0001145549-15-006742.txt : 20151030 0001145549-15-006742.hdr.sgml : 20151030 20150908151210 ACCESSION NUMBER: 0001145549-15-006742 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150831 FILED AS OF DATE: 20150908 DATE AS OF CHANGE: 20150908 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 SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 151096554 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-08-31 0000857156 S000004499 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 43 74 15093995133.09 6812825.04 1366632.91 15099441325.22 0.0030 1.0001 2015-08-31 1.0001 2015-08-31 C000012373 1.00 15099441325.22 1.00 350039432.60 3428688041.37 3078648608.77 0.0001 1.0001 2015-08-31 1.0001 2015-08-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.250000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2015-09-07 2015-09-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00099V004 0000931061 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 65000000.00 65000000.00 0.0043 Security is a time deposit. N 65000000.00 65000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.330000% 00279H6Z4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N Y Santander UK Plc N/A N/A N 1000000.00 1000000.00 0.0001 N 1000149.61 1000149.61 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.281500% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-10 2015-11-10 N N N 45000000.00 45000000.00 0.0030 N 45000000.00 45000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 184000000.00 184000000.00 0.0122 Security is a time deposit. N 183999816.00 183999816.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005_M150901 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 6000000.00 6000000.00 0.0004 Security is a time deposit. N 6000000.00 6000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.220000% 926RCG004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2015-09-21 2015-09-21 N N N 137000000.00 137000000.00 0.0091 N 137008221.37 137008221.37 Automatic Data Processing, Inc Automatic Data Processing, Inc 0.120000% 0530A3W12 Other Commercial Paper N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 83000000.00 83000000.00 0.0055 N 82999746.02 82999746.02 Bank of America, NA Bank of America, NA 0.401800% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-09-04 2016-04-04 N N N 40000000.00 40000000.00 0.0026 N 40000720.00 40000720.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDW4 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 10000000.00 10000000.00 0.0007 N 10000000.10 10000000.10 Bank of America, NA Bank of America, NA 0.320000% 06053PDX2 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 45000000.00 45000000.00 0.0030 N 45000000.45 45000000.45 Bank of America, NA Bank of America, NA 0.310000% 06053PFN2 Other Note N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 6000000.00 6000000.00 0.0004 N 6002436.06 6002436.06 Bank of America, NA Bank of America, NA 0.320000% 06053PFR3 Other Note N First Tier Security N/A N/A 2015-10-19 2015-10-19 N N N 65000000.00 65000000.00 0.0043 N 65025285.65 65025285.65 Bank of America, NA Bank of America, NA 0.340000% 06053PFV4 Other Note N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 77000000.00 77000000.00 0.0051 N 77030723.77 77030723.77 Bank of America, NA Bank of America, NA 0.260000% 06053PHH3 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 50000000.00 50000000.00 0.0033 N 50006250.50 50006250.50 Bank of America, NA Bank of America, NA 0.300000% 06053PHP5 Other Note N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 14000000.00 14000000.00 0.0009 N 14001904.14 14001904.14 Bank of America, NA Bank of America, NA 0.330000% 06053PJE8 Other Note N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 79000000.00 79000000.00 0.0052 N 78993127.00 78993127.00 Bank of America, NA Bank of America, NA 0.460000% 06053PJF5 Other Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 10000000.00 10000000.00 0.0007 N 9998800.00 9998800.00 Bank of Montreal Bank of Montreal 0.250000% 06366C6D5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 4000000.00 4000000.00 0.0003 N 4000498.44 4000498.44 Bank of Montreal Bank of Montreal 0.300000% 06366CE95 Certificate of Deposit N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 109000000.00 109000000.00 0.0072 N 109018629.19 109018629.19 Bank of Montreal Bank of Montreal 0.290000% 06366CF60 Certificate of Deposit N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 1000000.00 1000000.00 0.0001 N 1000162.31 