0001145549-15-007586.txt : 20151130 0001145549-15-007586.hdr.sgml : 20151130 20151007154920 ACCESSION NUMBER: 0001145549-15-007586 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151007 DATE AS OF CHANGE: 20151007 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: 151148947 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 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-09-30 0000857156 S000004509 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 43 72 714941551.01 261760.63 71049.02 715132262.62 0.0031 1.0001 2015-09-30 1.0001 2015-09-30 C000012386 25000.00 715132262.62 1.00 10388565.87 52697705.67 42309139.80 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.360000% 00279JAB8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-15 2015-12-15 N Y Santander UK Plc N/A N/A N 5000000.00 5000000.00 0.0070 N 5001983.55 5001983.55 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 2015-10-01 2015-10-01 N N N 9000000.00 9000000.00 0.0126 Security is a time deposit. N 9000000.00 9000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 926TZC004 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 8000000.00 8000000.00 0.0112 Security is a time deposit. N 8000000.00 8000000.00 Bank of America, NA Bank of America, NA 0.412800% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-10-05 2016-04-04 N N N 2000000.00 2000000.00 0.0028 N 2000034.00 2000034.00 Bank of America, NA Bank of America, NA 0.530000% 06053PJV0 Other Note N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 7000000.00 7000000.00 0.0098 N 7008736.07 7008736.07 Bank of America, NA Bank of America, NA 0.340000% 06053PKK2 Other Note N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 1000000.00 1000000.00 0.0014 N 1000261.01 1000261.01 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 9000000.00 9000000.00 0.0126 N 9000486.99 9000486.99 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 1000000.00 1000000.00 0.0014 N 1000168.11 1000168.11 Bank of Nova Scotia Bank of Nova Scotia 0.299300% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-10-08 2015-12-08 N N N 2000000.00 2000000.00 0.0028 N 2000016.02 2000016.02 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 5000000.00 5000000.00 0.0070 N 5000429.55 5000429.55 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417KY94 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 1000000.00 999653.33 0.0014 N 999891.10 999891.10 Bank of Nova Scotia Bank of Nova Scotia 0.120000% 924HZZ001_0.1200_M151001_2MN1 0001041839 Government Agency Repurchase Agreement Y Freddie Mac 2042-09-01 4.000000 Government Agency Debt 2296102.00 2060000.75 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 Bank of the West Bank of the West 0.320000% 06426GJA6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 3000000.00 3000000.00 0.0042 N 3000903.63 3000903.63 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.553000% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-03-10 N N N 5000000.00 5000000.00 0.0070 N 5000100.05 5000100.05 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSS6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 2000000.00 2000000.00 0.0028 N 2000052.22 2000052.22 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 7000000.00 7000000.00 0.0098 N 7000217.77 7000217.77 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 6000000.00 6000000.00 0.0084 N 6000256.26 6000256.26 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 2000000.00 2000000.00 0.0028 N 2003811.62 2003811.62 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 1000000.00 1000000.00 0.0014 N 1000701.41 1000701.41 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M151001_2MN1 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-05-31 0.375000 Treasury Debt 30700.00 30764.78 United States Treasury Department 2016-07-31 0.500000 Treasury Debt 100.00 100.23 United States Treasury Department 2016-08-31 3.000000 Treasury Debt 3635800.00 3731707.05 United States Treasury Department 2016-10-31 3.125000 Treasury Debt 49200.00 51269.13 United States Treasury Department 2017-09-30 0.625000 Treasury Debt 39008000.00 38989666.24 United States Treasury Department 2018-05-15 1.000000 Treasury Debt 200.00 201.52 United States Treasury Department 2020-11-15 2.625000 Treasury Debt 9593100.00 10236353.33 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 52000000.00 52000000.00 0.0727 N 52000000.52 52000000.52 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M151002_2MN1 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2024-02-15 2.750000 Treasury Debt 12431100.00 13260100.00 First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 13000000.00 13000000.00 0.0182 N 13000000.00 13000000.00 