18 2011-10-18 N Y BHP Billiton Ltd N/A N/A N 56000000.00 55989033.33 0.0026 N 55980960.00 55980960.00 BHP Billiton Finance (USA) Ltd BHP Billiton Finance (USA) Ltd 0.150000% 0554M3XK6 Other Commercial Paper N First Tier Security N/A N/A 2011-10-19 2011-10-19 N Y BHP Billiton Ltd N/A N/A N 24000000.00 23995200.00 0.0011 N 23991600.00 23991600.00 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26863657.52 Fannie Mae 2039-04-01 5.000000 Government Agency Debt 1743910.00 999013.12 Fannie Mae 2040-01-01 3.818000 Government Agency Debt 30777467.00 27821138.89 Fannie Mae 2040-03-01 3.884000 Government Agency Debt 617422.00 350322.62 Fannie Mae 2040-05-01 4.394000 Government Agency Debt 29044762.00 26113152.22 Fannie Mae 2040-11-25 4.500000 Government Agency Debt 398000.00 424490.88 Fannie Mae 2040-12-01 3.217000 Government Agency Debt 28000000.00 26554119.21 Fannie Mae 2041-01-01 3.301000 Government Agency Debt 25045899.00 25953737.68 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 407000.00 394413.66 Fannie Mae 2041-03-25 4.000000 Government Agency Debt 410000.00 392924.46 Fannie Mae 2041-04-01 3.498000 Government Agency Debt 25100471.00 25933466.89 Fannie Mae 2041-04-01 3.516000 Government Agency Debt 77849.00 81508.34 Fannie Mae 2041-04-01 3.661000 Government Agency Debt 25079347.00 25986600.91 Fannie Mae 2041-05-01 4.000000 Government Agency Debt 500659.00 520722.95 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49996500.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.170000% 30603BWL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 11000000.00 10999013.06 0.0005 N 10999230.00 10999230.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.190000% 30603BX73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 8000000.00 7998480.00 0.0004 N 7998800.00 7998800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.190000% 30603BXR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999145.00 0.0001 N 2999220.00 2999220.00 Fannie Mae Fannie Mae 0.020000% 313588LK9 Government Agency Debt N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 95300000.00 95299682.33 0.0045 N 95299809.40 95299809.40 Fannie Mae Fannie Mae 0.020000% 313588LL7 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 335000000.00 334998697.18 0.0157 N 334999330.00 334999330.00 Fannie Mae Fannie Mae 0.020000% 313588LM5 Government Agency Debt N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 207000000.00 206999080.01 0.0097 N 206999586.00 206999586.00 Fannie Mae Fannie Mae 0.035000% 313588LR4 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 33000000.00 32999615.00 0.0015 N 32999901.00 32999901.00 Fannie Mae Fannie Mae 0.035000% 313588LX1 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 50000000.00 49999125.00 0.0023 N 49999750.00 49999750.00 Fannie Mae Fannie Mae 0.050000% 313588LZ6 Government Agency Debt N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 40000000.00 39998888.89 0.0019 N 39999760.00 39999760.00 Fannie Mae Fannie Mae 0.120000% 313588ME2 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 10000000.00 9999166.67 0.0005 N 9999930.00 9999930.00 Fannie Mae Fannie Mae 0.050000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 17720000.00 17719212.44 0.0008 N 17719840.52 17719840.52 Fannie Mae Fannie Mae 0.040000% 313588MM4 Government Agency Debt N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 16300000.00 16299420.44 0.0008 N 16299853.30 16299853.30 Fannie Mae Fannie Mae 0.090000% 313588MV4 Government Agency Debt N First Tier Security N/A N/A 2011-10-11 2011-10-11 N N N 200000000.00 199980000.00 0.0094 N 199997800.00 199997800.00 Fannie Mae Fannie Mae 0.035000% 313588MW2 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 19000000.00 18999242.64 0.0009 N 18999791.00 18999791.00 Fannie Mae Fannie Mae 0.100000% 313588NB7 Government Agency Debt N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 65000000.00 64991694.45 0.0030 N 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Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 22100000.00 22099116.00 0.0010 N 22099779.00 22099779.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MR7 Government Agency Debt N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 7500000.00 7499625.00 0.0004 N 7499925.00 7499925.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 75000000.00 74996583.33 0.0035 N 74999175.00 74999175.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313384MW6 Government Agency Debt N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 8000000.00 7999590.00 0.0004 N 7999912.00 7999912.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384MY2 Government Agency Debt N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N N 25000000.00 24998506.94 0.0012 N 24999700.00 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2998080.00 General Electric Co General Electric Co 0.120000% 36960MW74 Other Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 20000000.00 19999600.00 0.0009 N 19999800.00 19999800.00 General Electric Co General Electric Co 0.120000% 36960MWF6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 120000000.00 119994400.01 0.0056 N 119996400.00 119996400.00 General Electric Co General Electric Co 0.120000% 36960MWK5 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 165000000.00 164990100.00 0.0077 N 164993400.00 164993400.