-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, M1lRtLuKel5KamzQo8p76VowSZREhsK/RU0WW+OcD3H/ThOsKro0/a2el9zLYZoj tY0fYPRBkM2UncZ7cA4CoA== 0001145549-11-000918.txt : 20110228 0001145549-11-000918.hdr.sgml : 20110228 20110107142801 ACCESSION NUMBER: 0001145549-11-000918 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101230 FILED AS OF DATE: 20110107 DATE AS OF CHANGE: 20110107 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 SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 11517017 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 S000004509 Schwab Retirement Advantage Money Fund

C000012386 Schwab Retirement Advantage Money Fund SWIXX

N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2010-12-30 0000857156 S000004509 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 40 62 892196856.99 352003.17 25068448.65 867480411.51 0.0033 1.0001 2010-12-30 1.0001 2010-12-30 C000012386 1.00 867480411.51 1.00 44037.72 34998342.85 34954305.13 0.0001 1.0001 2010-12-30 1.0001 2010-12-30 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 10000000.00 10000000.00 0.0115 N 10029900.00 10029900.00 Citibank, NA Citibank, NA 0.250000% 172991002 000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 5000000.00 5000000.00 0.0058 Security is a time deposit. N 5000000.00 5000000.00 Credit Agricole SA Credit Agricole SA 0.320000% 255998007 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 3000000.00 3000000.00 0.0035 N 3000060.00 3000060.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.400000% 985HZV006 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2011-02-18 2011-02-18 N N N 10000000.00 10000000.00 0.0115 N 10001900.00 10001900.00 Nationwide Building Society Nationwide Building Society 0.530000% 985KRNII8 0000070696 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 3000000.00 3000024.93 0.0035 N 3001020.00 3001020.00 BNP Paribas BNP Paribas 0.440000% 985NWHII9 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 5000000.00 5000000.00 0.0058 N 5000650.00 5000650.00 Intesa Sanpaolo Intesa Sanpaolo 0.370000% 985WZP006 0001374384 Certificate of Deposit N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N N 6000000.00 6000019.96 0.0069 N 6000000.00 6000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.670000% 00279HTA4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-29 2011-03-29 N Y Santander Uk Plc N/A N/A N 2000000.00 2000000.00 0.0023 N 2001160.00 2001160.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.675000% 00279HUF1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-02 2011-05-02 N Y Santander Uk Plc N/A N/A N 3000000.00 3000050.25 0.0035 N 3000960.00 3000960.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MNB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999666.67 0.0058 N 4999600.00 4999600.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.320000% 03221KNT5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1490000.00 1489655.64 0.0017 N 1489655.64 1489655.64 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.320000% 04014BQ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3997866.67 0.0046 N 3997880.00 3997880.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.290000% 04915UQ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Cash Rabobank Nederland N/A N/A 9000000.00 8995287.50 0.0104 N 8996670.00 8996670.00 BNP Paribas BNP Paribas 0.710000% 05566Q2X4 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 1000000.00 1000000.00 0.0012 N 1000120.00 1000120.00 BNP Paribas BNP Paribas 0.610000% 05566Q3G0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-28 2011-01-28 N N N 4000000.00 4000000.00 0.0046 N 4001040.00 4001040.00 BNP Paribas BNP Paribas 0.560000% 05566Q3K1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N N 1000000.00 1000000.00 0.0012 N 1000230.00 1000230.00 BNP Paribas BNP Paribas 0.500000% 05566Q4E4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 5000000.00 5000000.00 0.0058 N 5000000.00 5000000.00 BNP Paribas BNP Paribas 0.500000% 05566Q4G9 Certificate of Deposit N First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 13000000.00 13000000.00 0.0150 N 13000000.00 13000000.00 BNP Paribas BNP Paribas 0.300000% 05566Q4N4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 8000000.00 8000000.00 0.0092 N 8000000.00 8000000.00 BNP Paribas BNP Paribas 0.450000% 05566Q4U8 Certificate of Deposit N First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 4000000.00 4000000.00 0.0046 N 3998480.00 3998480.00 BNP Paribas BNP Paribas 0.460000% 05566Q4W4 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 1000000.00 1000000.00 0.0012 N 999670.00 999670.