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 6000000.00 6000000.00 0.0084 N 6002973.06 6002973.06 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987WVU007_0.1100_M151001_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2044-09-25 3.500000 Government Agency Debt 2686368.00 2672653.92 GNMA 2035-06-20 4.500000 Government Agency Debt 133.00 26.50 GNMA 2044-07-20 3.000000 Government Agency Debt 4577800.00 4757838.77 GNMA 2045-09-20 3.000000 Government Agency Debt 5083000.00 5169480.47 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 12000000.00 12000000.00 0.0168 N 12000000.00 12000000.00 BPCE SA BPCE SA 0.340000% 05571CY21 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 1000000.00 999697.78 0.0014 N 999868.00 999868.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EB32 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N Y Letter of Credit Citibank NA N/A N/A 1000000.00 998402.78 0.0014 N 998785.50 998785.50 CAFCO, LLC CAFCO, LLC 0.480000% 12476EBA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1996480.00 0.0028 N 1997332.60 1997332.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.433600% 13606ADD7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2016-06-28 N N N 3000000.00 3000000.00 0.0042 N 3000105.00 3000105.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.570000% 13606ADR6 Certificate of Deposit N First Tier Security N/A N/A 2016-07-01 2016-07-01 N N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.373000% 13606YA22 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-06-10 N N N 6000000.00 6000000.00 0.0084 N 6000000.06 6000000.06 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963UXK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-19 2015-10-19 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 7000000.00 6998950.00 0.0098 N 6999242.60 6999242.60 Charta, LLC Charta, LLC 0.510000% 16115UCF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3990593.33 0.0056 N 3992039.60 3992039.60 Charta, LLC Charta, LLC 0.400000% 16115XZE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N Y Letter of Credit Citibank NA N/A N/A 3000000.00 2997533.33 0.0042 N 2998406.40 2998406.40 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUY7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 4000000.00 4000000.00 0.0056 N 4001652.44 4001652.44 Ciesco, LLC Ciesco, LLC 0.310000% 17178CY49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8997365.00 0.0126 N 8998530.30 8998530.30 Coca-Cola Co Coca-Cola Co 0.390000% 19121AAM3 Other Commercial Paper N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 1000000.00 998786.66 0.0014 N 999394.20 999394.20 Coca-Cola Co Coca-Cola Co 0.510000% 19121ACH2 Other Commercial Paper N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 1000000.00 997620.00 0.0014 N 998028.30 998028.30 Coca-Cola Co Coca-Cola Co 0.680000% 19121AF22 Other Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N N 6000000.00 5972233.34 0.0084 N 5980771.20 5980771.20 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.520000% 19422FD11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Repo Agreement JP Morgan Securities LLC N/A N/A 5000000.00 4986783.33 0.0070 N 4986966.50 4986966.50 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.420000% 19422GZ98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N Y Repo Agreement JP Morgan Securities LLC N/A N/A 3000000.00 2997585.00 0.0042 N 2998220.70 2998220.70 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.520000% 19422CD18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 3000000.00 2992070.00 0.0042 N 2992179.90 2992179.90 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.336400% 20272AME3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-13 2016-05-12 N N N 5000000.00 5000000.00 0.0070 N 5000425.05 5000425.05 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.280000% 20272EZ19 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 4000000.00 3998102.22 0.0056 N 3999090.80 3999090.80 CRC Funding, LLC CRC Funding, LLC 0.400000% 12622VZH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N Y Letter of Credit Citibank NA N/A N/A 2000000.00 1998288.89 0.0028 N 1998877.60 1998877.60 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.350000% 22533M3Z2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 3000000.00 3000000.00 0.0042 N 3000655.83 3000655.83 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.330000% 22533MV81 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 3000000.00 3000000.00 0.0042 N 3000519.63 3000519.63 Credit Agricole SA Credit Agricole SA 0.290000% 926UPM000 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 4000000.00 4000000.00 0.0056 N 4000023.64 