0001145549-14-002587.txt : 20140311 0001145549-14-002587.hdr.sgml : 20140311 20140311135028 ACCESSION NUMBER: 0001145549-14-002587 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130831 FILED AS OF DATE: 20140311 DATE AS OF CHANGE: 20140311 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: 14683691 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 2013-08-31 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 51 83 13429796209.13 4858645.73 730779.41 13433924075.45 0.0023 1.0001 2013-08-31 1.0001 2013-08-31 C000012383 25000.00 8917703851.99 1.00 -75609733.69 113150032.35 188759766.04 0.0001 1.0001 2013-08-31 1.0001 2013-08-31 C000012384 1000000.00 1271269666.57 1.00 -614303.68 31482926.00 32097229.68 0.0001 1.0001 2013-08-31 1.0001 2013-08-31 C000012385 3000000.00 1058001251.86 1.00 -9034729.03 39327914.90 48362643.93 0.0001 1.0001 2013-08-31 1.0001 2013-08-31 C000038267 10000000.00 2186949305.03 1.00 -47847942.41 64362968.75 112210911.16 0.0002 1.0001 2013-08-31 1.0001 2013-08-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279HJ64 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Santander UK Plc N/A N/A N 12000000.00 12000000.00 0.0009 N 12000720.00 12000720.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.110000% 00279HK70 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N Y Santander UK Plc N/A N/A N 67000000.00 67000000.00 0.0050 N 66999330.00 66999330.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HK88 Certificate of Deposit N First Tier Security N/A N/A 2013-12-11 2013-12-11 N Y Santander UK Plc N/A N/A N 54000000.00 54000000.00 0.0040 N 53996760.00 53996760.00 Alpine Securitization Corp Alpine Securitization Corp 0.060000% 02086LW36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 37000000.00 37000000.00 0.0028 N 36999630.00 36999630.00 Alpine Securitization Corp Alpine Securitization Corp 0.150000% 02086LW44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 38000000.00 37999841.67 0.0028 N 37999240.00 37999240.00 Alpine Securitization Corp Alpine Securitization Corp 0.150000% 02086LW51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 25000000.00 24999791.67 0.0019 N 24999500.00 24999500.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.206000% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-09 2014-03-07 N N N 82000000.00 82000000.00 0.0061 N 81998360.00 81998360.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.080000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 90000000.00 90000000.00 0.0067 Security is a time deposit. N 90000000.00 90000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 72000000.00 72000000.00 0.0054 Security is a time deposit. N 72000000.00 72000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M130904 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 30000000.00 30000000.00 0.0022 Security is a time deposit. N 30000000.00 30000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WC35 Other Note N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 7000000.00 7000000.00 0.0005 N 7000490.00 7000490.00 Bank of America, NA Bank of America, NA 0.270000% 06052WK36 Other Note N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 21000000.00 21000000.00 0.0016 N 20998320.00 20998320.00 Bank of Montreal Bank of Montreal 0.050000% 06366AST0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 149000000.00 149000000.00 0.0111 N 148998510.00 148998510.00 Bank of Montreal Bank of Montreal 0.050000% 06366ATC6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 115000000.00 115000000.00 0.0086 N 114998850.00 114998850.00 Bank of Montreal Bank of Montreal 0.050000% 06366ATL6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 70000000.00 70000000.00 0.0052 N 69998600.00 69998600.00 Bank of Nova Scotia Bank of Nova Scotia 0.020000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 375000000.00 375000000.00 0.0279 Security is a time deposit. N 375000000.00 375000000.00 Bank of the West Bank of the West 0.280000% 06426GBL0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-12 2013-09-12 N N N 43000000.00 43000000.00 0.0032 N 43003010.00 43003010.00 Bank of the West Bank of the West 0.100000% 06426GBX4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 86000000.00 86000000.00 0.0064 N 86000000.00 86000000.00 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 22000000.00 22000000.00 0.0016 N 22005940.00 22005940.00 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 98000000.00 98000000.00 0.0073 N 98027440.00 98027440.00 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 25000000.00 25000000.00 0.0019 N 25007250.00 25007250.00 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 0.0013 N 18005580.00 18005580.00 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 0.0007 N 10003100.00 10003100.00 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 0.0042 N 57019380.00 57019380.00 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 3000210.00 3000210.00 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 0.0042 N 56004480.00 56004480.00 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 10000000.00 10000000.00 0.0007 N 10001500.00 10001500.