0001145549-14-002677.txt : 20140314 0001145549-14-002677.hdr.sgml : 20140314 20140314150852 ACCESSION NUMBER: 0001145549-14-002677 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 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: 14694169 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 2013-03-31 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 50 66 778634119.07 261206.75 38113.20 778857212.62 0.0027 1.0001 2013-03-31 1.0001 2013-03-31 C000012386 1.00 778857212.62 1.00 -3838518.76 72872378.52 76710897.28 0.0001 1.0001 2013-03-31 1.0001 2013-03-31 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 3000450.00 3000450.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.390000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 4000000.00 4000000.00 0.0051 N 3999960.00 3999960.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 1000000.00 1000000.00 0.0013 Security is a time deposit. N 1000000.00 1000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005_M130401 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 22000000.00 22000000.00 0.0282 Security is a time deposit. N 22000000.00 22000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUQ4 Other Note N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 10000000.00 10000000.00 0.0128 N 10000500.00 10000500.00 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 Montreal Bank of Montreal 0.080000% 06366XW40 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 11000000.00 11000000.00 0.0141 N 11000000.00 11000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FKG4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 8000000.00 8000000.00 0.0103 N 8000160.00 8000160.00 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 7000070.00 7000070.00 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 4000080.00 4000080.00 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 2000620.00 2000620.00 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 3000930.00 3000930.00 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 3000780.00 3000780.00 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 1000270.00 1000270.00 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 6004020.00 6004020.00 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 1000670.00 1000670.00 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 1000680.00 1000680.00 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 3000780.00 3000780.00 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 4001600.00 4001600.00 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 1000580.00 1000580.00 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 3000240.00 3000240.00 Barclays Capital, Inc Barclays Capital, Inc 0.130000% 07699U005_0.1300_M130403_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-10-01 2.802000 Government Agency Debt 39956508.00 9869856.22 Fannie Mae 2043-03-01 2.266000 Government Agency Debt 2362.00 2463.51 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 488338.00 305786.92 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 297089.00 221893.41 First Tier Security N/A N/A 2013-04-03 2013-04-03 Y BARCLAYS CAPITAL INC N/A N/A N N 10000000.00 10000000.00 0.0128 N 10000000.00 10000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.160000% 07699U005_0.1600_M130404_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2013-12-01 4.755000 Government Agency Debt 6649228.00 2556984.48 Fannie Mae 2036-04-01 2.551000 Government Agency Debt 7073635.00 1144673.05 Fannie Mae 2040-09-01 4.000000 Government Agency Debt 49016.00 22908.51 Fannie Mae 2041-12-01 3.322000 Government Agency Debt 1000.00 1008.22 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 250680.00 257542.01 Fannie Mae 2042-07-01 2.924000 Government Agency Debt 1000.00 920.14 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 133786.00 141518.09 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 144468.00 147621.48 Fannie Mae 2042-11-01 2.742000 Government Agency Debt 189624.00 198310.74 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 240536.00 248465.03 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 250422.00 258698.02 Freddie Mac 2038-04-01 5.000000 Government Agency Debt 1880308.00 218380.16 Freddie Mac 2043-03-01 4.000000 Government Agency Debt 2724.00 2970.09 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y BARCLAYS CAPITAL INC N/A N/A N N 5000000.00 5000000.00 0.0064 N 4999800.00 4999800.00 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 3000270.00 3000270.00 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 2999700.00 2999700.00 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 7004620.00 7004620.00 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 999800.00 0.0013 N 999770.00 999770.00 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 4000800.00 4000800.00 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 2997921.67 0.0038 N 2998140.00 2998140.00 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 3992026.67 0.0051 N 3992760.00 3992760.00 California RAN 2012-2013 Series A1 0.150000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JP Morgan Chase & Co N/A N/A N N 975000.00 975000.00 0.0013 N 975000.00 975000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.373200% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 4000000.00 4000000.00 0.0051 N 4000480.00 4000480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.283700% 13606YMY9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 3000000.00 3000399.52 0.0039 N 3000840.00 3000840.