0001145549-14-002662.txt : 20140314 0001145549-14-002662.hdr.sgml : 20140314 20140314145502 ACCESSION NUMBER: 0001145549-14-002662 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130430 FILED AS OF DATE: 20140314 DATE AS OF CHANGE: 20140314 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: 14694110 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 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-04-30 0000857156 S000004509 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 49 64 777004817.52 286076.77 25138.84 777265755.45 0.0026 1.0001 2013-04-30 1.0001 2013-04-30 C000012386 1.00 777265755.45 1.00 -1591461.36 67655644.28 69247105.64 0.0001 1.0001 2013-04-30 1.0001 2013-04-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.370000% 00279HE93 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0039 N 3000180.00 3000180.00 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 3000000.00 3000000.00 0.0039 N 3000000.00 3000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 23000000.00 23000000.00 0.0296 Security is a time deposit. N 23000000.00 23000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXY4 Other Note N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 7000000.00 7000000.00 0.0090 N 6999230.00 6999230.00 Bank of Montreal Bank of Montreal 0.190000% 06366XVV1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 3000000.00 3000000.00 0.0039 N 3000000.00 3000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417FNE6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 7000000.00 7000000.00 0.0090 N 7000140.00 7000140.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417FNY2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 4000000.00 4000000.00 0.0051 N 4000200.00 4000200.00 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 4000000.00 4000000.00 0.0051 N 3999760.00 3999760.00 Bank of the West Bank of the West 0.310000% 06426GAT4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 2000000.00 2000000.00 0.0026 N 2000360.00 2000360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGW8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 3000000.00 3000000.00 0.0039 N 3000690.00 3000690.00 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 3000000.00 3000000.00 0.0039 N 3000690.00 3000690.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 1000000.00 1000000.00 0.0013 N 1000260.00 1000260.00 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 6000000.00 6000000.00 0.0077 N 6003900.00 6003900.00 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 1000000.00 1000000.00 0.0013 N 1000660.00 1000660.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1000000.00 1000000.00 0.0013 N 1000660.00 1000660.00 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 6000000.00 6000000.00 0.0077 N 6000420.00 6000420.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHL5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 3000000.00 3000000.00 0.0039 N 3000180.00 3000180.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06741XJB5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 4000000.00 4000000.00 0.0051 N 4000600.00 4000600.00 Barclays Bank Plc Barclays Bank Plc 0.420000% 06741XLH9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 1000000.00 1000000.00 0.0013 N 1000450.00 1000450.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XMG0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 3000000.00 3000000.00 0.0039 N 3000060.00 3000060.00 Barclays Capital, Inc Barclays Capital, Inc 0.160000% 07699U005_0.1600_M130507_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2013-12-01 5.264000 Government Agency Debt 6649228.00 2544789.93 Fannie Mae 2036-08-01 2.359000 Government Agency Debt 210610.00 40874.55 Fannie Mae 2038-07-01 5.464000 Government Agency Debt 1000.00 1035.80 Fannie Mae 2038-09-01 5.462000 Government Agency Debt 22929.00 3540.74 Fannie Mae 2041-05-01 3.196000 Government Agency Debt 1626017.00 1143833.37 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 667008.00 684537.01 Fannie Mae 2041-12-01 3.322000 Government Agency Debt 1000.00 958.71 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 228559.00 195656.70 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 250680.00 255105.65 Fannie Mae 2042-07-01 2.924000 Government Agency Debt 1000.00 902.68 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 133786.00 142227.65 Freddie Mac 2024-09-01 5.000000 Government Agency Debt 4955.00 703.92 Freddie Mac 2038-04-01 5.000000 Government Agency Debt 1671415.00 179230.81 Freddie Mac 2038-12-20 6.500000 Government Agency Debt 17567.00 3610.07 Freddie Mac 2043-03-01 4.000000 Government Agency Debt 2724.00 2993.00 First Tier Security N/A N/A 2013-05-07 2013-05-07 Y BARCLAYS CAPITAL INC N/A N/A N N 5000000.00 5000000.00 0.0064 N 5000000.00 5000000.00 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 3000000.00 3000000.00 0.0039 N 3000960.00 3000960.00 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 3000000.00 3000000.00 0.0039 N 3000570.00 3000570.00 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 0.0013 N 999950.00 999950.00 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 7000000.00 7000000.00 0.0090 N 7002870.00 7002870.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130507_2MN1 0001197610 Other Repurchase Agreement N BM&FBOVESPA SA BOLSA DE VALORES 2020-07-16 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 363808.00 413063.56 PENNSYLVANIA ELECTRIC CO.OHIO 2020-04-01 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8796.00 10170.37 TELEFONICA EMISIONES SAU 2015-04-27 3.729000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 604223.00 626767.01 First Tier Security N/A N/A 2013-05-07 2013-05-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 1000000.00 1000000.00 0.0013 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 1000100.00 1000100.