0001145549-16-012389.txt : 20160414 0001145549-16-012389.hdr.sgml : 20160414 20160407155800 ACCESSION NUMBER: 0001145549-16-012389 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160407 DATE AS OF CHANGE: 20160407 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: 161560073 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 2016-03-31 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 45 63 675616215.59 389215.14 2138084.86 673867345.87 0.0059 1.0001 2016-03-31 1.0001 2016-03-31 C000012386 25000.00 673867345.87 1.00 5761304.13 44897808.83 39136504.70 0.0014 1.0001 2016-03-31 1.0001 2016-03-31 ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000% 00279JBH4 Certificate of Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N Y Santander UK Plc N/A N/A N 6000000.00 6000000.00 0.0089 N 6000053.46 6000053.46 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000% ATD0FVP27 0000859994 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 7000000.00 7000000.00 0.0104 N 7000015.05 7000015.05 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.360000% ATD0FVP43 0000859994 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 3000000.00 3000000.00 0.0045 N 3000004.05 3000004.05 BANK OF AMERICA NA BANK OF AMERICA NA 0.647600% 06050TMA7 Other Note N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 2000000.00 2000000.00 0.0030 N 2000000.00 2000000.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.460000% 06053PKU0 Other Note N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 4000000.00 4000000.00 0.0059 N 4000112.04 4000112.04 BANK OF AMERICA NA BANK OF AMERICA NA 0.670000% 06053PMG9 Other Note N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N N 5000000.00 5000000.00 0.0074 N 5001095.05 5001095.05 BANK OF AMERICA NA BANK OF AMERICA NA 0.740000% 06053PMR5 Other Note N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 2000000.00 2000000.00 0.0030 N 2000752.02 2000752.02 BANK OF AMERICA NA BANK OF AMERICA NA 0.790000% 06053PNH6 Other Note N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 2000000.00 2000000.00 0.0030 N 2001306.02 2001306.02 BANK OF AMERICA NA BANK OF AMERICA NA 0.760000% 06053PNU7 Other Note N First Tier Security N/A N/A 2016-08-11 2016-08-11 N N N 2000000.00 2000000.00 0.0030 N 2001568.02 2001568.02 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.638100% 06427EKG5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-05-13 N N N 9000000.00 9000000.00 0.0134 N 9002070.09 9002070.09 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.570000% 06427EXT3 Certificate of Deposit N First Tier Security N/A N/A 2016-06-16 2016-06-16 N N N 1000000.00 1000000.00 0.0015 N 1000228.41 1000228.41 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.650000% 06427EYN5 Certificate of Deposit N First Tier Security N/A N/A 2016-07-18 2016-07-18 N N N 1000000.00 999999.89 0.0015 N 1000326.11 1000326.11 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.300000% 06427EZD6 Certificate of Deposit N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 1000000.00 1000000.00 0.0015 N 999987.10 999987.10 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.560000% 06427EZJ3 Certificate of Deposit N First Tier Security N/A N/A 2016-07-05 2016-07-05 N N N 1000000.00 1000000.00 0.0015 N 1000151.81 1000151.81 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.470000% 06417JDM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-21 2016-04-21 N N N 5000000.00 4998694.44 0.0074 N 4999014.00 4999014.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.500000% 06417JEC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-12 2016-05-12 N N N 1000000.00 999430.55 0.0015 N 999532.20 999532.20 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.320000% 924HZZ001_0.3200_M160401_2MN1 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2040-10-01 4.000000 Government Agency Debt 2070058.00 1744600.23 Fannie Mae 2042-08-01 3.000000 Government Agency Debt 242613.00 205109.91 Fannie Mae 2044-08-01 4.000000 Government Agency Debt 4134719.00 3874398.71 Fannie Mae 2045-03-01 3.500000 Government Agency Debt 4100000.00 4232118.79 Fannie Mae 2045-05-01 3.500000 Government Agency Debt 4100000.00 4256897.80 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 1088704.00 1136874.58 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 15000000.00 15000000.00 0.0223 N 15000000.00 15000000.00 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.771800% 06417GEQ7 Certificate of Deposit N First Tier Security N/A N/A 2016-04-25 2016-08-23 N N N 7000000.00 7000000.00 0.0104 N 7002912.07 7002912.07 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MAX7 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 1000000.00 1000000.00 0.0015 N 1000018.91 1000018.91 