0001145549-12-001662.txt : 20120402 0001145549-12-001662.hdr.sgml : 20120402 20120207142259 ACCESSION NUMBER: 0001145549-12-001662 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120131 FILED AS OF DATE: 20120207 DATE AS OF CHANGE: 20120207 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: 12577127 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2012-01-31 0000857156 S000004504 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 33 45 33871558254.37 7665400.63 103481811.49 33775741843.51 0.0024 1.0001 2012-01-31 1.0001 2012-01-31 C000012378 1.00 33775741843.51 1.00 -298656722.26 6599526189.74 6898182912.00 0.0006 1.0001 2012-01-31 1.0001 2012-01-31 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086LB21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-02 2012-02-02 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 212000000.00 211998527.79 0.0063 N 211997880.00 211997880.00 Alpine Securitization Corp Alpine Securitization Corp 0.240000% 02086LB39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 28000000.00 27999626.67 0.0008 N 27999720.00 27999720.00 Alpine Securitization Corp Alpine Securitization Corp 0.250000% 02086LB70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 67000000.00 66997208.34 0.0020 N 66997990.00 66997990.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LB82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 49000000.00 48997332.22 0.0015 N 48998040.00 48998040.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.280000% 03221LBD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 5000000.00 4999533.33 0.0001 N 4999650.00 4999650.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.230000% 03221LBN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 89000000.00 88988059.16 0.0026 N 88989320.00 88989320.00 Amsterdam Funding Corp Amsterdam Funding Corp 0.220000% 03221LBN9 Asset Backed Commercial Paper N First Tier Security N/A 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LLC 0.300000% 04014AB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-03 2012-02-03 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 5000000.00 4999916.67 0.0001 N 4999900.00 4999900.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.440000% 04014AB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 150000000.00 149990833.32 0.0044 N 149995500.00 149995500.00 Argento Variable Funding Co, LLC Argento Variable Funding Co, LLC 0.280000% 04014AB93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 83000000.00 82994835.56 0.0025 N 82995850.00 82995850.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.250000% 05252WBP7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 200000000.00 200000000.00 0.0059 N 200042000.00 200042000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.275000% 05253ABA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 24000000.00 23998350.00 0.0007 N 23999520.00 23999520.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.600000% 971JFK004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-05-30 2012-05-30 N N N 48000000.00 48000000.00 0.0014 N 48068640.00 48068640.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.490000% 973HUY009 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2012-04-27 2012-04-27 N N N 93000000.00 93000000.00 0.0028 N 93082770.00 93082770.00 Bank of America, NA Bank of America, NA 0.250000% 06052WKX0 Other Note N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 145000000.00 145000000.00 0.0043 N 144998550.00 144998550.00 Bank of America, NA Bank 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First Tier Security N/A N/A 2012-02-27 2012-07-26 N N N 323000000.00 323000000.00 0.0096 N 323048450.00 323048450.00 Bank of the West Bank of the West 0.255000% 0642G0XD8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 100000000.00 100000000.00 0.0030 N 100000000.00 100000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000% 06538ECR6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 42000000.00 42000000.00 0.0012 N 41999580.00 41999580.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000% 06538EDR5 Certificate of Deposit N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 62000000.00 62000000.00 0.0018 N 61998760.00 61998760.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000% 06538EFN2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 220000000.00 220000000.00 0.0065 N 219991200.00 219991200.00 Barclays Bank Plc Barclays Bank Plc 0.220000% 06740M3N1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 136000000.00 136000000.00 0.0040 N 136004080.00 136004080.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06740M4F7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-28 2012-02-28 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Barclays Bank Plc Barclays Bank Plc 0.660000% 06740MA45 Certificate of Deposit N First Tier Security N/A N/A 2012-05-04 2012-05-04 N N N 13000000.00 13000000.00 0.0004 N 12999870.00 12999870.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06740MB28 Certificate of Deposit N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N N 203000000.00 203000000.00 0.0060 N 203010150.00 203010150.00 Barclays Bank Plc Barclays Bank Plc 0.685100% 06740MVX8 Certificate of Deposit N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N N 18000000.00 18000000.00 0.0005 N 18000900.00 18000900.00 Barclays Capital, Inc 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2040-12-20 4.000000 Government Agency Debt 30079.00 31949.47 GNMA 2041-09-20 3.500000 Government Agency Debt 4544707.00 4759220.20 First Tier Security N/A N/A 2012-02-07 2012-02-07 Y BARCLAYS CAPITAL INC N/A N/A N N 665000000.00 665000000.00 0.0197 N 664980050.00 664980050.