0001145549-13-003423.txt : 20130530 0001145549-13-003423.hdr.sgml : 20130530 20130405131007 ACCESSION NUMBER: 0001145549-13-003423 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130405 DATE AS OF CHANGE: 20130405 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: 13745180 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-03-31 0000857156 S000004499 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 52 73 14042934522.17 6641061.94 831598.27 14048743985.84 0.0028 1.0001 2013-03-31 1.0001 2013-03-31 C000012373 1.00 14048743985.84 1.00 48980571.00 2854215624.31 2805235053.31 0.0001 1.0001 2013-03-31 1.0001 2013-03-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.350000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National North America LLC Abbey National North America LLC 0.360000% 0027A0SG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N Y Santander UK Plc N/A N/A N 69000000.00 68968950.00 0.0049 N 68975850.00 68975850.00 Alpine Securitization Corp Alpine Securitization Corp 0.180000% 02086LR99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 48000000.00 47998080.00 0.0034 N 47997120.00 47997120.00 ANZ New Zealand (Int'l) Ltd ANZ New Zealand (Int'l) Ltd 0.200000% 0018A2RS7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N Y ANZ National Bank Ltd N/A N/A N 31000000.00 30995694.45 0.0022 N 30996280.00 30996280.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.410000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 15000000.00 15000000.00 0.0011 N 14999850.00 14999850.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 9000000.00 9000000.00 0.0006 N 8999910.00 8999910.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 4000000.00 4000000.00 0.0003 Security is a time deposit. N 4000000.00 4000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005_M130401 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 105000000.00 105000000.00 0.0075 Security is a time deposit. N 105000000.00 105000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005_M130402 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 281000000.00 281000000.00 0.0200 Security is a time deposit. N 281000000.00 281000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUQ4 Other Note N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 23000000.00 23000000.00 0.0016 N 23001150.00 23001150.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUS0 Other Note N First Tier Security N/A N/A 2013-04-23 2013-04-23 N N N 158000000.00 158000000.00 0.0112 N 158009480.00 158009480.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUY7 Other Note N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 15000000.00 15000000.00 0.0011 N 15001200.00 15001200.00 Bank of Montreal Bank of Montreal 0.200000% 06366XH39 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 200000000.00 200000000.00 0.0142 N 200004000.00 200004000.00 Bank of Montreal Bank of Montreal 0.150000% 06366XQ70 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 115000000.00 115000000.00 0.0082 N 115000000.00 115000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366XW40 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.410000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-07-26 N N N 176000000.00 176000000.00 0.0125 N 176130240.00 176130240.00 Bank of Nova Scotia Bank of Nova Scotia 0.283700% 06417FAK6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-05-21 N N N 38000000.00 37999738.31 0.0027 N 38006460.00 38006460.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FKG4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 77000000.00 77000000.00 0.0055 N 77001540.00 77001540.00 Bank of Nova Scotia Bank of Nova Scotia 0.120000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 4000000.00 4000000.00 0.0003 Security is a time deposit. N 4000000.00 4000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 049999006_M130401 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 122000000.00 122000000.00 0.0087 Security is a time deposit. N 122000000.00 122000000.00 Bank of the West Bank of the West 0.295000% 06426GAW7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 26000000.00 26000000.00 0.0019 N 26008060.00 26008060.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGM0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 7000000.00 7000000.00 0.0005 N 7002030.00 7002030.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGT5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 32000000.00 32000000.00 0.0023 N 32009600.00 32009600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 73000000.00 73000000.00 0.0052 N 73018980.00 73018980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538FHZ0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 7000000.00 7000000.00 0.0005 N 7000210.00 7000210.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 33000000.00 33000000.00 0.0023 N 33008910.00 33008910.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 66000000.00 66000000.00 0.0047 N 66044220.00 66044220.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 14000000.00 14000000.00 0.0010 N 14009380.00 14009380.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 62000000.00 62000000.00 0.0044 N 62041540.00 62041540.