0001145549-14-001641.txt : 20140303 0001145549-14-001641.hdr.sgml : 20140303 20140225111716 ACCESSION NUMBER: 0001145549-14-001641 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140225 DATE AS OF CHANGE: 20140225 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14639403 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-12-31 0000857156 S000004508 4 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 54 78 12811827481.90 4924075.23 577734.99 12816173822.14 0.0023 1.0001 2013-12-31 1.0001 2013-12-31 C000012383 25000.00 8423321195.49 1.00 -150244941.04 92540164.71 242785105.75 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 C000012384 1000000.00 1235340031.47 1.00 -30422620.71 25942597.82 56365218.53 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 C000012385 3000000.00 968877579.90 1.00 -45780521.31 41298327.38 87078848.69 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 C000038267 10000000.00 2188635015.28 1.00 -121348860.02 43032224.43 164381084.45 0.0002 1.0001 2013-12-31 1.0001 2013-12-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 64000000.00 64000000.00 0.0050 N 64005120.00 64005120.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.187900% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-07 2014-03-07 N N N 82000000.00 82000000.00 0.0064 N 82004920.00 82004920.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 75000000.00 75000000.00 0.0059 Security is a time deposit. N 75000060.00 75000060.00 Bank of America, NA Bank of America, NA 0.200000% 06052W2M4 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 50000000.00 50000000.00 0.0039 N 49999000.00 49999000.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2R3 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 4000000.00 4000000.00 0.0003 N 3999640.00 3999640.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 113000000.00 113000000.00 0.0088 N 113003390.00 113003390.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ30 Other Note N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 1000000.00 1000000.00 0.0001 N 1000040.00 1000040.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR62 Other Note N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 68000000.00 68000000.00 0.0053 N 68003400.00 68003400.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR88 Other Note N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 64000000.00 64000000.00 0.0050 N 64003200.00 64003200.00 Bank of America, NA Bank of America, NA 0.210000% 06052WW41 Other Note N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 10000000.00 10000000.00 0.0008 N 10000000.00 10000000.00 Bank of Montreal Bank of Montreal 0.170000% 06366A2M3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 67000000.00 66998418.88 0.0052 N 66998660.00 66998660.00 Bank of Montreal Bank of Montreal 0.180000% 06366AZD7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 36000000.00 36000000.00 0.0028 N 36000720.00 36000720.00 Bank of Montreal Bank of Montreal 0.190000% 06366AZS4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 13000000.00 13000000.00 0.0010 N 13000260.00 13000260.00 Bank of Nova Scotia Bank of Nova Scotia 0.237900% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-09-09 N N N 59000000.00 59000000.00 0.0046 N 59002360.00 59002360.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417HAX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N N 64000000.00 64000000.00 0.0050 N 63994880.00 63994880.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 28000000.00 28000000.00 0.0022 N 27996080.00 27996080.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 18000000.00 18000000.00 0.0014 N 18000180.00 18000180.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 10000000.00 10000000.00 0.0008 N 10000100.00 10000100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 57000000.00 57000000.00 0.0044 N 57003420.00 57003420.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 3000000.00 3000000.00 0.0002 N 3000960.00 3000960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 56000000.00 56000000.00 0.0044 N 56018480.00 56018480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 20000000.00 20000000.00 0.0016 N 20000600.00 20000600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 31000000.00 31000000.00 0.0024 N 31000930.00 31000930.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 23000000.00 23000000.00 0.0018 N 23002760.00 23002760.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 58000000.00 58000000.00 0.0045 N 58007540.00 58007540.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 56000000.00 56000000.00 0.0044 N 56004480.00 56004480.00 Barclays Capital, Inc Barclays Capital, Inc 0.040000% 992JYM004_0.0400_M140102_2MN4 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2035-10-15 3.500000 Government Agency Debt 33919601.00 34797417.58 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 105691.00 105435.51 Freddie Mac 2042-05-15 1.500000 Government Agency Debt 1086874.00 941235.24 Freddie Mac 2043-09-15 0.520000 Government Agency Debt 6399965.00 6322593.25 GNMA 2038-10-20 2.500000 Government Agency Debt 15623180.00 10333319.11 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 50000000.00 50000000.00 0.0039 N 50000000.00 50000000.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MBE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 19000000.00 18992568.89 0.0015 N 18996010.00 18996010.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 19000000.00 19000000.00 0.0015 N 19003230.00 19003230.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 8000000.00 8000000.00 0.0006 N 8000800.00 8000800.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 116000000.00 116000000.00 0.0091 N 116011600.00 116011600.00 BNP Paribas BNP Paribas 0.300000% 05572NQP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 18000000.00 18000000.00 0.0014 N 18001800.00 18001800.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 57000000.00 57000000.00 0.0044 N 57026220.00 57026220.