0001145549-11-003298.txt : 20110429 0001145549-11-003298.hdr.sgml : 20110429 20110307130100 ACCESSION NUMBER: 0001145549-11-003298 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110307 DATE AS OF CHANGE: 20110307 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: 11667646 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 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-02-28 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 47 68 1444140219.31 580322.53 150464.35 1444570077.49 0.0032 1.0001 2011-02-28 1.0001 2011-02-28 C000012387 1.00 1444570077.49 1.00 -12938050.21 53734595.37 66672645.58 0.0001 1.0001 2011-02-28 1.0001 2011-02-28 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 5000000.00 4999955.56 0.0035 N 4999950.00 4999950.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.320000% 04014BS36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 7000000.00 6996080.00 0.0048 N 6996220.00 6996220.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.250000% 04821UQ47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N Y Letter of Credit Credit Agricole Corporate and In N/A N/A 5000000.00 4999895.83 0.0035 N 4999850.00 4999850.00 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 1000000.00 999951.67 0.0007 N 999970.00 999970.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.370000% 04915UTE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-06-14 2011-06-14 N N Y Cash Rabobank Nederland N/A N/A 2000000.00 1997841.67 0.0014 N 1998640.00 1998640.00 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 9000000.00 8990750.00 0.0062 N 8994240.00 8994240.00 Barton Capital, LLC Barton Capital, LLC 0.270000% 06945MRB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-11 2011-04-11 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 3000000.00 2999077.50 0.0021 N 2999250.00 2999250.00 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 4992255.55 0.0035 N 4994150.00 4994150.00 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 4991970.84 0.0035 N 4993750.00 4993750.00 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 2995387.50 0.0021 N 2996520.00 2996520.00 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 999916.67 0.0007 N 999920.00 999920.00 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 5989950.00 0.0041 N 5990640.00 5990640.00 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 3993200.00 0.0028 N 3993640.00 3993640.00 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 998162.50 0.0007 N 998240.00 998240.00 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 2995490.00 0.0021 N 2996640.00 2996640.00 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 2995182.50 0.0021 N 2996250.00 2996250.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.280000% 3686M1QB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 3000000.00 2999766.67 0.0021 N 2999760.00 2999760.00 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 1000000.00 999805.56 0.0007 N 999940.00 999940.00 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 3000000.00 2999320.00 0.0021 N 2999790.00 2999790.00 Grampian Funding, LLC Grampian Funding, LLC 0.470000% 38501CSH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N Y Credit / Liquidity Bank of Scotland Plc N/A N/A 5000000.00 4994973.61 0.0035 N 4997850.00 4997850.00 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 2995065.00 0.0021 N 2997480.00 2997480.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3Q22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 9000000.00 8999942.50 0.0062 N 8999910.00 8999910.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.290000% 56274MQ70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999951.67 0.0007 N 999950.00 999950.00 Market Street Funding Corp Market Street Funding Corp 0.290000% 5705X5QA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6000000.00 5999565.00 0.0042 N 5999700.00 5999700.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3RK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-19 2011-04-19 N N Y Letter of Credit HSBC Bank Plc N/A N/A 4000000.00 3998312.22 0.0028 N 3998520.00 3998520.00 Solitaire Funding, LLC Solitaire Funding, LLC 0.310000% 8342E3RU2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-28 2011-04-28 N N Y Letter of Credit HSBC Bank Plc N/A N/A 10000000.00 9995005.56 0.0069 N 9995600.00 9995600.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SRT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 6000000.00 5997150.00 0.0042 N 5997300.00 5997300.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.300000% 65409SR83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 4000000.00 3998733.33 0.0028 N 3998840.00 3998840.00 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 998387.50 0.0007 N 998540.00 998540.00 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 11000000.00 10999230.00 0.0076 N 10999230.00 10999230.00 Ticonderoga Funding, LLC Ticonderoga Funding, LLC 0.300000% 88634FRS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-26 2011-04-26 N N Y Guaranty Bank of America NA N/A N/A 2000000.00 1999066.66 0.0014 N 1999060.00 1999060.00 Variable Funding Capital Corp Variable Funding Capital Corp 0.270000% 92217MRR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N Y Credit / Liquidity Wells Fargo Bank NA N/A N/A 14000000.00 13994225.00 0.0097 N 13994120.00 13994120.