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1000000.00 1000000.00 0.0001 N 1000680.00 1000680.00 Barclays Bank Plc Barclays Bank Plc 0.440000% 06741XGY8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 6000000.00 6000000.00 0.0004 N 6001020.00 6001020.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHL5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 48000000.00 48000000.00 0.0034 N 48012480.00 48012480.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XHY7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 46000000.00 46000000.00 0.0033 N 46017020.00 46017020.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06741XJB5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 20000000.00 20000000.00 0.0014 N 20008000.00 20008000.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XMG0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 61000000.00 61000000.00 0.0043 N 61004880.00 61004880.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNB0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 13000000.00 13000000.00 0.0009 N 13010530.00 13010530.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNC8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 9000000.00 9000000.00 0.0006 N 9007380.00 9007380.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 51000000.00 51000000.00 0.0036 N 51020400.00 51020400.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XPB8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 14000000.00 14000000.00 0.0010 N 14005600.00 14005600.00 Barclays Capital, Inc Barclays Capital, Inc 0.130000% 07699U005_0.1300_M130403_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 2.448000 Government Agency Debt 8264260.00 5120209.73 Fannie Mae 2042-04-01 2.794000 Government Agency Debt 7431886.00 6322479.47 Fannie Mae 2043-03-01 2.266000 Government Agency Debt 1264.00 1318.32 First Tier Security N/A N/A 2013-04-03 2013-04-03 Y BARCLAYS CAPITAL INC N/A N/A N N 11000000.00 11000000.00 0.0008 N 11000000.00 11000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.160000% 07699U005_0.1600_M130404_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-05-01 1.859000 Government Agency Debt 12118861.00 68523.71 Fannie Mae 2017-07-01 3.996000 Government Agency Debt 27500000.00 191097.23 Fannie Mae 2018-06-01 1.880000 Government Agency Debt 16588606.00 102925.77 Fannie Mae 2018-09-01 2.228000 Government Agency Debt 13400000.00 117844.46 Fannie Mae 2018-09-01 2.935000 Government Agency Debt 425000.00 12241.51 Fannie Mae 2019-08-01 1.894000 Government Agency Debt 105000.00 108120.65 Fannie Mae 2021-01-01 4.330000 Government Agency Debt 51000.00 58066.62 Fannie Mae 2021-06-01 4.340000 Government Agency Debt 191000.00 218808.61 Fannie Mae 2021-07-01 3.976000 Government Agency Debt 103000.00 118113.09 Fannie Mae 2021-08-01 3.714000 Government Agency Debt 97000.00 105689.02 Fannie Mae 2021-12-01 2.940000 Government Agency Debt 103000.00 107749.95 Fannie Mae 2022-04-01 2.940000 Government Agency Debt 116000.00 122696.47 Fannie Mae 2025-03-01 6.717000 Government Agency Debt 15794116.00 11966.62 Fannie Mae 2027-01-01 5.652000 Government Agency Debt 26985034.00 126186.29 Fannie Mae 2027-03-01 6.191000 Government Agency Debt 66512384.00 155882.38 Fannie Mae 2029-02-01 2.250000 Government Agency Debt 71137334.00 177020.02 Fannie Mae 2030-10-01 3.633000 Government Agency Debt 14875710.00 166079.97 Fannie Mae 2031-01-01 2.398000 Government Agency Debt 11697593.00 169724.10 Fannie Mae 2031-12-01 2.353000 Government Agency Debt 15563214.00 238153.70 Fannie Mae 2032-03-01 2.090000 Government Agency Debt 6000000.00 32699.52 Fannie Mae 2032-03-01 2.355000 Government Agency Debt 35266554.00 379230.95 Fannie Mae 2032-04-01 2.615000 Government Agency Debt 6000000.00 44704.40 Fannie Mae 2032-06-01 2.163000 Government Agency Debt 43000000.00 366988.22 Fannie Mae 2032-06-01 2.400000 Government Agency Debt 15138608.00 292070.49 Fannie Mae 2032-10-01 2.263000 Government Agency Debt 1215000.00 157184.67 Fannie Mae 2032-11-01 2.648000 Government Agency Debt 3000000.00 49068.35 Fannie Mae 2033-01-01 2.590000 Government Agency Debt 500000.00 19196.87 Fannie Mae 2033-03-01 2.570000 Government Agency Debt 195000.00 25940.54 Fannie Mae 2033-05-01 2.712000 Government Agency Debt 5900000.00 284636.47 Fannie Mae 2033-06-01 1.784000 Government Agency Debt 7000993.00 219499.36 Fannie Mae 2033-06-01 2.277000 Government Agency Debt 622379.00 71826.80 Fannie Mae 2033-08-01 2.750000 Government Agency Debt 5400000.00 267240.03 Fannie Mae 2033-08-01 2.766000 Government Agency Debt 3000242.00 212001.01 Fannie Mae 2033-09-01 2.634000 Government Agency Debt 3910807.00 344101.53 Fannie Mae 2033-09-01 2.935000 Government Agency Debt 500000.00 65458.58 Fannie Mae 2033-10-01 2.659000 Government Agency Debt 10000000.00 381717.85 Fannie Mae 2033-10-01 4.614000 Government Agency Debt 3000000.00 255380.98 Fannie Mae 2033-12-01 2.692000 Government Agency Debt 5948416.00 296856.66 Fannie Mae 2034-04-01 2.357000 Government Agency Debt 1000000.00 128233.45 Fannie Mae 2034-04-01 2.925000 Government Agency Debt 310000.00 48017.16 Fannie Mae 2034-05-01 2.715000 Government Agency Debt 1050000.00 95970.13 Fannie Mae 2034-07-01 1.939000 Government Agency Debt 1950000.00 378794.70 Fannie Mae 2034-07-01 2.357000 Government Agency Debt 989545.00 145294.17 Fannie Mae 2034-09-01 