1000162.31 Bank of Montreal Bank of Montreal 0.310000% 06366CP77 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 106000000.00 106000000.00 0.0070 N 106027465.66 106027465.66 Bank of New York Mellon Bank of New York Mellon 0.070000% 05799E004 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 218000000.00 218000000.00 0.0144 Security is a time deposit. N 218000000.00 218000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417H2H8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-23 2015-09-23 N N N 7000000.00 7000000.00 0.0005 N 7000822.57 7000822.57 Bank of Nova Scotia Bank of Nova Scotia 0.340000% 06417HA71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 30000000.00 30000000.00 0.0020 N 30011529.30 30011529.30 Bank of Nova Scotia Bank of Nova Scotia 0.291500% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2015-12-08 N N N 97000000.00 97000000.00 0.0064 N 97001164.97 97001164.97 Bank of Nova Scotia Bank of Nova Scotia 0.291300% 06417HH90 Certificate of Deposit N First Tier Security N/A N/A 2015-09-11 2015-12-11 N N N 19000000.00 19000000.00 0.0013 N 19000190.19 19000190.19 Bank of Nova Scotia Bank of Nova Scotia 0.300000% 06417HN85 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 3000000.00 3000000.00 0.0002 N 3000744.93 3000744.93 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417HT71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-13 2015-11-13 N N N 4000000.00 4000000.00 0.0003 N 4001462.04 4001462.04 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417KYP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 19000000.00 18985544.17 0.0013 N 18992063.70 18992063.70 Bank of the West Bank of the West 0.270000% 06426GHR1 Certificate of Deposit N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 10000000.00 10000000.00 0.0007 N 10001706.10 10001706.10 Bank of the West Bank of the West 0.280000% 06426GHS9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 12000000.00 12000000.00 0.0008 N 12002719.32 12002719.32 Bank of the West Bank of the West 0.300000% 06426GHX8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 51000000.00 51000000.00 0.0034 N 51014668.11 51014668.11 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.541500% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-09-10 2016-03-10 N N N 87000000.00 87000000.00 0.0058 N 87001914.87 87001914.87 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JMV5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 84000000.00 84000000.00 0.0056 N 84000798.84 84000798.84 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNB8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 59000000.00 59000000.00 0.0039 N 59000838.39 59000838.39 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNF9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 47000000.00 47000000.00 0.0031 N 47000888.77 47000888.77 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR59 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 119000000.00 119000000.00 0.0079 N 119002821.49 119002821.49 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XS90 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 1000000.00 1000000.00 0.0001 N 1000283.31 1000283.31 Barclays Bank Plc Barclays Bank Plc 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 83000000.00 83000000.00 0.0055 N 83135573.03 83135573.03 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY36 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 32000000.00 32000000.00 0.0021 N 32016976.32 32016976.32 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY44 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 40000000.00 40000000.00 0.0026 N 40021224.40 40021224.40 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY69 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 2000000.00 2000000.00 0.0001 N 2001061.20 2001061.20 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 992JYM004_0.1100_M150902_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2025-08-01 2.500000 Government Agency Debt 4893578.00 5048564.14 Fannie Mae 2027-07-01 3.500000 Government Agency Debt 7046593.00 4967968.32 Fannie Mae 2030-02-01 3.000000 Government Agency Debt 5015044.00 5061907.03 Fannie Mae 2035-02-01 4.000000 Government Agency Debt 1566933.00 1666063.88 Fannie Mae 2035-08-01 4.000000 Government Agency Debt 4685297.00 5055418.28 Fannie Mae 2038-05-01 6.000000 Government Agency Debt 20068000.00 4993876.32 Fannie Mae 2039-12-01 5.000000 Government Agency Debt 15965517.00 4980757.22 Fannie Mae 2041-03-01 