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.293700% 13606YNA0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 6000000.00 6000000.00 0.0077 N 6001800.00 6001800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JRJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 4000000.00 3999584.44 0.0051 N 3999560.00 3999560.00 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 999440.00 0.0013 N 999420.00 999420.00 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 2998040.00 0.0038 N 2997900.00 2997900.00 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 3999166.67 0.0051 N 3999600.00 3999600.00 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 999183.33 0.0013 N 999550.00 999550.00 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 1997765.00 0.0026 N 1998180.00 1998180.00 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 1000110.00 1000110.00 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 0.0141 N 11001320.00 11001320.00 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 1000120.00 1000120.00 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 2994750.00 0.0038 N 2996460.00 2996460.00 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 4002440.00 4002440.00 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 7998266.67 0.0103 N 7999440.00 7999440.00 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 999700.00 0.0013 N 999730.00 999730.00 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 7997255.56 0.0103 N 7997600.00 7997600.00 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 0.0128 N 10000600.00 10000600.00 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 3997422.22 0.0051 N 3997080.00 3997080.00 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 4991250.00 0.0064 N 4992900.00 4992900.00 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 3000360.00 3000360.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550DC31 Certificate of Deposit N First Tier Security N/A N/A 2013-04-23 2013-04-23 N N N 6000000.00 6000000.00 0.0077 N 6000660.00 6000660.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 22799D001_0.2100_M130401_2MN1 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2042-08-15 2.750000 Treasury Debt 2555000.00 2389294.61 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 2338233.00 2338233.00 0.0030 N 2338233.00 2338233.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130510_2MN1 0001230485 Other Repurchase Agreement N 144A BSCMS 2006-PW13 J 2041-09-11 5.255000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 3775.89 144A GKKRE 2007-1A A1 2056-08-15 0.570100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1365.48 AHMA 2006-6 A1B 2046-12-25 0.444200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8685000.00 280994.34 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 604010.07 CWHL 2005-HYB7 6A1 2035-11-20 5.137800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 6080.91 FFML 2006-FF5 2A3 2036-04-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2600000.00 1197579.81 MSAC 2005-WMC3 B1 2035-03-25 1.404200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 4145.33 MSAC 2005-WMC3 B1 2035-03-25 1.404200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 345.44 MSHLC 2007-1 A 2031-12-25 0.304200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 151017.00 65655.47 RALI 2006-QS1 A5 2036-01-25 1.114200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4125900.00 1192761.75 RAST 2007-A6 2A1 2037-06-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 8871.73 SASC 2005-WF4 M2 2035-11-23 0.634200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 85410.89 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 3001680.00 3001680.00 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 16962.98 ABS GREENTRE 96-2 2027-04-15 7.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7538400.00 847469.51 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 116200.00 37889.14 CWL 2005-12 M3 2036-02-25 0.714200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 1198017.06 CWL 2005-12 M3 2036-02-25 0.714200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 199669.51 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 42407.45 144A FREMF 2013-K24 C 2045-11-25 3.381000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 820000.00 699379.59 144A SDART 2012-5 E 2019-09-16 4.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 273280.36 CARR 2006-NC1 A4 2036-01-25 0.514200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 52926.55 CARR 2007-RFC1 A3 2036-12-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 165334.40 CD 2007 CD4 COMML MTGE TR 2049-12-11 5.366000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 593159.61 CMALT 2006-A1 1A4 2036-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 3600.33 CMO CREDIT SUISSE FB MRTG 2032-05-25 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 918.26 CSFB 2005-C2 B 2037-04-15 5.016000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 325386.00 CSFB 2005-C2 D 2037-04-15 5.117000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6195000.00 505064.39 CSMC 2036-05-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 276000.00 86557.47 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 150203.81 CWHEL 2004-Q 2A 2033-12-15 0.503200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 5151.34 CWL 2005-17 4A2A 2036-05-25 0.464200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000.00 1191.63 FHAMS 2006-FA1 1A5 2036-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2460000.00 1624540.97 HVMLT 2038-01-19 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 49398.09 INABS 2006-E 2A2 2037-04-25 0.324200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 20717.10 MLCFC 2007-9 AMA 2049-09-12 5.853000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 761435.35 MSAC 2036-08-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 506382.88 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 411273.84 WAMU 2006-AR7 2A 2046-07-25 1.155000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1935000.00 622411.43 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 6003240.00 6003240.