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 38399H002_0.0600_M110901_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2035-02-01 6.000000 Government Agency Debt 127625088.00 101346140.75 Fannie Mae 2037-02-01 6.000000 Government Agency Debt 47241799.00 29903859.55 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 125000000.00 125000000.00 0.0059 N 125000000.00 125000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.500000% 992JYE002_0.5000_M111018_2M47 0000769993 Other Repurchase Agreement N ACCURIDE CORP NEW COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 595234.50 AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749997.35 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749951.39 BUILD A BEAR WORKSHOP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 2316.60 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749990.25 CEC ENTMT INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 819873.64 CHENIERE ENERGY INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 842774.40 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749979.44 DUPONT FABROS TECHNOLOGY INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 718218.09 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749987.82 FLEETCOR TECHNOLOGIES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 701469.30 GALLAGHER ARTHUR J & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 720018.18 HOME DEPOT INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 798697.44 INLAND REAL ESTATE CORP COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 752603.60 INVESCO LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 752044.80 ITT EDUCATIONAL SERVICES INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 906527.52 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749973.20 KEMPER CORP DEL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 840916.92 KNIGHT TRANSN INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 788870.96 LIBERTY PPTY TR SH BEN I 2011-08-31 N/A Other Instrument common stock or ETF 0.00 857060.55 MACK CALI RLTY CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 462175.90 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749984.56 PENNEY J C INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 869324.01 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749984.84 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749966.40 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749956.27 TOLL BROTHERS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 822200.44 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749966.12 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749990.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749979.88 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1749977.90 First Tier 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Y 105000000.00 105000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M111129_2M47 0000769993 Other Repurchase Agreement N 99 CENTS ONLY STORES COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 538681.89 AES CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999995.45 ALPHA NATURAL RESOURCES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 451513.44 ASHFORD HOSPITALITY TR INC COM SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 456089.38 BJS WHOLESALE CLUB INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999951.69 BOSTON SCIENTIFIC CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 466108.08 CABLEVISION SYS CORP CL A NY 2011-08-31 N/A Other Instrument common stock or ETF 0.00 490764.10 CALIX INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 385209.00 CAMERON INTERNATIONAL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999996.27 CHICOS FAS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 493827.48 COMMERCIAL METALS CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 522297.25 COMSTOCK RES INC COM NEW 2011-08-31 N/A Other Instrument common stock or ETF 0.00 490533.84 CONSOL ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999983.00 CONTINENTAL RESOURCES INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 426047.16 COOPER INDUSTRIES PLC SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 531697.60 CORPORATE EXECUTIVE BRD CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 517644.60 EDISON INTL COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999991.35 ENTERTAINMENT PPTYS TR COM SH B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 373495.44 FIRST HORIZON NATL CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 533029.44 FOREST CITY ENTERPRISES INC CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 380045.52 HELIX ENERGY SOLUTIONS GRP ICOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 387883.29 ITT CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 491065.12 JOHNSON & JOHNSON COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 459732.30 JPMORGAN CHASE & CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999979.96 KOPPERS HOLDINGS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 531197.15 MANPOWER INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 498902.85 MCDONALDS CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 334796.64 METTLER TOLEDO INTERNATIONALCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 480248.44 NATIONAL SEMICONDUCTOR CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999978.80 NOBLE ENERGY INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 496521.45 PARKER DRILLING CO COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 439095.63 PHILIP MORRIS INTL INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999962.64 RED HAT INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 460718.34 RSC HOLDINGS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 502499.09 SOUTHERN UN CO NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 533365.98 SPANSION INC COM CL A 2011-08-31 N/A