0001145549-14-002650.txt : 20140312 0001145549-14-002650.hdr.sgml : 20140312 20140312132425 ACCESSION NUMBER: 0001145549-14-002650 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130531 FILED AS OF DATE: 20140312 DATE AS OF CHANGE: 20140312 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: 14686912 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004510 Schwab Investor Money Fund C000012387 Schwab Investor Money Fund SWRXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-05-31 0000857156 S000004510 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 54 82 1142899660.05 420567.59 2146580.43 1141173647.21 0.0026 1.0001 2013-05-31 1.0001 2013-05-31 C000012387 1.00 1141173647.21 1.00 14660467.90 76012770.32 61352302.42 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 Abbey National North America, LLC Abbey National North America, LLC 0.340000% 0027A0V16 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N Y Santander UK Plc N/A N/A N 2600000.00 2598551.22 0.0023 N 2599012.00 2599012.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.320000% 00279HG91 Certificate of Deposit N First Tier Security N/A N/A 2013-08-12 2013-08-12 N Y Santander UK Plc N/A N/A N 1000000.00 1000000.00 0.0009 N 1000160.00 1000160.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300000% 00279HH58 Certificate of Deposit N First Tier Security N/A N/A 2013-08-28 2013-08-28 N Y Santander UK Plc N/A N/A N 2000000.00 2000000.00 0.0018 N 2000300.00 2000300.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.210000% 00279HH66 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N Y Santander UK Plc N/A N/A N 5000000.00 5000000.00 0.0044 N 5000050.00 5000050.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 6000000.00 6000000.00 0.0053 Security is a time deposit. N 6000000.00 6000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXZ1 Other Note N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 4000000.00 4000000.00 0.0035 N 4000080.00 4000080.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYF4 Other Note N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 4000000.00 4000000.00 0.0035 N 4000080.00 4000080.00 Bank of Montreal Bank of Montreal 0.080000% 06366ACN0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 16000000.00 16000000.00 0.0140 N 15999689.60 15999689.60 Bank of Montreal Bank of Montreal 0.200000% 06366XS45 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 6000000.00 6000000.00 0.0053 N 6000300.00 6000300.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417FNK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 7000000.00 7000000.00 0.0061 N 7000070.00 7000070.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417FST8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 4000000.00 4000000.00 0.0035 N 4000640.00 4000640.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FSZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 5000000.00 5000000.00 0.0044 N 5000350.00 5000350.00 Bank of Nova Scotia Bank of Nova Scotia 0.060000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 17000000.00 17000000.00 0.0149 Security is a time deposit. N 17000000.00 17000000.00 Bank of the West Bank of the West 0.295000% 06426GAW7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 2000000.00 2000000.00 0.0018 N 2000240.00 2000240.00 Bank of the West Bank of the West 0.280000% 06426GBG1 Certificate of Deposit N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 1000000.00 1000000.00 0.0009 N 1000270.00 1000270.00 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 1000000.00 1000000.00 0.0009 N 1000230.00 1000230.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGM0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 4000000.00 4000000.00 0.0035 N 4000440.00 4000440.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 7000000.00 7000000.00 0.0061 N 7001050.00 7001050.00 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 12000000.00 12000000.00 0.0105 N 12006960.00 12006960.00 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 1000000.00 1000000.00 0.0009 N 1000300.00 1000300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 1000000.00 1000000.00 0.0009 N 1000310.00 1000310.00 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 3000000.00 3000000.00 0.0026 N 3001530.00 3001530.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XPB8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 2000000.00 2000000.00 0.0018 N 2001040.00 2001040.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M130606_2MN2 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2040-02-01 4.233000 Government Agency Debt 1285399.00 542444.25 Fannie Mae 2042-02-01 2.598000 Government Agency Debt 228660.00 222296.99 Freddie Mac 2038-06-20 5.500000 Government Agency Debt 25000.00 1488.54 Freddie Mac 2038-12-20 6.500000 Government Agency Debt 17567.00 3596.17 Freddie Mac 2041-10-20 4.000000 Government Agency Debt 2015.00 1057.11 GNMA 2041-01-20 3.000000 Government Agency Debt 22762337.00 17730419.51 GNMA 2062-08-20 0.00 Government Agency Debt 11513662.00 12698697.49 First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 30000000.00 30000000.00 0.0263 N 30000000.00 30000000.00 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 2000000.00 1997084.44 0.0018 N 1996680.00 1996680.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-26 2013-11-26 N Y Barclays Bank Plc N/A N/A N 6000000.00 5990906.66 0.0052 N 5989020.00 5989020.00 BNP Paribas BNP Paribas 0.600000% 05572NKW5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 6000000.00 6000000.00 0.0053 N 6000300.00 6000300.00 BNP Paribas BNP Paribas 0.585000% 05572NKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 2000000.00 2000000.00 0.0018 N 2000240.00 2000240.00 BNP Paribas BNP Paribas 0.440000% 05572NLW4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 10000000.00 10000000.00 0.0088 N 10004400.00 10004400.00 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 1000000.00 1000000.00 0.0009 N 1000270.00 1000270.00 BNP Paribas BNP Paribas 0.590000% 988VHP005 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 3000000.00 3000000.00 0.0026 N 3000240.00 3000240.