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923JCS009_0.3900_M140107_2MN4 0001197610 Other Repurchase Agreement N 3M CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301405.94 ANADARKO PETE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301519.00 BOSTON PROPERTIES INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1820788.88 CENTERPOINT ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301501.79 CIMAREX ENERGY CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301457.29 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301501.22 HEWLETT PACKARD CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301515.44 HILLSHIRE BRANDS CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301514.67 HONEYWELL INTL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301481.00 HUNTINGTON INGALLS INDS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301503.84 ING U S INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301506.03 INGERSOLL-RAND PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301488.43 MEDTRONIC INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301512.29 MERCK & CO INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301484.90 MORGAN STANLEY COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301502.55 NISOURCE INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301511.68 PARKER HANNIFIN CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301410.16 PFIZER INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301504.48 TYCO INTERNATIONAL LTD SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301509.02 VENTAS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301484.86 WELLPOINT INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 481303.68 WYNDHAM WORLDWIDE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2301514.80 Unrated Security N/A N/A 2014-01-07 2014-01-07 Y BNP Paribas N/A N/A Y BNP Paribas N/A N/A N 46000000.00 46000000.00 0.0036 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 46017020.00 46017020.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140107_2MN4 0001197610 Other Repurchase Agreement N DIRECT TV HOLDINGS LLC 2040-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13427679.00 13627706.66 NOBLE ENERGY INC 2043-11-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5216130.00 5280701.34 TIME WARNER CABLE INC 2014-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8366600.00 8663948.97 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 26000000.00 26000000.00 0.0020 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 26000800.00 26000800.00 BPCE SA BPCE SA 0.260000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 28000000.00 27993326.67 0.0022 N 27996360.00 27996360.00 BPCE SA BPCE SA 0.245000% 05571CB59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 84000000.00 83979991.67 0.0066 N 83989080.00 83989080.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.050000% 10513DXB1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 95000000.00 95000000.00 0.0074 N 94999050.00 94999050.00 CAFCO, LLC CAFCO, LLC 0.410000% 12476FBJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 68000000.00 67962826.67 0.0053 N 67983680.00 67983680.00 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 60000000.00 59959575.00 0.0047 N 59980800.00 59980800.00 CAFCO, LLC CAFCO, LLC 0.350000% 12476FCS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N Y Letter of Credit Citibank NA N/A N/A 29000000.00 28976316.67 0.0023 N 28987240.00 28987240.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.040000% 13606YV60 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 219000000.00 219000000.00 0.0171 N 219000000.00 219000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 16000000.00 15999533.33 0.0012 N 15999680.00 15999680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 19000000.00 18998559.17 0.0015 N 18999050.00 18999050.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 67000000.00 66993746.66 0.0052 N 66995980.00 66995980.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KB30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 28000000.00 27994610.00 0.0022 N 27995800.00 27995800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 15000000.00 14996325.00 0.0012 N 14997000.00 14997000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 9000000.00 8997322.50 0.0007 N 8997750.00 8997750.00 Charta, LLC Charta, LLC 0.420000% 16115XB46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29988100.00 0.0023 N 29997600.00 29997600.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 7000000.00 7000000.00 0.0005 N 7001680.00 7001680.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 30000000.00 30000000.00 0.0023 N 30008700.00 30008700.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTW3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 21000000.00 21000000.00 0.0016 N 21006090.00 21006090.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTX1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 38000000.00 38000000.00 0.0030 N 38011020.00 38011020.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTY9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 50000000.00 50000000.00 0.0039 N 50015000.00 50015000.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 10000000.00 10000000.00 0.0008 N 10003300.00 10003300.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUF8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 41000000.00 41000000.00 0.0032 N 40992251.00 40992251.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 46000000.00 46000000.00 0.0036 N 45991260.00 45991260.00 Ciesco, LLC Ciesco, LLC 0.385000% 17178CC50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21985177.50 0.0017 N 21995600.00 21995600.00 Ciesco, LLC Ciesco, LLC 0.360000% 17178CE17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9988000.00 0.0008 N 9994600.00 9994600.00 Citibank, NA Citibank, NA 0.365000% 17304UJY7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 91000000.00 91000000.00 0.0071 N 91041860.00 91041860.00 Citibank, NA Citibank, NA 0.350000% 17304UKZ2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 27000000.00 27000000.00 0.0021 N 27012690.00 27012690.00 Citibank, NA Citibank, NA 0.260000% 17304UPK0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 80000000.00 80000000.00 0.0062 N 80008000.00 80008000.00 Citibank, NA Citibank, NA 0.260000% 17304UPP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 99000000.00 99000000.00 0.0077 N 99009900.00 99009900.