0001145549-14-003008.txt : 20140401 0001145549-14-003008.hdr.sgml : 20140401 20140401150601 ACCESSION NUMBER: 0001145549-14-003008 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20140401 DATE AS OF CHANGE: 20140401 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: 14733755 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 2011-06-30 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 39 68 1357746287.76 582997.45 122271.95 1358207013.26 0.0023 1.0002 2011-06-30 1.0002 2011-06-30 C000012387 1.00 1358207013.26 1.00 -14360346.50 170869030.66 185229377.16 0.0001 1.0002 2011-06-30 1.0002 2011-06-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.450000% 00279HXB7 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2011-07-01 N Y Santander UK Plc N/A N/A N 6000000.00 6000000.00 0.0044 N 6000060.00 6000060.00 Alpine Securitization Corp Alpine Securitization Corp 0.160000% 02086MVG6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4998977.78 0.0037 N 4998800.00 4998800.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221KUM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 10000000.00 9998777.78 0.0074 N 9999000.00 9999000.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.200000% 03221KWL2 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 1000000.00 999550.00 0.0007 N 999490.00 999490.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.460000% 04014BVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999425.00 0.0007 N 999740.00 999740.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.220000% 04014BVR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 6000000.00 5997983.34 0.0044 N 5998080.00 5998080.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.150000% 04821UU67 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Letter of Credit Credit Agricole Corporate and Investment Bank N/A N/A 1000000.00 999979.17 0.0007 N 999980.00 999980.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.140000% 04915UUK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Cash Rabobank Nederland N/A N/A 5000000.00 4999650.00 0.0037 N 4999900.00 4999900.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.190000% 04915UVC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N Y Cash Rabobank Nederland N/A N/A 16000000.00 15996453.33 0.0118 N 15998560.00 15998560.00 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 1000000.00 999075.00 0.0007 N 999720.00 999720.00 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 1997690.00 0.0015 N 1998700.00 1998700.00 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 3995611.11 0.0029 N 3997280.00 3997280.00 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 998757.77 0.0007 N 999240.00 999240.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.200000% 05253CX35 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 5000000.00 4997388.89 0.0037 N 4998650.00 4998650.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 2000000.00 2000000.00 0.0015 Security is a time deposit. N 2000000.00 2000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M110701 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 12000000.00 12000000.00 0.0088 Security is a time deposit. N 12000000.00 12000000.00 Bank of America Corp Bank of America Corp 0.230000% 0660P1UE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 13000000.00 12998920.28 0.0096 N 12999480.00 12999480.00 Bank of America, NA Bank of America, NA 0.310000% 06052WCA9 Other Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 6000000.00 6000000.00 0.0044 N 6000000.00 6000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WCW1 Other Note N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N N 9000000.00 9000000.00 0.0066 N 9000180.00 9000180.00 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 5000000.00 5000000.00 0.0037 N 4999300.00 4999300.00 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 16000000.00 16000000.00 0.0118 N 16002400.00 16002400.00 Bank of America, NA Bank of America, NA 0.190000% 06052WDQ3 Other Note N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 13000000.00 13000000.00 0.0096 N 13001040.00 13001040.00 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 13000000.00 13000000.00 0.0096 N 13001950.00 13001950.00 Bank of America, NA Bank of America, NA 0.400000% 06422TWG4 Other Instrument Security is a Bankers Acceptance. N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 3000000.00 2997433.33 0.0022 Security is a Bankers Acceptance N 2998380.00 2998380.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D2N4 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 11000000.00 11000000.00 0.0081 N 11000660.00 11000660.00 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 0.0029 N 3999600.00 3999600.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417D6E0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 1000000.00 1000000.00 0.0007 N 999920.00 999920.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417DZ73 Certificate of Deposit N First Tier Security N/A N/A 2011-08-12 2011-08-12 N N N 7000000.00 7000000.00 0.0052 N 7000350.00 7000350.00 Bank of the West Bank of the West 0.260000% 0642G0WA5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 1000000.00 1000000.00 0.0007 N 1000110.00 1000110.