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XPQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 30000000.00 30000000.00 0.0022 N 30008400.00 30008400.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 24000000.00 24000000.00 0.0018 N 24006720.00 24006720.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 29000000.00 29000000.00 0.0022 N 29007830.00 29007830.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRW0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 3000000.00 3000000.00 0.0002 N 3000960.00 3000960.00 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 0.0017 N 23007590.00 23007590.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M130903_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-08-01 2.566000 Government Agency Debt 58518.00 14255.43 Fannie Mae 2035-11-01 3.102000 Government Agency Debt 37315353.00 9598409.53 Fannie Mae 2037-03-01 2.673000 Government Agency Debt 64705643.00 11219849.82 Fannie Mae 2039-03-01 3.625000 Government Agency Debt 34382261.00 8620552.60 Fannie Mae 2042-06-01 3.641000 Government Agency Debt 31755792.00 32169962.41 Fannie Mae 2043-02-01 2.091000 Government Agency Debt 29954000.00 28114284.75 Fannie Mae 2043-08-01 2.497000 Government Agency Debt 14635022.00 14262686.12 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 100000000.00 100000000.00 0.0074 N 100000000.00 100000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 992JYM004_0.0200_M130903_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-02-28 0.250000 Treasury Debt 2807200.00 2812882.35 United States Treasury Department 2017-12-31 2.750000 Treasury Debt 53955600.00 57367127.55 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 59000000.00 59000000.00 0.0044 N 59000000.00 59000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HWQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N Y Barclays Bank Plc N/A N/A N 53000000.00 52993507.50 0.0039 N 52994700.00 52994700.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 2000000.00 1999040.00 0.0001 N 1999460.00 1999460.00 Barclays US Funding Corp Barclays US Funding Corp 0.320000% 06737HYE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-14 2013-11-14 N Y Barclays Bank Plc N/A N/A N 74000000.00 73952640.00 0.0055 N 73965220.00 73965220.00 BNP Paribas BNP Paribas 0.400000% 05567VD28 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 41000000.00 41002495.96 0.0031 N 41007380.00 41007380.00 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 63000000.00 63000000.00 0.0047 N 63003150.00 63003150.00 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 0.0042 N 56006720.00 56006720.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 3000000.00 3000000.00 0.0002 N 3000870.00 3000870.00 BNP Paribas BNP Paribas 0.390000% 05572NNX0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 104000000.00 104000000.00 0.0077 N 104038480.00 104038480.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130903_2MN4 0001197610 Other Repurchase Agreement N ADR AMERICA MOVIL S.A. DE C V 2020-03-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5473956.00 5832189.93 AMERICAN FINANCIAL GROUP, INC 2029-06-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36234.00 47502.52 COVIDIEN INTL FIN S A 2023-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47469.00 44260.10 DISCOVERY COMMUNICATIONS LLC 2021-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47608.00 49925.30 EXPRESS SCRIPTS HLDG CORP 2022-02-15 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115719.00 2126308.17 GOLDMAN SACHS GRP INC 2019-02-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600676.00 718886.03 HESS CORP 2041-02-15 5.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1030043.00 1056796.65 JP MORGAN CHASE CO 2015-03-20 1.322200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 546538.00 553496.00 NORTHROP GRUMMAN CORP 2023-08-01 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 632618.00 602768.62 PENSKE TRUCK LEASING CO., L.P. 2016-03-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 201553.00 206084.92 PETROBRAS INTERNTL FINANCE CO 2014-09-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43684.00 48009.63 PROGRESS ENERGY INC 2019-03-15 7.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2493843.00 3084590.77 PROGRESS ENERGY INC 2022-04-01 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 504848.00 490308.38 PROGRESS ENERGY INC 2031-10-30 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 74490.00 92021.47 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 77538.00 70230.04 SPAREBANK 1 BOLIGKREDI 2017-06-30 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7910631.00 8076622.41 First Tier Security N/A N/A 2013-09-03 2013-09-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 22000000.00 22000000.00 0.0016 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 22000000.00 22000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130906_2MN4 0001197610 Other Repurchase Agreement N AMERICAN FINANCIAL GROUP, INC 2029-06-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11548.00 15139.35 ANHUESER-BUSCH INBEV FIN INC 2023-01-17 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499706.00 