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBB4 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 5000000.00 5000000.00 0.0074 N 5000094.55 5000094.55 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBT5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 5000000.00 5000000.00 0.0074 N 5000192.55 5000192.55 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBZ1 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 1000000.00 1000000.00 0.0015 N 1000044.11 1000044.11 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.620000% 06538MTS8 Certificate of Deposit N First Tier Security N/A N/A 2016-06-16 2016-06-16 N N N 4000000.00 4000000.00 0.0059 N 4000596.44 4000596.44 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.880000% 06741X2K3 Certificate of Deposit N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 3000000.00 3000000.00 0.0045 N 3001815.63 3001815.63 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000% 06741X2Y3 Certificate of Deposit N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 4000000.00 4000000.00 0.0059 N 4000413.64 4000413.64 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 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 0.0030 N 2001247.82 2001247.82 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.580000% 06741XZ35 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 2000076.22 2000076.22 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.270000% 00799J004_0.2700_M160406_2MN1 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2035-03-01 4.000000 Government Agency Debt 3625725.00 3634904.85 Fannie Mae 2035-11-01 4.000000 Government Agency Debt 769503.00 823908.63 Freddie Mac 2030-05-01 3.000000 Government Agency Debt 3683618.00 3632511.49 Freddie Mac 2031-03-01 2.500000 Government Agency Debt 3552565.00 3652865.75 Freddie Mac 2045-01-01 4.500000 Government Agency Debt 3869192.00 3655198.12 Freddie Mac 2046-01-01 4.500000 Government Agency Debt 3274012.00 3636422.63 Freddie Mac 2046-02-01 4.000000 Government Agency Debt 1633965.00 1764189.44 First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 20000000.00 20000000.00 0.0297 N 20000000.00 20000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.300000% 00799J004_0.3000_M160401_2MN1 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-08-15 4.875000 Treasury Debt 206600.00 211331.51 UNITED STATES TREASURY 2026-02-15 1.625000 Treasury Debt 523400.00 514758.11 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 711836.00 711836.00 0.0011 N 711836.00 711836.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.300000% 00799J004_0.3000_M160405_2MN1 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-07-31 0.500000 Treasury Debt 2037500.00 2040055.38 First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 1999956.00 1999956.00 BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.651000% 08224LD78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N Y Deal Sponsor SOCIETE GENERALE SA N/A N/A 4000000.00 3999566.67 0.0059 N 3999677.20 3999677.20 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000% 34959TDN3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 4000000.00 4000000.00 0.0059 N 4000028.04 4000028.04 BNP PARIBAS SA BNP PARIBAS SA 0.310000% 928DZM005_0.3100_M160401_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2032-07-01 3.500000 Government Agency Debt 6253940.00 3901950.45 Fannie Mae 2040-02-01 2.555000 Government Agency Debt 11033486.00 6591262.22 Freddie Mac 2032-01-01 6.500000 Government Agency Debt 1002.00 33.27 Freddie Mac 2038-08-01 5.500000 Government Agency Debt 2406.00 97.53 GNMA 2046-03-20 3.500000 Government Agency Debt 789725.00 836754.44 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 11000000.00 11000000.00 0.0163 N 11000000.00 11000000.00 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000% 05572NH90 Certificate of Deposit N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 1000000.00 1000000.00 0.0015 N 1000622.61 1000622.61 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.480000% 921AAE003_0.4800_M160405_2MN1 0001197610 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES SERIES 2013-C01 2023-10-25 2.435800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73771.00 39751.09 GSR MTGE 2007 2037-05-25 2.893500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4890639.00 1110249.13 First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 1000000.00 1000000.00 0.0015 N 999982.00 999982.00 BPCE SA BPCE SA 0.686400% 05571BF16 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 4000000.00 3995357.22 0.0059 N 3996886.40 3996886.40 CAFCO LLC CAFCO LLC 0.570800% 12476EF20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N Y Deal Sponsor Citibank NA N/A N/A 6000000.00 5994110.00 0.0089 N 5994624.00 5994624.