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 3000000.00 2999700.00 0.0021 N 2999670.00 2999670.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086MQH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 1000000.00 999893.33 0.0007 N 999890.00 999890.00 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086MQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 8000000.00 7999944.44 0.0055 N 7999920.00 7999920.00 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 997866.11 0.0007 N 997970.00 997970.00 Atlantic Asset Securitization, LLC Atlantic Asset Securitization, LLC 0.270000% 04821UQ39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N Y Letter of Credit Credit Agricole Corporate and In N/A N/A 1500000.00 1499977.50 0.0010 N 1499970.00 1499970.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.230000% 04915UQH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-17 2011-03-17 N N Y Cash Rabobank Nederland N/A N/A 1000000.00 999897.78 0.0007 N 999920.00 999920.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.280000% 04915USB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N Y Cash Rabobank Nederland N/A N/A 17000000.00 16990612.22 0.0118 N 16992860.00 16992860.00 Windmill Funding Corp Windmill Funding Corp 0.290000% 97342KRT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 4000000.00 3998163.33 0.0028 N 3998200.00 3998200.00 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 2994670.00 0.0021 N 2995680.00 2995680.00 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 2994294.17 0.0021 N 2995380.00 2995380.00 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 9982119.44 0.0069 N 9985500.00 9985500.00 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 997938.62 0.0007 N 998320.00 998320.00 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 4989330.55 0.0035 N 4993800.00 4993800.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.230000% 4820P3QJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5999348.34 0.0042 N 5999220.00 5999220.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.170000% 4820P3Q14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 8000000.00 8000000.00 0.0055 N 7999920.00 7999920.00 Falcon Asset Securitization Corp Falcon Asset Securitization Corp 0.230000% 30603BQA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5999655.00 0.0042 N 5999700.00 5999700.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342KSG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4997044.44 0.0035 N 4996800.00 4996800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GW41 Certificate of Deposit N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 1000000.00 1000000.00 0.0007 N 999970.00 999970.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 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 2000049.06 0.0014 N 2000640.00 2000640.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.270000% 86959BQS7 Certificate of Deposit N First Tier Security N/A N/A 2011-05-25 2011-05-25 N N N 8000000.00 8000000.00 0.0055 N 7999200.00 7999200.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60681PA20 Certificate of Deposit N First Tier Security N/A N/A 2011-05-19 2011-05-19 N N N 1000000.00 1000000.00 0.0007 N 1000040.00 1000040.00 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 1000050.00 1000050.00 Credit Suisse AG Credit Suisse AG 0.275000% 22550CZN4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-31 2011-05-31 N N N 4000000.00 4000000.00 0.0028 N 3999640.00 3999640.00 Citibank, NA Citibank, NA 0.280000% 1730D2C26 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 4000000.00 4000000.00 0.0028 N 4000160.00 4000160.00 Bank of Montreal Bank of Montreal 0.190000% 06366UUZ9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 13000000.00 13000000.00 0.0090 N 13000000.00 13000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZK4 Certificate of Deposit N First Tier Security N/A N/A 2011-05-11 2011-05-11 N N N 7000000.00 7000000.00 0.0048 N 7000000.00 7000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.270000% 06417DZQ1 Certificate of Deposit N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 12000000.00 12000000.00 0.0083 N 12000000.00 12000000.00 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 0.0180 N 26012740.00 26012740.00 Societe Generale Societe Generale 0.481500% 37299E002 0000865845 Certificate of Deposit N First Tier Security N/A N/A 2011-03-20 2011-06-20 N N N 3000000.00 3000000.00 0.0021 N 2999820.00 2999820.00 Westpac Banking Corp Westpac Banking Corp 0.305800% 96121HY99 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 20000000.00 19999921.02 0.0138 N 19999800.00 19999800.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 96121H5S9 Certificate of Deposit N First Tier Security N/A N/A 2011-03-01 2011-06-01 N N N 10000000.00 10000000.00 0.0069 N 10000000.00 10000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.331500% 89112YME0 Certificate of Deposit N First Tier Security N/A N/A 2011-03-28 2011-10-28 N N N 3000000.00 3000000.00 0.0021 N 2999580.00 2999580.00 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 12000000.00 12000000.00 0.0083 N 12010080.00 12010080.