4.000000 Government Agency Debt 6781128.00 4947438.98 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 4990000.00 5062488.39 Fannie Mae 2041-09-25 2.500000 Government Agency Debt 1450523.00 1097368.89 Fannie Mae 2041-12-01 4.000000 Government Agency Debt 7688534.00 5034235.97 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 5891685.00 5056783.19 Fannie Mae 2042-10-25 3.000000 Government Agency Debt 92648910.00 71696358.18 Fannie Mae 2044-05-01 4.000000 Government Agency Debt 807289.00 817541.10 Fannie Mae 2044-10-01 4.500000 Government Agency Debt 5542175.00 5062503.94 Fannie Mae 2044-11-01 4.500000 Government Agency Debt 5227633.00 5009177.95 Fannie Mae 2045-08-01 3.500000 Government Agency Debt 4759387.00 4971611.24 Freddie Mac 2030-01-01 3.000000 Government Agency Debt 4995306.00 4971841.03 Freddie Mac 2033-04-01 3.500000 Government Agency Debt 5951452.00 4948674.34 Freddie Mac 2045-09-01 4.500000 Government Agency Debt 4616751.00 5043066.40 GNMA 2044-08-20 4.500000 Government Agency Debt 171797.00 161164.65 First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 149000000.00 149000000.00 0.0099 N 148999269.90 148999269.90 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 992JYM004_0.1100_M150904_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-12-31 0.00 Treasury Debt 2807600.00 2806333.77 United States Treasury Department 2016-09-30 1.000000 Treasury Debt 4028300.00 4069059.66 United States Treasury Department 2016-12-31 3.250000 Treasury Debt 39100.00 40700.93 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 3549400.00 3654863.73 United States Treasury Department 2019-10-31 1.250000 Treasury Debt 100.00 99.82 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 45728900.00 46303629.26 United States Treasury Department 2042-02-15 3.125000 Treasury Debt 5110800.00 5345333.06 First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 61000000.00 61000000.00 0.0040 N 60999200.90 60999200.90 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 992JYM004_0.120_M150904_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2025-04-01 4.000000 Government Agency Debt 18151026.00 3952156.96 Fannie Mae 2025-05-01 4.000000 Government Agency Debt 17970114.00 3897317.89 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 7243772.00 3742626.46 Fannie Mae 2026-03-01 4.000000 Government Agency Debt 6703185.00 3698859.49 Fannie Mae 2027-08-01 3.500000 Government Agency Debt 5496600.00 3592513.10 Fannie Mae 2028-01-01 2.000000 Government Agency Debt 5000000.00 3754099.48 Fannie Mae 2028-02-01 3.500000 Government Agency Debt 5777713.00 3872818.04 Fannie Mae 2028-11-01 3.500000 Government Agency Debt 4068466.00 3759650.70 Fannie Mae 2032-11-01 3.500000 Government Agency Debt 4995775.00 3727743.26 Fannie Mae 2033-06-01 3.000000 Government Agency Debt 4500000.00 3802255.83 Fannie Mae 2034-01-01 4.000000 Government Agency Debt 4401568.00 3960818.39 Fannie Mae 2034-04-01 4.000000 Government Agency Debt 3736154.00 3741780.95 Fannie Mae 2034-12-01 4.000000 Government Agency Debt 3653407.00 3849383.05 Fannie Mae 2035-03-01 4.000000 Government Agency Debt 3625725.00 3855286.40 Fannie Mae 2035-08-01 3.500000 Government Agency Debt 3661296.00 3867605.15 Fannie Mae 2037-03-01 4.000000 Government Agency Debt 5344471.00 3918593.40 Fannie Mae 2037-03-01 4.000000 Government Agency Debt 4489905.00 3853212.43 Fannie Mae 2039-10-01 4.500000 Government Agency Debt 7995536.00 3700880.66 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 5103244.00 3762016.09 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 9033169.00 3798389.21 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 5087248.00 3824199.45 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 4200500.00 3669076.13 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 2993412.00 2285499.70 Fannie Mae 2043-07-01 4.000000 Government Agency Debt 5000000.00 3846823.11 Fannie Mae 2045-01-01 4.000000 Government Agency Debt 3470671.00 3700999.52 Fannie Mae 2045-02-01 4.000000 Government Agency Debt 3538910.00 3739975.09 Fannie Mae 2045-05-01 4.500000 Government Agency Debt 3299227.00 3666693.40 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 3526161.00 3762891.46 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 3591669.00 3848892.31 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 3522523.00 3817679.01 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 3345976.00 3595416.76 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 3709232.00 3874643.96 