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.200000% 0556X0S70 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N Y Bank of New Zealand N/A N/A N 1000000.00 999966.67 0.0013 N 999970.00 999970.00 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 4000000.00 4000000.00 0.0051 N 4000200.00 4000200.00 CAFCO, LLC CAFCO, LLC 0.290000% 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 2998646.67 0.0039 N 2998860.00 2998860.00 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 2000000.00 1998400.00 0.0026 N 1998600.00 1998600.00 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 4000000.00 3993560.00 0.0051 N 3995560.00 3995560.00 California RAN 2012-2013 Series A1 0.180000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y JP Morgan Chase & Co N/A N/A N N 955000.00 955000.00 0.0012 N 955000.00 955000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.278200% 13606YMY9 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 3000000.00 3000189.25 0.0039 N 3000420.00 3000420.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.288200% 13606YNA0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 6000000.00 6000000.00 0.0077 N 6000960.00 6000960.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JTQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999640.00 0.0013 N 999680.00 999680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JU81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 3000000.00 2998640.00 0.0039 N 2998770.00 2998770.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JUV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999456.11 0.0013 N 999420.00 999420.00 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 2000000.00 1998802.23 0.0026 N 1998680.00 1998680.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TS18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 4000000.00 0.0051 N 4000000.00 4000000.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TU80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999433.33 0.0013 N 999780.00 999780.00 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 2000000.00 1998215.00 0.0026 N 1998660.00 1998660.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TX79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 4000000.00 3995406.66 0.0051 N 3995920.00 3995920.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTE3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 1000000.00 1000000.00 0.0013 N 1000020.00 1000020.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTF0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 11000000.00 11000000.00 0.0142 N 11000220.00 11000220.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTG8 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 1000000.00 1000000.00 0.0013 N 1000020.00 1000020.00 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 3000000.00 2996000.00 0.0039 N 2997900.00 2997900.00 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 4000000.00 4000000.00 0.0051 N 4002560.00 4002560.00 Citibank, NA Citibank, NA 0.280000% 17304UDF4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 2000000.00 2000000.00 0.0026 N 2000460.00 2000460.00 Citibank, NA Citibank, NA 0.180000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 4000000.00 4000000.00 0.0051 Security is a time deposit. N 4000000.00 4000000.00 Coca-Cola Co Coca-Cola Co 0.260000% 19121AS10 Other Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 8000000.00 8000000.00 0.0103 N 8000000.00 8000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DSX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-31 2013-05-31 N N N 1000000.00 999850.00 0.0013 N 999890.00 999890.00 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 8000000.00 7998522.22 0.0103 N 7998880.00 7998880.00 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 10000000.00 10000000.00 0.0129 N 10000500.00 10000500.00 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 4000000.00 3998388.89 0.0051 N 3998440.00 3998440.00 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 5000000.00 4993333.33 0.0064 N 4995850.00 4995850.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.340000% 22532UQC1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 3000000.00 3000000.00 0.0039 N 3000090.00 3000090.00 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 2000000.00 2000000.00 0.0026 N 1999840.00 1999840.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.300000% 22532UTS3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 1000000.00 1000000.00 0.0013 N 1000000.00 1000000.00 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 0.0013 N 999960.00 999960.00 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 8000000.00 8000000.00 0.0103 N 7999600.00 7999600.00 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 2000000.00 2000000.00 0.0026 N 1999900.00 1999900.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.160000% 22799D001_0.1600_M130501_2MN1 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2022-01-15 0.125000 Treasury Debt 11010000.00 12327606.44 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 12082457.00 12082457.00 0.0155 N 12082457.00 12082457.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130510_2MN1 0001230485 Other Repurchase Agreement N ATRIUM IX 2024-02-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 92238.70 CNF 2000-2 A5 SERIES 00 A5 2031-12-01 8.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245900.00 597222.76 CWL 2005-17 4A2A 2036-05-25 0.