1393205.00 AON CORP 2020-09-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 339361.00 376902.24 APPLIED MATERIALS 2041-06-15 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 868212.00 916265.36 BANCO BRADESCO SA 2014-05-16 2.363200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 848680.00 855086.70 BANK OF AMERICA N/A 2017-06-15 0.573200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 526290.00 506471.19 Bank of Montreal 2017-01-30 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9907510.00 10099121.24 CB MERCK & CO.INC. 2028-12-01 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47450.00 56817.09 COVIDIEN INTL FIN S A 2023-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1049264.00 978333.75 DISCOVERY COMMUNICATIONS LLC 2021-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52702.00 55267.25 EXPRESS SCRIPTS HLDG CORP 2022-02-15 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1144381.00 1150108.63 GCB REGS KOREA HIGHWAY 2014-04-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 836305.00 852403.87 HANA BANK 2017-10-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1205807.00 1251462.20 HUTCHISON WHAMPOA INTERNATL ,KY 2015-09-11 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 924251.00 1003063.55 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100473.00 113402.87 MORGAN STANLEY GROUP INC 2017-08-28 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990694.00 1119699.42 PENSKE TRUCK LEASING CO., L.P. 2016-03-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47063.00 48121.21 PETROBRAS INTERNTL FINANCE CO 2014-09-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1852770.00 2036232.84 PETROLEOS MEXICANOS GUARANTEED NOTES 2019-05-03 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7220.00 8851.72 PRUDENTIAL FINCL INC,NJ 2037-12-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 616604.00 748562.48 QWEST CORP 2017-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 794692.00 906155.06 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1326014.00 1201037.18 SCHERING0PLOUGH CORP 2033-12-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 282054.00 362171.28 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135641.00 136392.49 VERIZON COMMUNICATIONS 2021-11-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 193105.57 VODAFONE GROUP PLC 2016-02-19 0.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 959486.00 955753.60 First Tier Security N/A N/A 2013-09-06 2013-09-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 26000000.00 26000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 26000000.00 26000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130906_2MN4 0001197610 Other Repurchase Agreement N Abbey National Treasury Services Plc 2018-08-23 3.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 884230.00 887300.98 AMKOR TECHNOLOGY INC 2022-10-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9876.00 9480.96 BURLINGTON COAT FACT 2019-02-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6479.00 7467.05 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 3.590000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 94626.00 94199.64 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4960.00 5278.37 FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 182292.00 203312.55 HUNTSMAN INTERNATIONAL LLC 2020-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16338.00 15794.25 LEVEL 3 COMMUNICATIONS INC 2019-02-01 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11138.00 13300.43 LEVEL 3 FIN INC 2018-02-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1225.00 1326.74 MICHAELS STORES, INC 2018-11-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216.00 238.00 NORTEL NETWORKS CORP,CA 2014-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4418814.00 4639754.70 T MOBILE USA INC 2018-09-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17906.00 18108.56 THE LIMITED 2033-03-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21187.00 21601.35 THE RYLAND GROUP INC 2020-05-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4506.00 4784.92 WTS DINDRED HELTHCARE IN EXP 4 20 06 2019-06-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2084919.00 2226476.31 First Tier Security N/A N/A 2013-09-06 2013-09-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 7000000.00 7000000.00 0.0005 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 7001050.00 7001050.00 BNP Paribas 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bonds, ABS, or non-agency collateralized mortgage obligations 529832.00 25673.18 CSFB 2003-8 CB5 2033-04-25 5.579900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 961215.00 24116.45 CSFB NIMS TRUST ARMT 2045-11-15 4.927700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 43336.53 CSFB SER 2003-21 CL 3B4 2033-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 646743.00 1029.28 CSMC 2007-3 1A3A 2037-04-25 5.745600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2110000.00 925334.64 CWALT 2046-05-20 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61500000.00 17776403.50 CWALT 2002-15CB B1 2032-11-25 6.500000 Other Instrument common