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.560600% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 5000000.00 5000000.00 0.0058 N 5000800.00 5000800.00 Banco Santander SA Banco Santander SA 0.640000% 05966DJB9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 9000000.00 9000000.00 0.0104 N 9001080.00 9001080.00 Bank of America, NA Bank of America, NA 0.300000% 06050Y5Y3 Other Note N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 6000000.00 6000013.32 0.0069 N 6000000.00 6000000.00 Bank of America, NA Bank of America, NA 0.320000% 06050Y6U0 Other Note N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 1000000.00 1000000.00 0.0012 N 1000223.00 1000223.00 Bank of America, NA Bank of America, NA 0.320000% 06052WAC7 Other Note N First Tier Security N/A N/A 2011-03-23 2011-03-23 N N N 4000000.00 4000000.00 0.0046 N 4000184.00 4000184.00 Bank of America, NA Bank of America, NA 0.300000% 06052WAH6 Other Note N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 6000000.00 6000000.00 0.0069 N 6000054.00 6000054.00 Bank of Nova Scotia Bank of Nova Scotia 0.290000% 06417DTT2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 4000000.00 4000000.00 0.0046 N 4000000.00 4000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538A3B9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000% 06538A5E1 Certificate of Deposit N First Tier Security N/A N/A 2011-07-27 2011-07-27 N N N 1000000.00 1000000.00 0.0012 N 1000050.00 1000050.00 Barclays Bank Plc Barclays Bank Plc 0.720000% 06740MLZ4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 6000000.00 6000000.00 0.0069 N 6006600.00 6006600.00 Barclays Bank Plc Barclays Bank Plc 0.760300% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-01-18 2011-10-17 N N N 7000000.00 7000000.00 0.0081 N 6998880.00 6998880.00 CAFCO, LLC CAFCO, LLC 0.670000% 1247P3NJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit Citibank NA N/A N/A 6000000.00 5998101.67 0.0069 N 5999400.00 5999400.00 CAFCO, LLC CAFCO, LLC 0.590000% 1247P3NL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-20 2011-01-20 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999377.22 0.0023 N 1999760.00 1999760.00 CAFCO, LLC CAFCO, LLC 0.340000% 1247P3P30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999688.33 0.0012 N 999790.00 999790.00 CRC Funding, LLC CRC Funding, LLC 0.300000% 12619UNA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999850.00 0.0023 N 1999880.00 1999880.00 CRC Funding, LLC CRC Funding, LLC 0.570000% 12619UP13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1999018.33 0.0023 N 1999620.00 1999620.00 CRC Funding, LLC CRC Funding, LLC 0.550000% 12619UP39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-03 2011-02-03 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999495.83 0.0012 N 999790.00 999790.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 4000000.00 3999700.00 0.0046 N 3999680.00 3999680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 3000000.00 2999675.00 0.0035 N 2999670.00 2999670.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3NJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 4000000.00 3999433.33 0.0046 N 3999440.00 3999440.00 Ciesco, LLC Ciesco, LLC 0.580000% 17177MNA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7998840.00 0.0092 N 7999520.00 7999520.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.490000% 17307SP71 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N Y Citigroup Inc N/A N/A N 1000000.00 999496.39 0.0012 N 999800.00 999800.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SQG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Citigroup Inc N/A N/A N 3000000.00 2997533.33 0.0035 N 2998620.00 2998620.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.400000% 17307SQ88 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N Y Citigroup Inc N/A N/A N 7000000.00 6994866.67 0.0081 N 6997130.00 6997130.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 10000000.00 9994322.23 0.0115 N 9994100.00 9994100.00 Danske Corp Danske Corp 0.290000% 2363F7N38 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N Y Danske Bank A/s N/A N/A N 3000000.00 2999951.67 0.0035 N 2999940.00 2999940.00 Deutsche Bank AG Deutsche Bank AG 0.260000% 25154TWQ6 Certificate of Deposit N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 10000000.00 10000000.00 0.0115 N 10000000.00 10000000.00 Dexia Credit Local Dexia Credit Local 0.560600% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Dexia Credit Local N/A N/A N N 5000000.00 5000000.00 0.0058 N 4999800.00 4999800.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BN33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 12000000.00 11999846.67 0.0138 N 11999880.00 11999880.00 Freddie Mac Freddie Mac 0.139100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-01-10 2011-11-10 N N N 15000000.00 15000000.00 0.0173 N 15016320.00 15016320.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 1000000.00 999975.00 0.0012 N 999996.00 999996.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384AG4 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 3500000.00 3499906.67 0.0040 N 3499986.00 3499986.00 Federal Home Loan Bank Federal Home Loan Bank 0.135000% 313384AP4 Government Agency Debt N First Tier Security N/A N/A 2011-01-14 2011-01-14 N N N 2000000.00 1999895.28 0.0023 N 1999976.00 1999976.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313384AU3 Government Agency Debt N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N N 4000000.00 3999700.00 0.0046 N 3999928.00 3999928.