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.470000% 06538A3Y9 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 7000000.00 7000000.00 0.0052 N 7000350.00 7000350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538A4Y8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 6000000.00 6000000.00 0.0044 N 6001080.00 6001080.00 Barclays Bank Plc Barclays Bank Plc 0.687100% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-10-17 N N N 6000000.00 6000000.00 0.0044 N 6007440.00 6007440.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 07699U005_0.0600_M110707_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-06-01 4.000000 Government Agency Debt 22017823.00 15600000.13 Fannie Mae 2041-02-01 3.500000 Government Agency Debt 8743603.00 8320000.18 Unrated Security N/A N/A 2011-07-07 2011-07-07 Y BARCLAYS CAPITAL INC N/A N/A N N 23000000.00 23000000.00 0.0169 N 23000000.00 23000000.00 Barton Capital, LLC Barton Capital, LLC 0.220000% 06945MUS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 9000000.00 8998625.00 0.0066 N 8999370.00 8999370.00 BNP Paribas BNP Paribas 0.540000% 05572NAT3 Certificate of Deposit N First Tier Security N/A N/A 2011-08-23 2011-08-23 N N N 26000000.00 26000000.00 0.0191 N 26012480.00 26012480.00 BNP Paribas BNP Paribas 0.540000% 05572NBL9 Certificate of Deposit N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 1000000.00 1000000.00 0.0007 N 1000610.00 1000610.00 BNP Paribas BNP Paribas 0.540000% 05572NCN4 Certificate of Deposit N First Tier Security N/A N/A 2011-11-02 2011-11-02 N N N 7000000.00 7000000.00 0.0052 N 7004830.00 7004830.00 BNP Paribas BNP Paribas 0.445000% 985VDTII6 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 10000000.00 10000000.00 0.0074 N 10001500.00 10001500.00 BNP Paribas BNP Paribas 0.450000% 985WFB009 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 8000000.00 8000000.00 0.0059 N 8000320.00 8000320.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987YEA006_0.1100_M110701_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2032-03-25 1.085800 Government Agency Debt 44848440.00 3382003.10 Freddie Mac 2020-02-15 4.500000 Government Agency Debt 5784779.00 2262681.51 Freddie Mac 2033-02-15 0.598000 Government Agency Debt 99250000.00 3590470.52 Freddie Mac 2033-05-15 5.000000 Government Agency Debt 3255000.00 3518940.72 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 3000000.00 3243611.33 Freddie Mac 2040-09-15 5.000000 Government Agency Debt 721793.00 769640.50 Freddie Mac 2041-06-15 4.000000 Government Agency Debt 3363000.00 3182653.15 Unrated Security N/A N/A 2011-07-01 2011-07-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 19000000.00 19000000.00 0.0140 N 19000000.00 19000000.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4999202.78 0.0037 N 4999800.00 4999800.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3UL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4998918.05 0.0037 N 4999700.00 4999700.00 CAFCO, LLC CAFCO, LLC 0.410000% 1247P3V41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2998838.33 0.0022 N 2999700.00 2999700.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.235600% 13606XV47 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-12-28 N N N 3000000.00 3000000.00 0.0022 N 3000540.00 3000540.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.235600% 13606XV62 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-12-28 N N N 12000000.00 12000000.00 0.0088 N 11999400.00 11999400.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.240400% 13606XW38 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2012-01-03 N N N 5000000.00 5000000.00 0.0037 N 4999700.00 4999700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.150000% 1373X3U13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 2000000.00 2000000.00 0.0015 N 2000000.00 2000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 6000000.00 5999100.00 0.0044 N 5999640.00 5999640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3UF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 4000000.00 3999300.00 0.0029 N 3999720.00 3999720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.450000% 1373X3US4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 1000000.00 999687.50 0.0007 N 999870.00 999870.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 1373X3W78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 6500000.00 6497298.89 0.0048 N 6497335.00 6497335.00 Chariot Funding, LLC Chariot Funding, LLC 0.160000% 15963UU61 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9999777.78 0.0074 N 9999900.00 9999900.00 Chase Bank USA, NA Chase Bank USA, NA 0.150000% 16144RQG1 Certificate of Deposit N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 8000000.00 8000000.00 0.0059 N 7999120.00 7999120.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999658.33 0.0022 N 2999910.00 2999910.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MUL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999350.83 0.0022 N 2999820.00 2999820.00 Ciesco, LLC Ciesco, LLC 0.410000% 17177MVV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999328.06 0.0007 N 999800.00 999800.00 Citibank, NA Citibank, NA 0.200000% 1730D2E40 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 13000000.00 13000000.00 0.0096 N 13000910.00 13000910.00 Citibank, NA Citibank, NA 0.180000% 1730D2F49 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 5000000.00 5000000.00 0.0037 N 4999700.00 4999700.00 Citibank, NA Citibank, NA 0.130000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 16000000.00 16000000.00 0.0118 Security is a time deposit. N 16000000.00 16000000.