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673000% 13606ADD7 Certificate of Deposit N First Tier Security N/A N/A 2016-04-28 2016-06-28 N N N 3000000.00 3000000.00 0.0045 N 2999661.00 2999661.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 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 0.0015 N 1000018.81 1000018.81 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.850000% 13606ASS8 Certificate of Deposit N First Tier Security N/A N/A 2016-09-13 2016-09-13 N N N 2000000.00 2000000.00 0.0030 N 2000455.82 2000455.82 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.540000% 13606ATV0 Certificate of Deposit N First Tier Security N/A N/A 2016-06-28 2016-06-28 N N N 4000000.00 4000000.00 0.0059 N 3999880.80 3999880.80 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.611900% 13606YA22 Certificate of Deposit N First Tier Security N/A N/A 2016-04-11 2016-06-10 N N N 6000000.00 6000000.00 0.0089 N 6000162.06 6000162.06 CHARTA LLC CHARTA LLC 0.470000% 16115UDE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-14 2016-04-14 N N Y Deal Sponsor Citibank NA N/A N/A 1000000.00 999830.28 0.0015 N 999875.90 999875.90 CHASE BANK USA NA CHASE BANK USA NA 0.693000% 161453BD6 Certificate of Deposit N First Tier Security N/A N/A 2016-04-27 2016-07-27 N N N 2000000.00 2000000.00 0.0030 N 2000558.02 2000558.02 CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.630000% 17304U5G1 Certificate of Deposit N First Tier Security N/A N/A 2016-06-09 2016-06-09 N N N 8000000.00 8000000.00 0.0119 N 8001888.88 8001888.88 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 5992973.34 0.0089 N 5995401.00 5995401.00 COCA-COLA CO COCA-COLA CO 0.753500% 19121AJD4 Other Commercial Paper N First Tier Security N/A N/A 2016-09-13 2016-09-13 N N N 6000000.00 5979375.00 0.0089 N 5985060.00 5985060.00 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 Deal Sponsor JP Morgan Securities LLC N/A N/A 5000000.00 5000000.00 0.0074 N 4999943.50 4999943.50 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 Y Deal Sponsor JP Morgan Securities LLC N/A N/A 3000000.00 3000000.00 0.0045 N 2999966.10 2999966.10 COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.400000% 19422CD59 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N Y Deal Sponsor JP Morgan Securities LLC N/A N/A 3000000.00 2999866.67 0.0045 N 2999827.80 2999827.80 Commonwealth Bank of Australia COMMONWEALTH BANK OF AUSTRALIA 0.568100% 20272AME3 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-12 2016-05-12 N N N 5000000.00 5000000.00 0.0074 N 5000720.05 5000720.05 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000% 928CYG001 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2016-08-04 2016-08-04 N N N 4000000.00 4000000.00 0.0059 N 4001262.04 4001262.04 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000% 928EDG000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2016-06-23 2016-06-23 N N N 8000000.00 8000000.00 0.0119 N 8002052.88 8002052.88 CRC FUNDING LLC CRC FUNDING LLC 0.651500% 12622UF76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N Y Deal Sponsor Citibank NA N/A N/A 1000000.00 998790.28 0.0015 N 999010.20 999010.20 CRC FUNDING LLC CRC FUNDING LLC 0.580900% 12622UFM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-21 2016-06-21 N N Y Deal Sponsor Citibank NA N/A N/A 3000000.00 2996085.00 0.0044 N 2996200.80 2996200.80 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000% 22534HDL2 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 3000000.00 3000000.00 0.0045 N 3000752.73 3000752.73 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.360000% 22534HGA3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000% 928WRK006 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2016-07-01 2016-07-01 N N N 3000000.00 3000000.00 0.0045 N 3000391.20 3000391.20 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000% 962NNF008 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2016-07-01 2016-07-01 N N N 3000000.00 3000000.00 0.0045 N 3000543.93 3000543.93 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000% 22549VC84 Certificate of Deposit N First Tier Security N/A N/A 2016-09-27 2016-09-27 N N N 4000000.00 4000000.00 0.0059 N 4000496.44 4000496.44 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.620000% 22549VMG5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 2000078.42 2000078.42 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.250000% 988WZK004_1.2500_M160705_2MN1 0001230485 Other Repurchase Agreement N 144A IRWHE 2006-3 1A 2037-09-25 0.603000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19065000.00 2711895.71 GT 97-4 M1 ASSETBK HOME EQUITY 2029-02-15 7.220000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4825000.00 