4000023.64 Credit Suisse AG Credit Suisse AG 0.450000% 22549VB36 Certificate of Deposit N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N N 1000000.00 1000000.00 0.0014 N 1000433.71 1000433.71 Credit Suisse AG Credit Suisse AG 0.570000% 22549VCC5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 4000000.00 4000000.00 0.0056 N 4000259.24 4000259.24 Credit Suisse AG Credit Suisse AG 0.450000% 22549VVT7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N N 3000000.00 3000000.00 0.0042 N 3001300.53 3001300.53 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.850000% 988WZK004_0.8500_M160103_2MN1 0001230485 Other Repurchase Agreement N CWL 2006-S4 A4 2034-07-25 5.932000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3644923.39 LXS 2006-13 1A3 2036-09-25 0.483900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10156604.93 First Tier Security N/A N/A 2016-01-03 2016-01-03 N Y Credit Suisse AG N/A N/A N 12000000.00 12000000.00 0.0168 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 12003978.00 12003978.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.330000% 2284K1Z97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N Y Credit / Liquidity BNP Paribas SA N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 1000000.00 999367.50 0.0014 N 999406.90 999406.90 DBS Bank Ltd DBS Bank Ltd 0.290000% 23305EY31 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-03 2015-11-03 N N N 7000000.00 6998139.17 0.0098 N 6999008.10 6999008.10 DBS Bank Ltd DBS Bank Ltd 0.300000% 23305EYR8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-25 2015-11-25 N N N 1000000.00 999541.67 0.0014 N 999720.00 999720.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.100000% 981LCR005 0000800178 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 7000000.00 7000000.00 0.0098 Security is a time deposit. N 7000000.00 7000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M151001_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2039-03-01 5.500000 Government Agency Debt 0.00 6899877.03 Fannie Mae 2041-06-01 5.500000 Government Agency Debt 0.00 8003349.92 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 0.00 3603347.33 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 0.00 11081.33 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 0.00 8002345.14 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 26000000.00 26000000.00 0.0364 N 26000000.00 26000000.00 HSBC Bank Plc HSBC Bank Plc 0.342800% 40433FET2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-05 2016-01-04 N N N 3000000.00 3000000.00 0.0042 N 3000015.03 3000015.03 HSBC Bank Plc HSBC Bank Plc 0.320000% 40433HXV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-29 2015-10-29 N N N 4000000.00 3999004.44 0.0056 N 3998817.60 3998817.60 HSBC Bank Plc HSBC Bank Plc 0.350000% 926EXU009 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 7000000.00 7000000.00 0.0098 N 6999909.70 6999909.70 HSBC Bank Plc HSBC Bank Plc 0.430000% 926JXS003 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-12-23 2015-12-23 N N N 4000000.00 4000000.00 0.0056 N 4000182.04 4000182.04 HSBC Bank Plc HSBC Bank Plc 0.345000% 926RLC003 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 1000000.00 1000000.00 0.0014 N 999944.10 999944.10 HSBC Bank USA HSBC Bank USA 0.400000% 40428AJ81 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 2000000.00 2000000.00 0.0028 N 2000002.00 2000002.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.360000% 4497W1X68 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-06 2015-10-06 N Y ING Bank NV N/A N/A N 6000000.00 5999700.00 0.0084 N 5999836.20 5999836.20 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.410000% 4497W1YG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N Y ING Bank NV N/A N/A N 4000000.00 3997904.45 0.0056 N 3998788.40 3998788.40 ING Bank NV ING Bank NV 0.420000% 926PAL009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 2000000.00 2000000.00 0.0028 N 2000402.62 2000402.62 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.120000% 46899T004_0.1200_M151001_2MN1 0001168163 Treasury Repurchase Agreement Y United States Treasury Department 2020-12-31 2.375000 Treasury Debt 14554900.00 15300074.49 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 15000000.00 15000000.00 0.0210 N 15000000.00 15000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.750000% 921ACP006_0.7500_M151229_2MN1 0001168163 Other Repurchase Agreement N AGATE BAY MTG TR 2014-2 2044-09-25 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7600.00 5141.46 BBCMS TR 2014-BXO 2027-08-16 3.197600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73346.00 72564.01 CBS CORP NEW 2026-01-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 8937.62 COMM 2010 C1 MTG TRUST 2046-07-12 6.188000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3797.00 4194.43 COMM 2014 KY0 MTG TR 2027-06-11 2.554000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9.00 8.94 COMM 2015 CCRE24 MTG TR 2055-08-10 3.