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.250000% 17307SUE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N Y Citigroup Inc N/A N/A N 9000000.00 8999187.50 0.0066 N 8999640.00 8999640.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.220000% 17307SUL4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N Y Citigroup Inc N/A N/A N 1000000.00 999883.89 0.0007 N 999950.00 999950.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SV41 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-04 2011-08-04 N Y Citigroup Inc N/A N/A N 4000000.00 3998488.89 0.0029 N 3999640.00 3999640.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.200000% 17307SVG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-16 2011-08-16 N Y Citigroup Inc N/A N/A N 3000000.00 2999233.33 0.0022 N 2999580.00 2999580.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.390000% 17307SW81 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N Y Citigroup Inc N/A N/A N 2000000.00 1998505.00 0.0015 N 1999540.00 1999540.00 Commerzbank AG Commerzbank AG 0.110000% 20259X2A0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 7000000.00 7000000.00 0.0052 N 6999930.00 6999930.00 Commerzbank AG Commerzbank AG 0.110000% 20259XZ89 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 6000000.00 6000000.00 0.0044 N 5999940.00 5999940.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.276800% 20272ABA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2012-05-18 N N N 5000000.00 5000000.00 0.0037 N 5000000.00 5000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272EWF1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 10000000.00 9996411.11 0.0074 N 9996300.00 9996300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.230000% 20272EYE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-14 2011-11-14 N N N 2000000.00 1998262.22 0.0015 N 1998260.00 1998260.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UUE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999555.83 0.0022 N 2999880.00 2999880.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UV57 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9996013.89 0.0074 N 9998900.00 9998900.00 CRC Funding, LLC CRC Funding, LLC 0.410000% 12619UVF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2998462.50 0.0022 N 2999550.00 2999550.00 Credit Suisse AG Credit Suisse AG 0.260200% 22550CB42 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-12-01 N N N 8000000.00 8000000.00 0.0059 N 7999360.00 7999360.00 Credit Suisse AG Credit Suisse AG 0.190000% 22550CP70 Certificate of Deposit N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N N 6000000.00 6000000.00 0.0044 N 5999100.00 5999100.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.030000% 22799D001_0.0300_M110701_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-06-20 5.000000 Government Agency Debt 14925000.00 16210882.02 Unrated Security N/A N/A 2011-07-01 2011-07-01 N N N 15892356.00 15892356.00 0.0117 N 15892356.00 15892356.00 Danske Corp Danske Corp 0.240000% 2363F7VJ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-18 2011-08-18 N Y Danske Bank A/S N/A N/A N 3000000.00 2999040.00 0.0022 N 2999160.00 2999160.00 Danske Corp Danske Corp 0.250000% 2363F7WT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-27 2011-09-27 N Y Danske Bank A/S N/A N/A N 2000000.00 1998777.78 0.0015 N 1998760.00 1998760.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25154TV53 Certificate of Deposit N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 8000000.00 8000000.00 0.0059 N 8001120.00 8001120.00 Deutsche Bank AG Deutsche Bank AG 0.240000% 25154TY35 Certificate of Deposit N First Tier Security N/A N/A 2011-08-22 2011-08-22 N N N 14000000.00 14000000.00 0.0103 N 14001820.00 14001820.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 21599B009_0.0600_M110701_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2033-05-01 5.500000 Government Agency Debt 31946044.00 5979683.73 Fannie Mae 2033-12-01 5.500000 Government Agency Debt 22144042.00 17554790.77 Fannie Mae 2035-03-01 6.500000 Government Agency Debt 18159020.00 17807271.94 Fannie Mae 2037-01-01 5.803000 Government Agency Debt 22093018.00 5784887.56 Fannie Mae 2037-07-01 5.613000 Government Agency Debt 49053410.00 17530559.45 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 47889962.00 17815540.95 Fannie Mae 2038-06-01 4.800000 Government Agency Debt 24860688.00 17462618.09 Fannie Mae 2039-01-01 6.500000 Government Agency Debt 34749932.00 17462939.58 Fannie Mae 2040-09-01 3.676000 Government Agency Debt 20191821.00 17801708.09 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 130000000.00 130000000.00 0.0957 N 130000000.00 130000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.130000% 99ETSZ007_0.1300_M110720_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-11-01 3.250000 Government Agency Debt 4092797.00 4160000.61 First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 4000000.00 4000000.00 0.0029 Y 4000000.00 4000000.