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313384BB4 Government Agency Debt N First Tier Security N/A N/A 2011-01-26 2011-01-26 N N N 22000000.00 21997402.77 0.0254 N 21999428.00 21999428.00 Fannie Mae Fannie Mae 0.160000% 313588CE3 Government Agency Debt N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 1000000.00 999768.89 0.0012 N 999903.00 999903.00 General Electric Capital Corp General Electric Capital Corp 0.390000% 36959JTF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 18000000.00 17967825.00 0.0207 N 17977500.00 17977500.00 General Electric Capital Corp General Electric Capital Corp 0.390000% 36959JTT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 3000000.00 2994247.50 0.0035 N 2995740.00 2995740.00 Grampian Funding, LLC Grampian Funding, LLC 0.580000% 38501CPA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 1000000.00 999355.55 0.0012 N 999800.00 999800.00 Grampian Funding, LLC Grampian Funding, LLC 0.500000% 38501CQF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 3000000.00 2996958.33 0.0035 N 2998710.00 2998710.00 Grampian Funding, LLC Grampian Funding, LLC 0.510000% 38501CQH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 5000000.00 4994687.50 0.0058 N 4997750.00 4997750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.260600% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-01-07 2012-01-21 N N N 10000000.00 10000000.00 0.0115 N 10000050.00 10000050.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3NJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 12000000.00 11998696.67 0.0138 N 11998320.00 11998320.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.500000% 53943SQA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 1000000.00 999055.55 0.0012 N 999390.00 999390.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.440000% 53944AH65 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 7000000.00 7000000.00 0.0081 N 7000980.00 7000980.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.630000% 53944AZZ1 Certificate of Deposit N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 4000000.00 4000000.00 0.0046 N 4001400.00 4001400.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PXA7 Certificate of Deposit N First Tier Security N/A N/A 2011-01-05 2011-01-05 N N N 7000000.00 7000000.00 0.0081 N 7000000.00 7000000.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CB97 Certificate of Deposit N First Tier Security N/A N/A 2011-01-24 2011-01-24 N N N 6000000.00 6000000.00 0.0069 N 5999940.00 5999940.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.270000% 60687CZZ3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-10 2011-01-10 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.280600% 63252XLM0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 5000000.00 5000000.00 0.0058 N 5000100.00 5000100.00 Nationwide Building Society Nationwide Building Society 0.450000% 6385E1S44 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-04 2011-05-04 N N N 1000000.00 998462.50 0.0012 N 998800.00 998800.00 New York City IDA Industrial RB (Allway Tools) Series 1997 0.510000% 649705LL2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y Citibank NA N/A N/A Y Citibank Na N/A N/A N 105000.00 105000.00 0.0001 N 105000.00 105000.00 Nordea North America, Inc Nordea North America, Inc 0.300000% 6555P1QF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N Y Nordea Bank Ab N/A N/A N 2000000.00 1998783.33 0.0023 N 1998820.00 1998820.00 Palm Springs, CA COPS (Downtown Parking) Series 2002A 0.450000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-01-07 2011-01-07 Y California State Teachers Retirement Systems N/A N/A Y California State Teachers Retirement Systems N/A N/A N 7810000.00 7810000.00 0.0090 N 7810000.00 7810000.00 Rabobank Nederland Rabobank Nederland 0.340000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-07 2011-10-07 N N N 16000000.00 16000000.00 0.0184 N 15996960.00 15996960.00 Rabobank Nederland Rabobank Nederland 0.345600% 74977MPK5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-05 2011-12-05 N N N 5000000.00 5000000.00 0.0058 N 4999100.00 4999100.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.640000% 78011HR72 Certificate of Deposit N First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 2000000.00 2000000.00 0.0023 N 2001440.00 2001440.00 Santander Central Hispano Finance (Delaware), Inc Santander Central Hispano Finance (Delaware), Inc 0.670000% 80281KP43 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N Y Banco Santander SA N/A N/A N 4000000.00 3997468.89 0.0046 N 3997600.00 3997600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.300000% 82124MN63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1999916.67 0.0023 N 1999920.00 1999920.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.355000% 83050UNJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N N 2000000.00 1999664.72 0.0023 N 1999760.00 1999760.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.255000% 83365SN33 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-03 2011-01-03 N Y Societe Generale N/A N/A N 4000000.00 3999943.33 0.0046 N 3999920.00 3999920.