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8269.00 6394.07 E I DU PONT DE NEMOURS 2023-02-15 2.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 732000.00 711342.96 EXPORKLORE S A 18 PROMISSORY NOTE DUE 12-8-2004 2031-12-05 2.957500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253.00 255.45 HILTON USA TR 2013 HLT 2030-11-07 3.714100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61025.00 61377.25 LB UBS COMMERCIAO 2039-03-15 5.720000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9080.00 9212.41 MCGRAW HILL COS INC 2020-08-14 3.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 311273.00 317962.26 ROYAL BANK OF SCOTLAND GROUP PLC 2023-12-19 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000.00 7588.58 SEQUOIA MTG 2013 6 2043-05-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6937767.00 5573211.23 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 726.00 518.23 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 586.00 418.29 TECK CORP 2017-01-15 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1895.62 TRW AUTOMOTIVE INC 2021-03-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 21804.75 UBS GROUP AG SR 144A NT 20 2020-09-24 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99124.00 99186.61 WFRBS COML MTG TR 2013 C16 2046-09-17 5.148000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100.00 96.42 WINWATER MTG LN TR 2015-4 A-7 20450620 FLT 2045-06-20 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97.00 96.67 First Tier Security N/A N/A 2015-12-29 2015-12-29 N N N 6000000.00 6000000.00 0.0084 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 6000576.30 6000576.30 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.335800% 46639XAS8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-22 2015-10-22 N N N 1000000.00 1000000.00 0.0014 N 1000020.01 1000020.01 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.335000% 46639XAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 2000000.00 2000000.00 0.0028 N 2000042.02 2000042.02 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.334300% 46639XAX7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 5000000.00 5000000.00 0.0070 N 4999885.00 4999885.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.339300% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-10-08 2015-12-08 N N N 4000000.00 4000000.00 0.0056 N 4000024.04 4000024.04 Jupiter Securitization Co, LLC Jupiter Securitization Co, LLC 0.470000% 4820P2A54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-05 2016-01-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 998746.66 0.0014 N 999009.10 999009.10 Jupiter Securitization Co, LLC Jupiter Securitization Co, LLC 0.420000% 4820P3ZJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4995450.00 0.0070 N 4996456.00 4996456.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.120000% 51489NLT7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 3000000.00 3000000.00 0.0042 N 2999997.90 2999997.90 Lloyds Bank Plc Lloyds Bank Plc 0.520000% 53945GKB6 Certificate of Deposit N First Tier Security N/A N/A 2016-02-18 2016-02-18 N N N 1000000.00 1000000.00 0.0014 N 1000507.51 1000507.51 Lloyds Bank Plc Lloyds Bank Plc 0.520000% 53945GKE0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 4000000.00 4000000.00 0.0056 N 4001972.44 4001972.44 Lloyds Bank Plc Lloyds Bank Plc 0.500000% 53945GKY6 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0028 N 2000333.40 2000333.40 Lloyds Bank Plc Lloyds Bank Plc 0.060000% 53999C006 0001167831 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 3000000.00 3000000.00 0.0042 Security is a time deposit. N 3000000.00 3000000.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.290000% 55607LXM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 4000000.00 3999355.56 0.0056 N 3999638.40 3999638.40 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000% 06399U000_0.1400_M151001_2MN1 0000728612 Government Agency Repurchase Agreement Y GNMA 2040-01-16 3.000000 Government Agency Debt 67736506.00 21066470.74 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 20452884.00 20452884.00 0.0286 N 20452884.00 20452884.