stocks, ETFs, 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stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 880000.00 28704.21 CWHL 2004-J8 B1 2034-12-25 5.193700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100500.00 19059.97 CWHL 2006-20 1A35 2037-02-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 13242.65 CWL 2007-8 2A3 2037-11-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1390000.00 910345.65 CWMBS INC PASS THRU CTFS 2003- 2033-03-25 5.696700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 405.09 FHASI 2005-AR2 B1 2035-06-25 3.510700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4648000.00 740921.89 FHASI 2006-4 B1 2037-02-25 5.606700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8015000.00 7163.08 GMACM 2005-AR2 2A 2035-05-25 3.539700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65351000.00 14963898.96 HVMLT 2005-9 B5 2035-06-20 1.184000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 805017.75 HVMLT 2005-9 B6 2035-06-20 1.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 508368.90 IMM 2004-4 2M2 2034-09-25 2.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 840845.30 INDX 2006-AR25 6A1 2036-09-25 2.908900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 276563.08 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 6.002900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1355000.00 1321525.62 MARM 2007-3 12A1 2047-05-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3725000.00 1144652.32 MSM 2007-15AR 2A1 2037-11-25 2.529600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17150000.00 8171797.21 RALI 2046-04-25 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 15375.25 RALI 2006-QA1 A21 2036-01-25 3.763300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2594209.00 742993.49 RALI 2006-QO5 3A2 2046-05-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9205000.00 844917.61 RALI 2007-QH1 A1 2037-02-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16316000.00 5967620.03 SABR 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 220866.52 STARM 2007-4 3A1 2037-10-25 5.637100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9260000.00 3169323.77 WAMU 2005-AR11 B2 2045-08-25 0.814000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 803583.64 WAMU 2005-AR13 B1 2045-10-25 0.784000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 819820.61 WAMU 2006-AR1 2A1C 2046-01-25 1.233300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 305403.82 First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 62000000.00 62000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 62000000.00 62000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M131016_2MN4 0001230485 Other Repurchase Agreement N 144A MONT 2006-1A A1A 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7075000.00 1682888.35 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 58989.09 ABS OAKLAND MTG (97-A) 2027-09-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 855000.00 720865.95 AIRPT 2001-1A A9 2019-03-15 0.734000 Other Instrument common stocks, ETFs, 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collateralized mortgage obligations 605000.00 464299.66 CWL 2046-01-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7155000.00 4989568.86 CWL 2005-1 MF3 2035-07-25 5.555000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 4374.65 CWL 2005-17 1AF3 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 69501.09 CWL 2006-10 MF1 2046-09-25 5.241000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5270000.00 20227.63 CWL 2006-11 1AF4 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2600000.00 1830159.63 CWL 2006-17 M2 2047-03-25 0.494000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1154.67 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2560000.00 1481881.26 CWL 2007-2 M2 2037-08-25 0.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 5175.32 CWL 2007-8 M2 2037-11-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2092.44 GSMS 2045-08-10 5.995000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4845.30 GT 1999-5 A5 2030-03-01 7.860000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10975000.00 5784244.43 HASC 2006-HE2 2A2 2036-12-25 0.294000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1037000.00 353117.75 INDA 2007-AR3 1A1 2037-07-25 3.008700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8199750.00 3162138.60 JPMCC 2007-CB18 AJ 2047-06-12 5.502000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8983.59 LABS 01-B M1 2028-03-15 6.630000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695000.00 696928.26 LXS 2006-7 2A3A 2036-05-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 127886.21 MARM 2007-3 12A1 2047-05-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 82968.09 MLMI 2035-12-25 2.582800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7400.00 6535.84 MSAC 2036-08-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 39860.30 MSAC 2005-HE4 M3 2035-07-25 0.674000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 25539.35 MSAC 2006-HE2 M1 2036-03-25 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6965000.00 17253.45 MSAC 2006-HE4 A4 