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.400000% 86562WJW9 Certificate of Deposit N First Tier Security N/A N/A 2011-05-17 2011-05-17 N N N 9000000.00 9000000.00 0.0062 N 9002160.00 9002160.00 Sumitomo Trust & Banking Co Sumitomo Trust & Banking Co 0.300000% 86562WJZ2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 3000000.00 3000000.00 0.0021 N 3000060.00 3000060.00 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 4000000.00 4000000.55 0.0028 N 4000040.00 4000040.00 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 0.0069 N 9999000.00 9999000.00 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 0.0055 N 7999440.00 7999440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GE82 Certificate of Deposit N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 5000000.00 5000000.00 0.0035 N 5000000.00 5000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GL76 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 8000000.00 8000000.00 0.0055 N 8000320.00 8000320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GR21 Certificate of Deposit N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 2000000.00 2000000.00 0.0014 N 2000380.00 2000380.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562GS46 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 1000000.00 1000000.00 0.0007 N 1000020.00 1000020.00 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 0.0138 N 20046800.00 20046800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.300000% 60681PYL2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-08 2011-03-08 N N N 7000000.00 7000000.00 0.0048 N 7000070.00 7000070.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CG76 Certificate of Deposit N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 7000000.00 7000000.00 0.0048 N 7000280.00 7000280.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.300000% 60687CJ24 Certificate of Deposit N First Tier Security N/A N/A 2011-04-25 2011-04-25 N N N 6000000.00 6000000.00 0.0042 N 6000300.00 6000300.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.310000% 60687CK48 Certificate of Deposit N First Tier Security N/A N/A 2011-05-03 2011-05-03 N N N 1000000.00 1000000.00 0.0007 N 1000050.00 1000050.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.270000% 65557VFR7 Certificate of Deposit N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 1000000.00 1000000.00 0.0007 N 1000000.00 1000000.00 Rabobank Nederland Rabobank Nederland 0.338000% 74977MNM3 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-10-07 N N N 10000000.00 10000000.00 0.0069 N 9998500.00 9998500.00 Royal Bank of Scotland Plc Royal Bank of Scotland Plc 0.990000% 78011HA39 Certificate of Deposit N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 6000000.00 6000000.00 0.0042 N 6006300.00 6006300.00 Societe Generale Societe Generale 0.420000% 83369RDT5 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 2000000.00 2000000.00 0.0014 N 2000160.00 2000160.00 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 5000000.00 5000000.00 0.0035 N 5000350.00 5000350.00 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 9000000.00 9000000.00 0.0062 N 9000810.00 9000810.00 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 8000000.00 8000000.00 0.0055 N 8000160.00 8000160.00 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 7000000.00 7000000.00 0.0048 N 7002170.00 7002170.00 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 14000000.00 14000000.00 0.0097 N 14003220.00 14003220.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25154TA31 Certificate of Deposit N First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 22000000.00 22000000.00 0.0152 N 22001320.00 22001320.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TA64 Certificate of Deposit N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 9000000.00 9000000.00 0.0062 N 9000720.00 9000720.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25154TB71 Certificate of Deposit N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 6000000.00 6000000.00 0.0042 N 6000480.00 6000480.00 Deutsche Bank AG Deutsche Bank AG 0.500000% 25154TRL3 Certificate of Deposit N First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 8000000.00 8000000.00 0.0055 N 8004480.00 8004480.00 Dexia Credit Local Dexia Credit Local 0.661500% 25214FEH4 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Dexia Credit Local N/A N/A N N 9000000.00 9000000.00 0.0062 N 8999460.00 8999460.00 BNP Paribas BNP Paribas 0.465800% 05566Q4A2 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-06-15 N N N 13000000.00 13000000.00 0.0090 N 12999220.00 12999220.00 BNP Paribas BNP Paribas 0.380000% 05566Q6S1 Certificate of Deposit N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 9000000.00 9000000.00 0.0062 N 9000630.00 9000630.00 Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 0.664800% 0594L8W56 Certificate of Deposit N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Banco Bilbao Vizcaya Argentaria N/A N/A N N 9000000.00 9000000.00 0.0062 N 9001080.00 