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GAN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N Y Guaranty JP Morgan Securities LLC N/A N/A 43000000.00 42991973.33 0.0034 N 42996990.00 42996990.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GAQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 60000000.00 59987733.33 0.0047 N 59995200.00 59995200.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GB78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N Y Guaranty JP Morgan Securities LLC N/A N/A 37000000.00 36987831.11 0.0029 N 36994820.00 36994820.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.538100% 20271FAP1 Other Note N First Tier Security N/A N/A 2014-01-28 2014-08-27 N N N 50000000.00 50000000.00 0.0039 N 50017300.00 50017300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.204000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-02-24 N N N 58000000.00 58000000.00 0.0045 N 58006960.00 58006960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.238300% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-03 2014-11-26 N N N 10000000.00 10000000.00 0.0008 N 10000500.00 10000500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272EC55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 45200000.00 45183389.00 0.0035 N 45189604.00 45189604.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.200000% 923DBX002 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 13000000.00 13000000.00 0.0010 N 13000780.00 13000780.00 CRC Funding, LLC CRC Funding, LLC 0.420000% 12622VB45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 90000000.00 89964300.00 0.0070 N 89986500.00 89986500.00 CRC Funding, LLC CRC Funding, LLC 0.380000% 12622VCH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 37000000.00 36970708.33 0.0029 N 36985200.00 36985200.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VFG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49942361.11 0.0039 N 49940500.00 49940500.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.270000% 22532UL36 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 23000000.00 23000000.00 0.0018 N 23000230.00 23000230.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532UW91 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 15000000.00 15000000.00 0.0012 N 15000450.00 15000450.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THL5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 38000000.00 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3841783.25 BSABS 2005-AC3 1A1 2035-07-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38900000.00 9381801.24 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 245000.00 261730.17 GNMA 2028-03-23 6.120000 Government Agency Debt 175000.00 94034.50 GNMA 2043-12-20 3.500000 Government Agency Debt 495304.00 503080.97 IMPAC SECURED ASSET TRUST 2037-05-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7726000.00 1387986.67 INDX 2006-AR29 A1 2036-11-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48614000.00 12754593.92 INDX 2006-AR4 A1A 2046-05-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000000.00 10435051.92 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate 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bonds, ABS, or non-agency collateralized mortgage obligations Y 68029240.00 68029240.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1AQ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 105000000.00 104984570.84 0.0082 N 104989500.00 104989500.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 44000000.00 44000000.00 0.0034 N 44005720.00 44005720.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKR5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 87000000.00 87000000.00 0.0068 N 87026100.00 87026100.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 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0.566799 Government Agency Debt 11016717.00 10857132.48 GNMA 2052-12-16 3.600000 Government Agency Debt 1191679.00 1192695.50 GNMA 2053-06-16 2.450000 Government Agency Debt 2317013.00 1991078.01 United States Treasury Department 2021-08-15 2.125000 Treasury Debt 139382100.00 136376708.31 First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 206000000.00 206000000.00 0.0161 Y 206000000.00 206000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140210_2MN4 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2027-03-15 2.000000 Government Agency Debt 45174275.00 34095424.35 Freddie Mac 2033-04-15 6.500000 Government Agency Debt 48089610.00 52274930.23 Freddie Mac 2033-11-15 3.500000 Government Agency Debt 19904585.00 20428964.66 Freddie Mac 2038-06-15 0.569999 Government Agency Debt 37803490.00 36939419.82 Freddie Mac 2040-10-15 0.467700 Government Agency Debt 52049877.00 50424802.53 Freddie Mac 2041-05-15 0.717999 Government 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Bank 0.069000% 313385SM9 Government Agency Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 14000000.00 13999195.00 0.0011 N 13999888.00 13999888.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 4000000.00 3999712.22 0.0003 N 3999920.00 3999920.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140102_2MN4 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-11-15 3.750000 Treasury Debt 18090241.00 1996003371.76 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 1996000000.00 1996000000.00 0.1557 N 1996000000.00 1996000000.00 Freddie Mac Freddie Mac 0.070000% 313397SX0 Government Agency Debt N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 1000000.00 999922.22 0.0001 N 999978.00 999978.00 Freddie Mac Freddie Mac 0.243600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-11-10 N N N 350000000.00 350000000.00 0.0273 N 350036750.00 350036750.