0001145549-14-001640.txt : 20140303 0001145549-14-001640.hdr.sgml : 20140303 20140225111715 ACCESSION NUMBER: 0001145549-14-001640 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140225 DATE AS OF CHANGE: 20140225 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14639401 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-12-31 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 54 85 14963088963.06 6593185.55 931462.39 14968750686.22 0.0023 1.0001 2013-12-31 1.0001 2013-12-31 C000012373 1.00 14968750686.22 1.00 89416928.52 3121959961.86 3032543033.34 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.280000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 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 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 73000000.00 73000000.00 0.0049 N 73005840.00 73005840.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.187900% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-07 2014-03-07 N N N 115000000.00 115000000.00 0.0077 N 115006900.00 115006900.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 200000000.00 200000000.00 0.0134 Security is a time deposit. N 200000160.00 200000160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140106 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 125000000.00 125000000.00 0.0084 Security is a time deposit. N 125000062.50 125000062.50 Bank of America, NA Bank of America, NA 0.260000% 06052W2L6 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 94000000.00 94000000.00 0.0063 N 93995300.00 93995300.00 Bank of America, NA Bank of America, NA 0.200000% 06052W2M4 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 86000000.00 86000000.00 0.0057 N 85998280.00 85998280.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 67000000.00 67000000.00 0.0045 N 67002010.00 67002010.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ30 Other Note N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 34000000.00 34000000.00 0.0023 N 34001360.00 34001360.00 Bank of America, NA Bank of America, NA 0.250000% 06052WT94 Other Note N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 39000000.00 39000000.00 0.0026 N 39002730.00 39002730.00 Bank of America, NA Bank of America, NA 0.050000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 50000000.00 50000000.00 0.0033 N 49999000.00 49999000.00 Bank of America, NA Bank of America, NA 0.200000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 18000000.00 18000000.00 0.0012 N 17999640.00 17999640.00 Bank of America, NA Bank of America, NA 0.270000% 06052WY80 Other Note N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Bank of Montreal Bank of Montreal 0.170000% 06366A2M3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 54000000.00 53998725.66 0.0036 N 53998920.00 53998920.00 Bank of Montreal Bank of Montreal 0.040000% 06366A4Q2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 100000000.00 100000000.00 0.0067 N 99999000.00 99999000.00 Bank of Montreal Bank of Montreal 0.180000% 06366AZD7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 127000000.00 127000000.00 0.0085 N 127002540.00 127002540.00 Bank of Nova Scotia Bank of Nova Scotia 0.236600% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-09-16 N N N 128000000.00 128000000.00 0.0086 N 128005120.00 128005120.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417F5D8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 57000000.00 57000000.00 0.0038 N 57001710.00 57001710.00 Bank of Nova Scotia Bank of Nova Scotia 0.244000% 06417FD56 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-07-24 N N N 171000000.00 171000000.00 0.0114 N 171035910.00 171035910.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 92000000.00 92000000.00 0.0061 N 91987120.00 91987120.00 Bank of the West Bank of the West 0.260000% 06426GCG0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 19000000.00 19000000.00 0.0013 N 19000190.00 19000190.00 Bank of the West Bank of the West 0.240000% 06426GCP0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 27000000.00 27000000.00 0.0018 N 27006480.00 27006480.00 Bank of the West Bank of the West 0.250000% 06426GDB0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 27000000.00 27000000.00 0.0018 N 27006210.00 27006210.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 36000000.00 36000000.00 0.0024 N 36000360.00 36000360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXM1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 49000000.00 49000000.00 0.0033 N 49001470.00 49001470.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 9000000.00 9000000.00 0.0006 N 9000540.00 9000540.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 3000000.00 3000000.00 0.0002 N 3000960.00 3000960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEA6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 129000000.00 129000000.00 0.0086 N 129042570.00 129042570.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 5000000.00 5000000.00 0.0003 N 5001650.00 5001650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0001 N 2000540.00 2000540.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 8000000.00 8000000.00 0.0005 N 8000240.00 8000240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 7000000.00 7000000.00 0.0005 N 7000210.00 7000210.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GQX3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 8000000.00 8000000.00 0.0005 N 8000320.00 8000320.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 5000000.00 5000000.00 0.0003 N 5000200.00 5000200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GWX6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 113000000.00 113000000.00 0.0075 N 113000000.00 113000000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 3000000.00 3000000.00 0.0002 N 3000360.00 3000360.