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130603_2MN2 0001197610 Other Repurchase Agreement N BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 461332.00 466762.26 DOW CHEMICAL COMPANY 2021-11-15 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 524647.00 561379.29 PENNSYLVANIA ELECTRIC CO.OHIO 2020-04-01 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16107.00 18234.20 SPAREBANK BOLIGRED1 2018-05-02 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 967.00 951.63 STATOIL ASA 2040-08-17 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205.00 234.45 V. F. CORPORATION 2021-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2309.00 2438.35 First Tier Security N/A N/A 2013-06-03 2013-06-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 1000000.00 1000000.00 0.0009 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 1000000.00 1000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M130607_2MN2 0001197610 Other Repurchase Agreement N AMGEN INC 2018-06-01 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4709.00 5796.64 AT & T INC 2042-12-15 4.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11234.00 10530.53 AT&T BROADBAND CORP 2022-11-15 9.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650643.00 973168.18 BAIDU COM INC 2022-11-28 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1584.00 1518.35 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8876.00 8980.48 BARRICK GOLD CORP 2014-05-30 1.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965.00 972.58 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3756.00 4668.97 ING Bank NV 2015-09-01 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1576.00 1646.53 SPAREBANK BOLIGRED1 2018-05-02 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1126.00 1108.10 THE EXPORT IMPORT BANK OF KOREA 2015-01-14 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 788047.00 861522.64 V. F. CORPORATION 2021-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9541.00 10075.49 VIVENDI SA 2015-04-10 2.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250997.00 2320170.14 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 4000000.00 4000000.00 0.0035 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 4000080.00 4000080.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130607_2MN2 0001197610 Other Repurchase Agreement N ALCOA INC 3.75 PRF 2017-02-01 5.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 246.00 272.17 BEST BUY CO INC 2016-03-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1903.00 1942.65 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1160400.00 1352055.53 GRIFOLS INC 2018-02-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13436.00 15048.32 HOST HOTELS & RESORTS, L.P. 2023-03-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253.00 270.90 NORTEL NETWORKS CORP,CA 2014-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24048.00 24919.74 ROYAL BK SCOTLAND GROUP PLC 2022-12-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 261.00 271.12 SLM CORP FR 5.5% 2023-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10341.00 10095.83 WTS SIRUS STELLITE RADIO 2023-05-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2130055.00 2044852.80 XM SATELLITE RADIO INC 2018-11-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245.00 271.67 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 3000000.00 3000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000000.00 3000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.170000% 10513DRK8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 6000000.00 6000000.00 0.0053 N 6000240.00 6000240.00 CAFCO, LLC CAFCO, LLC 0.380000% 12476ETS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2999271.67 0.0026 N 2999580.00 2999580.00 CAFCO, LLC CAFCO, LLC 0.300000% 12476EV55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 999475.00 0.0009 N 999590.00 999590.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EW47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8989305.00 0.0079 N 8994330.00 8994330.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JTT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 2000000.00 1999680.00 0.0018 N 1999740.00 1999740.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JUW8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-30 2013-07-30 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3998606.67 0.0035 N 3998680.00 3998680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JV56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3998460.00 0.0035 N 3998520.00 3998520.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JV72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 3000000.00 2998808.33 0.0026 N 2998830.00 2998830.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TTL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1999792.22 0.0018 N 1999920.00 1999920.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TUB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4998416.67 0.0044 N 4999550.00 4999550.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TVU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3997420.00 0.0035 N 3999040.00 3999040.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TXW4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 998965.28 0.0009 N 999190.00 999190.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 4000000.00 4000000.00 0.0035 N 4000280.00 4000280.00 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 5000000.00 5000000.00 0.0044 N 5000350.00 5000350.00 Chase Bank USA, NA Chase Bank USA, NA 0.240000% 16144RTU7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 4000000.00 4000000.00 0.0035 N 3998560.00 3998560.00 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 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BV51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998250.00 0.0018 N 1999180.00 1999180.00 Ciesco, LLC Ciesco, LLC 0.460000% 17178BW43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2996435.00 0.0026 N 2998110.00 2998110.00 Citibank, NA Citibank, NA 0.430000% 17304UCM0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 3000000.00 3000000.00 0.0026 N 3002010.00 3002010.00 Citibank, NA Citibank, NA 0.290000% 17304UCN8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 4000000.00 4000000.00 0.0035 N 4000480.00 4000480.00 Citibank, NA Citibank, NA 0.140000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 7000000.00 7000000.00 0.0061 Security is a time deposit. N 6999930.00 6999930.