Other Instrument common stock or ETF 0.00 438170.56 SUPERIOR ENERGY SVCS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 405954.22 TARGET CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999976.16 THERMO FISHER SCIENTIFIC INCCOM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999981.32 TYCO INTERNATIONAL LTD SHS 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999984.84 UNIVERSAL AMERN SPIN CORP COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 483162.64 VALERO ENERGY CORP NEW COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999998.00 VIACOM INC NEW CL B 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999956.58 YUM BRANDS INC COM 2011-08-31 N/A Other Instrument common stock or ETF 0.00 1999982.46 First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 40000000.00 40000000.00 0.0019 Repurchase agreement collateralized by common stock and ETFs. 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N/A 2011-12-06 2011-12-06 N N N 87000000.00 87000000.00 0.0041 N 86972160.00 86972160.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TFB9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N N 5000000.00 5000000.00 0.0002 N 4999550.00 4999550.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.200000% 63253KX51 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-05 2011-10-05 N Y National Australia Bank Ltd N/A N/A N 72000000.00 71986400.00 0.0034 N 71992080.00 71992080.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.250000% 63253KY43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y National Australia Bank Ltd N/A N/A N 22000000.00 21990222.22 0.0010 N 21993840.00 21993840.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1W80 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 6000000.00 5999440.00 0.0003 N 5999760.00 5999760.00 Nationwide Building Society Nationwide Building Society 0.490000% 6385E1WK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 20000000.00 19995100.00 0.0009 N 19998200.00 19998200.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SWC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 16000000.00 15999022.22 0.0007 N 15999200.00 15999200.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTF8 Certificate of Deposit N First Tier Security N/A N/A 2011-11-15 2011-11-15 N N N 111000000.00 111000000.00 0.0052 N 110985570.00 110985570.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.250000% 65557VTQ4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 6000000.00 6000000.00 0.0003 N 5999100.00 5999100.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.180000% 65557VVA6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-23 2011-09-23 N N N 29000000.00 28999652.00 0.0014 N 29000580.00 29000580.00 Nordea North America, Inc Nordea North America, Inc 0.195000% 6555P1W86 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Nordea Bank AB N/A N/A N 156000000.00 155994085.01 0.0073 N 155995320.00 155995320.00 Nordea North America, Inc Nordea North America, Inc 0.210000% 6555P1XQ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N Y Nordea Bank AB N/A N/A N 4000000.00 3998763.33 0.0002 N 3998560.00 3998560.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N Y Nordea Bank AB N/A N/A N 25000000.00 24985375.00 0.0012 N 24984000.00 24984000.00 Nordea North America, Inc Nordea North America, Inc 0.260000% 6555P1YV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-29 2011-11-29 N Y Nordea Bank AB N/A N/A N 47000000.00 46969789.44 0.0022 N 46965690.00 46965690.00 Old Line Funding, LLC Old Line Funding, LLC 0.150000% 67983UX40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 37014000.00 37008910.58 0.0017 N 37010298.60 37010298.60 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983UX73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49990500.00 0.0023 N 49994000.00 49994000.00 Old Line Funding, LLC Old Line Funding, LLC 0.170000% 67983UXL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15000000.00 14996529.16 0.0007 N 14997150.00 14997150.00 Old Line Funding, LLC Old Line Funding, LLC 0.190000% 67983UXS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-26 2011-10-26 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49985486.11 0.0023 N 49988500.00 49988500.00 Old Line Funding, LLC Old Line Funding, LLC 0.210000% 67983UYE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 84500000.00 84463524.16 0.0040 N 84472115.00 84472115.00 Rabobank Nederland Rabobank Nederland 0.297200% 74977MMQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 130000000.00 130000000.00 0.0061 N 130002600.00 130002600.00 Rabobank Nederland Rabobank Nederland 0.280100% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-10-07 N N N 63000000.00 63000000.00 0.0030 N 63003150.00 63003150.00 Rabobank Nederland Rabobank Nederland 0.400000% 74977MNR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 46000000.00 46008955.50 0.0022 N 46011040.00 46011040.00 Rabobank Nederland Rabobank Nederland 0.285600% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-12-05 N N N 78000000.00 78000000.00 0.0037 N 78007800.00 78007800.00 Rabobank Nederland Rabobank Nederland 0.261100% 74977MVQ5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2012-05-02 N N N 100000000.00 100000000.00 0.0047 N 100007000.00 100007000.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E0AP1 Other Commercial Paper N First Tier Security N/A N/A 2012-01-23 2012-01-23 N Y Reckitt Benckiser Group Plc N/A N/A N 25000000.00 24965000.00 0.0012 N 24958750.00 24958750.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0BQ8 Other Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N Y Reckitt Benckiser Group Plc N/A N/A N 7000000.00 6982204.44 0.0003 N 6983970.00 6983970.