2036-06-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 294940.74 MSAC 2006-NC4 A2D 2036-06-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 35355.59 MSAC 2007-HE3 A2D 2036-12-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 95847.54 MSAC 2007-HE5 A2D 2037-03-25 0.524000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29130000.00 12839070.16 MSHEL 2037-04-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1790000.00 988547.50 NCHET 2006-1 A2C 2036-03-29 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5855000.00 2139361.26 NHELI 2006-HE2 M1 2036-04-27 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5107000.00 1329890.33 NHELI 2006-HE3 2A4 2036-07-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1795000.00 669148.70 NSTR 2007-B M1 2037-04-25 0.594000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7399000.00 1621964.44 RALI 2037-03-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5700000.00 1430400.78 RALI 2007-QS11 A1 2037-10-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4560000.00 1504118.26 RASC 2006-KS3 M1 2036-04-25 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 79583.69 RFMSI 2007-SA1 2A2 2037-02-25 3.484100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4445000.00 947028.88 SABR 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 82357.01 SACO 2006-7 A1 2036-07-25 0.314000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11095000.00 766604.49 SDART 2012-3 E 2019-06-17 5.130000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2910000.00 2999326.85 WAMU 2006-AR16 1A1 2036-12-25 2.360200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1610000.00 482244.88 WFMBS 2007-2 3A6 2037-03-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 217491.26 First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 68000000.00 68000000.00 0.0051 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 68048280.00 68048280.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.250000% 2284K0XQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-24 2013-10-24 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 13000000.00 12995395.84 0.0010 N 12996490.00 12996490.00 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 0.0065 N 87134850.00 87134850.00 Deutsche Bank AG Deutsche Bank AG 0.250000% 25155BQ24 Certificate of Deposit N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 80000000.00 80000000.00 0.0060 N 80012000.00 80012000.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BRW7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-09-20 N N N 22000000.00 22000000.00 0.0016 N 22003740.00 22003740.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155BX42 Certificate of Deposit N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 56000000.00 56000000.00 0.0042 N 55983200.00 55983200.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BYV1 Certificate of Deposit N First Tier 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Treasury Debt 85022600.00 83287833.99 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 100000000.00 100000000.00 0.0074 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.280000% 988RGN000_0.2800_M130903_2MN4 0001074042 Other Repurchase Agreement N 3M CO COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249919.60 ABBVIE INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249959.36 ALASKA AIR GROUP INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249969.96 BANK OF AMERICA CORPORATION COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249992.38 BERRY PLASTICS GROUP INC COM 2013-08-30 N/A Other 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249969.42 EATON CORP PLC SHS 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249980.66 EQT CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249976.10 EQUIFAX INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249986.76 FOREST LABS INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249967.25 HESS CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 606.56 ISHARES INC MSCI MEX 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249988.08 LAS VEGAS SANDS CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249988.82 MAXIMUS INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249984.80 NOBLE CORPORATION BAAR NAMEN -A 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249999.74 TARGA RES CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249957.50 TJX COS INC NEW COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249952.00 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 25000000.00 25000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 25000000.00 25000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 99ETSZ007_0.0700_M131118_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-07-01 3.000000 Government Agency Debt 17100688.00 14939791.31 Fannie Mae 2039-02-01 2.239000 Government Agency Debt 25326874.00 24522610.20 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 24970127.00 12809675.03 First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 50000000.00 50000000.00 0.0037 Y 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M131015_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2028-08-01 