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.150000% 992JYD004_0.1500_M130404_2MN1 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2028-01-20 2.500000 Government Agency Debt 18828896.00 19427835.06 Freddie Mac 2038-03-15 5.500000 Government Agency Debt 11085000.00 3584208.69 Freddie Mac 2038-10-20 6.500000 Government Agency Debt 18000000.00 623911.05 Freddie Mac 2040-09-20 4.500000 Government Agency Debt 10105000.00 7406968.42 Freddie Mac 2042-08-20 3.500000 Government Agency Debt 18709855.00 19958364.04 First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 50000000.00 50000000.00 0.0642 N 50000000.00 50000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.350000% 2284K0R98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity BNP Paribas N/A N/A 5000000.00 4999611.11 0.0064 N 4999700.00 4999700.00 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 2000620.00 2000620.00 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 5002300.00 5002300.00 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 7007910.00 7007910.00 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 5001900.00 5001900.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M130401_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-07-25 6.500000 Government Agency Debt 8969636.00 8889196.80 Fannie Mae 2042-10-25 7.000000 Government Agency Debt 34486395.00 37910803.49 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 45000000.00 45000000.00 0.0578 N 45000000.00 45000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.160000% 99ETSZ007_0.1600_M130415_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 19914.00 18842.28 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 5585.00 5689.68 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 3662.00 3629.16 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 1000.00 1152.40 GNMA 2037-11-16 2.750000 Government Agency Debt 1000.00 796.93 GNMA 2041-10-20 6.500000 Government Agency Debt 18791.00 21199.91 GNMA 2042-08-20 2.500000 Government Agency Debt 965924.00 986488.75 GNMA 2042-10-20 2.000000 Government Agency Debt 1861.00 1854.98 GNMA 2043-01-20 3.000000 Government Agency Debt 1116.00 1178.56 First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 1000000.00 1000000.00 0.0013 Y 1000000.00 1000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M130402_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 54481.00 51548.96 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 18523.00 18870.17 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 2493.00 1080.49 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 14208.00 14080.58 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 2367.00 2293.69 GNMA 2037-11-16 2.750000 Government Agency Debt 4627.00 3687.38 GNMA 2041-10-20 6.500000 Government Agency Debt 64422.00 72680.57 GNMA 2042-08-20 2.500000 Government Agency Debt 5935373.00 6061738.51 GNMA 2042-10-20 2.000000 Government Agency Debt 14897.00 14848.80 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 6000000.00 6000000.00 0.0077 N 6000000.00 6000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M130401_2MN1 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 80097.00 75786.37 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 22333.00 22751.58 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 14856.00 14722.77 GNMA 2037-11-16 2.750000 Government Agency Debt 2010.00 1601.82 GNMA 2041-10-20 6.500000 Government Agency Debt 75156.00 84790.61 GNMA 2042-03-20 7.000000 Government Agency Debt 3673.00 4106.56 GNMA 2042-08-20 2.500000 Government Agency Debt 3868189.00 3950543.67 GNMA 2042-10-20 2.000000 Government Agency Debt 7436.00 7411.94 GNMA 2043-01-20 3.000000 Government Agency Debt 5056.00 5339.44 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 4000000.00 4000000.00 0.0051 N 4000000.00 4000000.00 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 6000000.00 6000000.00 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 4000080.00 4000080.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VRS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 3000000.00 2999625.00 0.0039 N 2999580.00 2999580.00 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 999730.83 0.0013 N 999710.00 999710.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385DW3 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 8000000.00 7999973.33 0.0103 N 7999992.00 7999992.00 Freddie Mac Freddie Mac 0.255000% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-04-10 2014-02-10 N N N 15000000.00 15000000.00 0.0193 N 15008865.00 15008865.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HR33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 3000000.00 2999961.67 0.0039 N 2999940.00 2999940.00 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 4995138.89 0.0064 N 4995900.00 4995900.00 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 4994833.33 0.0064 N 4995150.00 4995150.00 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 998792.50 0.0013 N 998970.00 998970.00 Goldman Sachs & Co Goldman Sachs & Co 0.230000% 38399H002_0.2300_M130401_2MN1 0000769993 Government Agency Repurchase Agreement Y GNMA 2042-09-15 3.000000 Government Agency Debt 28331243.00 29400000.89 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 28000000.00 28000000.00 0.0360 N 28000000.00 28000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.460000% 921AAP008_0.4600_M130402_2MN1 0000769993 Other Repurchase Agreement N Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1097577.00 1050000.14 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 1000000.00 1000000.00 0.0013 N 1000000.00 1000000.00 