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 07699U005_0.1200_M120207_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-05-01 2.590000 Government Agency Debt 12118861.00 87613.26 Fannie Mae 2017-07-01 4.075000 Government Agency Debt 27500000.00 257028.15 Fannie Mae 2018-06-01 1.831000 Government Agency Debt 16588606.00 155047.76 Fannie Mae 2018-09-01 1.401000 Government Agency Debt 21393912.00 127596.74 Fannie Mae 2018-09-01 2.213000 Government Agency Debt 13400000.00 164323.04 Fannie Mae 2020-01-01 3.472000 Government Agency Debt 1990874.00 1226249.71 Fannie Mae 2020-05-01 4.660000 Government Agency Debt 700000.00 781250.97 Fannie Mae 2020-06-01 1.811000 Government Agency Debt 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2034-02-15 2.000000 Government Agency Debt 18288203.00 16535987.55 Freddie Mac 2035-05-15 0.578000 Government Agency Debt 10524000.00 3095912.10 Freddie Mac 2035-09-15 5.500000 Government Agency Debt 1550000.00 269312.42 Freddie Mac 2035-10-15 0.678000 Government Agency Debt 24627.00 835.94 Freddie Mac 2036-01-01 7.000000 Government Agency Debt 6000000.00 1299404.36 Freddie Mac 2036-01-01 7.000000 Government Agency Debt 4890133.00 1293008.01 Freddie Mac 2036-05-01 7.000000 Government Agency Debt 2455428.00 1218033.06 Freddie Mac 2036-10-01 6.500000 Government Agency Debt 1566442.00 556360.24 Freddie Mac 2036-10-01 7.000000 Government Agency Debt 3218142.00 1348390.88 Freddie Mac 2036-12-01 7.000000 Government Agency Debt 3504339.00 1371032.81 Freddie Mac 2036-12-15 5.000000 Government Agency Debt 1753712.00 732184.78 Freddie Mac 2037-04-01 7.500000 Government Agency Debt 2410000.00 1276260.62 Freddie Mac 2037-05-01 7.000000 Government Agency Debt 2691744.00 587920.67 Freddie Mac 2037-09-01 6.500000 Government Agency Debt 4369625.00 1245738.65 Freddie Mac 2037-09-15 7.500000 Government Agency Debt 1186542.00 1317097.93 Freddie Mac 2037-10-15 0.608000 Government Agency Debt 628345.00 282891.84 Freddie Mac 2038-08-01 5.000000 Government Agency Debt 1216271.00 575496.92 Freddie Mac 2038-08-01 6.000000 Government Agency Debt 2748649.00 1288611.60 Freddie Mac 2039-07-01 6.000000 Government Agency Debt 1280970.00 1371454.28 Freddie Mac 2040-02-15 2.000000 Government Agency Debt 375000.00 361335.04 Freddie Mac 2041-05-01 4.500000 Government Agency Debt 1280150.00 1376159.91 Freddie Mac 2041-05-20 7.000000 Government Agency Debt 1148887.00 1252566.52 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 1152515.00 1246668.12 Freddie Mac 2041-08-01 4.500000 Government Agency Debt 1208000.00 1309057.36 Freddie Mac 2041-09-01 5.000000 Government Agency Debt 1185011.00 1304475.66 Freddie Mac 2041-12-01 4.500000 Government Agency Debt 1143082.00 1245443.84 GNMA 2032-10-20 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0.200000% 36959HBA4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 18000000.00 17999100.00 0.0005 N 17999820.00 17999820.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HD38 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-03 2012-04-03 N N N 177000000.00 176914646.67 0.0052 N 176973450.00 176973450.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HD95 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-09 2012-04-09 N N N 10000000.00 9994711.11 0.0003 N 9998300.00 9998300.00 General Electric Capital Corp General Electric Capital Corp 0.280000% 36959HDC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-04-12 2012-04-12 N N N 2000000.00 1998895.56 0.0001 N 1999640.00 1999640.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HDS3 Financial Company Commercial Paper N First Tier Security N/A 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74983666.67 0.0022 N 74991000.00 74991000.00 GFRE Holdings LLC GFRE Holdings LLC 0.270000% 36169XAA6 Government Agency Debt N First Tier Security N/A N/A 2012-02-07 2012-02-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 4970000.00 4970000.00 0.0001 N 4970000.00 4970000.00 Goldman Sachs & Co Goldman Sachs & Co 0.220000% 38399H002_0.2200_M120201_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2031-10-01 4.000000 Government Agency Debt 136329230.00 141750000.40 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 135000000.00 135000000.00 0.0040 N 135000000.00 135000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399J008_0.1400_M120201_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2034-04-01 5.500000 Government Agency Debt 462463105.00 91989709.40 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 82758209.00 76010290.94 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 160000000.00 160000000.00 0.0047 N 160000000.00 160000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 992JYE002_0.1400_M120202_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-11-01 4.000000 Government Agency Debt 49907627.00 52500000.11 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 50000000.00 50000000.00 0.0015 N 50000000.00 50000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 992JYE002_0.1400_M120203_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-10-01 3.500000 Government Agency Debt 28073402.00 26991043.04 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 