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.320000% 19422CZ22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N Y Guaranty JP Morgan Securities LLC N/A N/A 8000000.00 7987057.81 0.0070 N 7984480.00 7984480.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.320000% 19422CZ30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N Y Guaranty JP Morgan Securities LLC N/A N/A 15000000.00 14975600.00 0.0131 N 14970750.00 14970750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.235300% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-24 2014-02-24 N N N 12000000.00 12000000.00 0.0105 N 12000360.00 12000360.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272DT59 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 4000000.00 3999957.78 0.0035 N 4000000.00 4000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 921PVM009 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 11000000.00 11000000.00 0.0096 N 11000220.00 11000220.00 CRC Funding, LLC CRC Funding, LLC 0.290000% 12622UTL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4999315.28 0.0044 N 4999350.00 4999350.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7993000.00 0.0070 N 7996000.00 7996000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.300000% 22532UTK0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 4000000.00 4000000.00 0.0035 N 4000240.00 4000240.00 Credit Suisse AG Credit Suisse AG 0.280000% 22549TAJ7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 2000000.00 2000000.00 0.0018 N 1999080.00 1999080.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D3Y3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 1000000.00 1000000.00 0.0009 N 1000070.00 1000070.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D5B1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 7000000.00 7000000.00 0.0061 N 7000560.00 7000560.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D5J4 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 1000000.00 1000000.00 0.0009 N 1000080.00 1000080.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6U8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 1000000.00 1000000.00 0.0009 N 1000040.00 1000040.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 13000000.00 13000000.00 0.0114 N 13002080.00 13002080.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.080000% 22799D001_0.0800_M130603_2MN2 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2015-12-31 2.125000 Treasury Debt 10025000.00 10556365.36 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 10346380.00 10346380.00 0.0091 N 10346380.00 10346380.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2MN2 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 3098.20 144A SDART 2012-5 E 2019-09-16 4.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6411900.00 6707687.45 ABS 144A TRITON AVIATN 0.01 2025-06-15 1.019000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 51304.67 CWL 2007-S1 A3 2036-11-25 5.810000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2700000.00 1287479.80 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 20931.61 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500.00 543.12 SDART 2012-1 E 2019-02-15 6.770000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1020000.00 1128997.85 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 8000000.00 8000000.00 0.0070 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 8000000.00 8000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2MN2 0001230485 Other Repurchase Agreement N 144A TMTS 2006-4SL A1 2037-05-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2450000.00 189042.62 BSABS 2005-AC8 2035-11-25 0.523200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 83960.89 CWALT 2005-54CB 3A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1386.06 CWHEL 2005-M A4 2036-02-15 0.529200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 348535.53 CWL 2005-17 4A2A 2036-05-25 0.453200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12137000.00 1860336.27 FHAMS 2006-AA3 A1 2036-06-25 2.362800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155000.00 287313.26 LXS 2007-16N 2A2 2047-09-25 1.043200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 47710.20 MSAC 2007-NC3 A2C 2037-05-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1731497.88 NHEL 2003-2 M2 2033-09-25 2.975200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 23593.06 RASC 2001-KS3 AII 2031-09-25 0.423200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 9869.53 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000.00 19552.16 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 4000000.00 4000000.00 0.0035 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4001960.00 4001960.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.280000% 2284K0UK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 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 2000000.00 1999284.44 0.0018 N 1999480.00 1999480.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25155BHS7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 9000000.00 9000000.00 0.0079 N 9002700.00 9002700.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKL8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 4000000.00 4000000.00 0.0035 N 4006880.00 4006880.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKN4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 4000000.00 4000000.00 0.0035 N 4006880.00 4006880.00 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 2000000.00 2000000.00 0.0018 N 2003440.00 2003440.00 Deutsche Bank AG Deutsche Bank AG 0.280000% 25155BPM1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 1000000.00 1000000.00 0.0009 N 1000030.00 1000030.