2.798000 Government Agency Debt 6200000.00 327339.48 Fannie Mae 2034-10-01 2.587000 Government Agency Debt 650000.00 179654.72 Fannie Mae 2034-10-01 5.104000 Government Agency Debt 2544000.00 184609.24 Fannie Mae 2034-11-01 2.381000 Government Agency Debt 1128600.00 101509.86 Fannie Mae 2035-05-01 3.051000 Government Agency Debt 6543526.00 169502.37 Fannie Mae 2035-06-01 2.756000 Government Agency Debt 1810000.00 313218.78 Fannie Mae 2035-11-01 2.711000 Government Agency Debt 589418.00 87913.07 Fannie Mae 2035-12-01 2.715000 Government Agency Debt 1700000.00 317257.28 Fannie Mae 2035-12-01 5.115000 Government Agency Debt 312700.00 68667.24 Fannie Mae 2036-02-01 2.453000 Government Agency Debt 270000.00 160716.88 Fannie Mae 2036-02-01 2.474000 Government Agency Debt 1650000.00 272041.66 Fannie Mae 2036-02-01 2.558000 Government Agency Debt 3130000.00 293080.13 Fannie Mae 2036-02-01 2.673000 Government Agency Debt 1650000.00 173164.28 Fannie Mae 2036-02-01 2.796000 Government Agency Debt 1200000.00 217087.06 Fannie Mae 2036-04-01 2.645000 Government Agency Debt 930000.00 121166.44 Fannie Mae 2036-04-01 2.942000 Government Agency Debt 1300000.00 248977.79 Fannie Mae 2036-04-01 4.958000 Government Agency Debt 1000000.00 176316.95 Fannie Mae 2036-07-01 5.597000 Government Agency Debt 225000.00 21759.89 Fannie Mae 2036-07-01 5.990000 Government Agency Debt 630000.00 138904.94 Fannie Mae 2036-08-01 2.885000 Government Agency Debt 440862.00 93060.57 Fannie Mae 2036-10-01 5.615000 Government Agency Debt 1000000.00 131560.34 Fannie Mae 2036-10-01 5.981000 Government Agency Debt 2700000.00 282441.83 Fannie Mae 2036-11-01 5.754000 Government Agency Debt 700000.00 132374.46 Fannie Mae 2037-01-01 2.065000 Government Agency Debt 4329375.00 50815.13 Fannie Mae 2037-01-01 2.795000 Government Agency Debt 2283127.00 242905.59 Fannie Mae 2037-05-01 5.629000 Government Agency Debt 2000000.00 303202.81 Fannie Mae 2037-06-01 5.680000 Government Agency Debt 70000.00 9179.20 Fannie Mae 2037-07-01 5.628000 Government Agency Debt 2700000.00 389700.47 Fannie Mae 2037-08-01 2.475000 Government Agency Debt 110808.00 55468.49 Fannie Mae 2037-09-01 5.821000 Government Agency Debt 50000.00 6808.93 Fannie Mae 2037-09-01 5.901000 Government Agency Debt 1000000.00 104240.37 Fannie Mae 2037-10-01 2.828000 Government Agency Debt 1122858.00 190863.45 Fannie Mae 2037-10-01 3.155000 Government Agency Debt 2000000.00 348095.76 Fannie Mae 2037-10-01 5.150000 Government Agency Debt 568590.00 90300.08 Fannie Mae 2037-10-01 5.777000 Government Agency Debt 1940000.00 287577.69 Fannie Mae 2037-11-01 6.040000 Government Agency Debt 13714.00 1781.98 Fannie Mae 2037-11-01 6.104000 Government Agency Debt 1610200.00 323208.48 Fannie Mae 2037-12-01 5.378000 Government Agency Debt 1849500.00 388641.83 Fannie Mae 2037-12-01 5.856000 Government Agency Debt 3500000.00 298935.64 Fannie Mae 2038-03-01 4.260000 Government Agency Debt 1000000.00 136790.74 Fannie Mae 2038-03-01 4.776000 Government Agency Debt 500000.00 100769.64 Fannie Mae 2038-03-01 5.212000 Government Agency Debt 2000000.00 303164.97 Fannie Mae 2038-06-01 3.727000 Government Agency Debt 242000.00 46727.88 Fannie Mae 2038-07-01 4.891000 Government Agency Debt 2000000.00 346968.69 Fannie Mae 2038-07-01 5.096000 Government Agency Debt 575000.00 133925.78 Fannie Mae 2038-08-01 4.780000 Government Agency Debt 675000.00 151591.70 Fannie Mae 2038-08-01 5.175000 Government Agency Debt 1950429.00 144215.61 Fannie Mae 2038-08-01 5.263000 Government Agency Debt 500000.00 85556.00 Fannie Mae 2038-09-01 4.659000 Government Agency Debt 1250000.00 259942.03 Fannie Mae 2038-09-01 5.655000 Government Agency Debt 1519600.00 355221.39 Fannie Mae 2038-10-01 5.323000 Government Agency Debt 2000000.00 185425.99 Fannie Mae 2039-01-01 5.643000 Government Agency Debt 734086.00 135704.27 Fannie Mae 2040-05-01 3.684000 Government Agency Debt 76389.00 34028.69 Fannie Mae 2040-06-01 3.630000 Government Agency Debt 1615822.00 383388.42 Fannie Mae 2040-07-01 3.463000 Government Agency Debt 31347.00 13726.62 Fannie Mae 2040-10-01 1.425000 Government Agency Debt 4849067.00 301211.87 Fannie Mae 2040-10-01 3.177000 Government Agency Debt 1000000.00 294459.77 Fannie Mae 2040-10-01 3.641000 Government Agency Debt 123256.00 58536.87 Fannie Mae 2040-12-01 2.326000 Government Agency Debt 199000.00 122726.56 Fannie Mae 2041-01-01 3.190000 Government Agency Debt 58670.00 40584.98 Fannie Mae 2041-02-01 3.150000 Government Agency Debt 1000000.00 179276.28 Fannie Mae 2041-04-01 3.544000 Government Agency Debt 510000.00 313410.32 Fannie Mae 2041-06-01 3.379000 Government Agency Debt 218436.00 148120.75 Fannie Mae 2041-07-01 3.297000 Government Agency Debt 113428.00 70670.92 Fannie Mae 2041-09-01 1.375000 Government Agency Debt 12005617.00 277963.20 Fannie Mae 2041-09-01 2.943000 Government Agency Debt 450000.00 312614.04 Fannie Mae 2041-09-01 3.269000 Government Agency Debt 78824.00 40787.17 Fannie Mae 2041-09-01 3.516000 Government Agency Debt 505000.00 319506.00 Fannie Mae 2041-10-01 3.312000 Government Agency Debt 134646.00 85041.00 Fannie Mae 2042-01-01 2.421000 Government Agency Debt 200000.00 160636.77 Fannie Mae 2042-04-01 2.372000 Government Agency Debt 178899.00 164231.47 Fannie Mae 2042-06-01 3.114000 Government