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1Y40 Other Commercial Paper N First Tier Security N/A N/A 2011-11-04 2011-11-04 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17993600.00 0.0008 N 17990640.00 17990640.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.200000% 7562E1YA6 Other Commercial Paper N First Tier Security N/A N/A 2011-11-10 2011-11-10 N Y Reckitt Benckiser Group Plc N/A N/A N 4060000.00 4058421.11 0.0002 N 4057645.20 4057645.20 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1YE8 Other Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N Y Reckitt Benckiser Group Plc N/A N/A N 10000000.00 9992805.56 0.0005 N 9993800.00 9993800.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.350000% 7562E1ZC1 Other Commercial Paper N First Tier Security N/A N/A 2011-12-12 2011-12-12 N Y Reckitt Benckiser Group Plc N/A N/A N 18000000.00 17982150.00 0.0008 N 17982720.00 17982720.00 Royal Bank of Canada Royal Bank of Canada 0.255600% 78009J3G8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2012-03-05 N N N 79000000.00 79000000.00 0.0037 N 79011850.00 79011850.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-03-27 N N N 234000000.00 234000000.00 0.0110 N 233990640.00 233990640.00 Royal Bank of Canada Royal Bank of Canada 0.280000% 78009J6S9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-04-09 N N N 52000000.00 52000000.00 0.0024 N 51988560.00 51988560.00 Royal Bank of Canada Royal Bank of Canada 0.330000% 78009J6W0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-04-12 N N N 69000000.00 69000000.00 0.0032 N 69017940.00 69017940.00 Royal Bank of Canada Royal Bank of Canada 0.040000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 200000000.00 200000000.00 0.0094 Security is a time deposit. N 200000000.00 200000000.00 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 61000000.00 61000000.00 0.0029 N 61057950.00 61057950.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.820000% 78011H2X2 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 35000000.00 35000000.00 0.0016 N 35034300.00 35034300.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.580000% 78011H3F0 Certificate of Deposit N First Tier Security N/A N/A 2012-02-17 2012-02-17 N N N 16000000.00 16000000.00 0.0007 N 16002240.00 16002240.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.220000% 78011H3L7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 46000000.00 46000000.00 0.0022 N 46001380.00 46001380.00 Sanofi Sanofi 0.340000% 8010M3WC0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 50000000.00 49994805.56 0.0023 N 49997500.00 49997500.00 Sanofi Sanofi 0.330000% 8010M3WE6 Other Commercial Paper N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 54000000.00 53993565.00 0.0025 N 53997300.00 53997300.00 Sanofi Sanofi 0.340000% 8010M3WK2 Other Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 35000000.00 34994050.00 0.0016 N 34997200.00 34997200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124LA51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-01-05 2012-01-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 60000000.00 59945400.00 0.0028 N 59926200.00 59926200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MXQ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-24 2011-10-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19992344.44 0.0009 N 19993000.00 19993000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MXR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 82000000.00 81968020.00 0.0038 N 81970480.00 81970480.00 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 25000000.00 24983500.00 0.0012 N 24979500.00 24979500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051ANQ0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 11000000.00 11000000.00 0.0005 N 11000220.00 11000220.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83051AQH7 Certificate of Deposit N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 66000000.00 66000000.00 0.0031 N 66001320.00 66001320.00 Societe Generale Societe Generale 0.455100% 83369RUP4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 126000000.00 126000000.00 0.0059 N 126000000.00 126000000.00 Societe Generale Societe Generale 0.500000% 83369RWT4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 40000000.00 40000000.00 0.0019 N 40005600.00 40005600.00 Societe Generale Societe Generale 0.408000% 83369RYM7 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-10-11 N N N 25000000.00 25000000.00 0.0012 N 25000250.00 25000250.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365RBD6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N Y Societe Generale N/A N/A N 39000000.00 38903475.00 0.0018 N 38919660.00 38919660.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.540000% 83365SW82 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Societe Generale N/A N/A N 68000000.00 67992860.00 0.0032 N 67997280.00 67997280.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.200000% 8342E3W77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 59000000.00 58998033.33 0.0028 N 58998230.00 58998230.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.220000% 8342E3W93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Letter of Credit HSBC Bank Plc N/A N/A 21000000.00 20998973.33 0.0010 N 20999370.00 20999370.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-03 2011-11-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 16000000.00 15992440.00 0.0007 N 15993280.00 15993280.