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2580000.00 2580000.00 0.0002 N 2580000.00 2580000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 38399J008_0.0500_M140107_2MN4 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2017-07-15 2.625000 Treasury Debt 43770900.00 56100088.05 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y GOLDMAN SACHS & CO N/A N/A N N 55000000.00 55000000.00 0.0043 N 55000000.00 55000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2MN4 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 885.95 AMERICAN TOWER CORP 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INTERCONTINENTALEXCHANGE GROCOM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899781.92 JOHNSON & JOHNSON 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899930.10 LEUCADIA NATL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899997.74 LOWES COS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899981.00 LYONDELLBASELL INDUSTRIES N SHS - A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899999.30 NEXTERA ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899985.65 NIELSEN HOLDINGS N V COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899956.56 OCCIDENTAL PETE CORP DEL COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899959.20 PEPSICO INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899981.00 PRUDENTIAL FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899916.50 TENET HEALTHCARE CORP COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899991.50 WALGREEN CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4899973.44 WELLPOINT INC 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N/A N/A 2014-01-21 2014-02-18 N N N 30000000.00 30000000.00 0.0023 N 30000000.00 30000000.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1CA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 15000000.00 14993483.33 0.0012 N 14994900.00 14994900.00 Nationwide Building Society Nationwide Building Society 0.225000% 6385E1CH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 86000000.00 85959687.50 0.0067 N 85966460.00 85966460.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1D16 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 18000000.00 17989650.00 0.0014 N 17990820.00 17990820.00 Natixis SA Natixis SA 0.250000% 63873EG21 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 25000000.00 25000000.00 0.0020 N 25000500.00 25000500.00 Natixis SA Natixis SA 0.250000% 63873EH79 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 Natixis SA Natixis SA 0.230000% 63873EN31 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 8000000.00 8000000.00 0.0006 N 8000000.00 8000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.209500% 67984RAC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-10 2014-03-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 90000000.00 90000000.00 0.0070 N 90002700.00 90002700.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 39000000.00 39000000.00 0.0030 N 39003120.00 39003120.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-03-04 N N N 113000000.00 113000000.00 0.0088 N 113014690.00 113014690.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 32000000.00 32000000.00 0.0025 N 31995200.00 31995200.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 123000000.00 123000000.00 0.0096 N 123025830.00 123025830.00 Rabobank Nederland Rabobank Nederland 0.300000% 21685VAX7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 10000000.00 10000000.00 0.0008 N 10001700.00 10001700.00 Rabobank Nederland Rabobank Nederland 0.270000% 21685VBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 52000000.00 52000000.00 0.0041 N 52002600.00 52002600.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VBW8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 65000000.00 65000000.00 0.0051 N 64990250.00 64990250.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.320000% 7562E1AH7 Other Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N Y Reckitt Benckiser Group Plc N/A N/A N 10500000.00 10498506.67 0.0008 N 10499265.00 10499265.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.290000% 7562E1G32 Other Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-07-03 N Y Reckitt Benckiser Group Plc N/A N/A N 50000000.00 49926291.67 0.0039 N 49949000.00 49949000.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.340000% 76582KBD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Guaranty BNP Paribas N/A N/A 4000000.00 3998375.55 0.0003 N 3999160.00 3999160.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.330000% 76582KBJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Guaranty BNP Paribas N/A N/A 35000000.00 34984600.00 0.0027 N 34991600.00 34991600.00 Royal Bank of Canada Royal Bank of Canada 0.284000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-06-24 N N N 76000000.00 76000000.00 0.0059 N 76042560.00 76042560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MCB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 47000000.00 46979280.83 0.0037 N 46984960.00 46984960.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 13000000.00 12997833.33 0.0010 N 12999480.00 12999480.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1000000.00 999300.00 0.0001 N 999520.00 999520.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 12000000.00 11989550.00 0.0009 N 11992200.00 11992200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 19000000.00 18977938.89 0.0015 N 18978910.00 18978910.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 1000000.00 1000000.00 0.0001 N 1000160.00 1000160.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPF7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 21000000.00 21000000.00 0.0016 N 21004200.00 21004200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 30000000.00 30000000.00 0.0023 N 30005400.00 30005400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQR0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 2000000.00 2000000.00 0.0002 N 2000200.00 2000200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 100000000.00 100000000.00 0.0078 Security is a time deposit. N 99999140.00 99999140.00 Societe Generale Societe Generale 0.250000% 83368NSA0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 19000000.00 19000000.00 0.0015 N 18999240.00 18999240.