Agency Debt 28287.00 27632.89 Fannie Mae 2043-01-01 2.260000 Government Agency Debt 25272.00 26252.67 Fannie Mae 2043-02-01 2.053000 Government Agency Debt 219524.00 225923.65 Fannie Mae 2043-03-01 2.505000 Government Agency Debt 314889.00 326930.07 Fannie Mae 2043-05-01 1.375000 Government Agency Debt 10065889.00 243280.18 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y BARCLAYS CAPITAL INC N/A N/A N N 20000000.00 20000000.00 0.0014 N 19999200.00 19999200.00 Barclays US Funding Corp Barclays US Funding Corp 0.400000% 06737HRV3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N Y Barclays Bank Plc N/A N/A N 1000000.00 999688.89 0.0001 N 999860.00 999860.00 BNP Paribas BNP Paribas 0.600000% 05572NKU9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 77000000.00 77000000.00 0.0055 N 77049280.00 77049280.00 BNP Paribas BNP Paribas 0.600000% 05572NKW5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 63000000.00 63000000.00 0.0045 N 63040950.00 63040950.00 BNP Paribas BNP Paribas 0.585000% 05572NKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 8000000.00 8000000.00 0.0006 N 8005440.00 8005440.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 42000000.00 42000000.00 0.0030 N 42003780.00 42003780.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 56000000.00 56000000.00 0.0040 N 55994400.00 55994400.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AAE003_0.2900_M130408_2M54 0001197610 Other Repurchase Agreement N DANSKE BANK A S 2015-04-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2428924.00 2581454.35 PETROLIAM NASIONAL BERHAD 2015-08-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 687583.00 813885.01 THE KOREA DEV BANK 2017-05-04 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740616.00 816158.83 First Tier Security N/A N/A 2013-04-08 2013-04-08 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 4000000.00 4000000.00 0.0003 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 4000080.00 4000080.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130401_2M54 0001197610 Other Repurchase Agreement N AXIS BANK LIMITED 2016-05-02 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160907.00 172441.44 BNK OF AMERICA CORP 2014-06-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30423.00 32414.44 CITIGROUP, INC. 2013-08-19 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4327995.00 4456240.71 CONAGRA INC 2043-01-25 4.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3483530.00 3507766.66 CORPORATION ANDINA DE FOMENTO NOTES DUE 1998 2019-06-04 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1710554.00 2266687.89 CREDIT AGRICOLE HOME LN SFH 2014-07-21 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5549353.00 5562282.99 CVS CORP 2014-09-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, 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4574000.00 4446409.38 Fannie Mae 2042-11-25 2.500000 Government Agency Debt 3808000.00 3633064.29 Fannie Mae 2042-11-25 2.500000 Government Agency Debt 3047000.00 2963977.37 Fannie Mae 2042-11-25 2.500000 Government Agency Debt 2198224.00 1992514.20 Fannie Mae 2042-12-25 2.500000 Government Agency Debt 1112081.00 1149745.77 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 1219000.00 1108406.23 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 785429.00 724347.76 Fannie Mae 2043-03-25 2.500000 Government Agency Debt 1868000.00 1698654.59 Fannie Mae 2047-06-25 6.000000 Government Agency Debt 3878000.00 4441143.77 Fannie Mae 2052-11-25 2.000000 Government Agency Debt 8256000.00 7901259.65 Fannie Mae 2052-11-25 6.500000 Government Agency Debt 3345901.00 3042449.28 GNMA 2042-03-20 7.000000 Government Agency Debt 151761.00 169674.95 GNMA 2042-07-20 2.000000 Government Agency Debt 1437524.00 1424938.22 GNMA 2042-08-20 2.500000 Government Agency Debt 5709068.00 5830615.43 GNMA 2043-01-20 3.000000 Government Agency Debt 420777.00 444365.78 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Deutsche Bank Securities Inc N/A N/A N N 249000000.00 249000000.00 0.0177 N 249000000.00 249000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M130402_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 71599.00 67745.71 Fannie Mae 2032-07-01 3.000000 Government Agency Debt 14752275.00 14502618.12 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 46280.00 47147.42 Fannie Mae 2035-11-01 5.500000 Government Agency Debt 23508.00 11807.91 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 124096.00 122983.11 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 1000.00 969.03 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 2786085.00 2832531.02 GNMA 2037-11-16 2.750000 Government Agency Debt 3002.00 2392.37 GNMA 2041-10-20 6.500000 Government Agency Debt 103645.00 116931.75 GNMA 2042-10-20 2.000000 Government Agency Debt 1000.00 996.76 GNMA 2043-01-20 3.000000 Government Agency Debt 37194.00 39279.10 First Tier Security N/A N/A 2013-04-02 2013-04-02 Y Deutsche Bank Securities Inc N/A N/A N N 17000000.00 17000000.00 0.0012 N 17000000.00 17000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M130402_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-25 4.500000 Government Agency Debt 38944132.00 11699159.10 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 777560.00 