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.270000% 8342E3Y75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 80000000.00 79959800.00 0.0037 N 79963200.00 79963200.00 Starbird Funding Corp Starbird Funding Corp 0.210000% 85520MWC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N Y Letter of Credit BNP Paribas N/A N/A 55000000.00 54996470.84 0.0026 N 54996700.00 54996700.00 Starbird Funding Corp Starbird Funding Corp 0.210000% 85520MWF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Letter of Credit BNP Paribas N/A N/A 32000000.00 31997386.67 0.0015 N 31997440.00 31997440.00 Starbird Funding Corp Starbird Funding Corp 0.200000% 85520MWF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N Y Letter of Credit BNP Paribas N/A N/A 17000000.00 16998677.78 0.0008 N 16998640.00 16998640.00 Starbird Funding Corp Starbird Funding Corp 0.210000% 85520MWM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-21 2011-09-21 N N Y Letter of Credit BNP Paribas N/A N/A 24000000.00 23997200.00 0.0011 N 23996880.00 23996880.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.150000% 8574P02S6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 262000000.00 262000000.00 0.0123 N 261994760.00 261994760.00 State Street Corp State Street Corp 0.190000% 85747KYG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 5000000.00 4997994.44 0.0002 N 4996750.00 4996750.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257EAA6 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 262000000.00 261894908.91 0.0123 N 261950220.00 261950220.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GB77 Government Agency Debt N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 100000000.00 99957250.00 0.0047 N 99956000.00 99956000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GC35 Government Agency Debt N First Tier Security N/A N/A 2011-11-22 2011-11-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 27000000.00 26988315.00 0.0013 N 26988120.00 26988120.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JA23 Government Agency Debt N First Tier Security N/A N/A 2011-11-16 2011-11-16 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 25552000.00 25541750.81 0.0012 N 25541779.20 25541779.20 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JZW0 Government Agency Debt N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 50000000.00 49980472.22 0.0023 N 49980500.00 49980500.00 Straight A Funding, LLC Straight A Funding, LLC 0.150000% 86257KA53 Government Agency Debt N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 40963000.00 40959927.77 0.0019 N 40960132.59 40960132.59 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.140000% 86562ELF3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 23000000.00 23000000.00 0.0011 N 23000000.00 23000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.150000% 86562ELW6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 69000000.00 69000000.00 0.0032 N 69000000.00 69000000.00 Sumitomo Trust & Banking Co Ltd Sumitomo Trust & Banking Co Ltd 0.150000% 86562WNU8 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 111000000.00 111000000.00 0.0052 N 111000000.00 111000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BUS2 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 21000000.00 21000002.91 0.0010 N 21000000.00 21000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.200000% 86959BVU6 Certificate of Deposit N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N N 21000000.00 21000000.00 0.0010 N 20999790.00 20999790.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.205000% 86959BVV4 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 105000000.00 105000480.98 0.0049 N 104995800.00 104995800.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.195000% 86959BWR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-12 2011-10-12 N N N 9000000.00 9000000.00 0.0004 N 8999460.00 8999460.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 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 Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.310000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 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 0.310000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Texas N/A N/A N N 1090000.00 1090000.00 0.0001 N 1090000.00 1090000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.190000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 13070000.00 13070000.00 0.0006 N 13070000.00 13070000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.190000% 88602UXL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-20 2011-10-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 65302000.00 65285112.18 0.0031 N 65279144.30 65279144.30 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112Y4N0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 150000000.00 150000000.00 0.0070 N 150004500.00 150004500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112Y4Q3 Certificate of Deposit N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 50000000.00 50000000.00 0.0023 N 50000500.00 50000500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5E9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N N 31000000.00 31000000.00 0.0015 N 31000000.00 31000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112Y5L3 Certificate of Deposit N First Tier Security N/A N/A 2011-11-29 2011-11-29 N N N 181000000.00 181000000.00 0.0085 N 181000000.00 181000000.00 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 0.0023 N 49995000.00 49995000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290800% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-10-28 N N N 45000000.00 45000000.00 