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BPN9 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 6000000.00 6000000.00 0.0053 N 6002340.00 6002340.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 21599B009_0.1000_M130603_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2043-05-01 3.500000 Government Agency Debt 56085368.00 58730054.83 United States Treasury Department 2020-05-31 1.375000 Treasury Debt 39677600.00 39299432.79 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 95000000.00 95000000.00 0.0832 N 95000000.00 95000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 988VHX008_0.3000_M130611_2MN2 0001074042 Other Repurchase Agreement N ABBVIE INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549969.75 ACTAVIS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549966.21 ALLERGAN INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549921.87 ALLSTATE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549972.29 ALTRIA GROUP INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549983.71 AMERICAN ELEC PWR INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 737.44 ANADARKO PETE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549941.33 APACHE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549942.75 COCA COLA CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549987.30 HEINZ H J CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549960.99 HERSHEY CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549936.00 ISHARES INC MSCI MEX 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549958.50 MCDONALDS CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549998.62 MONSANTO CO NEW COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549937.83 SPRINT NEXTEL CORP COM SER 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549993.54 TRAVELERS COMPANIES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549978.24 TYCO INTERNATIONAL LTD SHS 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549970.20 UNION PAC CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549937.83 UNITED TECHNOLOGIES CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549946.76 VERIZON COMMUNICATIONS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549990.48 WAL MART STORES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549981.36 WALGREEN CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 549990.22 First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 11000000.00 11000000.00 0.0096 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 11000440.00 11000440.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 988VHX008_0.3000_M130612_2MN2 0001074042 Other Repurchase Agreement N ABBVIE INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399969.90 ACTAVIS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399896.37 ALLERGAN INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399933.99 ALLSTATE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399966.53 ALTRIA GROUP INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399964.97 AMERICAN ELEC PWR INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 875.71 ANADARKO PETE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399998.29 APACHE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399935.25 COCA COLA CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399994.47 HEINZ H J CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399958.46 HERSHEY CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399969.90 ISHARES INC MSCI MEX 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399945.40 MCDONALDS CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399928.40 MONSANTO CO NEW COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399935.70 SPRINT NEXTEL CORP COM SER 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399993.30 TRAVELERS COMPANIES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399968.80 TYCO INTERNATIONAL LTD SHS 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399969.00 UNION PAC CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399997.65 UNITED TECHNOLOGIES CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399961.28 VERIZON COMMUNICATIONS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399952.92 WAL MART STORES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399931.44 WALGREEN CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 399970.61 First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 8000000.00 8000000.00 0.0070 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 8000000.00 8000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.300000% 988VHX008_0.3000_M130613_2MN2 0001074042 Other Repurchase Agreement N ABBVIE INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249970.05 ACTAVIS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249950.76 ALLERGAN INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249946.11 ALLSTATE CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249960.77 ALTRIA GROUP INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, 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collateralized mortgage obligations 0.00 249913.35 ISHARES INC MSCI MEX 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249999.45 MCDONALDS CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249955.25 MONSANTO CO NEW COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249933.57 SPRINT NEXTEL CORP COM SER 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249993.06 TRAVELERS COMPANIES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249959.36 TYCO INTERNATIONAL LTD SHS 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249967.80 UNION PAC CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249900.30 UNITED TECHNOLOGIES CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249975.80 VERIZON COMMUNICATIONS INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249964.44 WAL MART STORES INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 249957.15 WALGREEN CO COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 250000.01 