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XTM0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 23000000.00 23000000.00 0.0015 N 23005290.00 23005290.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 74000000.00 74000000.00 0.0049 N 74009620.00 74009620.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVK1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 6000000.00 6000000.00 0.0004 N 6001740.00 6001740.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 57000000.00 57000000.00 0.0038 N 57004560.00 57004560.00 Barclays Capital, Inc Barclays Capital, Inc 0.040000% 992JYM004_0.0400_M140102_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-06-25 3.500000 Government Agency Debt 1681280.00 1618444.54 Fannie Mae 2043-06-25 3.250000 Government Agency Debt 245717.00 231194.39 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 256011.00 255392.14 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 88750050.00 38438394.79 Freddie Mac 2041-08-15 2.250000 Government Agency Debt 25000000.00 23273953.54 Freddie Mac 2042-05-15 1.500000 Government Agency Debt 130379.00 112908.50 Freddie Mac 2043-09-15 0.520000 Government Agency Debt 41550320.00 41048001.46 GNMA 2061-06-20 4.800000 Government Agency Debt 19126.00 21504.32 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 100000000.00 100000000.00 0.0067 N 100000000.00 100000000.00 BNP Paribas BNP Paribas 0.350000% 05572NPW0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 68000000.00 68000000.00 0.0045 N 68010880.00 68010880.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 3000000.00 3000000.00 0.0002 N 3000510.00 3000510.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 105000000.00 105000000.00 0.0070 N 105010500.00 105010500.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 27000000.00 27000000.00 0.0018 N 27003780.00 27003780.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 64000000.00 64000000.00 0.0043 N 64029440.00 64029440.00 BNP Paribas BNP Paribas 0.320000% 05572NRV0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 11000000.00 11000000.00 0.0007 N 11000550.00 11000550.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923WFG003_0.3900_M140107_2M54 0001197610 Other Repurchase Agreement N 3M CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151111.18 ANADARKO PETE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151010.73 BOSTON PROPERTIES INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151115.25 CENTERPOINT ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151194.35 CF INDS HLDGS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 927.28 CIMAREX ENERGY CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151151.37 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151186.97 HEWLETT PACKARD CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151200.59 HILLSHIRE BRANDS CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151203.08 HONEYWELL INTL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151149.00 HUNTINGTON INGALLS INDS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151131.58 ING U S INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151192.30 INGERSOLL-RAND PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151202.02 MEDTRONIC INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151202.89 MERCK & CO INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151165.50 MORGAN STANLEY COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151201.35 NISOURCE INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151204.48 PARKER HANNIFIN CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151136.08 PFIZER INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151184.86 TYCO INTERNATIONAL LTD SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151202.02 VENTAS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151202.41 WYNDHAM WORLDWIDE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151208.80 Unrated Security N/A N/A 2014-01-07 2014-01-07 Y BNP Paribas N/A N/A Y BNP Paribas N/A N/A N 43000000.00 43000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 43014190.00 43014190.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140107_2M54 0001197610 Other Repurchase Agreement N ALTRIA GROUP INC 2044-01-31 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138592.00 141183.34 BBVA US SENIOR S A UNIPERSONAL 2014-05-16 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3709364.00 3751585.84 CITIGROUP INC. 2014-09-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14958208.00 15611466.19 DIRECT TV HOLDINGS LLC 2040-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3052305.00 3097774.17 TELEMAR NORTE LESTE SA 2020-10-23 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17159595.00 16394086.41 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 37000000.00 37000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 37002400.00 37002400.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.410000% 921AES008_0.4100_M140107_2M54 0001197610 Other Repurchase Agreement N CENTURYTEL, INC 2021-06-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4681.00 4881.66 GMAC 7.30 PUBLICINCOMENOTES PINES 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4749668.00 5745119.25 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 5000000.00 5000000.00 0.0003 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 5000000.00 5000000.00 BPCE SA BPCE SA 0.235000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 33000000.00 32992891.25 0.0022 N 32995710.00 32995710.