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.400000% 83365SR62 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N Y Societe Generale N/A N/A N 7000000.00 6992611.11 0.0081 N 6993770.00 6993770.00 Societe Generale Societe Generale 0.397500% 83369REM9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 4000000.00 4000000.00 0.0046 N 4000520.00 4000520.00 Societe Generale Societe Generale 0.400000% 83369RFQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-04-18 2011-04-18 N N N 2000000.00 2000000.00 0.0023 N 2000300.00 2000300.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3NJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-18 2011-01-18 N N Y Letter of Credit HSBC Bank Plc N/A N/A 2000000.00 1999716.67 0.0023 N 1999740.00 1999740.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.300000% 8342E3NT9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-27 2011-01-27 N N Y Letter of Credit HSBC Bank Plc N/A N/A 3000000.00 2999350.00 0.0035 N 2999430.00 2999430.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3N77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Letter of Credit HSBC Bank Plc N/A N/A 6000000.00 5999690.00 0.0069 N 5999700.00 5999700.00 Straight A Funding, LLC Straight A Funding, LLC 0.230000% 86257CM25 Government Agency Debt N First Tier Security N/A N/A 2011-01-04 2011-01-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 42000000.00 41999195.00 0.0484 N 41999160.00 41999160.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.325000% 86562WJL3 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 4000000.00 4000005.55 0.0046 N 4000080.00 4000080.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.280000% 86562WJV1 Certificate of Deposit N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 4000000.00 4000000.00 0.0046 N 4000040.00 4000040.00 Ticonderoga Funding, LLC Ticonderoga Funding, LLC 0.300000% 88634FNR2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-25 2011-01-25 N N Y Guaranty Bank of America NA N/A N/A 2000000.00 1999600.00 0.0023 N 1999600.00 1999600.00 UBS AG UBS AG 0.695000% 90267ATC0 Certificate of Deposit N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N N 5000000.00 5000000.00 0.0058 N 5002050.00 5002050.00 UBS AG UBS AG 0.480000% 90267ATN6 Certificate of Deposit N First Tier Security N/A N/A 2011-02-09 2011-02-09 N N N 7000000.00 7000000.00 0.0081 N 7001750.00 7001750.00 UBS AG UBS AG 0.590000% 90267AUA2 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 5000000.00 5000000.00 0.0058 N 5004600.00 5004600.00 UniCredit SpA UniCredit SpA 0.950000% 90467HRJ0 Certificate of Deposit N First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 10000000.00 10000000.00 0.0115 N 10007800.00 10007800.00 United States Treasury Department United States Treasury Department 0.200000% 912795UX7 Treasury Debt N First Tier Security N/A N/A 2011-01-13 2011-01-13 N N N 5000000.00 4999666.67 0.0058 N 4999970.00 4999970.00 Westpac Banking Corp Westpac Banking Corp 0.300300% 96121HY99 Certificate of Deposit N First Tier Security N/A N/A 2011-01-15 2011-03-15 N N N 5000000.00 4999897.05 0.0058 N 5000050.00 5000050.00 Westpac Banking Corp Westpac Banking Corp 0.307500% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2011-01-04 2011-06-01 N N N 20000000.00 20000000.00 0.0231 N 20000000.00 20000000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 39787.74 39787.74 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 30131.26 30131.26 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 19889.56 19889.56 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 15062.37 15062.37 Barclays Capital, Inc Barclays Capital, Inc 0.200000% 07699U005_0.2000_M110103_2MN1 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2034-03-25 0.373000 Government Agency Debt 4900000.00 406607.61 Freddie Mac 2026-12-15 0.653000 Government Agency Debt 16848811.00 398622.41 GNMA 2037-04-20 0.560600 Government Agency Debt 1500000.00 439846.26 GNMA 2038-03-20 2.000000 Government Agency Debt 443678.00 434794.37 Freddie Mac 2022-10-15 7.000000 Government Agency Debt 1900000.00 345327.83 Freddie Mac 2031-06-15 0.853400 Government Agency Debt 10000000.00 467236.21 Fannie Mae 2024-01-25 1.131000 Government Agency Debt 10000000.00 343345.04 Fannie Mae 2024-01-25 1.481000 Government Agency Debt 6887500.00 461976.35 Fannie Mae 2031-11-25 0.910600 Government Agency Debt 10000000.00 362784.99 Fannie Mae 2032-05-18 0.753400 Government Agency Debt 10000000.00 452124.74 Fannie Mae 2032-09-25 0.653400 Government Agency Debt 27294117.00 484500.20 Fannie Mae 2030-10-25 5.250000 Government Agency Debt 9690000.00 389772.87 Freddie Mac 2032-01-15 5.500000 Government Agency Debt 960000.00 403753.49 Freddie Mac 2017-02-15 4.500000 Government Agency Debt 2500000.00 328101.49 Fannie Mae 2030-04-25 0.653000 Government Agency Debt 586492.00 79727.88 Fannie Mae 2017-11-25 4.500000 Government Agency Debt 2000000.00 336251.35 Fannie Mae 2035-11-25 0.603000 Government Agency Debt 25890000.00 405256.52 Freddie Mac 2018-04-15 4.000000 Government Agency Debt 1500000.00 391687.03 Freddie Mac 2011-12-15 5.000000 Government Agency Debt 3000000.00 438622.72 Fannie Mae 2036-05-25 0.693400 Government Agency Debt 1000000.00 381049.98 