230534363.00 95849389.00 Freddie Mac 2026-06-01 4.000000 Government Agency Debt 100000331.00 98709568.30 First Tier Security N/A N/A 2012-02-03 2012-02-03 N N N 211000000.00 211000000.00 0.0062 N 211000000.00 211000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.690000% 992JYE002_0.6900_M120229_2M49 0000769993 Other Repurchase Agreement N AGL RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999979.35 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999995.22 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999988.50 CMS ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999986.68 CONOCOPHILLIPS COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999944.72 CYTEC INDS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999956.44 DIAMOND OFFSHORE DRILLING INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999985.80 EOG RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999918.45 FREEPORT-MCMORAN COPPER & GOCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999955.10 HIGHER ONE HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999988.11 ISHARES INC MSCI MEX 2012-01-31 N/A Other Instrument common stock or ETF 0.00 639.98 JUNIPER NETWORKS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999982.35 MOLYCORP INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999978.96 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999987.46 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999985.56 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999964.76 ROCK-TENN CO CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999962.18 SANDRIDGE ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999998.88 TARGET CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999956.44 UNION PAC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999890.08 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999976.04 WESTERN DIGITAL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 999988.14 First Tier Security N/A N/A 2012-02-29 2012-02-29 N N N 20000000.00 20000000.00 0.0006 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Y 20000000.00 20000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.700000% 992JYE002_0.7000_M120514_2M49 0000769993 Other Repurchase Agreement N AGL RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049988.65 AMERIPRISE FINL INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 705587.04 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049990.58 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049983.34 CONOCOPHILLIPS COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 101362.00 CYTEC INDS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049984.46 DIAMOND OFFSHORE DRILLING INCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049982.00 EOG RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049940.70 EQUIFAX INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 406907.50 HIGHER ONE HLDGS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049990.04 INTERNATIONAL GAME TECHNOLOGCOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 649651.68 INVESCO LTD SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 562690.15 KEYCORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 823676.95 LIN TV CORP CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 629401.50 MOLYCORP INC DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049988.80 MOTOROLA SOLUTIONS INC COM NEW 2012-01-31 N/A Other Instrument common stock or ETF 0.00 88289.16 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049992.32 NEWMONT MINING CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 662584.06 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049994.80 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049946.84 PUBLIC SVC ENTERPRISE GROUP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 620543.61 REALD INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 379787.10 ROCK-TENN CO CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049966.47 SANDRIDGE ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049995.64 TARGET CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049984.46 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1049995.80 XEROX CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 669796.77 First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 21000000.00 21000000.00 0.0006 Repurchase agreement collateralized by common stock and ETFs. Y 21000000.00 21000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.730000% 992JYE002_0.7300_M120202_2M49 0000769993 Other Repurchase Agreement N ALERE INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1602965.72 AMETEK INC NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1713793.46 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199971.88 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199993.04 CENTRAL VT PUB SVC CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1674824.44 CENTURYLINK INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 824763.73 CHESAPEAKE ENERGY CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1754113.68 CHIMERA INVT CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1657085.79 COCA COLA ENTERPRISES INC NECOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1919493.24 FOOT LOCKER INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1296830.99 GOLDEN STAR RES LTD CDA COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1673655.76 HEWLETT PACKARD CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199982.92 HOLLYFRONTIER CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199970.23 INTERPUBLIC GROUP COS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1657464.05 ITC HLDGS CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1899259.74 JOHNSON & JOHNSON 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199970.80 JOHNSON CTLS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1749471.78 LOEWS CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1491157.92 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199994.36 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199908.46 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199965.56 PROVIDENT FINL SVCS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1700397.60 ST JUDE MED INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1866903.99 UNDER ARMOUR INC CL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1918100.46 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2199961.26 First Tier Security N/A N/A 2012-02-02 2012-02-02 N N N 44000000.00 44000000.00 0.0013 Repurchase agreement collateralized by common stock and ETFs. N 44000000.00 44000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.750000% 992JYE002_0.7500_M120417_2M49 0000769993 Other Repurchase Agreement N ALLERGAN INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 407277.50 AMERICAN INTL GROUP INC COM NEW 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1073116.80 AT&T INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999980.88 CENTERPOINT ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999990.68 CENTURYLINK INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999969.15 CHEVRON CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1808744.31 CONSOLIDATED EDISON INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999951.68 CVR ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1378578.60 ENTRAVISION COMMUNICATIONS CCL A 2012-01-31 N/A Other Instrument common stock or ETF 0.00 23598.60 FOOT LOCKER INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999985.08 FORTEGRA FINL CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 94545.36 FRANKLIN RES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1262382.42 GRACE W R & CO DEL NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1489401.08 GRAY TELEVISION INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 81320.00 GREAT PLAINS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 599.43 HECKMANN CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1569000.00 HEWLETT PACKARD CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999999.36 HOLLYFRONTIER CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999983.94 JOHNSON & JOHNSON 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999964.83 KIMBERLY CLARK CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3436733.16 LEGG MASON INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1238550.82 LOEWS CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 84865.68 MERCK & CO INC NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3200647.00 MOODYS CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1370775.90 MOSAIC CO NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1459115.28 NCR CORP NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999986.42 NISOURCE INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 2093.92 OCCIDENTAL PETE CORP DEL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999942.24 OVERSEAS SHIPHOLDING GROUP ICOM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1184035.88 PINNACLE WEST CAP CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1136938.04 PINNACLE WEST CAP CORP COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 232048.43 PPG INDS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1509537.84 PROGRESS ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999966.76 REPUBLIC SVCS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1218207.42 STREAM GLOBAL SVCS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 21923.20 SUPERIOR ENERGY SVCS INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1418518.97 TITAN INTL INC ILL COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1042598.34 TJX COS INC NEW COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1526595.85 UR ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 137259.40 USANA HEALTH SCIENCES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1177890.96 WAL MART STORES INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1512516.20 WALTER ENERGY INC COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 3999974.02 WASHINGTON POST CO CL B 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1514220.48 WESTERN UN CO COM 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1192599.66 XL GROUP PLC SHS 2012-01-31 N/A Other Instrument common stock or ETF 0.00 1194088.45 First Tier Security N/A N/A 2012-04-17 2012-04-17 N N N 80000000.00 80000000.00 0.0024 Repurchase agreement collateralized by common stock and ETFs. 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61993800.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GN58 Government Agency Debt N First Tier Security N/A N/A 2012-04-02 2012-04-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 21000000.00 20993239.17 0.0006 N 20994750.00 20994750.