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.620000% 921ACQ004_0.6200_M151104_2MN1 0000728612 Other Repurchase Agreement N AMERICAN GENERAL MORTGAGE LOAN TRUST 201 2058-03-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9424898.00 10350000.65 First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 9000000.00 9000000.00 0.0126 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 9001905.30 9001905.30 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.350000% 60682AWB8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 1000000.00 1000000.00 0.0014 N 1000104.81 1000104.81 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60682AYA8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 3000000.00 3000000.00 0.0042 N 3000127.53 3000127.53 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AZR0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 4000000.00 4000000.00 0.0056 N 4000337.64 4000337.64 Mizuho Bank Ltd Mizuho Bank Ltd 0.350000% 60689DDX8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-13 2015-11-13 N N N 2000000.00 2000000.00 0.0028 N 2000309.62 2000309.62 Mizuho Bank Ltd Mizuho Bank Ltd 0.330000% 60689DJX2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 1000000.00 1000000.00 0.0014 N 1000111.21 1000111.21 Mizuho Bank Ltd Mizuho Bank Ltd 0.500000% 60689DKQ5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 6000000.00 6000000.00 0.0084 N 6000588.06 6000588.06 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.170000% 60686N005_0.1700_M151001_2MN1 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2040-03-01 2.435000 Government Agency Debt 0.00 1030000.06 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Nationwide Building Society Nationwide Building Society 0.370000% 6385E1YK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-19 2015-11-19 N N N 1000000.00 999496.39 0.0014 N 999719.40 999719.40 Nationwide Building Society Nationwide Building Society 0.400000% 6385E1Z38 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-03 2015-12-03 N N N 5000000.00 4996500.00 0.0070 N 4998044.50 4998044.50 Natixis SA Natixis SA 0.400000% 63873FUS5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 4000000.00 4000000.00 0.0056 N 4001381.64 4001381.64 New York City IDA IDRB (Allway Tools) Series 1997 0.450000% 649705LL2 Variable Rate Demand Note N Unrated Security N/A N/A 2015-10-07 2015-10-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 35000.00 35000.00 0.0000 N 35000.00 35000.00 Old Line Funding, LLC Old Line Funding, LLC 0.500000% 67983TCV6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 4000000.00 3990000.00 0.0056 N 3990427.20 3990427.20 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.520000% 69033QC30 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-03 2016-03-03 N N N 1000000.00 997775.56 0.0014 N 998570.60 998570.60 Palm Springs, CA COP (Downtown Parking) Series 2002A 0.160000% 696656HS9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-07 2015-10-07 Y California State Teachers Retirement System N/A N/A Y California State Teachers Retirement System N/A N/A N 6560000.00 6560000.00 0.0092 N 6560000.00 6560000.00 Rabobank Nederland Rabobank Nederland 0.510000% 21684BJ62 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 1000000.00 1000000.00 0.0014 N 1000370.31 1000370.31 Rabobank Nederland Rabobank Nederland 0.500000% 21685VHA0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 2000000.00 2000000.00 0.0028 N 2001156.42 2001156.42 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 1000000.00 1000000.00 0.0014 N 1000175.61 1000175.61 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KZE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N Y Repo Agreement BNP Paribas SA N/A N/A 1000000.00 999280.56 0.0014 N 999343.80 999343.80 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KZF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-15 2015-12-15 N N Y Repo Agreement BNP Paribas SA N/A N/A 3000000.00 2997812.50 0.0042 N 2997992.40 2997992.40 Royal Bank of Canada Royal Bank of Canada 0.374300% 78008FBK9 Other Note N First Tier Security N/A N/A 2015-10-07 2016-09-06 N N N 7000000.00 7000000.00 0.0098 N 7000329.00 7000329.00 Royal Bank of Canada Royal Bank of Canada 0.403500% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-10-05 2016-10-03 N N N 5000000.00 5000000.00 0.0070 N 4999580.00 4999580.00 Royal Bank of Canada Royal Bank of Canada 0.309300% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-10-06 2016-01-06 N N N 3000000.00 3000000.00 0.0042 N 2999958.00 2999958.00 Royal Bank of Canada Royal Bank of Canada 0.336400% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-04-13 N N N 3000000.00 3000000.00 0.0042 N 3000069.03 3000069.03 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 7000000.00 6996869.45 0.0098 N 6997715.20 6997715.20 Societe Generale Societe Generale 0.350000% 83369TA98 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 4000000.00 4000000.00 0.0056 N 4000820.44 4000820.44 