9001080.00 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 13000000.00 13000000.00 0.0090 N 13000260.00 13000260.00 Bank of Montreal Bank of Montreal 0.200000% 06366UVB1 Certificate of Deposit N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 4000000.00 4000000.00 0.0028 N 3999960.00 3999960.00 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 8000000.00 8000000.00 0.0055 N 8000080.00 8000080.00 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 0.0048 N 7002520.00 7002520.00 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 0.0042 N 6003120.00 6003120.00 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 7000000.00 7000000.00 0.0048 N 7000210.00 7000210.00 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 2000000.00 2000000.00 0.0014 N 2001480.00 2001480.00 Barclays Bank Plc Barclays Bank Plc 0.600000% 06740MPF4 Certificate of Deposit N First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 11000000.00 11000000.00 0.0076 N 11008690.00 11008690.00 Barclays Bank Plc Barclays Bank Plc 0.580000% 06740MPJ6 Certificate of Deposit N First Tier Security N/A N/A 2011-06-24 2011-06-24 N N N 3000000.00 3000000.00 0.0021 N 3002220.00 3002220.00 Barclays Bank Plc Barclays Bank Plc 0.765800% 06740MQN6 Certificate of Deposit N First Tier Security N/A N/A 2011-03-15 2011-10-17 N N N 6000000.00 6000000.00 0.0042 N 5999220.00 5999220.00 Bank of America Corp Bank of America Corp 0.300000% 0660P1RF0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 14000000.00 13994750.00 0.0097 N 13996360.00 13996360.00 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 14000000.00 13997666.67 0.0097 N 13998880.00 13998880.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SQ96 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N Y Citigroup Inc N/A N/A N 2000000.00 1999866.67 0.0014 N 1999920.00 1999920.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.285000% 20272EQF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-15 2011-03-15 N N N 8000000.00 7999113.33 0.0055 N 7999440.00 7999440.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.270000% 20272EQ92 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 10000000.00 9999400.00 0.0069 N 9999600.00 9999600.00 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 16000000.00 15981626.67 0.0111 N 15988960.00 15988960.00 General Electric Capital Corp General Electric Capital Corp 0.390000% 36959JTP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 12000000.00 11985180.00 0.0083 N 11990880.00 11990880.00 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 8000000.00 7989773.33 0.0055 N 7993680.00 7993680.00 Intesa Funding, LLC Intesa Funding, LLC 0.330000% 4611K1QG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-03-16 N Y Intesa Sanpaolo N/A N/A N 11000000.00 10998487.50 0.0076 N 10998680.00 10998680.00 Santander Central Hispano Finance (Delaware), Inc Santander Central Hispano Finance (Delaware), Inc 0.650000% 80281KSG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N Y Banco Santander SA N/A N/A N 1000000.00 998627.78 0.0007 N 998570.00 998570.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.360000% 83050URE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-14 2011-04-14 N N N 538000.00 537763.28 0.0004 N 537817.08 537817.08 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.360000% 83050UR67 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-06 2011-04-06 N N N 3391000.00 3389779.24 0.0023 N 3390084.43 3390084.43 NRW.Bank NRW.Bank 0.300000% 62939MRT6 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-27 2011-04-27 N N N 10000000.00 9995250.00 0.0069 N 9995900.00 9995900.00 NRW.Bank NRW.Bank 0.290000% 62939MS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N N 1000000.00 999500.56 0.0007 N 999540.00 999540.00 Nationwide Building Society Nationwide Building Society 0.480000% 6385E1QJ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 1000000.00 999773.33 0.0007 N 999890.00 999890.00 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 2000000.00 1998400.00 0.0014 N 1998940.00 1998940.00 Nordea North America, Inc Nordea North America, Inc 0.290000% 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 3000000.00 2999661.67 0.0021 N 2999790.00 2999790.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562LRL8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-04-20 2011-04-20 N N N 3000000.00 2998750.00 0.0021 N 2998830.00 2998830.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.270000% 86958GSJ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-18 2011-05-18 N Y Svenska Handelsbanken AB N/A N/A N 7000000.00 6995905.00 0.0048 N 6995940.00 6995940.00 Westpac Banking Corp Westpac Banking Corp 0.354800% 9612C4BF7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-16 2011-09-16 N N N 14000000.00 14000000.00 0.0097 N 13998460.00 13998460.00 Citigroup Funding, Inc Citigroup Funding, Inc 0.300000% 17307SSG8 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N Y Citigroup Inc N/A N/A N 1000000.00 999366.66 0.0007 N 999510.00 999510.00 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 3993066.66 0.0028 N 3994600.00 3994600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.260000% 20272ESG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-16 2011-05-16 N N N 8000000.00 7995608.89 0.0055 N 7995440.00 7995440.00 DnB NOR Bank ASA DnB NOR Bank ASA 0.270000% 2332K1T18 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 6000000.00 5995860.00 0.0042 N 5995320.00 5995320.00 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 10981507.77 0.0076 N 10977120.00 10977120.00 Danske Corp Danske Corp 0.320000% 2363F7S58 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-05-05 2011-05-05 N Y Danske Bank A/S N/A N/A N 3000000.00 2998266.67 0.0021 N 2998380.00 2998380.