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.050000% 10513DXB1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 110000000.00 110000000.00 0.0073 N 109998900.00 109998900.00 CAFCO, LLC CAFCO, LLC 0.420000% 12476FB47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 3655000.00 3653550.18 0.0002 N 3654415.20 3654415.20 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39973050.00 0.0027 N 39987200.00 39987200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.040000% 13606YV60 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 8000000.00 7999766.67 0.0005 N 7999840.00 7999840.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 21000000.00 20999020.00 0.0014 N 20999370.00 20999370.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 75000000.00 74994312.50 0.0050 N 74996250.00 74996250.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 10000000.00 9998833.33 0.0007 N 9999200.00 9999200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-30 2014-01-30 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 33000000.00 32994417.50 0.0022 N 32995710.00 32995710.00 Charta, LLC Charta, LLC 0.340000% 16115XE68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7990555.56 0.0005 N 7995440.00 7995440.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 49000000.00 49000000.00 0.0033 N 49011760.00 49011760.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 1000000.00 1000000.00 0.0001 N 1000240.00 1000240.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 61000000.00 61000000.00 0.0041 N 61017690.00 61017690.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTW3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 120000000.00 120000000.00 0.0080 N 120034800.00 120034800.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTX1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 2000000.00 2000000.00 0.0001 N 2000580.00 2000580.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 5000000.00 5000000.00 0.0003 N 5001650.00 5001650.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 21000000.00 21000000.00 0.0014 N 20996010.00 20996010.00 Ciesco, LLC Ciesco, LLC 0.410000% 17178CBJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 39000000.00 38978680.00 0.0026 N 38994540.00 38994540.00 Ciesco, LLC Ciesco, LLC 0.385000% 17178CC50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69952837.50 0.0047 N 69986000.00 69986000.00 Citibank, NA Citibank, NA 0.400000% 17304UHX1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 25000000.00 25000000.00 0.0017 N 25009750.00 25009750.00 Citibank, NA Citibank, NA 0.400000% 17304UHZ6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 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22799D001_0.0200_M140102_2M54 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2053-10-15 4.740000 Government Agency Debt 1600000.00 1693152.05 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 1658002.00 1658002.00 0.0001 N 1658002.00 1658002.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_2M54 0001230485 Other Repurchase Agreement N 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 67051.35 AHMA 2007-1 A1 2047-02-25 0.843999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 109295000.00 36023772.75 CSFB 2004-AR7 CB1 2034-11-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 152812.58 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 50000.00 53414.32 GNMA 2028-03-23 6.120000 Government Agency Debt 75000.00 40300.50 MARM 2007-3 12A1 2047-05-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28235000.00 9459156.07 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 455000.00 71410.35 SAIL 2005-7 M2 2035-08-25 0.674599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 121720.76 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 40000000.00 40000000.00 0.0027 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 40056000.00 40056000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2M54 0001230485 Other Repurchase Agreement N AHMA 2007-1 A1 2047-02-25 0.843999 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corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 141629.95 144A QUEST 2006-X2 A2 2036-08-25 0.454600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1095000.00 663899.61 144A REG S PEGASUS AVIATION 2031-05-10 0.742500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 145486.47 144A SGMS 2007-AHL1 A1 2037-08-25 0.964600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2341470.00 479697.17 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8940.18 144A SVHE 2006-NLC1 A3 2036-11-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1855000.00 599585.12 AABST 2034-12-25 1.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 121695.79 AABST 2004-2 M2 2034-06-25 1.464599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4520000.00 490404.66 ABS CHEVY CHASE 1998-CCB2 2032-08-15 3.391599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 184858.18 ABSHE 2035-11-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 236962.92 ABSHE 2004-HE7 M2 2034-10-25 1.214599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2015000.00 297418.16 ABSHE 2006-HE7 A4 2036-11-25 0.304599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 341039.62 ACE 2036-08-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 760000.00 278409.58 ACE 2005-HE4 M6 2035-07-25 0.894599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 223956.51 ACE 2005-HE6 M1 2035-10-25 0.634600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 91935.27 ACE 2006-NC3 A2B 2036-12-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11021667.00 3279601.72 AFC 1998-1 1A2 2028-04-25 0.834600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 20394.41 AFT 99-1A A1 ASST BK LN 2024-05-15 0.646599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 54319.27 