First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 5000000.00 5000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 5000000.00 5000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M130607_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-10-01 3.500000 Government Agency Debt 8945.00 9246.00 GNMA 2037-07-20 5.500000 Government Agency Debt 10154316.00 2050843.00 First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 2000000.00 2000000.00 0.0018 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 99ETSZ007_0.1500_M130603_2MN2 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-01 5.500000 Government Agency Debt 36711.00 6915.06 Fannie Mae 2037-11-01 6.500000 Government Agency Debt 223301.00 85967.41 Fannie Mae 2040-02-01 5.000000 Government Agency Debt 3034112.00 2012941.33 Fannie Mae 2040-07-01 3.998000 Government Agency Debt 301531.00 106876.61 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 3720705.00 2006778.66 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 26880.00 11450.06 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 4783.00 2651.93 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 155837.00 92610.49 Fannie Mae 2041-04-01 3.532000 Government Agency Debt 5715.00 3021.94 Fannie Mae 2041-07-01 3.593000 Government Agency Debt 66887.00 50642.02 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 1698931.00 964496.50 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 19911.00 9690.73 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 29699.00 26312.63 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1723147.00 1539034.73 Fannie Mae 2042-08-25 2.500000 Government Agency Debt 5525539.00 5626447.36 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 66642.00 66044.81 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 42503.00 43933.23 GNMA 2042-10-20 2.000000 Government Agency Debt 1935275.00 1904184.54 First Tier Security N/A N/A 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Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0013 N 1500000.00 1500000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601VTK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 5000000.00 4999577.78 0.0044 N 4999650.00 4999650.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313385GM2 Government Agency Debt N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 2000000.00 1999995.56 0.0018 N 1999998.00 1999998.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385GM2 Government Agency Debt N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 1000000.00 999996.39 0.0009 N 999999.00 999999.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 7000000.00 6999562.50 0.0061 N 6999881.00 6999881.00 Freddie Mac Freddie Mac 0.229400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-05-09 N N N 25000000.00 25000000.00 0.0219 N 25018575.00 25018575.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HVT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 4000000.00 3997733.33 0.0035 N 3999040.00 3999040.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX10 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 16000000.00 15987733.33 0.0140 N 15991040.00 15991040.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 18000000.00 17982980.00 0.0158 N 17985600.00 17985600.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXW2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 2000000.00 1998096.11 0.0018 N 1998380.00 1998380.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 921AAP008_0.6000_M130808_2MN2 0000769993 Other Repurchase Agreement N Fannie Mae 2042-11-01 2.305000 Government Agency Debt 967057.00 971445.00 HUMANA INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49984.06 First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 1000000.00 1000000.00 0.0009 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000860.00 1000860.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M130606_2MN2 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 4.000000 Government Agency Debt 13365634.00 13260000.99 First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 13000000.00 13000000.00 0.0114 N 12999870.00 12999870.00 Gotham Funding Corp Gotham Funding Corp 0.210000% 38346LTA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 4000000.00 3999836.67 0.0035 N 3999840.00 3999840.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LTK2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 2000000.00 1999822.22 0.0018 N 1999840.00 1999840.00 Gotham Funding Corp Gotham Funding Corp 0.190000% 38346LU95 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 3000000.00 2999430.00 0.0026 N 2999400.00 2999400.00 Govco, LLC Govco, LLC 0.290000% 38362VTC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N Y Credit / Liquidity Citibank NA N/A N/A 8000000.00 7999420.00 0.0070 N 7999440.00 7999440.00 Govco, LLC Govco, LLC 0.290000% 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Chase & Co JP Morgan Chase & Co 0.310000% 4662J2X11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 7000000.00 6992766.67 0.0061 N 6995660.00 6995660.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2XA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 2000000.00 1997778.33 0.0018 N 1998660.00 1998660.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ABC006_0.6500_M130801_2MN2 0001168163 Other Repurchase Agreement N CSMC 2007-C1 2017-01-15 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3585.00 3586.88 JP MORGAN CHASE CMBS 2013-C10 2047-12-17 3.142500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9504.00 9519.68 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2045-07-15 6.002400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1870115.00 1946370.32 JPM CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 200 2051-02-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12118.00 11397.22 JPMORGAN CHASE COMML MTGE SEC 2019-07-15 0.653200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2698749.00 2632366.01 First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 4000000.00 4000000.00 0.0035 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4003400.00 4003400.