4.500000 Government Agency Debt 190001.00 201340.45 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 78428728.00 79507055.74 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 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2014-02-19 2014-02-19 N N N 15000000.00 15000000.00 0.0011 N 15002850.00 15002850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 44000000.00 44000000.00 0.0033 N 44000440.00 44000440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQA3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 10000000.00 10000000.00 0.0007 N 10000100.00 10000100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQQ8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 78000000.00 78000000.00 0.0058 N 78001560.00 78001560.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CVK5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 25000000.00 25000000.00 0.0019 N 25001000.00 25001000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui 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29000000.00 29000000.00 0.0022 N 29000870.00 29000870.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCK7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-31 2013-10-31 N N N 115000000.00 115000000.00 0.0086 N 115003450.00 115003450.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCM3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 42000000.00 42000000.00 0.0031 N 41999160.00 41999160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 41000000.00 41000000.00 0.0031 N 40999180.00 40999180.00 Sunshine State Government Financing Commission CP Revenue Taxable Notes Series H 0.220000% 86803JAC0 Other Commercial Paper N First Tier Security N/A N/A 2013-10-09 2013-10-09 N N Y Liquidity Facility JPMorgan Chase Bank NA N/A N/A Obligor Orlando N/A N/A 7230000.00 7230000.00 0.0005 N 7230361.50 7230361.50 Swedbank AB Swedbank AB 0.290000% 87019RYK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 19000000.00 18988214.75 0.0014 N 18992020.00 18992020.00 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 0.0016 N 22010780.00 22010780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.234100% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-17 2014-06-17 N N N 127000000.00 127000000.00 0.0095 N 126994920.00 126994920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.234100% 89112W6D4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-19 2014-06-19 N N N 140000000.00 140000000.00 0.0104 N 139994400.00 139994400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.234100% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-18 2014-06-18 N N N 50000000.00 50000000.00 0.0037 N 49998000.00 49998000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112W7F8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 75000000.00 75000000.00 0.0056 N 75016500.00 75016500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 65000000.00 65000000.00 0.0048 N 65018200.00 65018200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GWQ5 Other Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 27000000.00 26997165.00 0.0020 N 26998380.00 26998380.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GZK5 Other Commercial Paper N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 130000000.00 129903402.77 0.0097 N 129933700.00 129933700.00 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 52950224.17 0.0039 N 52955480.00 52955480.00 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 64923263.88 0.0048 N 64934350.00 64934350.00 Union Bank, NA Union Bank, NA 0.200000% 905269CR5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 61000000.00 61000000.00 0.0045 N 61004880.00 61004880.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2014-01-02 N N N 144000000.00 144000000.00 0.0107 N 144015840.00 144015840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.233600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2014-05-20 N N N 42000000.00 42000000.00 0.0031 N 42001680.00 42001680.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.120000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-06 N N N 108000000.00 108000000.00 0.0080 N 108000000.00 108000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-09-13 2014-09-15 N N N 50000000.00 50000000.00 0.0037 N 50000200.00 50000200.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2014-04-25 N N N 145000000.00 145000000.00 0.0108 N 145076850.00 145076850.00 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 468132.10 468132.10 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 378668.96 378668.96 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 556509.65 556509.65 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 667861.50 667861.50 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 1668927.75 1668927.75 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 0.0000 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 601222.16 601222.16 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 211568.75 211568.75 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 334056.12 334056.12 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 100197.72 100197.72