896059.37 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 11767969.00 11403472.95 Fannie Mae 2042-11-25 2.500000 Government Agency Debt 395225.00 358239.84 GNMA 2037-11-16 2.750000 Government Agency Debt 18205.00 14508.04 GNMA 2042-08-20 2.500000 Government Agency Debt 1571002.00 1604449.01 GNMA 2042-10-20 2.000000 Government Agency Debt 50264.00 50101.35 First Tier Security N/A N/A 2013-04-02 2013-04-02 Y Deutsche Bank Securities Inc N/A N/A N N 25000000.00 25000000.00 0.0018 N 25000000.00 25000000.00 DNB Bank ASA DNB Bank ASA 0.300000% 23330LPS9 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 34000000.00 34000000.00 0.0024 N 34005780.00 34005780.00 DNB Bank ASA DNB Bank ASA 0.220000% 23330LUL8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 74000000.00 74000000.00 0.0053 N 74000000.00 74000000.00 DNB Bank ASA DNB Bank ASA 0.220000% 23330LUQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 42000000.00 42000000.00 0.0030 N 42000000.00 42000000.00 DNB Bank ASA DNB Bank ASA 0.230000% 921TMK005 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 59000000.00 59000000.00 0.0042 N 59001180.00 59001180.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VRS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 7000000.00 6999125.00 0.0005 N 6999020.00 6999020.00 Fannie Mae Fannie Mae 0.095000% 313589FR9 Government Agency Debt N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 2650000.00 2649685.31 0.0002 N 2649867.50 2649867.50 Federal Home Loan Bank Federal Home Loan Bank 0.102000% 313385DU7 Government Agency Debt N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 50000000.00 50000000.00 0.0036 N 50000000.00 50000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385DW3 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 33500000.00 33499888.34 0.0024 N 33499966.50 33499966.50 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385EF9 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 2000000.00 1999938.89 0.0001 N 1999994.00 1999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313385EF9 Government Agency Debt N First Tier 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First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 63000000.00 62992877.50 0.0045 N 62997417.00 62997417.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313385FH4 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 19000000.00 18997656.67 0.0014 N 18999221.00 18999221.00 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313385FH4 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 1000000.00 999892.08 0.0001 N 999959.00 999959.00 Freddie Mac Freddie Mac 0.120000% 313397DW8 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 1300000.00 1299991.33 0.0001 N 1299998.70 1299998.70 Freddie Mac Freddie Mac 0.120000% 313397EC1 Government Agency Debt N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 22000000.00 21999413.33 0.0016 N 21999956.00 21999956.00 Freddie Mac Freddie Mac 0.255000% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-04-10 2014-02-10 N N N 125000000.00 125000000.00 0.0089 N 125073875.00 125073875.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.270000% 3686M0R83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 50000000.00 49997375.00 0.0036 N 49997000.00 49997000.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HR33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 4000000.00 3999948.89 0.0003 N 3999920.00 3999920.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HRS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N N 19000000.00 18997229.17 0.0014 N 18998480.00 18998480.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HRV1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 11000000.00 10998203.33 0.0008 N 10999010.00 10999010.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HS65 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 5000000.00 4999027.78 0.0004 N 4999450.00 4999450.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HTB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 45000000.00 44977812.50 0.0032 N 44987850.00 44987850.00 General Electric Capital Corp General Electric Capital Corp 0.180000% 36959HUQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-24 2013-07-24 N N N 53000000.00 52969790.00 0.0038 N 52967516.30 52967516.30 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HVK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 13000000.00 12987361.11 0.0009 N 12989340.00 12989340.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.200000% 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2.765000 Government Agency Debt 41706191.00 35213208.34 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 7505273.00 7836791.91 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 41000000.00 41000000.00 0.0029 N 41000000.00 41000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.130000% 992JYE002_0.1300_M130402_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2017-02-01 5.030000 Government Agency Debt 3880374.00 4271757.64 Fannie Mae 2041-12-01 2.982000 Government Agency Debt 2071818.00 2028242.81 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 6000000.00 6000000.00 0.0004 N 5999940.00 5999940.00 Goldman Sachs & Co Goldman Sachs & Co 0.130000% 992JYE002_0.1300_M130403_2M54 0000769993 Government Agency Repurchase Agreement Y GNMA 2041-12-20 4.000000 Government Agency Debt 50618939.00 41275107.65 GNMA 2042-09-20 4.000000 Government Agency Debt 24126179.00 25833689.65 GNMA 2042-11-20 3.500000 Government Agency Debt 32936338.00 35242079.72 GNMA 2043-01-20 3.500000 Government Agency Debt 2456617.00 2649123.31 First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 100000000.00 100000000.00 0.0071 N 100000000.00 100000000.