Freddie Mac 2018-06-15 4.000000 Government Agency Debt 2000000.00 450675.01 Freddie Mac 2030-07-15 5.000000 Government Agency Debt 2475000.00 362529.56 Freddie Mac 2035-07-15 5.000000 Government Agency Debt 6000000.00 391862.68 Fannie Mae 2036-10-25 0.753000 Government Agency Debt 785000.00 392169.45 Freddie Mac 2016-05-15 5.875000 Government Agency Debt 5960000.00 390815.57 Freddie Mac 2034-12-15 5.000000 Government Agency Debt 650000.00 327799.44 GNMA 2031-04-20 0.660600 Government Agency Debt 17137035.00 432758.96 Unrated Security N/A N/A 2011-01-03 2011-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 10000000.00 10000000.00 0.0115 N 10000000.00 10000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.140000% 07699U005_0.1400_M110103_2MN1 0001484219 Government Agency Repurchase Agreement Y Freddie Mac 2033-07-15 1.654000 Government Agency Debt 5335000.00 1176916.90 Freddie Mac 2033-01-15 1.723000 Government Agency Debt 1345000.00 1138401.54 Fannie Mae 2036-06-25 0.990600 Government Agency Debt 12524341.00 667989.68 Freddie Mac 2035-08-15 1.504000 Government Agency Debt 2670000.00 1423943.91 Freddie Mac 2035-06-15 1.553000 Government Agency Debt 3125000.00 1490676.58 Freddie Mac 2035-01-15 1.653000 Government Agency Debt 4400000.00 1343369.31 GNMA 2025-12-16 0.603000 Government Agency Debt 21500000.00 1536452.19 GNMA 2028-01-20 4.500000 Government Agency Debt 5123000.00 1470303.04 GNMA 2036-10-20 5.500000 Government Agency Debt 1280395.00 503653.66 Freddie Mac 2028-02-15 6.500000 Government Agency Debt 4500000.00 1185159.27 Freddie Mac 2029-02-15 6.000000 Government Agency Debt 4500000.00 1154678.26 Freddie Mac 2037-03-15 4.000000 Government Agency Debt 1175000.00 1202196.69 Fannie Mae 2022-09-25 4.250000 Government Agency Debt 11555000.00 1422242.17 Freddie Mac 2018-01-15 4.250000 Government Agency Debt 8000000.00 1502461.84 Freddie Mac 2022-08-15 4.000000 Government Agency Debt 14500000.00 1471861.45 Fannie Mae 2032-10-25 5.500000 Government Agency Debt 10000000.00 1259513.55 Freddie Mac 2023-03-15 5.000000 Government Agency Debt 6880000.00 1439948.80 Freddie Mac 2031-09-15 5.000000 Government Agency Debt 1450000.00 1511398.32 Fannie Mae 2016-06-25 6.000000 Government Agency Debt 8498000.00 1190304.45 Freddie Mac 2018-12-15 5.500000 Government Agency Debt 5500000.00 1491983.10 Freddie Mac 2032-11-15 5.750000 Government Agency Debt 15800000.00 1562698.37 Fannie Mae 2023-11-25 4.500000 Government Agency Debt 3000000.00 1455880.58 Freddie Mac 2018-12-15 5.750000 Government Agency Debt 5600000.00 1217583.09 Freddie Mac 2035-11-15 6.000000 Government Agency Debt 4380000.00 1330370.60 Freddie Mac 2046-10-15 4.500000 Government Agency Debt 4115218.00 1595763.01 Freddie Mac 2022-08-15 4.000000 Government Agency Debt 2000000.00 1462000.79 Fannie Mae 2027-06-25 4.500000 Government Agency Debt 1677000.00 1492248.90 Unrated Security N/A N/A 2011-01-03 2011-01-03 Y BARCLAYS CAPITAL INC N/A N/A N N 34000000.00 34000000.00 0.0392 N 34000000.00 34000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.150000% 22799D001_0.1500_M110103_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2038-04-20 6.000000 Government Agency Debt 2885622.00 3179378.22 Freddie Mac 2033-03-15 5.500000 Government Agency Debt 15000000.00 3707053.14 Freddie Mac 2025-07-20 2.625000 Government Agency Debt 15000000.00 122055.97 Freddie Mac 2025-08-20 2.625000 Government Agency Debt 15500000.00 98937.29 Freddie Mac 2024-09-15 4.500000 Government Agency Debt 15500000.00 13991372.47 Freddie Mac 2052-08-15 5.000000 Government Agency Debt 15006900.00 15101047.70 Freddie Mac 2045-12-15 3.700000 Government Agency Debt 8835000.00 8498419.64 Freddie Mac 2034-04-15 5.000000 Government Agency Debt 15390280.00 5839128.88 Freddie Mac 2030-08-20 2.625000 Government Agency Debt 15500000.00 365039.09 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 15415309.00 15505803.98 Unrated Security N/A N/A 2011-01-03 2011-01-03 N N N 65102344.00 65102344.00 0.0750 N 65102344.00 65102344.00 Goldman Sachs & Co Goldman Sachs & Co 0.170000% 38399H002_0.1700_M110103_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2014-03-01 4.000000 Government Agency Debt 9500000.00 1466491.81 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 2294000.00 1198583.46 Freddie Mac 2023-05-01 5.000000 Government Agency Debt 2805000.00 1806119.83 Freddie Mac 2039-06-01 5.000000 Government Agency Debt 2619531.00 2050718.82 Fannie Mae 2033-02-01 5.500000 Government Agency Debt 9143818.00 2039749.76 Fannie Mae 2036-10-01 6.500000 Government Agency Debt 3872052.00 1223694.98 Fannie Mae 2037-03-01 6.500000 Government Agency Debt 3399428.00 1453569.19 Fannie Mae 2037-12-01 6.000000 Government Agency Debt 2435000.00 1238547.38 Fannie Mae 2038-09-01 5.332000 Government Agency Debt 12914000.00 4634946.26 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 5320221.00 2773905.05 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 1156370.00 1113673.58 First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 20000000.00 20000000.00 0.0231 N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.210000% 99ETSZ007_0.2100_M110103_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-03-01 7.000000 Government Agency Debt 3308401.00 1040000.15 First Tier Security N/A N/A 2011-01-03 2011-01-03 Y Deutsche Bank Securities Inc N/A N/A N N 1000000.00 1000000.00 0.0012 N 999950.00 999950.