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.200000% 83365SQ22 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-03-02 2011-03-02 N Y Societe Generale N/A N/A N 6000000.00 5999966.67 0.0042 N 5999940.00 5999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313384DH9 Government Agency Debt N First Tier Security N/A N/A 2011-03-21 2011-03-21 N N N 10000000.00 9999333.33 0.0069 N 9999670.00 9999670.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257CU26 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 5000000.00 4998819.44 0.0035 N 4999050.00 4999050.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUC5 Government Agency Debt N First Tier Security N/A N/A 2011-04-08 2011-04-08 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 21000000.00 20994458.33 0.0145 N 20995380.00 20995380.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257GUJ0 Government Agency Debt N First Tier Security N/A N/A 2011-04-12 2011-04-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 9641000.00 9638188.04 0.0067 N 9638589.75 9638589.75 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KUY8 Government Agency Debt N First Tier Security N/A N/A 2011-04-04 2011-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19995277.78 0.0138 N 19996200.00 19996200.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257KVG6 Government Agency Debt N First Tier Security N/A N/A 2011-04-07 2011-04-07 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 24000000.00 23993833.33 0.0166 N 23994960.00 23994960.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LU26 Government Agency Debt N First Tier Security N/A N/A 2011-04-13 2011-04-13 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 8000000.00 7997611.11 0.0055 N 7998000.00 7998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.250000% 86257LU42 Government Agency Debt N First Tier Security N/A N/A 2011-05-02 2011-05-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 10510000.00 10505474.86 0.0073 N 10505165.40 10505165.40 Freddie Mac Freddie Mac 0.153100% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2011-04-11 2012-02-10 N N N 25000000.00 25000000.00 0.0173 N 25034325.00 25034325.00 Federal Home Loan Bank Federal Home Loan Bank 0.155000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 5000000.00 4999935.42 0.0035 N 4999975.00 4999975.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313384CQ0 Government Agency Debt N First Tier Security N/A N/A 2011-03-04 2011-03-04 N N N 12000000.00 11999840.00 0.0083 N 11999940.00 11999940.00 Freddie Mac Freddie Mac 0.170000% 313384DC0 Government Agency Debt N First Tier Security N/A N/A 2011-03-16 2011-03-16 N N N 5000000.00 4999645.83 0.0035 N 4999875.00 4999875.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313384DE6 Government Agency Debt N First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 7000000.00 6999652.91 0.0048 N 6999804.00 6999804.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313384DM8 Government Agency Debt N First Tier Security N/A N/A 2011-03-25 2011-03-25 N N N 10000000.00 9999133.33 0.0069 N 9999600.00 9999600.00 Freddie Mac Freddie Mac 0.165000% 313396DQ3 Government Agency Debt N First Tier Security N/A N/A 2011-03-28 2011-03-28 N N N 11000000.00 10998638.75 0.0076 N 10999505.00 10999505.00 Freddie Mac Freddie Mac 0.110000% 313396DY6 Government Agency Debt N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 7000000.00 6999251.39 0.0048 N 6999524.00 6999524.00 Fannie Mae Fannie Mae 0.130000% 313588EJ0 Government Agency Debt N First Tier Security N/A N/A 2011-04-15 2011-04-15 N N N 30000000.00 29995125.00 0.0208 N 29997360.00 29997360.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.170000% 991JCA005_0.1700_M110303_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-10-01 7.500000 Government Agency Debt 25293225.00 7520225.45 Fannie Mae 2025-01-01 4.000000 Government Agency Debt 17081727.00 13279774.65 First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 20000000.00 20000000.00 0.0138 N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 21599B009_0.2000_M110301_2MN2 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2015-05-31 2.125000 Treasury Debt 59344900.00 60412165.86 Fannie Mae 2040-10-01 3.500000 Government Agency Debt 62197503.00 58003318.80 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 115000000.00 115000000.00 0.0796 N 115000000.00 115000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.190000% 22799D001_0.1900_M110301_2MN2 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2041-02-20 4.500000 Government Agency Debt 3890000.00 4019792.21 Freddie Mac 2035-09-15 5.000000 Government Agency Debt 3840000.00 1834315.11 Unrated Security N/A N/A 2011-03-01 2011-03-01 N N N 5735512.00 5735512.00 0.0040 N 5735512.00 5735512.