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 818752.00 129996.91 CWL 2007-5 2A3 2047-09-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 30632.00 EQABS 2003-1 M1 2033-07-25 4.860000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 582788.29 FHASI 2005-6 B1 2035-11-25 5.438200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4202000.00 30248.54 FHASI 2005-AR2 B1 2035-06-25 3.574000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 513000.00 74258.21 FHASI 2006-4 B1 2037-02-25 5.788500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6015000.00 10956.07 GSR 2005-3F B2 2035-03-25 5.662000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1853000.00 8504.41 GSR 2005-6F B2 2035-07-25 5.692100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1124000.00 516.35 JPMMT 2006-S3 1A11 2036-08-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 3782.69 MSAC 2005-WMC3 B1 2035-03-25 1.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 4362.97 NCHET 2004-2 M4 2034-08-25 1.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7135000.00 1067539.31 RALI 2003-QS1 M3 2033-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 63298.55 RAST 2005-A5 B1 2035-05-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3320000.00 20138.23 RAST 2006-A12 A3 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 19645.27 SARM 2006-4 5A1 2036-03-31 5.191600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2139200.00 713888.66 First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 3000000.00 3000000.00 0.0039 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 3000390.00 3000390.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2MN1 0001230485 Other Repurchase Agreement N 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 16677.78 ABS GREENTRE 96-2 2027-04-15 7.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6389500.00 689051.69 CWL 2005-17 4A2A 2036-05-25 0.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 35724.25 CWL 2007-5 2A3 2047-09-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 30632.00 JPMCC 2006-LDP7 AJ 2045-04-15 6.058800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 26011.92 NHEL 2006-6 A2C 2037-01-25 0.370200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 1501905.41 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 2000000.00 2000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 2000000.00 2000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.720000% 988WZL002_0.7200_M130508_2MN1 0001230485 Other Repurchase Agreement N 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 41694.45 144A SLFMT 2013-1A B1 2058-06-25 5.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 557716.91 ABFC 2006-HE1 A2B 2037-01-25 0.310200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 198734.25 ACE 2002-HE1 M1 2032-06-25 1.175200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8798200.00 2080458.95 CMALT 2006-A1 1A4 2036-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 71611.20 CMO OMI TRUST 2002-B 2032-06-15 7.090000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1163265.35 CWALT 2047-11-25 1.556700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 5645.26 CWALT 2005-J11 1A11 2035-11-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 240000.00 184864.70 CWALT 2007-9T1 2A3 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 151167.53 CWL 2046-01-25 0.360200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2600000.00 1901583.62 CWL 2007-5 2A3 2047-09-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 9189.60 INABS 2006-E 2A2 2037-04-25 0.320200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 20752.71 JPMCC 2006-LDP7 AJ 2045-04-15 6.058800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5202.38 RALI 2007-QS11 A1 2037-10-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155000.00 421288.35 RASC 2001-KS3 AII 2031-09-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5760000.00 76806.86 RAST 2007-A2 1A3 2037-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1583.94 WMALT 2007-HY2 1A1 2037-04-25 3.010000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 8453.06 First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 6000000.00 6000000.00 0.0077 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 6000660.00 6000660.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.100000% 992JYD004_0.1000_M130502_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2043-02-20 5.000000 Government Agency Debt 23150000.00 25501572.03 First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 25000000.00 25000000.00 0.0322 N 25000000.00 25000000.00 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 6000000.00 5996313.33 0.0077 N 5997000.00 5997000.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155BDU6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 2000000.00 2000000.00 0.0026 N 2000240.00 2000240.00 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 5000000.00 5000000.00 0.0064 N 5001950.00 5001950.00 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 7000000.00 7000000.00 0.0090 N 7010570.00 7010570.00 Deutsche Bank AG Deutsche Bank AG 0.440000% 25155BNS0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-29 2013-08-29 N N N 5000000.00 5000000.00 0.0064 N 5002350.00 5002350.00 Deutsche Bank AG Deutsche Bank AG 0.380000% 25155BVS1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 3000000.00 3000000.00 0.0039 N 3000150.00 3000150.