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M110106_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-03-01 7.000000 Government Agency Debt 13233603.00 4160000.27 Fannie Mae 2040-05-01 5.000000 Government Agency Debt 34545374.00 27040000.18 First Tier Security N/A N/A 2011-01-06 2011-01-06 Y Deutsche Bank Securities Inc N/A N/A N N 30000000.00 30000000.00 0.0346 N 29999553.00 29999553.00 Goldman Sachs & Co Goldman Sachs & Co 0.180000% 992JYE002_0.1800_M110103_2MN1 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2039-03-20 4.500000 Government Agency Debt 1751641.00 1673625.85 Freddie Mac 2039-06-20 4.000000 Government Agency Debt 1351357.00 1313116.67 Freddie Mac 2039-12-20 5.500000 Government Agency Debt 2311802.00 1755719.51 Freddie Mac 2040-09-20 4.000000 Government Agency Debt 1827987.00 1801027.95 Freddie Mac 2040-10-20 4.500000 Government Agency Debt 785749.00 806510.15 First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 7000000.00 7000000.00 0.0081 N 7002621.50 7002621.50 Goldman Sachs & Co Goldman Sachs & Co 0.190000% 992JYE002_0.1900_M110107_2MN1 0000769993 Government Agency Repurchase Agreement Y GNMA 2034-06-20 6.000000 Government Agency Debt 50000.00 9820.10 Freddie Mac 2039-03-20 6.000000 Government Agency Debt 613064.00 193552.88 Freddie Mac 2038-08-20 7.000000 Government Agency Debt 1592911.00 210092.38 Freddie Mac 2038-10-20 6.000000 Government Agency Debt 300134.00 163997.60 Freddie Mac 2038-10-20 6.500000 Government Agency Debt 500000.00 67282.71 Freddie Mac 2039-09-20 4.500000 Government Agency Debt 161000.00 148782.00 GNMA 2034-04-20 6.000000 Government Agency Debt 110000.00 23914.98 GNMA 2033-11-20 6.500000 Government Agency Debt 795068.00 109586.92 GNMA 2034-11-20 6.000000 Government Agency Debt 1269226.00 122970.46 First Tier Security N/A N/A 2011-01-07 2011-01-07 N N N 1000000.00 1000000.00 0.0012 N 1000374.50 1000374.50 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110217_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99991.20 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99964.45 COEUR D ALENE MINES CORP IDACOM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99977.63 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99997.22 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99990.43 MCCLATCHY CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99997.00 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99979.00 NRG ENERGY INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99998.25 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99983.26 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99967.68 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99974.33 TRW AUTOMOTIVE HLDGS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99973.59 VISA INC COM CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99952.38 WATSCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99982.14 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99935.16 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99905.77 DEERE & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99960.00 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99975.64 CATERPILLAR INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99971.55 CORELOGIC INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99983.76 HEALTH NET INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 99990.80 NEWMONT MINING CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 549.72 First Tier Security N/A N/A 2011-02-17 2011-02-17 N N N 2000000.00 2000000.00 0.0023 Repurchase agreement collateralized by common stock and ETFs. Y 2000749.00 2000749.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110222_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249990.20 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249983.95 COEUR D ALENE MINES CORP IDACOM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 176707.81 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249977.68 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249985.17 KING PHARMACEUTICALS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 218155.52 MCCLATCHY CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249997.25 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249947.50 NRG ENERGY INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249985.85 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249974.24 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249968.64 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249962.01 TRW AUTOMOTIVE HLDGS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249960.27 WATSCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249987.54 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249919.68 AGCO CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 105652.37 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249969.43 