4709277.70 MLMI 2006-AR1 A2D 2037-03-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16323000.00 6379091.63 First Tier Security N/A N/A 2016-07-05 2016-07-05 N Y Credit Suisse AG N/A N/A N 12000000.00 12000000.00 0.0178 Y 12009325.20 12009325.20 DANSKE CORP DANSKE CORP 0.611000% 2363F6D64 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 2000000.00 1999830.56 0.0030 N 1999885.60 1999885.60 DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.320000% 21599B009_0.3200_M160401_2MN1 0001074042 Government Agency Repurchase Agreement Y UNITED STATES TREASURY 2017-03-30 0.00 Treasury Debt 16421000.00 16320010.85 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 16000000.00 16000000.00 0.0237 N 16000000.00 16000000.00 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.810000% 23290Q6E8 Certificate of Deposit N First Tier Security N/A N/A 2016-07-14 2016-07-14 N N N 3000000.00 3000000.00 0.0045 N 3002175.63 3002175.63 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.350000% ATD0FVP76 0001074042 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 6000000.00 6000000.00 0.0089 N 6000003.00 6000003.00 EXXON MOBIL CORP EXXON MOBIL CORP 0.320100% 30229ADM8 Other Commercial Paper N First Tier Security N/A N/A 2016-04-21 2016-04-21 N N N 1000000.00 999822.22 0.0015 N 999790.00 999790.00 FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.300000% 30601VD16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Deal Sponsor BANK OF MONTREAL N/A N/A 3000000.00 3000000.00 0.0045 N 2999965.59 2999965.59 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.350000% 36960LD10 Other Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 2000000.00 2000000.00 0.0030 N 1999983.40 1999983.40 GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.290000% 38399H002_0.2900_M160406_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2023-06-01 2.600000 Government Agency Debt 681765.00 702849.04 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 735917.00 731211.96 Freddie Mac 2045-12-01 4.500000 Government Agency Debt 12589293.00 13865939.04 First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 15000000.00 15000000.00 0.0223 N 14999566.50 14999566.50 HSBC BANK PLC HSBC BANK PLC 0.658500% 40433FFP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-08-01 N N N 10000000.00 10000000.00 0.0148 N 10001180.10 10001180.10 HSBC BANK PLC HSBC BANK PLC 0.850000% 928QAE001 Certificate of Deposit N First Tier Security N/A N/A 2016-07-19 2016-07-19 N N N 6000000.00 6000000.00 0.0089 N 6003730.86 6003730.86 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.540000% 926VGY002 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 9000000.00 9000000.00 0.0134 N 9001352.79 9001352.79 ING US FUNDING LLC ING US FUNDING LLC 0.611000% 4497W0D13 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N Y ING Bank NV N/A N/A N 1000000.00 1000000.00 0.0015 N 999989.60 999989.60 ING US FUNDING LLC ING US FUNDING LLC 0.611000% 4497W0DB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-11 2016-04-11 N Y ING Bank NV N/A N/A N 3000000.00 2999491.67 0.0045 N 2999630.70 2999630.70 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.813300% 46590DHP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-08-23 2016-08-23 N N N 8000000.00 7974080.00 0.0118 N 7980248.00 7980248.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.310000% 46899T004_0.3100_M160407_2MN1 0001168163 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2020-07-31 2.000000 Treasury Debt 3600.00 3732.24 UNITED STATES TREASURY 2024-11-15 2.250000 Treasury Debt 970400.00 1016372.12 First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.080000% 988WST003_1.0800_M160629_2MN1 0001168163 Other Repurchase Agreement N BPCE GBL NT 144A FR 5.7%102223 2023-10-22 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 217171.00 CAPITAL ONE FINANCIAL CORPORATION 2025-10-29 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2057.65 CWALT INC 2005 53T2 2037-09-17 3.953000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1105046.00 1161688.33 EXPORKLORE SA 2031-12-05 4.036200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2820496.00 2860431.50 EXPORKLORE SA 2031-12-05 4.036200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 813096.00 824608.65 FIRSTENERGY TRANSMISSION LLC 2044-07-15 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2097.49 MILL CITY MTG LN TR 2015-1 A4 20560625 FLT 2056-06-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1111789.00 1200379.68 MILL CITY MTG LN TR 2015-1 A4 20560625 FLT 2056-06-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97287.00 105039.12 NATIONAL AUSTRALIA BK LTD REGS VR 120914-120916 2016-12-09 0.886100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 