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005_M110303 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-03 2011-03-03 N N N 6000000.00 6000000.00 0.0042 Security is a time deposit. N 6000000.00 6000000.00 ING Bank NV ING Bank NV 0.190000% 456978006 0000319432 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-07 2011-03-07 N N N 8000000.00 8000000.00 0.0055 Security is a time deposit. N 8000000.00 8000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.190000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 14000000.00 14000000.00 0.0097 Security is a time deposit. N 14000000.00 14000000.00 Citibank, NA Citibank, NA 0.180000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-02 2011-03-02 N N N 23000000.00 23000000.00 0.0159 Security is a time deposit. N 23000000.00 23000000.00 Citibank, NA Citibank, NA 0.180000% 172991002 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 20000000.00 20000000.00 0.0138 Security is a time deposit. N 20000000.00 20000000.00 Royal Bank of Canada Royal Bank of Canada 0.190000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 36000000.00 36000000.00 0.0249 Security is a time deposit. N 36000000.00 36000000.00 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 0.0035 Y 5014800.00 5014800.00 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 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 60564.89 60564.89 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 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 30277.58 30277.58 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 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 30275.57 30275.57 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 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 30275.12 30275.12 Bank of America, NA Bank of America, NA 0.300000% 06052WBP7 Other Note N First Tier Security N/A N/A 2011-05-10 2011-05-10 N N N 20000000.00 20000000.00 0.0138 N 19997200.00 19997200.00 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 0.0028 N 4000032.00 4000032.00 Bank of America, NA Bank of America, NA 0.300000% 06052WAV5 Other Note N First Tier Security N/A N/A 2011-04-05 2011-04-05 N N N 20000000.00 20000000.00 0.0138 N 20000000.00 20000000.00 Bank of America, NA Bank of America, NA 0.330000% 06052WAY9 Other Note N First Tier Security N/A N/A 2011-05-06 2011-05-06 N N N 6000000.00 6000000.00 0.0042 N 6000000.00 6000000.00 Bank of America, NA Bank of America, NA 0.330000% 06052WAZ6 Other Note N First Tier Security N/A N/A 2011-05-09 2011-05-09 N N N 12000000.00 12000000.00 0.0083 N 12002796.00 12002796.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.302000% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-03-21 2012-03-21 N N N 38000000.00 38000000.00 0.0263 N 38000076.00 38000076.00 Chase Bank USA, NA Chase Bank USA, NA 0.210000% 16144TEG0 Other Note N First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 3000000.00 3000000.00 0.0021 N 3000000.00 3000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.380000% 991JCA005_0.3800_M110301_2MN2 0001074042 Other Repurchase Agreement N BJS WHOLESALE CLUB INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49996.20 CIT GROUP INC COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49970.01 CITIGROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49998.60 HYPERCOM CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49978.60 ISHARES INC MSCI MEX 2011-02-28 N/A Other Instrument common stock or ETF 0.00 3933.80 MARSHALL & ILSLEY CORP NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49993.06 MOSAIC CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49938.84 TENET HEALTHCARE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49999.04 U STORE IT TR COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49999.55 WABCO HLDGS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49944.24 ACCENTURE PLC IRELAND SHS CLAS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49988.44 LAZARD LTD SHS A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49963.32 ALCON INC COM SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49976.82 BLACKROCK INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49960.40 RALCORP HLDGS INC NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49971.96 AMDOCS LTD ORD 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49997.00 LIBERTY PPTY TR SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 1889.55 NAVISTAR INTL CORP NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49959.55 UNITED CAPITAL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 44662.80 ASSURED GUARANTY LTD COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49993.80 AVNET INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49976.01 BECKMAN COULTER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49917.84 QWEST COMMUNICATIONS INTL INCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49996.62 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 1000000.00 1000000.00 0.0007 Repurchase agreement collateralized