Societe Generale Societe Generale 0.350000% 83369TB48 Certificate of Deposit N First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 2000000.00 2000000.00 0.0028 N 2000398.42 2000398.42 State Street Bank & Trust Co NA State Street Bank & Trust Co NA 0.344000% 8574P1FB7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-03-11 N N N 9000000.00 9000000.00 0.0126 N 9000549.09 9000549.09 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y7D0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 2000000.00 2000000.00 0.0028 N 2000276.22 2000276.22 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.500000% 86563R4V7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 1000000.00 1000000.00 0.0014 N 1000079.31 1000079.31 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.500000% 86563R6B9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 2000000.00 2000000.00 0.0028 N 2000028.82 2000028.82 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCY2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 6000000.00 6000000.00 0.0084 N 6001343.46 6001343.46 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 1000000.00 1000000.00 0.0014 N 1000072.81 1000072.81 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 1000000.00 1000000.00 0.0014 N 1000149.71 1000149.71 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 2000000.00 2000000.00 0.0028 N 2000343.82 2000343.82 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 5000000.00 5000000.00 0.0070 N 5000774.05 5000774.05 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.280000% 86563KD83 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 4000000.00 4000000.00 0.0056 N 4000156.04 4000156.04 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 1000000.00 1000000.00 0.0014 N 1000102.41 1000102.41 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 1000000.00 1000000.00 0.0014 N 1000159.21 1000159.21 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 2000000.00 2000000.00 0.0028 N 2000307.62 2000307.62 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.330000% 86563KH71 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 4000000.00 4000000.00 0.0056 N 4000566.84 4000566.84 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.330000% 86563KJ53 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 1000000.00 1000000.00 0.0014 N 1000117.51 1000117.51 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 11000000.00 11000000.00 0.0154 N 11001478.51 11001478.51 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 2000000.00 2000000.00 0.0028 N 2000244.22 2000244.22 Swedbank AB Swedbank AB 0.390000% 87019RAS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-26 2016-01-26 N N N 3000000.00 2996197.50 0.0042 N 2996951.70 2996951.70 Swedbank AB Swedbank AB 0.080000% 87019T6X5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 3000000.00 3000000.00 0.0042 N 2999959.14 2999959.14 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.510000% 88602TCF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 2000000.00 1995296.67 0.0028 N 1995398.20 1995398.20 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 3996622.22 0.0056 N 3997270.80 3997270.80 Toronto-Dominion Bank Toronto-Dominion Bank 0.390000% 89113EDL7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 2000000.00 2000000.00 0.0028 N 2000586.82 2000586.82 Toronto-Dominion Bank Toronto-Dominion Bank 0.390000% 89113EDW3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 3000000.00 3000000.00 0.0042 N 3001185.93 3001185.93 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ELX2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 2000000.00 2000000.00 0.0028 N 2000298.42 2000298.42 Toronto-Dominion Bank Toronto-Dominion Bank 0.344300% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2016-05-27 N N N 5000000.00 5000000.00 0.0070 N 5000445.05 5000445.05 Toronto-Dominion Bank Toronto-Dominion Bank 0.357300% 89113ESQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-19 2016-03-17 N N N 7000000.00 7000000.00 0.0098 N 7000441.07 7000441.07 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 11000000.00 11000000.00 0.0154 N 11001441.11 11001441.11 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 9000000.00 8994497.50 0.0126 N 8996256.00 8996256.00 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 3000000.00 3000000.00 0.0042 N 3000449.73 3000449.73 UBS AG UBS AG 0.350000% 90267RV22 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 1000000.00 1000000.00 0.0014 N 1000149.91 1000149.91 UBS AG UBS AG 0.340000% 90267RW47 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 1000000.00 1000000.00 0.0014 N 1000135.71 1000135.71 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 