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LRF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 23000000.00 22998211.11 0.0016 N 22997700.00 22997700.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LSA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 21000000.00 20995450.00 0.0015 N 20994960.00 20994960.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LSD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 25000000.00 24994166.66 0.0018 N 24993500.00 24993500.00 Gotham Funding Corp Gotham Funding 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Fannie Mae 2042-08-01 3.500000 Government Agency Debt 14156497.00 13496142.98 Freddie Mac 2039-12-15 2.000000 Government Agency Debt 190803170.00 145823107.21 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 200000000.00 200000000.00 0.0142 N 200000000.00 200000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.403700% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-04-22 2014-04-21 N N N 129000000.00 129000000.00 0.0092 N 129058308.00 129058308.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.190000% 48125PA37 Certificate of Deposit N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N N 44000000.00 44000000.00 0.0031 N 43997360.00 43997360.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA52 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 26000000.00 26000000.00 0.0019 N 25985440.00 25985440.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.180000% 48125PAX1 Certificate of Deposit N First Tier Security 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Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409RSF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 7000000.00 6998117.78 0.0005 N 6998320.00 6998320.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.210000% 65558EFW3 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 66000000.00 66000000.00 0.0047 N 66001980.00 66001980.00 NRW.BANK NRW.BANK 0.135000% 62939LR43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 125000000.00 124998593.75 0.0089 N 124996250.00 124996250.00 NRW.BANK NRW.BANK 0.130000% 62939LR43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 45000000.00 44999512.50 0.0032 N 44998650.00 44998650.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAD6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N N 17000000.00 17000000.00 0.0012 N 17003400.00 17003400.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAR5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 94000000.00 94000000.00 0.0067 N 94023500.00 94023500.00 Rabobank Nederland Rabobank Nederland 0.370000% 74977JSD5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 15000000.00 15000000.00 0.0011 N 15001200.00 15001200.00 Rabobank Nederland Rabobank Nederland 0.360000% 74977JSF0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 29000000.00 29000000.00 0.0021 N 29003770.00 29003770.00 Rabobank Nederland Rabobank Nederland 0.340000% 74977JSG8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 43000000.00 43000000.00 0.0031 N 43003440.00 43003440.00 Rabobank USA Financial Corp Rabobank USA Financial Corp 0.390000% 74977KR19 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N Y Rabobank Nederland N/A N/A N 49150000.00 49150000.00 0.0035 N 49149508.50 49149508.50 RBS Holdings USA Inc RBS Holdings USA Inc 0.350000% 74927JRK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-19 2013-04-19 N Y Royal Bank of Scotland Plc N/A N/A N 46000000.00 45991950.00 0.0033 N 45994940.00 45994940.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.370000% 76582JSD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Guaranty BNP Paribas N/A N/A 10000000.00 9995683.33 0.0007 N 9997800.00 9997800.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JTL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Guaranty BNP Paribas N/A N/A 10000000.00 9992222.23 0.0007 N 9995200.00 9995200.00 Royal Bank of Canada Royal Bank of Canada 0.355000% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-04-04 2014-04-04 N N N 100000000.00 100000000.00 0.0071 N 100025000.00 100025000.00 Royal Bank of Canada Royal Bank of Canada 0.374500% 78009NLP9 Other Note N First Tier Security N/A N/A 2013-07-01 2014-04-01 N N N 50000000.00 50000000.00 0.0036 N 50002050.00 50002050.00 Royal Bank of Canada Royal Bank of Canada 0.080000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 190000000.00 190000000.00 0.0135 Security is a time deposit. N 190000000.00 190000000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124LR38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 14000000.00 13999813.33 0.0010 N 13999580.00 13999580.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124LR46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2999940.00 0.0002 N 2999910.00 2999910.