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 2998775.00 0.0039 N 2998620.00 2998620.00 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 3997574.44 0.0051 N 3998000.00 3998000.00 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 6995150.55 0.0090 N 6994540.00 6994540.00 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 2998888.33 0.0039 N 2998920.00 2998920.00 ING Bank NV ING Bank NV 0.320000% 921HDX003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 6000000.00 6000000.00 0.0077 N 6000540.00 6000540.00 ING Bank NV ING Bank NV 0.465000% 921LCZ000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 3000000.00 3000000.00 0.0039 N 3001440.00 3001440.00 ING Bank NV ING Bank NV 0.400000% 921MTJ006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 1000000.00 1000000.00 0.0013 N 1000140.00 1000140.00 ING Bank NV ING Bank NV 0.465000% 986RXM005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 2000000.00 2000000.00 0.0026 N 2000960.00 2000960.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0R20 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 1000000.00 999991.67 0.0013 N 999990.00 999990.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0S78 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 4000000.00 3998800.00 0.0051 N 3999480.00 3999480.00 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 998311.11 0.0013 N 998840.00 998840.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.381000% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-22 2014-01-22 N N N 6000000.00 6000000.00 0.0077 N 6000300.00 6000300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.403700% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-04-22 2014-04-21 N N N 10000000.00 10000000.00 0.0128 N 10004520.00 10004520.00 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 1998880.00 1998880.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.180000% 48125PAV5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 6000000.00 6000000.00 0.0077 N 6000240.00 6000240.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PBA0 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 6000000.00 6000000.00 0.0077 N 6000000.00 6000000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.180000% 4820P2SU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 8000000.00 7997720.00 0.0103 N 7997680.00 7997680.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2TH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999315.55 0.0013 N 999590.00 999590.00 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 4000000.00 3997120.00 0.0051 N 3998240.00 3998240.00 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 2998550.42 0.0038 N 2998530.00 2998530.00 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 3000000.00 2998860.00 0.0039 N 2999040.00 2999040.00 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 999588.33 0.0013 N 999660.00 999660.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130610_2MN1 0000728612 Other Repurchase Agreement N DENURY RESOURCES INC 2023-07-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 179634.00 173346.81 DINEEQUITY INC 2018-10-30 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1480767.00 1745906.56 FORD MTR CREDIT CO 2016-04-15 4.207000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6381736.00 6934756.50 INTL LEASE FIN CORP 2015-09-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 638.00 730.10 TEXAS COMPETITIVE ELEC HLDGS CO/TCEH FI 2020-10-01 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 449387.00 345260.29 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 8000000.00 8000000.00 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 4998891.67 0.0064 N 4998900.00 4998900.00 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 999535.55 0.0013 N 999460.80 999460.80 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.410000% 60682ABB1 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 2000000.00 2000000.00 0.0026 N 2000060.00 2000060.00 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 4000800.00 4000800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682ACU8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 4000000.00 4000000.00 0.0051 N 4000080.00 4000080.00 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 3000420.00 3000420.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.260000% 60687G6F0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 2000000.00 2000000.00 0.0026 N 2000060.00 2000060.00 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 7000420.00 7000420.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RAK9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-30 2013-04-30 N N N 1000000.00 1000000.00 0.0013 N 1000060.00 1000060.00 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 2000100.00 2000100.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RCE1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 1000000.00 1000000.00 0.0013 N 999980.00 999980.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RDK6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 2000000.00 2000000.00 0.0026 N 1999840.00 1999840.00 National Australia Bank Ltd National Australia Bank Ltd 0.210000% 921KNB003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 2000000.00 2000000.00 0.0026 N 2000120.00 2000120.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988FTY008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 7000000.00 7000000.00 0.0090 N 7003290.00 7003290.