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257GN82 Government Agency Debt N First Tier Security N/A N/A 2012-04-05 2012-04-05 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 30000000.00 29989866.67 0.0009 N 29991900.00 29991900.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JF44 Government Agency Debt N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 94000000.00 93995535.00 0.0028 N 93997180.00 93997180.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257JJ40 Government Agency Debt N First Tier Security N/A N/A 2012-04-04 2012-04-04 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 17000000.00 16994347.50 0.0005 N 16995580.00 16995580.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KN91 Government Agency Debt N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 16000000.00 15998057.78 0.0005 N 15998880.00 15998880.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP32 Government Agency Debt N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 18000000.00 17998005.00 0.0005 N 17998740.00 17998740.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KP57 Government Agency Debt N First Tier Security N/A N/A 2012-03-01 2012-03-01 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 94000000.00 93985612.78 0.0028 N 93991540.00 93991540.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KQ31 Government Agency Debt N First Tier Security N/A N/A 2012-03-02 2012-03-02 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 20000000.00 19996833.33 0.0006 N 19998000.00 19998000.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR22 Government Agency Debt N First Tier Security N/A N/A 2012-03-06 2012-03-06 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 17709000.00 17705822.22 0.0005 N 17707052.01 17707052.01 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KR48 Government Agency Debt N First Tier Security N/A N/A 2012-03-12 2012-03-12 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 105000000.00 104977833.32 0.0031 N 104986350.00 104986350.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257KS47 Government Agency Debt N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Credit / Liquidity Federal Financing Bank N/A N/A 19000000.00 18995788.33 0.0006 N 18997340.00 18997340.00 Straight A Funding, LLC Straight A Funding, LLC 0.190000% 86257M7B0 Government Agency Debt N First Tier Security N/A N/A 2012-03-13 2012-03-13 N N Y Credit / 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2999980.83 0.0001 N 2999970.00 2999970.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602TB69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 3000000.00 2999904.17 0.0001 N 2999910.00 2999910.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-14 2012-03-14 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 18000000.00 17995380.00 0.0005 N 17995500.00 17995500.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TCL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-03-20 2012-03-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 37676000.00 37664948.37 0.0011 N 37665073.96 37665073.96 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602TDG5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-04-16 2012-04-16 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 16000000.00 15992666.67 0.0005 N 15993120.00 15993120.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602TEM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-05-21 2012-05-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49961805.56 0.0015 N 49973945.00 49973945.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XAQ8 Certificate of Deposit N First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 136000000.00 136000000.00 0.0040 N 136057120.00 136057120.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89112XCL7 Certificate of Deposit N First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 87000000.00 87000000.00 0.0026 N 87046110.00 87046110.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112XCW3 Certificate of Deposit N First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 25000000.00 25000000.00 0.0007 N 25000000.00 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0.0028 N 93999060.00 93999060.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112XKV6 Certificate of Deposit N First Tier Security N/A N/A 2012-02-14 2012-02-14 N N N 418000000.00 418000000.00 0.0124 N 418000000.00 418000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.600000% 89233GEP7 Other Commercial Paper N First Tier Security N/A N/A 2012-05-23 2012-05-23 N N Y Support Agreement Toyota Motor Corp N/A N/A 73000000.00 72863733.34 0.0022 N 72952550.00 72952550.00 UBS AG UBS AG 0.210000% 90267RBK4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 36000000.00 36000000.00 0.0011 N 35999640.00 35999640.00 UBS AG UBS AG 0.210000% 90267RBQ1 Certificate of Deposit N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N N 82000000.00 82000000.00 0.0024 N 81999180.00 81999180.00 UBS AG UBS AG 0.210000% 90267RBR9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 110000000.00 110000000.00 0.0033 N 109998900.00 109998900.00 UBS AG UBS AG 0.210000% 90267RBS7 Certificate of Deposit N First Tier Security N/A N/A 2012-02-10 2012-02-10 N N N 150000000.00 150000000.00 0.0044 N 149998500.00 149998500.00 UBS AG UBS AG 0.210000% 90267RBU2 Certificate of Deposit N First Tier Security N/A N/A 2012-02-09 2012-02-09 N N N 5000000.00 5000000.00 0.0001 N 4999950.00 4999950.00 UBS AG UBS AG 0.210000% 90267RBY4 Certificate of Deposit N