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050TR86 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 2000000.00 1999910.56 0.0001 N 1999960.00 1999960.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050TSG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 7000000.00 6997900.00 0.0005 N 6998670.00 6998670.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.310000% 83050TT43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 2000000.00 1998897.78 0.0001 N 1999340.00 1999340.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050TWK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 6000000.00 5991450.00 0.0004 N 5991720.00 5991720.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83051HEF9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 1000000.00 1000000.00 0.0001 N 1000350.00 1000350.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83051HFB7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 52000000.00 52000000.00 0.0037 N 52016640.00 52016640.00 Societe Generale Societe Generale 0.270000% 83368NBB6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 20000000.00 20000000.00 0.0014 N 20000400.00 20000400.00 Societe Generale Societe Generale 0.680000% 83369TKA4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 53000000.00 53000000.00 0.0038 N 53051410.00 53051410.00 Societe Generale Societe Generale 0.390000% 83369TKW6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 20000000.00 20000000.00 0.0014 N 20000600.00 20000600.00 Societe Generale Societe Generale 0.300000% 83369TMN4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 66000000.00 66000000.00 0.0047 N 66004620.00 66004620.00 State Street Corp State Street Corp 0.200000% 85747JSA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 2000000.00 1999566.67 0.0001 N 1999640.00 1999640.00 State Street Corp State Street Corp 0.200000% 85747JSW8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 65000000.00 64978694.44 0.0046 N 64983100.00 64983100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CCT7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 10000000.00 10000000.00 0.0007 N 9997700.00 9997700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 109000000.00 109000000.00 0.0078 N 109037060.00 109037060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DA26 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0004 N 5000650.00 5000650.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DA83 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 45000000.00 45000000.00 0.0032 N 45006300.00 45006300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.480000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-12 N N N 49000000.00 49000000.00 0.0035 N 49001960.00 49001960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DF62 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 8000000.00 8000000.00 0.0006 N 8001360.00 8001360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DH29 Certificate of Deposit N First Tier Security N/A N/A 2013-05-21 2013-05-21 N N N 1000000.00 1000000.00 0.0001 N 1000190.00 1000190.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562DR77 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 17000000.00 17000000.00 0.0012 N 17000170.00 17000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DW55 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 74000000.00 74000000.00 0.0053 N 74010360.00 74010360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DXV7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 9000000.00 9000000.00 0.0006 N 9000630.00 9000630.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYL8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 29000000.00 29000000.00 0.0021 N 29002320.00 29002320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYR5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 39000000.00 39000000.00 0.0028 N 39003900.00 39003900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DZQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 3000000.00 3000000.00 0.0002 N 3000360.00 3000360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DZT0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 9000000.00 9000000.00 0.0006 N 9001170.00 9001170.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562W3F3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 49000000.00 49000000.00 0.0035 N 49002940.00 49002940.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4E5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 25000000.00 25000000.00 0.0018 N 24999500.00 24999500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4H8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 6000000.00 6000000.00 0.0004 N 5999880.00 5999880.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4T2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 8000000.00 8000000.00 0.0006 N 7999840.00 7999840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4Z8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 58000000.00 58000000.00 0.0041 N 57998840.00 57998840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.360000% 86562WX37 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 10000000.00 10002468.58 0.0007 N 10002600.00 10002600.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86562WY44 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 49000000.00 49000000.00 0.0035 N 49000490.00 49000490.