DEERE & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249983.30 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249976.96 OCCIDENTAL PETE CORP DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249979.21 CATERPILLAR INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249975.81 HEALTH NET INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 249977.00 First Tier Security N/A N/A 2011-02-22 2011-02-22 N N N 5000000.00 5000000.00 0.0058 Repurchase agreement collateralized by common stock and ETFs. Y 5001872.50 5001872.50 Goldman Sachs & Co Goldman Sachs & Co 0.570000% 992JYE002_0.5700_M110301_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149999.00 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149970.95 COEUR D ALENE MINES CORP IDACOM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149980.04 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149980.46 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149994.74 MCCLATCHY CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149995.50 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149968.50 NRG ENERGY INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149987.60 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149990.98 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149968.00 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149987.68 TRW AUTOMOTIVE HLDGS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149986.68 VISA INC COM CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149998.86 WATSCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149941.02 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149984.52 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149926.99 DEERE & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149940.00 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149976.08 CATERPILLAR INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149910.39 CORELOGIC INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149994.06 HEALTH NET INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 149986.20 NEWMONT MINING CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 549.72 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 3000000.00 3000000.00 0.0035 Repurchase agreement collateralized by common stock and ETFs. Y 3001123.50 3001123.50 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 992JYE002_0.6000_M110314_2MN1 0000769993 Other Repurchase Agreement N AES CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349993.60 AMR CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349999.28 BJS WHOLESALE CLUB INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349996.95 CONSTELLATION ENERGY GROUP ICOM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349974.90 GENERAL ELECTRIC CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349993.79 KING PHARMACEUTICALS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349986.56 MCCLATCHY CO CL A 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349999.00 MURPHY OIL CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349926.50 NRG ENERGY INC COM NEW 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349984.10 PLAINS EXPL& PRODTN CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349989.68 PRIDE INTL INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349969.28 SEMPRA ENERGY COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349988.71 TRW AUTOMOTIVE HLDGS CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 788.85 WATSCO INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349969.68 ALCON INC COM SHS 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349854.84 AGCO CORP COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349957.61 ALLEGHENY ENERGY INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349996.50 CF INDS HLDGS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349875.20 DEERE & CO COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349943.30 MACYS INC COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349977.84 OCCIDENTAL PETE CORP DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349931.85 CATERPILLAR INC DEL COM 2010-12-31 N/A Other Instrument common stock or ETF 0.00 349947.36 First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 7000000.00 7000000.00 0.0081 Repurchase agreement collateralized by common stock and ETFs. Y 7002621.50 7002621.50 ANZ National (Int'l) Ltd ANZ National (Int'l) Ltd 0.250000% 0018A3N42 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-04 2011-01-04 N Y ANZ National Bank Ltd N/A N/A N 3000000.00 2999937.50 0.0035 N 2999940.00 2999940.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.270000% 03221KP48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-04 2011-02-04 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 3000000.00 2999235.00 0.0035 N 2999160.00 2999160.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.300000% 03221KQ88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1250000.00 1249312.50 0.0014 N 1249262.50 1249262.50 Atlantis One Funding Corp Atlantis One Funding Corp 0.300000% 04915UQ36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Cash Rabobank Nederland N/A N/A 3000000.00 2998475.00 0.0035 N 2998950.00 2998950.