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 3654105.00 3829800.46 Freddie Mac 2029-03-01 3.500000 Government Agency Debt 3858091.00 3727187.07 Freddie Mac 2030-05-01 3.000000 Government Agency Debt 3683618.00 3739223.11 Freddie Mac 2038-10-01 5.500000 Government Agency Debt 31762588.00 3988574.29 Freddie Mac 2040-02-01 5.500000 Government Agency Debt 5652184.00 2197471.60 Freddie Mac 2042-07-01 4.000000 Government Agency Debt 4875000.00 3718539.55 Freddie Mac 2042-10-01 3.500000 Government Agency Debt 5051710.00 3859243.20 Freddie Mac 2044-05-01 4.500000 Government Agency Debt 4559049.00 3637243.69 Freddie Mac 2044-08-01 4.500000 Government Agency Debt 3405363.00 3700932.40 Freddie Mac 2044-09-01 4.000000 Government Agency Debt 3686532.00 3860987.88 First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 150000000.00 150000000.00 0.0099 N 149998035.00 149998035.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 992JYM004_0.1200_M150904_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-02-04 0.00 Treasury Debt 2508900.00 2507226.56 United States Treasury Department 2016-02-18 0.00 Treasury Debt 1700.00 1698.33 United States Treasury Department 2016-02-29 2.625000 Treasury Debt 9689.00 9802.07 United States Treasury Department 2016-04-30 2.625000 Treasury Debt 53500.00 54780.24 United States Treasury Department 2019-05-31 1.500000 Treasury Debt 64219200.00 64942981.97 United States Treasury Department 2020-02-15 3.625000 Treasury Debt 8208700.00 8983511.70 First Tier Security N/A N/A 2015-09-04 2015-09-04 Y BARCLAYS CAPITAL INC N/A N/A N N 75000000.00 75000000.00 0.0050 N 74999017.50 74999017.50 Barton Capital, LLC Barton Capital, LLC 0.330000% 06945MZ25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 113000000.00 112904703.33 0.0075 N 112929064.25 112929064.25 BNP Paribas SA BNP Paribas SA 0.520000% 05572NA97 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 145000000.00 145000000.00 0.0096 N 145015414.95 145015414.95 BNP Paribas SA BNP Paribas SA 0.400000% 05572NYU4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 51000000.00 51000000.00 0.0034 N 51011807.01 51011807.01 BNP Paribas SA BNP Paribas SA 0.250000% 05572NYV2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 67000000.00 67000000.00 0.0044 N 67000824.77 67000824.77 BNP Paribas SA BNP Paribas SA 0.270000% 05572NZH2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 20000000.00 20000000.00 0.0013 N 20001774.20 20001774.20 BNP Paribas SA BNP Paribas SA 0.260000% 05572NZK5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 25000000.00 25000000.00 0.0017 N 25001937.75 25001937.75 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.120000% 987WVU007_0.1200_M150901_2M54 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2015-11-12 0.00 Treasury Debt 81.00 81.00 United States Treasury Department 2016-11-15 7.500000 Treasury Debt 100.00 110.50 United States Treasury Department 2017-05-31 0.625000 Treasury Debt 1231200.00 1231980.63 United States Treasury Department 2017-06-30 2.500000 Treasury Debt 1700.00 1762.41 United States Treasury Department 2018-03-15 1.000000 Treasury Debt 48500.00 48794.51 United States Treasury Department 2019-09-30 1.750000 Treasury Debt 2151600.00 2199226.90 United States Treasury Department 2041-08-15 3.750000 Treasury Debt 60749400.00 70872098.93 United States Treasury Department 2043-02-15 3.125000 Treasury Debt 977800.00 1017829.86 United States Treasury Department 2044-05-15 3.375000 Treasury Debt 5660000.00 6228116.22 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 80000000.00 80000000.00 0.0053 N 80000000.00 80000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.140000% 987WVU007_0.1400_M150901_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2015-11-16 0.00 Government Agency Debt 12362000.00 12358538.64 Fannie Mae 2019-07-25 4.287000 Government Agency Debt 31576.00 30044.54 Fannie Mae 2019-09-12 1.750000 Government Agency Debt 28798000.00 29361152.89 Fannie Mae 2020-05-01 6.000000 Government Agency Debt 575079.00 57944.32 Fannie Mae 2021-05-25 2.678000 Government Agency Debt 600000.00 615675.40 Fannie Mae 2022-09-01 6.000000 Government Agency Debt 105886.00 5798.63 Fannie Mae 2022-10-25 2.743000 Government Agency Debt 24315.00 24002.28 Fannie Mae 2024-07-25 3.103000 Government Agency Debt 2404560.00 2479990.65 Fannie Mae 2024-09-25 2.532000 Government Agency Debt 4964896.00 4892190.06 Fannie Mae 2024-12-25 3.159000 Government Agency Debt 11477534.00 11751674.06 Fannie Mae 2026-08-01 5.000000 