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 82000000.00 82000000.00 0.0064 N 81995900.00 81995900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 33000000.00 33000000.00 0.0026 N 33001980.00 33001980.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 46000000.00 46000000.00 0.0036 N 46000000.00 46000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86562CEF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 31000000.00 31000000.00 0.0024 N 31002170.00 31002170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 5000000.00 5000000.00 0.0004 N 5001200.00 5001200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 22000000.00 22000000.00 0.0017 N 22003740.00 22003740.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 34000000.00 34000000.00 0.0027 N 34005440.00 34005440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CL83 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 32000000.00 32000000.00 0.0025 N 32005440.00 32005440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMX7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 15000000.00 15000000.00 0.0012 N 15002550.00 15002550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN32 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 40000000.00 40000000.00 0.0031 N 40007200.00 40007200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562CS52 Certificate of Deposit N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 18000000.00 18000000.00 0.0014 N 18001260.00 18001260.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBB7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 70000000.00 70000000.00 0.0055 N 69998600.00 69998600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBM3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 13000000.00 13000000.00 0.0010 N 12999740.00 12999740.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UFW7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 2000000.00 2000000.00 0.0002 N 1999920.00 1999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHE5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 9000000.00 9000000.00 0.0007 N 8999550.00 8999550.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFT5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 31000000.00 31000000.00 0.0024 N 31000930.00 31000930.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFV0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 39000000.00 39000000.00 0.0030 N 39001560.00 39001560.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 13000000.00 13000000.00 0.0010 N 13000260.00 13000260.00 Sunshine State Government Financing Commission CP Revenue Taxable Notes Series H 0.200000% 86803JAE6 Other Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N Y Liquidity Facility JPMorgan Chase Bank NA N/A N/A Obligor Orlando N/A N/A 7230000.00 7230000.00 0.0006 N 7230000.00 7230000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 22000000.00 22000000.00 0.0017 N 22002200.00 22002200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 121000000.00 121000000.00 0.0094 N 121002420.00 121002420.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TUR3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 12000000.00 12000000.00 0.0009 N 12002040.00 12002040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.214000% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-06-17 N N N 127000000.00 127000000.00 0.0099 N 127055880.00 127055880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.216300% 89112W6D4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-06-19 N N N 140000000.00 140000000.00 0.0109 N 140063000.00 140063000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.215000% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-06-18 N N N 50000000.00 50000000.00 0.0039 N 50022000.00 50022000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 53000000.00 52990857.50 0.0041 N 52997350.00 52997350.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 65000000.00 64977430.55 0.0051 N 64992850.00 64992850.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 6000000.00 5997690.00 0.0005 N 5999100.00 5999100.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 59000000.00 59000000.00 0.0046 N 59007670.00 59007670.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 144000000.00 144000000.00 0.0112 N 144000000.00 144000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.214500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-05-20 N N N 42000000.00 42000000.00 0.0033 N 42009240.00 42009240.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-01-15 N N N 50000000.00 50000000.00 0.0039 N 50003600.00 50003600.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-04-25 N N N 145000000.00 145000000.00 0.0113 N 145089900.00 145089900.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-10-29 N N N 137000000.00 137000000.00 0.0107 N 137101380.00 137101380.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 477545.43 477545.43 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 418372.51 418372.51 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 386283.34 386283.34 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 567700.10 567700.10 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 737886.98 737886.98 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 681291.05 681291.05 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 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 1702487.02 1702487.02 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 613311.70 613311.70 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 215823.03 215823.03 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 340773.41 340773.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 110703.48 110703.48 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 102212.52 102212.52