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UT90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-09 2011-06-09 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 998365.83 0.0012 N 998830.00 998830.00 Bank of Nova Scotia Bank of Nova Scotia 0.280000% 06417DUB9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 1000000.00 1000000.00 0.0012 N 999980.00 999980.00 Bank of Nova Scotia Bank of Nova Scotia 0.230000% 06417DUG8 Certificate of Deposit N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N N 12000000.00 12000000.00 0.0138 N 12000000.00 12000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538DDF3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-31 2011-03-31 N N N 9000000.00 9000000.00 0.0104 N 9000000.00 9000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.300000% 1373X3QB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Letter of Credit Lloyds TSB Bank Plc N/A N/A 1000000.00 999425.00 0.0012 N 999371.90 999371.90 Chariot Funding, LLC Chariot Funding, LLC 0.230000% 15963UN69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-06 2011-01-06 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5999808.33 0.0069 N 5999880.00 5999880.00 Chase Bank USA, NA Chase Bank USA, NA 0.230000% 16144TDV8 Other Note N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 5000000.00 5000000.00 0.0058 N 4999245.00 4999245.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.290000% 17307SQ39 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N Y Citigroup Inc N/A N/A N 1000000.00 999508.61 0.0012 N 999620.00 999620.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.300000% 22532YZS8 Certificate of Deposit N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 3000000.00 3000000.00 0.0035 N 3000000.00 3000000.00 Credit Suisse AG Credit Suisse AG 0.230000% 22550CXJ5 Certificate of Deposit N First Tier Security N/A N/A 2011-01-03 2011-01-03 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25154TXV4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 10000000.00 10000000.00 0.0115 N 9998800.00 9998800.00 Fannie Mae Fannie Mae 0.170000% 31381PWP9 Government Agency Debt N First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 25000000.00 24996576.50 0.0288 N 24996222.23 24996222.23 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.300000% 3686M1QG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 11000000.00 10993216.67 0.0127 N 10992410.00 10992410.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.300000% 3686M1QM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 1000000.00 999341.66 0.0012 N 999250.00 999250.00 HSBC USA, Inc HSBC USA, Inc 0.230000% 40427SNB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-01-11 2011-01-11 N N N 4000000.00 3999744.45 0.0046 N 3999760.00 3999760.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYM0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 1000000.00 1000000.00 0.0012 N 999940.00 999940.00 Societe Generale Societe Generale 0.340000% 83369RLE9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 4000000.00 4000000.00 0.0046 N 4000080.00 4000080.00 Starbird Funding Corp Starbird Funding Corp 0.260000% 85520MNX7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-31 2011-01-31 N N Y Letter of Credit BNP Paribas N/A N/A 1000000.00 999783.33 0.0012 N 999783.33 999783.33 Straight A Funding, LLC Straight A Funding, LLC 0.220000% 86257LL59 Government Agency Debt N First Tier Security N/A N/A 2011-01-07 2011-01-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 7000000.00 6999743.33 0.0081 N 6999790.00 6999790.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.290000% 86562GE66 Certificate of Deposit N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N N 2000000.00 2000000.00 0.0023 N 2000000.00 2000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GK93 Certificate of Deposit N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N N 10000000.00 10000000.00 0.0115 N 10000000.00 10000000.00 Thames Asset Global Securitization No. 1, Inc Thames Asset Global Securitization No. 1, Inc 0.280000% 88324MQA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 6000000.00 5996826.67 0.0069 N 5996296.80 5996296.80 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602UNK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-01-19 2011-01-19 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 6000000.00 5999250.00 0.0069 N 5999100.00 5999100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235000% 89112YQE6 Certificate of Deposit N First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 4000000.00 4000000.00 0.0046 N 3999920.00 3999920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.280000% 89112YQP1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 8000000.00 8000000.00 0.0092 N 8000320.00 8000320.00 Windmill Funding Corp Windmill Funding Corp 0.270000% 97342KP77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-02-07 2011-02-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6998057.50 0.0081 N 6997970.00 6997970.00 -----END PRIVACY-ENHANCED MESSAGE-----