Government Agency Debt 296772.00 61020.37 Fannie Mae 2027-01-01 3.500000 Government Agency Debt 320512.00 194162.13 Fannie Mae 2027-05-01 5.500000 Government Agency Debt 303385.00 68693.41 Fannie Mae 2032-08-01 5.500000 Government Agency Debt 2000000.00 302605.36 Fannie Mae 2032-09-01 7.500000 Government Agency Debt 4137992.00 1832078.27 Fannie Mae 2033-05-01 5.500000 Government Agency Debt 40464.00 5288.70 Fannie Mae 2033-10-01 5.500000 Government Agency Debt 290000.00 20878.12 Fannie Mae 2033-12-01 2.458000 Government Agency Debt 10589107.00 770585.17 Fannie Mae 2037-04-01 6.000000 Government Agency Debt 582081.00 70147.10 Fannie Mae 2037-06-01 5.500000 Government Agency Debt 284609.00 35123.25 Fannie Mae 2037-08-01 6.000000 Government Agency Debt 148160.00 7804.58 Fannie Mae 2038-06-01 5.500000 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0.240000% 69033P4R8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-29 2015-09-29 N N N 50000000.00 50000000.00 0.0033 N 50001810.50 50001810.50 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.250000% 69033P5V8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 1000000.00 1000000.00 0.0001 N 1000030.01 1000030.01 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.310000% 69033P6L9 Certificate of Deposit N First Tier Security N/A N/A 2015-11-17 2015-11-17 N N N 32000000.00 32000000.00 0.0021 N 32003117.12 32003117.12 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.320000% 69033P6M7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-18 2015-11-18 N N N 31000000.00 31000000.00 0.0021 N 31003602.51 31003602.51 Rabobank Nederland Rabobank Nederland 0.280000% 21685VGB9 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 77000000.00 77000000.00 0.0051 N 77003758.37 77003758.37 Rabobank Nederland Rabobank Nederland 0.350000% 21685VHF9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 60000000.00 60000000.00 0.0040 N 59999790.00 59999790.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.300000% 76582KWF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-15 2015-09-15 N N Y Repo Agreement BNP Paribas SA N/A N/A 58000000.00 57993233.34 0.0038 N 57996015.40 57996015.40 Royal Bank of Canada Royal Bank of Canada 0.374300% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-10-07 2016-09-06 N N N 75000000.00 75000000.00 0.0050 N 75074325.00 75074325.00 Royal Bank of Canada Royal Bank of Canada 0.403500% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-10-05 2016-09-02 N N N 100000000.00 100000000.00 0.0066 N 99999000.00 99999000.00 Royal Bank of Canada Royal Bank of Canada 0.403700% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-10-01 2016-08-31 N N N 50000000.00 50000000.00 0.0033 N 50000000.50 50000000.50 Royal Bank of Canada Royal Bank of Canada 0.281800% 78009NRX6 Certificate of Deposit N First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 39000000.00 39000000.00 0.0026 N 38999961.00 38999961.00 Royal Bank of Canada Royal Bank of Canada 0.301500% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-09-10 2015-12-10 N N N 39000000.00 39000000.00 0.0026 N 39000234.39 39000234.39 Royal Bank of Canada Royal Bank of Canada 0.300800% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2016-01-06 N N N 194000000.00 194000000.00 0.0128 N 193996120.00 193996120.00 Royal Bank of Canada Royal Bank of Canada 0.323500% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2016-04-13 N N N 51000000.00 51000000.00 0.0034 N 51001326.51 51001326.51 Royal Bank of Canada Royal Bank of Canada 0.300000% 78009NUN4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-19 2015-11-19 N N N 8000000.00 8000000.00 0.0005 N 8000564.88 8000564.88 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MW14 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N Y Letter of Credit Barclays Bank Plc N/A N/A 36000000.00 36000000.00 0.0024 N 35999834.40 35999834.40 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.310000% 82124MWU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N Y Letter of Credit Barclays Bank Plc N/A N/A 13000000.00 12996977.50 0.0009 N 12997836.80 12997836.80 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.290000% 82124MWU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N Y Letter of Credit Barclays Bank Plc N/A N/A 8000000.00 7998260.00 0.0005 N 7998668.80 7998668.80 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39970444.45 0.0026 N 39971512.00 39971512.