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.396800% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-06-21 2014-06-21 N N N 38000000.00 38000000.00 0.0333 N 38015618.00 38015618.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.180000% 48125PAX1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 4000000.00 4000000.00 0.0035 N 4000080.00 4000080.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.250000% 48125PBW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 1000000.00 1000000.00 0.0009 N 1000040.00 1000040.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2TM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6998880.00 0.0061 N 6999580.00 6999580.00 Labcon North America Taxable Bonds Series 2010 0.510000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 1955000.00 1955000.00 0.0017 N 1955000.00 1955000.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.080000% 53943RT33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0044 N 4999950.00 4999950.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.250000% 53943RTE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 2000000.00 1999847.22 0.0018 N 1999900.00 1999900.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.210000% 53943RV55 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 1000000.00 999632.50 0.0009 N 999600.00 999600.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.200000% 53944LMC2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 1000000.00 1000000.00 0.0009 N 1000030.00 1000030.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.210000% 56274LT46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 4000000.00 3999976.67 0.0035 N 3999920.00 3999920.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4TC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6000000.00 5999715.00 0.0053 N 5999820.00 5999820.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999794.17 0.0009 N 999860.00 999860.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 4000000.00 3999050.00 0.0035 N 3999320.00 3999320.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000% 06399V008_0.1800_M130603_2MN2 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2038-01-15 3.000000 Government Agency Debt 2511913.00 1725390.16 Freddie Mac 2041-05-15 2.750000 Government Agency Debt 4151978.00 3424610.06 First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 5000000.00 5000000.00 0.0044 N 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130820_2MN2 0000728612 Other Repurchase Agreement N ALLOY FINANCIAL INC 2020-09-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1971827.00 2353046.89 ARCELORITTAL CLASS A NY REGISTRY NEW 2019-06-01 10.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167817.00 218455.78 ARCELORMITTAL CLASS A N.Y. 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LLC Morgan Stanley & Co. LLC 0.050000% 992JYJ001_0.0500_M130606_2MN2 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2042-11-01 3.000000 Government Agency Debt 31922821.00 31668950.28 First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 31000000.00 31000000.00 0.0272 N 31000000.00 31000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TUK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 8000000.00 8000000.00 0.0070 N 7998800.00 7998800.00 National Australia Bank Ltd National Australia Bank Ltd 0.213800% 922JZQ009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-03 2014-03-03 N N N 2000000.00 2000000.00 0.0018 N 2000000.00 2000000.00 Nationwide Building Society Nationwide Building Society 0.300000% 6385E0TT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 3000000.00 2999400.00 0.0026 N 2999580.00 2999580.00 Nationwide Building Society Nationwide Building Society 0.260000% 6385E0X40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 1000000.00 999111.66 0.0009 N 998980.00 998980.00 NRW.BANK NRW.BANK 0.115000% 62939LT58 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 16000000.00 15999897.78 0.0140 N 15999680.00 15999680.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAR5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 4000000.00 4000000.00 0.0035 N 4000080.00 4000080.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0U20 Other Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N Y Reckitt Benckiser Group Plc N/A N/A N 2500000.00 2498952.78 0.0022 N 2499600.00 2499600.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JUS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N Y Guaranty BNP Paribas N/A N/A 4000000.00 3997938.89 0.0035 N 3998960.00 3998960.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JV68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N Y Guaranty BNP Paribas N/A N/A 1000000.00 999377.78 0.0009 N 999670.00 999670.00 Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.250000% 78064TQY4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-12 2013-07-12 N Y Kingdom of Belgium Govt N/A N/A N 5000000.00 4998645.84 0.0044 N 4999100.00 4999100.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.210000% 82124LUJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1999475.00 0.0018 N 1999540.00 1999540.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.350000% 83050TT50 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 4000000.00 3999922.22 0.0035 N 4000000.00 4000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.270000% 83050TV16 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 1200000.00 1199469.00 0.0011 N 1199664.00 1199664.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.370000% 83051HEH5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 5000000.00 5000000.00 0.0044 N 5000100.00 5000100.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HJG2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Societe Generale Societe Generale 0.330000% 83368NDU2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 5000000.00 5000000.00 0.0044 N 5000700.00 5000700.00 Societe Generale Societe Generale 0.680000% 83369TJZ1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 6000000.00 6000000.00 0.0053 N 6002400.00 6002400.00 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 7000000.00 7000000.00 0.0061 N 7000910.00 7000910.