249967.88 PROGRESS ENERGY INC SR GLBL NT 6%39 2039-12-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 271059.88 UBS-BARCLY COML MTG TR 2012-C4 C 20451212 FLT 2045-12-12 4.345900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7999.00 8026.22 First Tier Security N/A N/A 2016-06-29 2016-06-29 N N N 6000000.00 6000000.00 0.0089 Y 6000112.70 6000112.70 LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH 0.500000% 51489KXD5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 3000000.00 3000000.00 0.0045 N 3000036.03 3000036.03 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 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 0.0030 N 2000037.22 2000037.22 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000% 53945GMF5 Certificate of Deposit N First Tier Security N/A N/A 2016-09-02 2016-09-02 N N N 4000000.00 4000000.00 0.0059 N 4000966.84 4000966.84 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.260000% ATD0FWYW9 0001167831 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 6000000.00 6000000.00 0.0089 N 6000000.00 6000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000% 06399U000_0.3000_M160401_2MN1 0000065100 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-25 1.533000 Government Agency Debt 10315000.00 57782.27 Fannie Mae 2043-05-25 0.733000 Government Agency Debt 4671681.00 2979780.70 Fannie Mae 2046-03-25 0.783000 Government Agency Debt 10888264.00 10656793.96 Freddie Mac 2022-02-15 1.440000 Government Agency Debt 10000.00 35.60 Freddie Mac 2030-02-01 2.500000 Government Agency Debt 10803326.00 9820160.60 GNMA 2024-03-25 2.125000 Government Agency Debt 5560000.00 175447.46 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 23000000.00 23000000.00 0.0341 N 23000000.00 23000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000% 921ACQ004_0.9600_M160505_2MN1 0000065100 Other Repurchase Agreement N CIT MTG LN TR 2007-1 1-M1 20371025 FLT 2037-10-25 1.933000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12995077.00 10350000.19 First Tier Security N/A N/A 2016-05-05 2016-05-05 N N N 9000000.00 9000000.00 0.0134 Y 8999972.10 8999972.10 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.400200% 59157TE33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-03 2016-05-03 N N Y Deal Sponsor METLIFE INSURANCE COMPANY USA N/A N/A Deal Sponsor METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 2000000.00 1999288.89 0.0030 N 1999242.80 1999242.80 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.560800% 59157TFD0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-13 2016-06-13 N N Y Deal Sponsor METLIFE INSURANCE COMPANY USA N/A N/A Deal Sponsor METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 5000000.00 4994322.22 0.0074 N 4994635.00 4994635.00 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000% 60682AJ80 Certificate of Deposit N First Tier Security N/A N/A 2016-06-15 2016-06-15 N N N 6000000.00 6000000.00 0.0089 N 6001763.46 6001763.46 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000% 60682AK70 Certificate of Deposit N First Tier Security N/A N/A 2016-05-26 2016-05-26 N N N 3000000.00 3000000.00 0.0045 N 3000759.63 3000759.63 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.710000% 60689DQN6 Certificate of Deposit N First Tier Security N/A N/A 2016-05-10 2016-05-10 N N N 3000000.00 3000000.00 0.0045 N 3000957.33 3000957.33 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000% 60689DRH8 Certificate of Deposit N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 4000000.00 4000000.00 0.0059 N 4001971.64 4001971.64 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.670000% 60689DRY1 Certificate of Deposit N First Tier Security N/A N/A 2016-05-31 2016-05-31 N N N 1000000.00 1000082.79 0.0015 N 1000288.61 1000288.61 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000% 60689DTH6 Certificate of Deposit N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 1000000.00 1000000.00 0.0015 N 1000161.81 1000161.81 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000% 60689DTM5 Certificate of Deposit N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 1000000.00 1000000.00 0.0015 N 1000143.01 1000143.01 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000% 60689DUP6 Certificate of Deposit N First Tier Security N/A N/A 2016-06-28 2016-06-28 N N N 1000000.00 1000000.00 0.0015 N 999997.50 999997.50 MIZUHO SECURITIES USA INC MIZUHO SECURITIES USA INC 0.320000% 60686N005_0.3200_M160401_2MN1 0000812291 Government Agency Repurchase Agreement Y GNMA 2045-10-20 4.000000 Government Agency Debt 948480.00 1030000.16 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.260000% ATD0FWYU3 0000833029 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 13000000.00 13000000.00 0.0193 N 