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 21599B009_0.1800_M130501_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-09-01 3.500000 Government Agency Debt 72544976.00 41668733.29 Fannie Mae 2042-05-01 5.000000 Government Agency Debt 34109674.00 36331267.52 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 75000000.00 75000000.00 0.0965 N 75000000.00 75000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 99ETSZ007_0.1500_M130603_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-01 5.500000 Government Agency Debt 5245.00 1025.22 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 17981.00 3138.48 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 1000.00 582.42 Fannie Mae 2041-04-01 3.516000 Government Agency Debt 1905.00 1023.02 Fannie Mae 2041-07-01 3.589000 Government Agency Debt 9556.00 7271.51 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 2673.00 2629.52 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 1943079.00 2064330.66 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 2000000.00 2000000.00 0.0026 Y 1999980.00 1999980.00 DNB Bank ASA DNB Bank ASA 0.220000% 23330LUQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 6000000.00 6000000.00 0.0077 N 6000420.00 6000420.00 DNB Bank ASA DNB Bank ASA 0.230000% 921TMK005 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 4000000.00 4000000.00 0.0051 N 4000280.00 4000280.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601VSN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 1000000.00 999889.17 0.0013 N 999900.00 999900.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385FA9 Government Agency Debt N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 8000000.00 8000000.00 0.0103 N 8000000.00 8000000.00 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 15000000.00 15000000.00 0.0193 N 15013890.00 15013890.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HVK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 5000000.00 4996180.56 0.0064 N 4997250.00 4997250.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HW37 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 5000000.00 4995833.33 0.0064 N 4996450.00 4996450.00 General Electric Capital Corp General Electric Capital Corp 0.270000% 36959HW94 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 1000000.00 999017.50 0.0013 N 999240.00 999240.00 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 9000000.00 8989592.50 0.0116 N 8988624.90 8988624.90 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 921AAP008_0.6000_M130808_2MN1 0000769993 Other Repurchase Agreement N Fannie Mae 2036-10-01 2.749000 Government Agency Debt 1177013.00 971445.10 ISHARES INC MSCI MEX 2013-04-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49983.78 First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 1000000.00 1000000.00 0.0013 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1001150.00 1001150.00 Goldman Sachs & Co Goldman Sachs & Co 0.100000% 992JYE002_0.1000_M130501_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-01 3.527000 Government Agency Debt 4443516.00 2905627.89 Fannie Mae 2042-11-01 3.000000 Government Agency Debt 2122695.00 2194372.12 First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 5000000.00 5000000.00 0.0064 N 5000000.00 5000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.100000% 992JYE002_0.1000_M130506_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2043-02-01 3.000000 Government Agency Debt 8629871.00 8975151.58 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 6864084.00 7344849.18 First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 16000000.00 16000000.00 0.0206 N 15999840.00 15999840.00 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 3000000.00 2999300.00 0.0039 N 2999340.00 2999340.00 Govco, LLC Govco, LLC 0.370000% 38362VSW4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N Y Credit / Liquidity Citibank NA N/A N/A 4000000.00 3998807.78 0.0051 N 3999120.00 3999120.00 Govco, LLC Govco, LLC 0.290000% 38362VTS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Credit / Liquidity Citibank NA N/A N/A 7000000.00 6996842.22 0.0090 N 6996920.00 6996920.00 HSBC USA, Inc HSBC USA, Inc 0.230000% 40427RSV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 3000000.00 2999463.33 0.0039 N 2999580.00 2999580.00 ING (U.S.) Funding LLC ING (U.S.) Funding 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4662J0S78 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 4000000.00 3999800.00 0.0051 N 3999960.00 3999960.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.320000% 4662J2X86 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 1000000.00 998577.78 0.0013 N 999060.00 999060.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.356100% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-22 2014-01-22 N N N 6000000.00 6000000.00 0.0077 N 6000600.00 6000600.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.399200% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-05-21 2014-05-21 N N N 10000000.00 10000000.00 0.0129 N 10004330.00 10004330.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA52 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 2000000.00 2000000.00 0.0026 N 1999900.00 1999900.00 JPMorgan Chase Bank, NA JPMorgan 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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 4000000.00 3998186.67 0.0051 N 3999040.00 3999040.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.245000% 53943RTB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 3000000.00 2999162.92 0.0039 N 2999310.00 2999310.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.160000% 53944LME8 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 4000000.00 4000000.00 0.0051 N 3999960.00 3999960.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LSE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1390000.00 1389889.58 0.0018 N 1389902.70 1389902.70 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 1000000.00 999801.67 0.0013 N 999810.00 999810.