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CHE5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 6000000.00 6000000.00 0.0053 N 5999820.00 5999820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CJH6 Certificate of Deposit N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 3000000.00 3000000.00 0.0026 N 2999880.00 2999880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CMJ8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 4000000.00 4000000.00 0.0035 N 3999840.00 3999840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CNF5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 1000000.00 1000000.00 0.0009 N 999950.00 999950.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 9000000.00 9000000.00 0.0079 N 9003240.00 9003240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DW55 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 5000000.00 5000000.00 0.0044 N 5000550.00 5000550.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4Z8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 4000000.00 4000000.00 0.0035 N 4000120.00 4000120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W5F1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 5000000.00 5000000.00 0.0044 N 5000100.00 5000100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5Q7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 8000000.00 8000000.00 0.0070 N 8000320.00 8000320.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W6D5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 3000000.00 3000000.00 0.0026 N 2999940.00 2999940.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W7L6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 2000000.00 2000000.00 0.0018 N 1999840.00 1999840.00 Swedbank AB Swedbank AB 0.340000% 87019QUK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0026 N 3000330.00 3000330.00 Swedbank AB Swedbank AB 0.210000% 87019RV60 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 1000000.00 999626.67 0.0009 N 999670.00 999670.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.210000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Texas N/A N/A N N 1000000.00 1000000.00 0.0009 N 1000000.00 1000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.210000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Texas N/A N/A N N 1840000.00 1840000.00 0.0016 N 1840000.00 1840000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TVT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 8000000.00 7996222.22 0.0070 N 7996480.00 7996480.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112W2K2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 7000000.00 7000000.00 0.0061 N 7000140.00 7000140.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112W2N6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 6000000.00 6000000.00 0.0053 N 6000120.00 6000120.00 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 21000000.00 21000000.00 0.0184 N 21005460.00 21005460.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.400000% 89112X2J3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 6000000.00 6000000.00 0.0053 N 6004260.00 6004260.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.236800% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-06-21 2014-02-14 N N N 2000000.00 2000000.00 0.0018 N 2000060.00 2000060.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233GUH7 Other Commercial Paper N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N Y Support Agreement Toyota Motor Corp N/A N/A 3000000.00 2999266.67 0.0026 N 2999610.00 2999610.00 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 8000000.00 7985444.44 0.0070 N 7987040.00 7987040.00 UBS AG UBS AG 0.250000% 90267RNM7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 5000000.00 5000000.00 0.0044 N 5000150.00 5000150.00 UBS AG UBS AG 0.255000% 90267RNY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 2000000.00 2000000.00 0.0018 N 2000160.00 2000160.00 UBS AG UBS AG 0.250000% 90267RPC7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 9000000.00 9000000.00 0.0079 N 9000720.00 9000720.00 UBS AG UBS AG 0.250000% 90267RPF0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 1000000.00 1000000.00 0.0009 N 1000110.00 1000110.00 Victory Receivables Corp Victory Receivables Corp 0.180000% 92646KT44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 5000000.00 4999975.00 0.0044 N 4999900.00 4999900.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B98 Certificate of Deposit N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 16000000.00 16000000.00 0.0140 N 16000960.00 16000960.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.246800% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2014-05-20 N N N 10000000.00 10000000.00 0.0088 N 9999500.00 9999500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.120000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-09-06 N N N 17000000.00 17000000.00 0.0149 N 17001360.00 17001360.00 Westpac Banking Corp Westpac Banking Corp 0.449200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-07-11 N N N 4000000.00 4000000.00 0.0035 N 4001280.00 4001280.00 Westpac Banking Corp Westpac Banking Corp 0.438200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-07-18 N N N 12000000.00 12000000.00 0.0105 N 12004560.00 12004560.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2014-04-25 N N N 3000000.00 3000000.00 0.0026 N 3001680.00 3001680.00 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 49258.47 49258.47 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 43918.85 43918.85 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 24610.09 24610.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 21942.36 21942.36 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 24602.17 24602.17 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 21935.30 21935.30 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 24600.45 24600.45 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 21933.76 21933.76