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-17 2015-11-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 47000000.00 46964815.28 0.0031 N 46965887.40 46965887.40 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MYQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-24 2015-11-24 N N Y Letter of Credit Barclays Bank Plc N/A N/A 12000000.00 11990200.00 0.0008 N 11990168.40 11990168.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83050UX11 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 36000000.00 35989800.00 0.0024 N 35996403.60 35996403.60 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.140000% 923CYV003 0000917311 Other Instrument Security is a time deposit. 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Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 7000000.00 7000000.00 0.0005 N 7001722.07 7001722.07 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKA5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 1000000.00 1000000.00 0.0001 N 1000105.41 1000105.41 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKL1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 1000000.00 1000000.00 0.0001 N 1000114.91 1000114.91 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RLP1 Certificate of Deposit N First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 10000000.00 10000000.00 0.0007 N 10001367.10 10001367.10 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RMR6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 45000000.00 45000000.00 0.0030 N 45006912.45 45006912.45 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RNB0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 22000000.00 22000000.00 0.0015 N 22003476.22 22003476.22 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86563RPY8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 95000000.00 95000000.00 0.0063 N 95016207.95 95016207.95 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86563RSK5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 18000000.00 18000000.00 0.0012 N 18002219.58 18002219.58 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86563RWG9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 16000000.00 16000000.00 0.0011 N 16000371.36 16000371.36 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86563RXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 1000000.00 1000000.00 0.0001 N 1000037.31 1000037.31 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RYM4 Certificate of Deposit N First Tier Security N/A N/A 2015-09-24 2015-09-24 N N N 7000000.00 7000000.00 0.0005 N 7000433.37 7000433.37 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86563RZ76 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 10000000.00 10000000.00 0.0007 N 9999796.00 9999796.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RZE1 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 21000000.00 21000000.00 0.0014 N 21001516.41 21001516.41 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.300000% 86563KG23 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 49000000.00 49000000.00 0.0032 N 49002700.39 49002700.39 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86563KG49 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 67000000.00 67000000.00 0.0044 N 66998512.60 66998512.60 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86563KG64 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N N 2000000.00 2000000.00 0.0001 N 1999943.80 1999943.80 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86563KG72 Certificate of Deposit N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.270000% 86563KZS5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 86000000.00 86000000.00 0.0057 N 86001987.46 86001987.46 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DXQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 145000000.00 145000000.00 0.0096 N 145005525.95 145005525.95 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DXT4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 18000000.00 18000000.00 0.0012 N 18000417.78 18000417.78 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DYE6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 76000000.00 76000000.00 0.0050 N 75998639.60 75998639.60 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DYH9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 62000000.00 62000000.00 0.0041 N 61998062.50 61998062.50 Swedbank AB Swedbank AB 0.300000% 87019T3U4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 43000000.00 43000000.00 0.0028 N 43005220.63 43005220.63 Swedbank AB Swedbank AB 