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.340000% 2332K1VS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-26 2011-08-26 N N N 11000000.00 10994182.22 0.0081 N 10996370.00 10996370.00 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 4999100.00 4999100.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.180000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 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 0.200000% 30601WUS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1019000.00 1018858.47 0.0008 N 1018877.72 1018877.72 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.130000% 30603BUE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 13000000.00 12999389.72 0.0096 N 12999610.00 12999610.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.170000% 30603BVB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4999031.94 0.0037 N 4999400.00 4999400.00 Fannie Mae Fannie Mae 0.030000% 313588JC0 Government Agency Debt N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 15000000.00 14999837.50 0.0110 N 14999940.00 14999940.00 Fannie Mae Fannie Mae 0.070000% 313588KE4 Government Agency Debt N First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 10000000.00 9999241.67 0.0074 N 9999890.00 9999890.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384HT9 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 6000000.00 5999972.79 0.0044 N 5999994.00 5999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.022000% 313384HW2 Government Agency Debt N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 15000000.00 14999935.83 0.0110 N 14999970.00 14999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313384JK6 Government Agency Debt N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 19000000.00 18999261.11 0.0140 N 18999886.00 18999886.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313384JL4 Government Agency Debt N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N N 20000000.00 19999416.67 0.0147 N 19999880.00 19999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 10000000.00 9999465.27 0.0074 N 9999900.00 9999900.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 3000000.00 2999883.34 0.0022 N 2999970.00 2999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313384KA6 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 2500000.00 2499805.56 0.0018 N 2499975.00 2499975.00 Freddie Mac Freddie Mac 0.139500% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-05-10 N N N 25000000.00 25000000.00 0.0184 N 25025000.00 25025000.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.200000% 3686M1W10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 20000000.00 19993111.11 0.0147 N 19992600.00 19992600.00 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 1997413.33 0.0015 N 1998220.00 1998220.00 General Electric Capital Corp General Electric Capital Corp 0.100000% 36959JVV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N N 28000000.00 27995411.12 0.0206 N 27995800.00 27995800.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M111101_2MN2 0000769993 Other Repurchase Agreement N AEROPOSTALE COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449992.26 AEROPOSTALE COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49999.14 AES CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449996.40 AES CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49996.80 AMDOCS LTD ORD 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449977.95 AMDOCS LTD ORD 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49997.55 ANADARKO PETE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449955.11 ANADARKO PETE CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49978.21 BAKER HUGHES INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449983.62 BAKER HUGHES INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49950.54 BANCORPSOUTH INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 125174.05 BANK OF AMERICA CORPORATION COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449989.16 BANK OF AMERICA CORPORATION COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49996.32 BJS WHOLESALE CLUB INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449994.92 BJS WHOLESALE CLUB INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49988.26 CAPITAL ONE FINL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449958.60 CAPITAL ONE FINL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49960.56 CIGNA CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449996.79 CIGNA CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49988.25 CITIGROUP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449984.50 CITIGROUP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49966.00 DYNEX CAP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 208984.88 DYNEX CAP INC COM NEW 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49995.14 FEDEX CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449985.78 FEDEX CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49998.42 FIRST REP BK SAN FRAN CALI NCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449969.28 FIRST REP BK SAN FRAN CALI NCOM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49989.60 GENERAL DYNAMICS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 116170.80 HESS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449994.68 HESS CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49991.30 MCKESSON CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449981.20 MCKESSON CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49988.70 NATIONAL SEMICONDUCTOR CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449983.20 NATIONAL SEMICONDUCTOR CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49987.20 NEWMONT MINING CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449996.16 NEWMONT MINING CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49987.68 PPL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449983.20 PPL CORP COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49988.84 ROCK-TENN CO CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449998.85 ROCK-TENN CO CL A 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49985.39 STILLWATER MNG CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449994.96 STILLWATER MNG CO COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49999.44 TEXTRON INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 301.73 YUM BRANDS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 449958.81 YUM BRANDS INC COM 2011-06-30 N/A Other Instrument common stock or ETF 0.00 49983.15 First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 10000000.00 10000000.00 0.0074 Repurchase agreement collateralized by common stock and ETFs. Y 10000000.00 10000000.00 Goldman Sachs Group, Inc Goldman Sachs Group, Inc 1.020000% 03799J008 0000769993 Other Note N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 5000000.00 5000000.00 0.0037 Y 5003850.00 5003850.00 Govco, LLC Govco, LLC 0.200000% 38362WVV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-29 2011-08-29 N N Y Credit / Liquidity Citibank NA N/A N/A 6000000.00 5998033.33 0.0044 N 5997900.00 5997900.00 Govco, LLC Govco, LLC 0.200000% 38362WW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3998600.00 0.0029 N 3998480.00 3998480.00 Govco, LLC Govco, LLC 0.190000% 38362WWU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-28 2011-09-28 N N Y Credit / Liquidity Citibank NA N/A N/A 1000000.00 999530.28 0.0007 N 999420.00 999420.00 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 998646.66 0.0007 N 998500.00 998500.00 Grampian Funding, LLC Grampian Funding, LLC 0.470000% 38501CU54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 3000000.00 2999843.33 0.0022 N 3000000.00 3000000.00 Grampian Funding, LLC Grampian Funding, LLC 0.460000% 38501CVF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-15 2011-08-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 5000000.00 4997125.00 0.0037 N 4999500.00 4999500.00 Grampian Funding, LLC Grampian Funding, LLC 0.330000% 38501CY76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-07 2011-11-07 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 2000000.00 1997635.00 0.0015 N 1999260.00 1999260.00 Grampian Funding, LLC Grampian Funding, LLC 0.380000% 38501CYJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-11-18 2011-11-18 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 2000000.00 1997044.44 0.0015 N 1999080.00 1999080.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.235000% 4497W1WP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-23 2011-09-23 N Y ING Bank NV N/A N/A N 12000000.00 11993420.00 0.0088 N 11993160.00 11993160.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.225800% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-07-21 2012-07-20 N N N 38000000.00 38000000.00 0.0280 N 38018202.00 38018202.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.130000% 4820P3UD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2999870.00 0.0022 N 2999820.00 2999820.00 Labcon North America Taxable Demand Bonds Series 2010 0.230000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2370000.00 2370000.00 0.0017 N 2370000.00 2370000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.445000% 53944AR80 Certificate of Deposit N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 5000000.00 5000000.00 0.0037 N 5002050.00 5002050.00 Market Street Funding Corp Market Street Funding Corp 0.270000% 5705X5U66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3999850.00 0.0029 N 3999920.00 3999920.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TBF4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 13000000.00 13000000.00 0.0096 N 13000130.00 13000130.00 National Australia Bank Ltd National Australia Bank Ltd 0.220200% 63253TBQ0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-10-05 N N N 2000000.00 2000000.00 0.0015 N 2000060.00 2000060.00 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 4996300.00 4996300.00 Nationwide Building Society Nationwide Building Society 0.270000% 6385E1UT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 1000000.00 999805.00 0.0007 N 999880.00 999880.00 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 4000000.00 3996320.00 0.0029 N 3998280.00 3998280.00 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 1000000.00 998911.11 0.0007 N 999460.00 999460.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.260000% 65409SU89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-08 2011-07-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 3000000.00 2999848.33 0.0022 N 2999910.00 2999910.