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LTL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1258000.00 1257615.61 0.0016 N 1257635.18 1257635.18 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 3000000.00 2999335.00 0.0039 N 2999490.00 2999490.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4TJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 1000000.00 999746.66 0.0013 N 999800.00 999800.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 3000000.00 2998812.50 0.0039 N 2999040.00 2999040.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130610_2MN1 0000728612 Other Repurchase Agreement N BANCOLOMBIA SA ADR 2020-07-26 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71000.00 78703.01 CENTRAIS ELETRICAS BRASILEIRAS 2019-07-30 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5020.00 5980.92 CENTURYTEL, INC 2039-09-15 7.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 41124.00 CITIGROUP INC 2099-12-31 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1005170.00 ENERGISA SA 2013-07-19 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2078.92 ISLE OF CAPRI CASINOS INC 2021-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1750000.00 1794430.56 LIFE TECHNOLOGIES CORP 2016-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3017409.00 3436476.82 NORTEL NETWORKS CORP 2016-07-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2159370.00 2445486.52 PETROLEOS DE VENEZUELA S A 2017-11-02 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30509.00 30723.41 TAM CAPITAL INC 2017-04-25 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 32543.23 First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 8000000.00 8000000.00 0.0103 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 8004560.00 8004560.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.190000% 59157TSD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 5000000.00 4999683.33 0.0064 N 4999700.00 4999700.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.190000% 59157TTU7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 1000000.00 999693.89 0.0013 N 999710.00 999710.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACT1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 4000000.00 4000000.00 0.0051 N 4000880.00 4000880.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ADA1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 3000000.00 3000000.00 0.0039 N 3000510.00 3000510.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.250000% 60688RAC7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 7000000.00 7000000.00 0.0090 N 7000210.00 7000210.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.230000% 60688RBM4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 2000000.00 2000000.00 0.0026 N 2000080.00 2000080.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RCE1 Certificate of Deposit N First Tier 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4999700.00 4999700.00 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 4000000.00 3998100.00 0.0051 N 3998240.00 3998240.00 New York City IDA IDRB (Allway Tools) Series 1997 0.600000% 649705LL2 Variable Rate Demand Note N Unrated Security N/A N/A 2013-05-07 2013-05-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 80000.00 80000.00 0.0001 N 80000.00 80000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409RSD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 1000000.00 999926.67 0.0013 N 999940.00 999940.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409RSF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 2000000.00 1999828.89 0.0026 N 1999860.00 1999860.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.210000% 65409RT34 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 2000000.00 1999615.00 0.0026 N 1999680.00 1999680.00 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.350000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-07 2013-05-07 Y California State Teachers Retirement System N/A N/A Y California State Teachers Retirement System N/A N/A N 7390000.00 7390000.00 0.0095 N 7390000.00 7390000.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAD6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N N 5000000.00 5000000.00 0.0064 N 5000350.00 5000350.00 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 7000000.00 7000000.00 0.0090 N 7001050.00 7001050.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.300000% 74927JV75 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-07 2013-08-07 N Y Royal Bank of Scotland Plc N/A N/A N 2000000.00 1998366.67 0.0026 N 1998520.00 1998520.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.490000% 7562E0TA4 Other Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N Y Reckitt Benckiser Group Plc N/A N/A N 1000000.00 999455.55 0.0013 N 999760.00 999760.00 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 3996655.55 0.0051 N 3998080.00 3998080.00 Royal Bank of Canada Royal Bank of Canada 0.332100% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-07-05 2014-05-02 N N N 5000000.00 5000000.00 0.0064 N 5003650.00 5003650.00 Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.400000% 78064TQP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-03 2013-05-03 N Y Kingdom of Belgium Govt N/A N/A N 2000000.00 1999955.56 0.0026 N 1999980.00 1999980.00 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 3000000.00 2998500.00 0.0039 N 2998860.00 2998860.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124LT69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2999280.00 0.0039 N 2999460.00 2999460.