13000000.00 13000000.00 NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.530500% 6385E0D42 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 5000000.00 4999779.17 0.0074 N 4999813.00 4999813.00 NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY REV IDB & PCR (ALLWAY TOOLS INC) SERIES 1997 0.690000% 649705LL2 Variable Rate Demand Note N Unrated Security N/A N/A 2016-04-07 2016-04-07 Y Citibank NA N/A N/A Y Citibank NA N/A N/A N 35000.00 35000.00 0.0001 N 35000.00 35000.00 NORDEA BANK AB NORDEA BANK AB 0.656400% 65558FG74 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-07-07 2016-07-07 N N N 11000000.00 10980586.53 0.0163 N 10983859.70 10983859.70 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.470000% 67983TDL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-20 2016-04-20 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 3000000.00 2999255.83 0.0045 N 2999341.80 2999341.80 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.601000% 67983TEH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-17 2016-05-17 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 3000000.00 2997700.00 0.0044 N 2998241.40 2998241.40 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.661500% 67983TGR1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-07-25 2016-07-25 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 1000000.00 997891.67 0.0015 N 997924.90 997924.90 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983TH25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 2000000.00 1995490.00 0.0030 N 1995363.78 1995363.78 OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000% 69033LCH0 Certificate of Deposit N First Tier Security N/A N/A 2016-05-03 2016-05-03 N N N 1000000.00 1000000.00 0.0015 N 1000172.01 1000172.01 OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.490000% 69033LDW6 Certificate of Deposit N First Tier Security N/A N/A 2016-05-24 2016-05-24 N N N 3000000.00 3000000.00 0.0045 N 3000306.93 3000306.93 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.480000% 21684BV27 Certificate of Deposit N First Tier Security N/A N/A 2016-05-27 2016-05-27 N N N 4000000.00 3999993.91 0.0059 N 4000133.24 4000133.24 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.705000% 21684BY32 Certificate of Deposit N First Tier Security N/A N/A 2016-08-01 2016-08-01 N N N 3000000.00 3000000.00 0.0045 N 3000632.73 3000632.73 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.835000% 21685VLH0 Certificate of Deposit N First Tier Security N/A N/A 2016-07-12 2016-07-12 N N N 1000000.00 1000000.00 0.0015 N 1000731.11 1000731.11 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.810000% 21685VLT4 Certificate of Deposit N First Tier Security N/A N/A 2016-08-18 2016-08-18 N N N 6000000.00 6000000.00 0.0089 N 6002823.06 6002823.06 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.850000% 21685VMB2 Certificate of Deposit N First Tier Security N/A N/A 2016-09-06 2016-09-06 N N N 1000000.00 1000000.00 0.0015 N 1000433.71 1000433.71 RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.631000% 76582JFU3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-28 2016-06-28 N N Y Deal Sponsor BNP Paribas SA N/A N/A 6000000.00 5990760.00 0.0089 N 5991070.20 5991070.20 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.737100% 78008FBK9 Other Note N First Tier Security N/A N/A 2016-04-07 2016-09-06 N N N 7000000.00 7000000.00 0.0104 N 6998446.00 6998446.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.568100% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 3000000.00 3000000.00 0.0045 N 3000120.03 3000120.03 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.772200% 78009NWF9 Certificate of Deposit N First Tier Security N/A N/A 2016-04-04 2016-10-03 N N N 5000000.00 5000000.00 0.0074 N 4999235.00 4999235.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.813300% 83050TGS4 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 1000000.00 997390.00 0.0015 N 997968.80 997968.80 SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000% ATD0FWE92 0000917311 Other Instrument Security is a time Deposit N First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 3000000.00 3000000.00 0.0045 N 3000001.50 3000001.50 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000% 83050FAN1 Certificate of Deposit N First Tier Security N/A N/A 2016-04-26 2016-04-26 N N N 3000000.00 3000000.00 0.0045 N 3000332.13 3000332.13 SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.620000% 83369TX69 Certificate of Deposit N First Tier Security N/A N/A 2016-05-09 2016-05-09 N N N 1000000.00 1000000.00 0.0015 N 1000271.51 1000271.51 SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.610000% 83369TZ67 Certificate of Deposit N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 