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409SV54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5998716.67 0.0044 N 5998980.00 5998980.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.270000% 65557VNM9 Certificate of Deposit N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 10000000.00 9999999.88 0.0074 N 10000800.00 10000800.00 Nordea North America, Inc Nordea North America, Inc 0.190000% 6555P1WN3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-22 2011-09-22 N Y Nordea Bank AB N/A N/A N 11000000.00 10995181.39 0.0081 N 10994610.00 10994610.00 Nordea North America, Inc Nordea North America, Inc 0.200000% 6555P1X77 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N Y Nordea Bank AB N/A N/A N 5000000.00 4997277.78 0.0037 N 4996900.00 4996900.00 Rabobank Nederland Rabobank Nederland 0.264800% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-10-07 N N N 10000000.00 10000000.00 0.0074 N 10001400.00 10001400.00 Rabobank Nederland Rabobank Nederland 0.265800% 74977MUN3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-26 2012-03-26 N N N 7000000.00 7000000.00 0.0052 N 7002310.00 7002310.00 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 4985688.89 0.0037 N 4987650.00 4987650.00 Royal Bank of Canada Royal Bank of Canada 0.270000% 78009J6H3 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2012-03-27 N N N 3000000.00 3000000.00 0.0022 N 2999610.00 2999610.00 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 0.0029 N 4005800.00 4005800.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.510000% 78011HZ24 Certificate of Deposit N First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 1000000.00 1000000.00 0.0007 N 1000440.00 1000440.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 1.000000% B0B99Z001 0000729153 Certificate of Deposit N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 20000000.00 20000000.00 0.0147 N 20024600.00 20024600.00 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 2000000.00 1998488.89 0.0015 N 1999060.00 1999060.00 Sanofi Sanofi 0.330000% 8010M3WL0 Other Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 2000000.00 1998515.00 0.0015 N 1999040.00 1999040.00 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 2996938.33 0.0022 N 2995890.00 2995890.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MVQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-24 2011-08-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 7000000.00 6998110.00 0.0052 N 6997970.00 6997970.00 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 14983900.00 0.0110 N 14980350.00 14980350.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83050UU55 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 1000000.00 999957.78 0.0007 N 999980.00 999980.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.330000% 83050UV54 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 1000000.00 999679.17 0.0007 N 999820.00 999820.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051ANU1 Certificate of Deposit N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 3000000.00 2999836.51 0.0022 N 3000000.00 3000000.00 Societe Generale Societe Generale 0.100000% 83369RX22 Certificate of Deposit N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 10000000.00 10000000.00 0.0074 N 9999900.00 9999900.00 Societe Generale Societe Generale 0.500000% 83369RXC0 Certificate of Deposit N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 8000000.00 8000000.00 0.0059 N 8002960.00 8002960.00 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 6000000.00 5993790.00 0.0044 N 5997420.00 5997420.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.430000% 8342E3UE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-14 2011-07-14 N N Y Letter of Credit HSBC Bank Plc N/A N/A 1000000.00 999844.72 0.0007 N 999950.00 999950.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.260000% 8342E3UK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2999610.00 0.0022 N 2999760.00 2999760.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.250000% 8342E3V37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-03 2011-08-03 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9997708.33 0.0074 N 9998500.00 9998500.00 Starbird Funding Corp Starbird Funding Corp 0.240000% 85520MUF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N Y Letter of Credit BNP Paribas N/A N/A 6000000.00 5999440.00 0.0044 N 5999580.00 5999580.00 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 2000000.00 1999043.33 0.0015 N 1998960.00 1998960.00 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 2996938.34 0.0022 N 2995470.00 2995470.00 Straight A Funding, LLC Straight A Funding, LLC 0.170000% 86257C4H2 Government Agency Debt N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 1000000.00 999806.39 0.0007 N 999860.00 999860.00 Straight A Funding, LLC Straight A Funding, LLC 0.200000% 86257GWR0 Government Agency Debt N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 11000000.00 10999694.44 0.0081 N 10999890.00 10999890.00 Straight A Funding, LLC Straight A Funding, LLC 0.230000% 86257KXE9 Government Agency Debt N First Tier Security N/A N/A 2011-07-01 2011-07-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 15000000.00 15000000.00 0.0110 N 15000000.00 15000000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257L3G5 Government Agency Debt N First Tier Security N/A N/A 2011-07-25 2011-07-25 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 22000000.00 21997213.33 0.0162 N 22001320.00 22001320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.140000% 86562EEK0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 6000000.00 6000000.00 0.0044 N 6000000.00 6000000.00 Sumitomo Trust & Banking Co. Ltd. Sumitomo Trust & Banking Co. Ltd. 0.415000% 86562WKH0 Certificate of Deposit N First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 2000000.00 2000015.25 0.0015 N 2000520.00 2000520.00 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 14000000.00 14000122.29 0.0103 N 13998600.00 13998600.