0.130000% 87019T4N9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 106000000.00 106000000.00 0.0070 N 106000043.46 106000043.46 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.400000% 88602UZG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 4000000.00 3995288.89 0.0003 N 3995375.20 3995375.20 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89113ECZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 33000000.00 33000000.00 0.0022 N 33009382.23 33009382.23 Toronto-Dominion Bank Toronto-Dominion Bank 0.312800% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-21 2016-03-21 N N N 54000000.00 54000000.00 0.0036 N 54000756.54 54000756.54 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ELP9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 131000000.00 131000000.00 0.0087 N 131018511.61 131018511.61 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113EQB5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 50000000.00 50000000.00 0.0033 N 50005320.50 50005320.50 Toronto-Dominion Bank Toronto-Dominion Bank 0.347800% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2016-05-27 N N N 172000000.00 172000000.00 0.0114 N 172016857.72 172016857.72 Toronto-Dominion Bank Toronto-Dominion Bank 0.260000% 89113EVM5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 151000000.00 151000000.00 0.0100 N 151007913.91 151007913.91 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233HW91 Other Commercial Paper N First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 39000000.00 38998266.67 0.0026 N 38999348.70 38999348.70 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HWH3 Other Commercial Paper N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 99000000.00 98989880.00 0.0066 N 98996030.10 98996030.10 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.310000% 89233HZ23 Other Commercial Paper N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 119000000.00 118905725.56 0.0079 N 118920067.70 118920067.70 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.310000% 89233HZB3 Other Commercial Paper N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 84000000.00 83926943.34 0.0056 N 83933119.20 83933119.20 UBS AG UBS AG 0.350000% 90267RU98 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 139000000.00 139000000.00 0.0092 N 139018974.89 139018974.89 UBS AG UBS AG 0.350000% 90267RV71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 7000000.00 7000000.00 0.0005 N 7000955.57 7000955.57 UBS AG UBS AG 0.500000% 90267RX38 Certificate of Deposit N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 93000000.00 93000000.00 0.0062 N 93005962.23 93005962.23 United Overseas Bank Ltd United Overseas Bank Ltd 0.400000% 91127PA76 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 6000000.00 5991466.66 0.0004 N 5994259.80 5994259.80 United Overseas Bank Ltd United Overseas Bank Ltd 0.400000% 91127PA84 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 29000000.00 28958433.34 0.0019 N 28971933.80 28971933.80 United States Treasury Department United States Treasury Department 0.134000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-09-01 2017-01-31 N N N 48000000.00 47999855.87 0.0032 N 48007968.00 48007968.00 United States Treasury Department United States Treasury Department 0.095000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-09-01 2016-01-31 N N N 103000000.00 102994752.75 0.0068 N 103001133.00 103001133.00 United States Treasury Department United States Treasury Department 0.120000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-09-01 2016-07-31 N N N 63000000.00 63000000.00 0.0042 N 63008820.00 63008820.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.405900% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-09-15 2016-09-14 N N N 135000000.00 135000000.00 0.0089 N 134996625.00 134996625.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.299600% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-09-18 2015-11-18 N N N 23000000.00 23000000.00 0.0015 N 22999770.00 22999770.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.302000% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-09-21 2015-11-23 N N N 23000000.00 23000000.00 0.0015 N 22999816.00 22999816.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.299400% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-25 2015-11-25 N N N 35000000.00 35000000.00 0.0023 N 34999370.00 34999370.