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86562WZ35 Certificate of Deposit N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 58000000.00 58000000.00 0.0041 N 58001160.00 58001160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562WZ92 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 17000000.00 17000000.00 0.0012 N 17000510.00 17000510.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CTA2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 30000000.00 30000000.00 0.0021 N 30000600.00 30000600.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CTE4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 100000000.00 100000000.00 0.0071 N 99998000.00 99998000.00 Swedbank AB Swedbank AB 0.330000% 87019QUZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 3000000.00 3000000.00 0.0002 N 3001110.00 3001110.00 Swedbank AB Swedbank AB 0.250000% 87019RRF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 6000000.00 5999416.67 0.0004 N 5999460.00 5999460.00 Swedbank AB Swedbank AB 0.350000% 87019RTL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 43000000.00 42966555.55 0.0031 N 42979790.00 42979790.00 Texas TRAN Series 2012 0.150000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JPMorgan Chase Bank NA N/A N/A N N 35000000.00 35000000.00 0.0025 N 35000000.00 35000000.00 Texas TRAN Series 2012 0.150000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JPMorgan Chase Bank NA N/A N/A N N 68000000.00 68000000.00 0.0048 N 68000000.00 68000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.180000% 88602TSD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 41404000.00 41395305.16 0.0029 N 41393234.96 41393234.96 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WPU5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 81000000.00 81000000.00 0.0058 N 81003240.00 81003240.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WTY3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 220000000.00 220000000.00 0.0157 N 220008800.00 220008800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112WUA3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 32000000.00 32000000.00 0.0023 N 32000960.00 32000960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WVT1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 39000000.00 39000000.00 0.0028 N 39001170.00 39001170.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112WZY6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 51000000.00 51000000.00 0.0036 N 51000000.00 51000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.294200% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 94000000.00 94000000.00 0.0067 N 94020680.00 94020680.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293200% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 20000000.00 20000000.00 0.0014 N 20001800.00 20001800.00 UBS AG UBS AG 0.255000% 90267RNY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 86000000.00 86000000.00 0.0061 N 86006880.00 86006880.00 UBS AG UBS AG 0.250000% 90267RPF0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 84000000.00 84000000.00 0.0060 N 84005880.00 84005880.00 UBS AG UBS AG 0.250000% 90267RPQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 37000000.00 37000000.00 0.0026 N 37002960.00 37002960.00 UBS AG UBS AG 0.250000% 90267RQN2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 3000000.00 3000000.00 0.0002 N 2999910.00 2999910.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.160000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-09-06 N N N 83000000.00 83000000.00 0.0059 N 83010790.00 83010790.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZJ0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 50000000.00 50000000.00 0.0036 N 50001000.00 50001000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZN1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 50000000.00 50000000.00 0.0036 N 49980350.00 49980350.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZY7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 286000000.00 286000000.00 0.0204 N 286005720.00 286005720.00 Westpac Banking Corp Westpac Banking Corp 0.452200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-07-11 N N N 40000000.00 40000000.00 0.0028 N 40026400.00 40026400.00 Westpac Banking Corp Westpac Banking Corp 0.424200% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-23 2013-08-23 N N N 107000000.00 107000000.00 0.0076 N 107083460.00 107083460.00 Westpac Banking Corp Westpac Banking Corp 0.340000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-01 2014-01-17 N N N 105000000.00 105000000.00 0.0075 N 105070350.00 105070350.00 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 725715.43 725715.43 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 654087.31 654087.31 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 159966.09 159966.09 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 144177.44 144177.44 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 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 1109152.66 1109152.66 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 209104.23 209104.23 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 188465.64 188465.64