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.190000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Landesbank Hessen-Thuringen Girozentrale 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 0.190000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Landesbank Hessen-Thuringen Girozentrale N/A N/A N N 1940000.00 1940000.00 0.0014 N 1940000.00 1940000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.230000% 88324MUL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-20 2011-07-20 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5999271.67 0.0044 N 5999400.00 5999400.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.200000% 88324MVA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-10 2011-08-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 2000000.00 1999555.56 0.0015 N 1999560.00 1999560.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602UV23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10998044.44 0.0081 N 10998020.00 10998020.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.255600% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-07-28 2011-10-28 N N N 3000000.00 3000000.00 0.0022 N 3000600.00 3000600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112YP64 Certificate of Deposit N First Tier Security N/A N/A 2011-08-30 2011-08-30 N N N 6000000.00 6000000.00 0.0044 N 6000000.00 6000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YYM9 Certificate of Deposit N First Tier Security N/A N/A 2011-11-08 2011-11-08 N N N 3000000.00 3000918.81 0.0022 N 3000990.00 3000990.00 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 1000000.00 1000000.00 0.0007 N 1000370.00 1000370.00 UBS AG UBS AG 0.390000% 90267AG34 Certificate of Deposit N First Tier Security N/A N/A 2011-09-14 2011-09-14 N N N 7000000.00 7000000.00 0.0052 N 7002660.00 7002660.00 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 999910.00 999910.00 Union Bank, NA Union Bank, NA 0.250000% 90527MQY5 Certificate of Deposit N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N N 5000000.00 5000000.00 0.0037 N 5000200.00 5000200.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MUM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 4000000.00 3999666.67 0.0029 N 3999640.00 3999640.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MUU9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-28 2011-07-28 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 2000000.00 1999775.00 0.0015 N 1999760.00 1999760.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MV20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-02 2011-08-02 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 3000000.00 2999600.00 0.0022 N 2999550.00 2999550.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.150000% 92217MV53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 1000000.00 999854.16 0.0007 N 999840.00 999840.00 Westpac Banking Corp Westpac Banking Corp 0.281000% 96121TDE5 Certificate of Deposit N First Tier Security N/A N/A 2011-07-01 2012-05-01 N N N 13000000.00 13000000.00 0.0096 N 13087490.00 13087490.00 Westpac Banking Corp Westpac Banking Corp 0.280200% 96121TEU8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2012-07-03 N N N 7000000.00 7000000.00 0.0052 N 7000000.00 7000000.00 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 1999999.99 0.0015 N 1999640.00 1999640.00 Westpac Banking Corp Westpac Banking Corp 0.277100% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-15 2011-09-16 N N N 14000000.00 14000000.00 0.0103 N 13999860.00 13999860.00 Westpac Securities NZ Ltd Westpac Securities NZ Ltd 0.230000% 96122HUS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-26 2011-07-26 N Y Westpac New Zealand Ltd N/A N/A N 3000000.00 2999520.83 0.0022 N 2999790.00 2999790.00 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 61257.20 61257.20 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 30623.67 30623.67 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 30621.64 30621.64 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 30621.20 30621.20 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KU63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999961.11 0.0007 N 999980.00 999980.00 Windmill Funding Corp Windmill Funding Corp 0.220000% 97342KUN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-22 2011-07-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4999358.33 0.0037 N 4999500.00 4999500.00 Windmill Funding Corp Windmill Funding Corp 0.200000% 97342KVH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-17 2011-08-17 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4998694.44 0.0037 N 4998800.00 4998800.00