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.321500% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2016-02-08 N N N 38000000.00 38000000.00 0.0025 N 38002242.38 38002242.38 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.321500% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-09-09 2016-02-09 N N N 18000000.00 18000000.00 0.0012 N 18001062.18 18001062.18 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.324000% 94988EDL9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2016-02-12 N N N 60000000.00 60000000.00 0.0040 N 60003300.60 60003300.60 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.327800% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2016-02-26 N N N 50000000.00 50000000.00 0.0033 N 50002350.50 50002350.50 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.336000% 94988EG85 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-05-05 N N N 137000000.00 137000000.00 0.0091 N 136995616.00 136995616.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.352000% 94988EGT9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-21 2016-05-23 N N N 48000000.00 48000000.00 0.0032 N 48004752.48 48004752.48 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.150000% 976PDT008_0.1500_M150901_2M54 0000827124 Government Agency Repurchase Agreement Y Freddie Mac 2030-07-01 2.500000 Government Agency Debt 167971549.00 170076538.40 Freddie Mac 2042-03-01 3.500000 Government Agency Debt 55975193.00 32724306.71 First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 195000000.00 195000000.00 0.0129 N 195000000.00 195000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.250000% 927CYE007_0.2500_M150904_2M54 0000072971 Other Repurchase Agreement N AKTIEBOLAGET SVENSK EXPORTKREDIT 2016-02-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2397972.00 3811096.90 COMMERCIAL METALS COMPANY 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2833000.00 2562035.35 DS SVCS AMERICA 2021-09-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3290000.00 3985012.50 HOWARD HUGHES CORP 2021-10-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3780000.00 4042883.25 ROC FIN LLC ROC FIN CORP 2018-09-01 12.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3565000.00 3999484.38 First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 16000000.00 16000000.00 0.0011 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 16000022.40 16000022.40 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.750000% 927CYE007_0.7500_M151204_2M54 0000072971 Other Repurchase Agreement N ALLIANCE DATA SYSTEMS CORP 2017-12-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7422000.00 7742073.75 CHIQUITA BRANDS INTL INC CHIQUITA BRANDS LLC 2021-02-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7619000.00 8202329.69 OPER PARTNERSHIP CORP 2021-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8325000.00 8952843.75 RSP PERMIAN INC SR 144A NT 22 2022-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1285064.00 1278772.54 STANWICH MTG LN CO 2014 NPL1 LLC 2044-03-16 3.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31000000.00 23469720.79 First Tier Security N/A N/A 2015-12-04 2015-12-04 N N N 43000000.00 43000000.00 0.0028 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 43006914.40 43006914.40 Westpac Banking Corp Westpac Banking Corp 0.480000% 96121TD47 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 55000000.00 55000000.00 0.0036 N 55016418.05 55016418.05 Westpac Banking Corp Westpac Banking Corp 0.300400% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-09-23 2015-10-23 N N N 15000000.00 15000000.00 0.0010 N 14999730.00 14999730.00 Westpac Banking Corp Westpac Banking Corp 0.321500% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2016-02-08 N N N 14000000.00 14000000.00 0.0009 N 14000840.14 14000840.14 Westpac Banking Corp Westpac Banking Corp 0.322600% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2016-02-12 N N N 79000000.00 79000000.00 0.0052 N 79004424.79 79004424.79 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-09-30 2015-09-30 N N N 725715.43 725715.43 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 725715.43 725715.43 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-09-30 2015-09-30 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 159966.09 159966.09 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-09-30 2015-09-30 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1230614.29 1230614.29 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-09-30 2015-09-30 N N N 209104.23 209104.23 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 209104.23 209104.23