3000000.00 3000000.00 0.0042 N 3000845.73 3000845.73 UBS AG UBS AG 0.545000% 90267RZ85 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0014 N 1000266.11 1000266.11 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.350000% 90262DYG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N Y UBS AG N/A N/A N 1000000.00 999552.78 0.0014 N 999693.20 999693.20 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 2000000.00 1997822.22 0.0028 N 1998663.60 1998663.60 United States Treasury Department United States Treasury Department 0.099000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2017-01-31 N N N 2000000.00 1999999.98 0.0028 N 1999600.00 1999600.00 United States Treasury Department United States Treasury Department 0.060000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2016-01-31 N N N 5000000.00 4999754.53 0.0070 N 5000040.00 5000040.00 United States Treasury Department United States Treasury Department 0.085000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2016-07-31 N N N 3000000.00 3000000.00 0.0042 N 3000381.00 3000381.00 Victory Receivables Corp Victory Receivables Corp 0.340000% 92646LZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 6000000.00 5995806.66 0.0084 N 5996062.80 5996062.80 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.316000% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-11-23 N N N 10000000.00 10000000.00 0.0140 N 9999920.00 9999920.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.329300% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-08 2016-02-08 N N N 4000000.00 4000000.00 0.0056 N 4000192.04 4000192.04 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 2000000.00 2000000.00 0.0028 N 2000034.02 2000034.02 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.510000% 94988EJH2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-07 2016-03-07 N N N 8000000.00 8000000.00 0.0112 N 8009950.48 8009950.48 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.120000% 976PDT008_0.1200_M151001_2MN1 0000827124 Treasury Repurchase Agreement Y United States Treasury Department 2019-10-31 1.500000 Treasury Debt 25069500.00 25500104.09 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 25000000.00 25000000.00 0.0350 N 25000000.00 25000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.140000% 976PDT008_0.1400_M151001_2MN1 0000827124 Government Agency Repurchase Agreement Y Freddie Mac 2043-05-01 3.000000 Government Agency Debt 12032435.00 10400040.69 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 10000000.00 10000000.00 0.0140 N 10000000.00 10000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.250000% 927CYE007_0.2500_M151002_2MN1 0000072971 Other Repurchase Agreement N CANADIAN PACIFIC RAILWAY 2025-02-01 2.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 446000.00 420943.72 HCP INC 2025-02-01 3.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1503000.00 1416580.84 KIMCO REALTY CORPORATION 2045-04-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 534000.00 504513.71 MACYS RETAIL HOLDINGS,INC. 2023-02-15 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 445000.00 420277.47 REGENCY ENERGY PARTNERS LP 2023-11-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1226322.50 XLIT LTD 2045-03-31 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 648000.00 612055.44 First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 4000000.00 4000000.00 0.0056 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 4000000.00 4000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.250000% 927CYE007_0.2500_M151005_2MN1 0000072971 Other Repurchase Agreement N WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.089200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1641779.00 1150056.29 First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 1000000.00 1000000.00 0.0014 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 999992.00 999992.00 Westpac Banking Corp Westpac Banking Corp 0.357000% 96121TA57 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2016-07-01 N N N 10000000.00 10000000.00 0.0140 N 10001110.10 10001110.10 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 3000000.00 3000000.00 0.0042 N 3001119.93 3001119.93 Westpac Banking Corp Westpac Banking Corp 0.336400% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-02-12 N N N 3000000.00 3000000.00 0.0042 N 3000138.03 3000138.03 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-10-31 2015-10-31 N N N 22026.99 22026.99 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 22026.99 22026.99 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-10-31 2015-10-31 N N N 11001.06 11001.06 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 11001.06 11001.06