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.210000% 82124LUC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 4000000.00 3998320.00 0.0051 N 3998400.00 3998400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050TSG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 2000000.00 1999800.00 0.0026 N 1999920.00 1999920.00 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 3000000.00 3000411.69 0.0039 N 3000600.00 3000600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83051HEY8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 1000000.00 1000000.00 0.0013 N 1000250.00 1000250.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83051HFB7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 1000000.00 1000000.00 0.0013 N 1000220.00 1000220.00 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 3000000.00 3000000.00 0.0039 N 3000150.00 3000150.00 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 4000000.00 4000000.00 0.0051 N 4002880.00 4002880.00 Societe Generale Societe Generale 0.300000% 83369TMN4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 3000000.00 3000000.00 0.0039 N 3000030.00 3000030.00 State Street Corp State Street Corp 0.200000% 85747JSA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 2000000.00 1999900.00 0.0026 N 1999920.00 1999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 5000000.00 5000000.00 0.0064 N 4999350.00 4999350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CHF2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 1000000.00 1000000.00 0.0013 N 999920.00 999920.00 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 6000000.00 6000000.00 0.0077 N 6002340.00 6002340.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DA83 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 3000000.00 3000000.00 0.0039 N 3000060.00 3000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DD23 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 3000000.00 3000000.00 0.0039 N 3000090.00 3000090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DE97 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 1000000.00 1000000.00 0.0013 N 1000050.00 1000050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W3Z9 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 2000000.00 2000000.00 0.0026 N 2000060.00 2000060.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5N4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 7000000.00 7000000.00 0.0090 N 6999860.00 6999860.00 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 3000000.00 3000000.00 0.0039 N 2999940.00 2999940.00 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 0.0039 N 2999850.00 2999850.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CSW5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 5000000.00 5000000.00 0.0064 N 5000100.00 5000100.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CTA2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 4000000.00 4000000.00 0.0051 N 4000080.00 4000080.00 Swedbank AB Swedbank AB 0.350000% 87019QTM0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 1900000.00 1899999.85 0.0024 N 1900266.00 1900266.00 Swedbank AB Swedbank AB 0.350000% 87019RTL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 1000000.00 999513.89 0.0013 N 999720.00 999720.00 Texas TRAN Series 2012 0.200000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-05-01 2013-05-01 Y JPMorgan Chase Bank NA N/A N/A N N 4000000.00 4000000.00 0.0051 N 4000000.00 4000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.180000% 88602TSD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 6000000.00 5999640.00 0.0077 N 5999580.00 5999580.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WTY3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 7000000.00 7000000.00 0.0090 N 7000140.00 7000140.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.288200% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 1000000.00 1000000.00 0.0013 N 1000160.00 1000160.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233GS98 Other Commercial Paper N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N Y Support Agreement Toyota Motor Corp N/A N/A 6000000.00 5999720.00 0.0077 N 5999880.00 5999880.00 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 0.0064 N 5000300.00 5000300.00 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 1000000.00 1000000.00 0.0013 N 1000090.00 1000090.00 UBS AG UBS AG 0.250000% 90267RPK9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 1000000.00 1000000.00 0.0013 N 1000100.00 1000100.00 UBS AG UBS AG 0.250000% 90267RPM5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 4000000.00 4000000.00 0.0051 N 4000400.00 4000400.00 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 4000000.00 4000000.00 0.0051 N 3999640.00 3999640.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-09-06 N N N 3000000.00 3000000.00 0.0039 N 3000150.00 3000150.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZN1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 5000000.00 5000000.00 0.0064 N 5000200.00 5000200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZY7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 5000000.00 5000000.00 0.0064 N 5000250.00 5000250.00 Westpac Banking Corp Westpac Banking Corp 0.449300% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-07-11 N N N 2000000.00 2000000.00 0.0026 N 2001060.00 2001060.00 Westpac Banking Corp Westpac Banking Corp 0.440200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-20 2013-07-18 N N N 3000000.00 3000000.00 0.0039 N 3001710.00 3001710.00 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 24629.24 24629.24 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 21851.06 21851.06 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 12300.72 12300.72 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 10913.20 10913.20