1000000.00 1000000.00 0.0015 N 1000187.11 1000187.11 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000% 86563QRF9 Certificate of Deposit N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 1000000.00 1000000.00 0.0015 N 1000495.91 1000495.91 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000% 86563QSC5 Certificate of Deposit N First Tier Security N/A N/A 2016-08-01 2016-08-01 N N N 1000000.00 1000000.00 0.0015 N 1000467.01 1000467.01 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000% 86563QUP3 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 1000000.00 1000000.00 0.0015 N 1000221.71 1000221.71 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000% 86563QVV9 Certificate of Deposit N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 4000000.00 4000000.00 0.0059 N 4000865.64 4000865.64 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000% 86563QWC0 Certificate of Deposit N First Tier Security N/A N/A 2016-09-06 2016-09-06 N N N 6000000.00 6000000.00 0.0089 N 6001332.66 6001332.66 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000% 86563QXW5 Certificate of Deposit N First Tier Security N/A N/A 2016-06-21 2016-06-21 N N N 3000000.00 3000000.00 0.0045 N 3000217.53 3000217.53 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000% 86563QZJ2 Certificate of Deposit N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N N 3000000.00 3000000.00 0.0045 N 3000053.43 3000053.43 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000% 86563K3F8 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 4000000.00 4000000.00 0.0059 N 4000945.64 4000945.64 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000% 86563K3Q4 Certificate of Deposit N First Tier Security N/A N/A 2016-06-09 2016-06-09 N N N 3000000.00 3000000.00 0.0045 N 3000570.03 3000570.03 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000% 86563K4A8 Certificate of Deposit N First Tier Security N/A N/A 2016-06-16 2016-06-16 N N N 4000000.00 4000000.00 0.0059 N 4000562.84 4000562.84 SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.870000% 86958D2E1 Certificate of Deposit N First Tier Security N/A N/A 2016-10-17 2016-10-17 N N N 4000000.00 4000000.00 0.0059 N 4000000.00 4000000.00 SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000% 86958DN57 Certificate of Deposit N First Tier Security N/A N/A 2016-07-15 2016-07-15 N N N 1000000.00 1000014.53 0.0015 N 1000590.71 1000590.71 SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.650000% 86958DX98 Certificate of Deposit N First Tier Security N/A N/A 2016-07-14 2016-07-14 N N N 5000000.00 5000000.00 0.0074 N 5000725.05 5000725.05 SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000% 86958DZ21 Certificate of Deposit N First Tier Security N/A N/A 2016-06-22 2016-06-22 N N N 1000000.00 1000000.00 0.0015 N 1000075.81 1000075.81 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.708100% 89113EM37 Certificate of Deposit N First Tier Security N/A N/A 2016-04-12 2016-08-12 N N N 9000000.00 9000000.00 0.0134 N 8999640.00 8999640.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.583000% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-27 2016-05-27 N N N 5000000.00 5000000.00 0.0074 N 5000870.05 5000870.05 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.570800% 89233GF68 Other Commercial Paper N First Tier Security N/A N/A 2016-06-06 2016-06-06 N N N 4000000.00 3995820.00 0.0059 N 3996106.40 3996106.40 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.570900% 89233GF76 Other Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 1000000.00 998939.17 0.0015 N 999008.30 999008.30 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.720000% 90267R4G1 Certificate of Deposit N First Tier Security N/A N/A 2016-05-31 2016-05-31 N N N 1000000.00 1000000.00 0.0015 N 1000366.11 1000366.11 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.680000% 90267R4K2 Certificate of Deposit N First Tier Security N/A N/A 2016-05-31 2016-05-31 N N N 5000000.00 5000000.00 0.0074 N 5001493.55 5001493.55 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.850000% 90267R4W6 Certificate of Deposit N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N N 4000000.00 4000000.00 0.0059 N 4002462.04 4002462.04 UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.681600% 91127PEA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-10 2016-05-10 N N N 5000000.00 4996316.67 0.0074 N 4997933.50 4997933.50 UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.701700% 91127PEB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-11 2016-05-11 N N N 2000000.00 1998444.45 0.0030 N 1999152.60 1999152.60 UNITED STATES TREASURY UNITED STATES TREASURY 0.384200% 912828H60 Treasury Debt N First Tier Security N/A N/A 2016-04-01 2017-01-31 N N N 2000000.00 1999999.99 0.0030 N 2000408.00 2000408.