0.0021 N 45004050.00 45004050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112YV83 Certificate of Deposit N First Tier Security N/A N/A 2011-10-17 2011-10-17 N N N 95000000.00 95002422.88 0.0045 N 95006650.00 95006650.00 UBS AG UBS AG 0.400000% 90267AF43 Certificate of Deposit N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 35000000.00 35000000.00 0.0016 N 35001750.00 35001750.00 UBS AG UBS AG 0.390000% 90267AF76 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2011-09-12 N N N 35000000.00 35000000.00 0.0016 N 35002450.00 35002450.00 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 0.0014 N 29987700.00 29987700.00 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 4998250.00 4998250.00 UBS AG UBS AG 0.607200% 90267AWA0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-15 2011-10-17 N N N 92000000.00 92000000.00 0.0043 N 91999080.00 91999080.00 UBS Securities LLC UBS Securities LLC 0.080000% 99EPPA003_0.0800_M110901_2M47 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2025-11-01 3.500000 Government Agency Debt 88271524.00 84243661.70 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 122575527.00 129956338.91 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 210000000.00 210000000.00 0.0098 N 210000000.00 210000000.00 Union Bank, NA Union Bank, NA 0.250000% 90526NYM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-21 2011-11-21 N N N 45000000.00 44974687.50 0.0021 N 44968500.00 44968500.00 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 22985465.28 0.0011 N 22980910.00 22980910.00 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 15000450.00 15000450.00 Univ of California General Revenue Bonds Series 2011 Y-2 0.300800% 91412GFA8 Other Municipal Debt N First Tier Security N/A N/A 2011-09-30 2012-07-01 N N N 30000000.00 30000000.00 0.0014 N 30000300.00 30000300.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MWN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 16000000.00 15998600.00 0.0007 N 15998080.00 15998080.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MX69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-06 2011-10-06 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 35000000.00 34994215.28 0.0016 N 34992650.00 34992650.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-14 2011-10-14 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 21000000.00 20995735.83 0.0010 N 20994330.00 20994330.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.170000% 92217MXR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-25 2011-10-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 6000000.00 5998470.00 0.0003 N 5997900.00 5997900.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.200000% 92217MYU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-28 2011-11-28 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 29000000.00 28985822.22 0.0014 N 28980570.00 28980570.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646LW14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 14906000.00 14906000.00 0.0007 N 14906000.00 14906000.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 48000000.00 47999706.67 0.0022 N 47999520.00 47999520.00 Victory Receivables Corp Victory Receivables Corp 0.200000% 92646LW22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 18000000.00 17999900.00 0.0008 N 17999820.00 17999820.00 Victory Receivables Corp Victory Receivables Corp 0.220000% 92646LW97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A Credit / Liquidity Union Bank NA N/A N/A 20000000.00 19999022.22 0.0009 N 19999200.00 19999200.00 Westpac Banking Corp Westpac Banking Corp 0.402600% 91621CAT8 Other Note N First Tier Security N/A N/A 2011-10-28 2012-09-27 N N N 100000000.00 100000000.00 0.0047 N 100084000.00 100084000.00 Westpac Banking Corp Westpac Banking Corp 0.285800% 96121TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-09-12 2012-01-10 N N N 20000000.00 20000000.00 0.0009 N 20000000.00 20000000.00 Westpac Banking Corp Westpac Banking Corp 0.278300% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-01 2012-05-01 N N N 158000000.00 158000000.00 0.0074 N 157927320.00 157927320.00 Westpac Banking Corp Westpac Banking Corp 0.330000% 96121TDG0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 8000000.00 8000109.81 0.0004 N 8001120.00 8001120.00 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 117999999.53 0.0055 N 117970500.00 117970500.00 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 179666975.01 0.0084 N 179839800.00 179839800.00 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 51958595.00 0.0024 N 51979720.00 51979720.00 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 185891.05 185891.05 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 619566.13 619566.13 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 1363038.64 1363038.64 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 666081.72 666081.72 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 154896.00 154896.00 Windmill Funding Corp Windmill Funding Corp 0.240000% 97342KW61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 58000000.00 57998066.66 0.0027 N 57998840.00 57998840.00 Windmill Funding Corp Windmill Funding Corp 0.250000% 97342KWK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 9000000.00 8998875.00 0.0004 N 8999100.00 8999100.00 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KWL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4999472.22 0.0002 N 4999450.00 4999450.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342KWT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999696.67 0.0001 N 1999680.00 1999680.00