First Tier Security N/A N/A 2012-02-13 2012-02-13 N N N 105000000.00 105000000.00 0.0031 N 104997900.00 104997900.00 UBS Securities LLC UBS Securities LLC 0.230000% 99EPPA003_0.2300_M120201_2M49 0001070766 Government Agency Repurchase Agreement Y Fannie Mae 2041-10-01 4.000000 Government Agency Debt 2931419.00 3075474.49 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 52546206.00 55240864.99 Fannie Mae 2042-01-01 3.500000 Government Agency Debt 51263260.00 53398203.90 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 52148877.00 55986669.30 Freddie Mac 2037-01-01 5.000000 Government Agency Debt 76960774.00 36298788.26 First Tier Security N/A N/A 2012-02-01 2012-02-01 N N N 200000000.00 200000000.00 0.0059 N 200000000.00 200000000.00 Union Bank, NA Union Bank, NA 0.360000% 90527MWF9 Certificate of Deposit N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N N 31000000.00 31000000.00 0.0009 N 31001860.00 31001860.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWS1 Certificate of Deposit N First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 7000000.00 7000000.00 0.0002 N 7000910.00 7000910.00 Union Bank, NA Union Bank, NA 0.400000% 90527MWZ5 Certificate of Deposit N First Tier Security N/A N/A 2012-03-08 2012-03-08 N N N 27000000.00 27000000.00 0.0008 N 27000270.00 27000270.00 Union Bank, NA Union Bank, NA 0.450000% 90527MXF8 Certificate of Deposit N First Tier Security N/A N/A 2012-04-11 2012-04-11 N N N 69000000.00 69000000.00 0.0020 N 68988960.00 68988960.00 Univ of California Commerical Paper Notes Series B 0.250000% 91411SB82 Other Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N N 54000000.00 53997374.99 0.0016 N 53997300.00 53997300.00 Univ of California Commerical Paper Notes Series B 0.140000% 91411SBF6 Other Commercial Paper N First Tier Security N/A N/A 2012-02-15 2012-02-15 N N N 53000000.00 52997114.45 0.0016 N 52996820.00 52996820.00 Univ of California Commerical Paper Notes Series B 0.270000% 91411SBP4 Other Commercial Paper N First Tier Security N/A N/A 2012-02-23 2012-02-23 N N N 2000000.00 1999670.00 0.0001 N 1999700.00 1999700.00 Univ of California Commerical Paper Notes Series B 0.200000% 91411SE89 Other Commercial Paper N First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 6000000.00 5996766.67 0.0002 N 5996760.00 5996760.00 Univ of California General Revenue Bonds Series 2011 Y-1 0.375000% 91412GEZ4 Other Municipal Debt N First Tier Security N/A N/A 2012-02-01 2012-07-01 N N N 96000000.00 96000000.00 0.0028 N 96006720.00 96006720.00 Variable Funding Capital Corp 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Company Commercial Paper N First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 1000000.00 998693.33 0.0000 N 999180.00 999180.00 Westpac Banking Corp Westpac Banking Corp 0.540000% 9612C0H10 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 155000000.00 154576850.00 0.0046 N 154545850.00 154545850.00 Westpac Banking Corp Westpac Banking Corp 0.440000% 9612C0H36 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 33000000.00 32925786.67 0.0010 N 32901330.00 32901330.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 318225.96 318225.96 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 278161.31 278161.31 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 258579.24 258579.24 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 226024.12 226024.12 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 994423.82 994423.82 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 869225.86 869225.86 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1829731.39 1829731.39 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 1599368.21 1599368.21 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 278451.89 278451.89 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 243394.79 243394.79 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 198898.89 198898.89 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 173857.52 173857.52 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 79556.24 79556.24 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 69540.11 69540.11 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-06 2012-02-06 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 50000000.00 49998055.56 0.0015 N 49998500.00 49998500.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-07 2012-02-07 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 135000000.00 134993700.01 0.0040 N 134995950.00 134995950.00 Windmill Funding Corp Windmill Funding Corp 0.280000% 97342GB89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-08 2012-02-08 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 40000000.00 39997822.22 0.0012 N 39998400.00 39998400.00 Windmill Funding Corp Windmill Funding Corp 0.230000% 97342GBG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-16 2012-02-16 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 61000000.00 60994154.17 0.0018 N 60994510.00 60994510.00 Windmill Funding Corp Windmill Funding Corp 0.230000% 97342GBN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-22 2012-02-22 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 7000000.00 6999060.83 0.0002 N 6999020.00 6999020.00 Windmill Funding Corp Windmill Funding Corp 0.210000% 97342GBQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-02-24 2012-02-24 N N Y Letter of Credit Royal Bank of Scotland Plc N/A N/A 1000000.00 999865.83 0.0000 N 999840.00 999840.00