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.468200% 912828M23 Treasury Debt N First Tier Security N/A N/A 2016-04-01 2017-10-31 N N N 5000000.00 4999999.98 0.0074 N 5000810.00 5000810.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.370200% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2016-04-01 2016-07-31 N N N 3000000.00 3000000.00 0.0045 N 3000417.00 3000417.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.672100% 94988EG85 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-05-05 N N N 2000000.00 2000000.00 0.0030 N 2000480.02 2000480.02 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.683000% 94988EL97 Certificate of Deposit N First Tier Security N/A N/A 2016-04-27 2016-07-27 N N N 3000000.00 3000000.00 0.0045 N 3000738.03 3000738.03 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.788100% 94988ENH7 Certificate of Deposit N First Tier Security N/A N/A 2016-04-12 2016-07-12 N N N 4000000.00 4000000.00 0.0059 N 4002392.04 4002392.04 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.850000% 94988EPN2 Certificate of Deposit N First Tier Security N/A N/A 2016-07-21 2016-07-21 N N N 4000000.00 4000000.00 0.0059 N 4001649.24 4001649.24 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.830000% 94988EQ76 Certificate of Deposit N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N N 2000000.00 2000000.00 0.0030 N 2000597.82 2000597.82 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.810000% 94988EQR2 Certificate of Deposit N First Tier Security N/A N/A 2016-08-16 2016-08-16 N N N 4000000.00 4000000.00 0.0059 N 4000674.44 4000674.44 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.860000% 94988ESD1 Certificate of Deposit N First Tier Security N/A N/A 2016-09-08 2016-09-08 N N N 4000000.00 4000000.00 0.0059 N 4001008.44 4001008.44 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.860000% 94988ESU3 Certificate of Deposit N First Tier Security N/A N/A 2016-09-28 2016-09-28 N N N 3000000.00 3000000.00 0.0045 N 3000344.73 3000344.73 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.330000% 976PDT008_0.3300_M160401_2MN1 0000827124 Government Agency Repurchase Agreement Y Freddie Mac 2045-08-01 3.500000 Government Agency Debt 33988326.00 34320315.21 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 33000000.00 33000000.00 0.0490 N 33000000.00 33000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.400000% 976PTX002_0.4000_M160401_2MN1 0000072971 Other Repurchase Agreement N ESH HOSPITALITY INC 2025-05-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1163000.00 1150643.12 First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.550000% 976PTX002_0.5500_M160406_2MN1 0000072971 Other Repurchase Agreement N BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL 2034-07-28 3.228200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4702017.00 2300246.18 BCAP LLC TR 2012-RR12 4A7 20360428 FLT 2036-04-28 2.941400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1792377.00 1625496.90 CWALT INC 2005-20CB 3-A-7 20350725 5.5 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 752904.00 674749.71 First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 4000000.00 4000000.00 0.0059 N 3999956.40 3999956.40 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.550000% 976PTX002_0.5500_M160407_2MN1 0000072971 Other Repurchase Agreement N INVITATION HOMES 2014 SFR1 TR 2031-06-19 3.691200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 764512.00 732680.39 PROGRESS RESIDENTIAL 2015 SFR3TR 2032-11-12 6.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1638091.00 1567566.31 First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 2000000.00 2000000.00 0.0030 N 1999972.20 1999972.20 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.340000% 976PTZ007_0.3400_M160405_2MN1 0000072971 Government Agency Repurchase Agreement Y Fannie Mae 2046-02-01 3.500000 Government Agency Debt 992744.00 1040069.00 First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 1000000.00 1000000.00 0.0015 N 999982.40 999982.40 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.340000% 976PTZ007_0.3400_M160407_2MN1 0000072971 Government Agency Repurchase Agreement Y Fannie Mae 2046-02-01 3.500000 Government Agency Debt 992744.00 1040069.00 First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.650500% 9612C4SA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-05 2016-07-05 N N N 3000000.00 3000000.00 0.0045 N 3000684.03 3000684.03 WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 0.598500% 96121TA57 Certificate of Deposit N First Tier Security N/A N/A 2016-04-01 2016-07-01 N N N 10000000.00 10000000.00 0.0148 N 10001100.10 10001100.10