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.180000% 63253JSM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-21 2013-05-21 N Y National Australia Bank Ltd N/A N/A N 5000000.00 4998750.00 0.0064 N 4999300.00 4999300.00 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 3997100.00 0.0051 N 3997680.00 3997680.00 New York City IDA IDRB (Allway Tools) Series 1997 0.600000% 649705LL2 Variable Rate Demand Note N Unrated Security N/A N/A 2013-04-04 2013-04-04 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 999743.33 0.0013 N 999770.00 999770.00 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 1999462.22 0.0026 N 1999520.00 1999520.00 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 1999265.00 0.0026 N 1999260.00 1999260.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.210000% 65558EFW3 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 3000000.00 3000000.00 0.0039 N 3000090.00 3000090.00 NRW.BANK NRW.BANK 0.170000% 62939LRF8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 7000000.00 6999537.22 0.0090 N 6999422.50 6999422.50 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.350000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 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 5001000.00 5001000.00 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 7001750.00 7001750.00 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 999047.22 0.0013 N 999570.00 999570.00 Royal Bank of Canada Royal Bank of Canada 0.355000% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-04-04 2014-04-04 N N N 5000000.00 5000000.00 0.0064 N 5001250.00 5001250.00 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 1999288.89 0.0026 N 1999680.00 1999680.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124LR38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999986.67 0.0013 N 999970.00 999970.00 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 2998680.00 0.0039 N 2998830.00 2998830.00 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 1999400.00 0.0026 N 1999620.00 1999620.00 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 3000785.96 0.0039 N 3000840.00 3000840.00 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 1000280.00 1000280.00 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 1000320.00 1000320.00 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 4003880.00 4003880.00 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 3000210.00 3000210.00 State Street Corp State Street Corp 0.200000% 85747JSA6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 2000000.00 1999566.67 0.0026 N 1999640.00 1999640.00 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 6002040.00 6002040.00 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 3000420.00 3000420.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.480000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-12 N N N 3000000.00 3000000.00 0.0039 N 3000120.00 3000120.00 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 3000450.00 3000450.00 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 1000170.00 1000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DP61 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 2000000.00 2000000.00 0.0026 N 2000020.00 2000020.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562DR77 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 1000000.00 1000000.00 0.0013 N 1000010.00 1000010.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DT59 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 1000000.00 1000000.00 0.0013 N 1000010.00 1000010.00 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 2000100.00 2000100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.270000% 86562WY28 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 3000000.00 3000000.00 0.0039 N 3000090.00 3000090.00 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 1899999.68 0.0024 N 1900475.00 1900475.00 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 999222.22 0.0013 N 999530.00 999530.00 Texas TRAN Series 2012 0.150000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JPMorgan Chase Bank NA N/A N/A N N 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 5998740.00 0.0077 N 5998440.00 5998440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WPU5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 2000000.00 2000000.00 0.0026 N 2000080.00 2000080.00 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 7000280.00 7000280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112WZY6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 5000000.00 5000000.00 0.0064 N 5000000.00 5000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.294200% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 1000000.00 1000000.00 0.0013 N 1000220.00 1000220.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293200% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 16000000.00 16000000.00 0.0205 N 16001440.00 16001440.00 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 5998670.00 0.0077 N 5999100.00 5999100.00 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 1000080.00 1000080.00 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 1000080.00 1000080.00 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 4000320.00 4000320.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.160000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-09-06 N N N 3000000.00 3000000.00 0.0039 N 3000390.00 3000390.00 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 4998035.00 4998035.00 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 5000100.00 5000100.00 Westpac Banking Corp Westpac Banking Corp 0.452200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-07-11 N N N 2000000.00 2000000.00 0.0026 N 2001320.00 2001320.00 Westpac Banking Corp Westpac Banking Corp 0.443200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-04-18 2013-07-18 N N N 3000000.00 3000000.00 0.0039 N 3002040.00 3002040.00 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 22198.33 22198.33 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 11086.64 11086.64