by common stock and ETFs. N 1000000.00 1000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110602_2MN2 0000769993 Other Repurchase Agreement N AES CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49996.28 BANK OF AMERICA CORPORATION COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49998.20 CROWN CASTLE INTL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49966.57 DANAHER CORP DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49954.39 GLOBAL PMTS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49974.32 MURPHY OIL CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49959.60 PLAINS EXPL& PRODTN CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49965.60 COVIDIEN PLC SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49969.05 AMERICAN TOWER CORP CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49996.80 TYCO INTERNATIONAL LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49974.58 CALGON CARBON CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 476.68 DISCOVER FINL SVCS COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49989.62 FRANKLIN RES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49976.00 NABORS INDUSTRIES LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49991.76 LAS VEGAS SANDS CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49956.00 WILLIAMS COS INC DEL COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49989.52 APACHE CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49906.12 JPMORGAN CHASE & CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49994.28 PACKAGING CORP AMER COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49988.52 PFIZER INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49997.86 WEIGHT WATCHERS INTL INC NEWCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49991.37 COMMERCIAL METALS CO COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 49988.70 First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 1000000.00 1000000.00 0.0007 Repurchase agreement collateralized by common stock and ETFs. Y 999998.10 999998.10 Goldman Sachs & Co Goldman Sachs & Co 0.620000% 992JYE002_0.6200_M110603_2MN2 0000769993 Other Repurchase Agreement N ALLIANT ENERGY CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449999.55 PIEDMONT OFFICE REALTY TR INCOM CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449987.56 SENIOR HSG PPTYS TR SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449986.60 TEAM HEALTH HOLDINGS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449988.75 TYSON FOODS INC CL A 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449992.89 UNIFIRST CORP MASS COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 180809.35 EXCEL MARITIME CARRIERS LTD COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449998.44 BPZ RESOURCES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 450000.00 CONSOLIDATED GRAPHICS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449948.40 KANSAS CITY SOUTHERN COM NEW 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449974.71 SUN COMMUNITIES INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 269451.37 ACE LTD SHS 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449984.08 STARWOOD HOTELS&RESORTS WRLDCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449992.05 TEXTRON INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449984.10 REYNOLDS AMERICAN INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449997.14 SIMON PPTY GROUP INC NEW COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449957.88 MDU RES GROUP INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449980.76 THOMPSON CREEK METALS CO INCCOM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449992.08 HOUSTON AMERN ENERGY CORP COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449995.66 INTERPUBLIC GROUP COS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449993.43 WEINGARTEN RLTY INVS SH BEN I 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449997.12 YUM BRANDS INC COM 2011-02-28 N/A Other Instrument common stock or ETF 0.00 449989.98 First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 9000000.00 9000000.00 0.0062 Repurchase agreement collateralized by common stock and ETFs. Y 8999982.90 8999982.90 United States Treasury Department United States Treasury Department 0.150000% 912795V99 Treasury Debt N First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 9000000.00 8999662.50 0.0062 N 8999802.00 8999802.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.320000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-07 2011-03-07 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 0.320000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Landesbank Hessen-Thuringen Girozentrale N/A N/A N N 1970000.00 1970000.00 0.0014 N 1970000.00 1970000.00 Labcon North America Taxable Demand Bonds Series 2010 0.370000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 2455000.00 2455000.00 0.0017 N 2455000.00 2455000.00 Eagle Cnty, CO Housing Facilities RB (BC Housing, LLC) Series 1997B 0.270000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2011-03-07 2011-03-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0010 N 1500000.00 1500000.00