AMSI 2004-R12 M2 2035-01-25 0.774599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 155557.73 ARMT 2005-5 3A3 2035-09-25 5.119799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 16967548.13 BSABS 2005-AC8 2035-11-25 0.494599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2148000.00 389848.69 BSABS 2006-HE3 M1 2036-04-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 388607.41 CARR 2007-HE1 A3 2037-06-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46000.00 29678.76 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2100000.00 1486770.59 CMLTI 2007-AHL3 A3A 2037-05-25 0.224599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 100451.29 CSFB 2004-AR7 CB1 2034-11-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 53059.92 CWL 2046-01-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 135138.61 CWL 2004-15 MF3 2035-02-25 5.310999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 271223.45 CWL 2005-15 M1 2036-04-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1805000.00 811230.87 CWL 2005-AB3 2A3 2035-09-27 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 338049.05 CWL 2005-BC4 M7 2035-08-25 1.314600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2410000.00 700950.97 CWL 2005-IM3 A3 2036-03-25 0.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000000.00 8994022.70 CWL 2006-17 2A3 2047-03-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2315000.00 1037617.61 CWL 2006-18 2A3 2037-03-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 158000.00 80748.93 CWL 2006-20 2A4 2047-04-25 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 93262.93 CWL 2006-23 2A4 2037-11-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1815000.00 594941.38 CWL 2006-6 1A1M 2036-09-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 653000.00 81812.92 CWL 2006-BC5 2A4 2037-03-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 920000.00 361392.07 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 490000.00 523460.35 FHLT 2006-C 2A2 2036-10-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 196383.02 GNMA 2028-03-23 6.120000 Government Agency Debt 65000.00 34927.10 GSAA 2036-11-25 0.224599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3440250.00 313448.55 GSR 2005-AR2 1A1 2035-04-25 2.782500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18364.00 1363.16 IMPAC SECURED ASSET TRUST 2037-05-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28475000.00 5115573.46 IMSA 2007-3 A1B 2037-09-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22141000.00 10155043.40 INDYMAC INDX MTGE LN TR 2046-04-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33529400.00 7973480.75 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.805500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2620000.00 2677328.18 LBMLT 2036-03-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1020000.00 318298.10 LBMLT 2036-08-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4455000.00 2014837.23 MLMI 2006-MLN1 A2B 2037-07-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 154897.37 MSAC 2006-HE6 A2B 2036-09-25 0.264600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12123000.00 1350192.04 RALI 2004-QS2 CB 2034-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48000.00 8388.82 RALI 2005-QO4 2A1 2045-12-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28440000.00 6030606.39 RALI 2006-Q10 A1 2037-01-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21380000.00 7167174.56 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 27465.52 RAMC 2006-3 AF4 2036-11-25 5.812000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1135000.00 712521.33 RASC 2004-KS9 AII3 2034-10-25 0.644599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3175000.00 1051815.02 SACO 2006-9 A1 2036-08-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13040000.00 2309589.23 TMTS 2037-07-25 2.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9400000.00 1872855.99 TMTS 2005-14HE AV2 2036-08-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1554000.00 146404.91 United States Treasury Department 2023-07-15 0.375000 Treasury Debt 12375000.00 12022220.05 WAMU 2006-AR9 1A 2046-08-25 1.145000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34739773.00 10948185.37 WBCMT 2006-C29 2048-11-15 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 860000.00 801239.95 WMALT 2007-OA5 A1A 2047-05-25 0.984999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14960000.00 6883050.01 First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 110000000.00 110000000.00 0.0073 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 110047300.00 110047300.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1AN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 5000000.00 4999329.17 0.0003 N 4999550.00 4999550.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.240000% 2284K1D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 8000000.00 7994773.34 0.0005 N 7995440.00 7995440.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 144000000.00 144000000.00 0.0096 N 144018720.00 144018720.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155B6X8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 4000000.00 4000000.00 0.0003 N 4000640.00 4000640.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKL8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 155000000.00 155000000.00 0.0104 N 155046500.00 155046500.00 Deutsche Bank AG Deutsche Bank AG 0.350000% 25155BM69 Certificate of Deposit N First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 3000000.00 3000000.00 0.0002 N 3000600.00 3000600.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 97000000.00 97000000.00 0.0065 N 97017460.00 97017460.00 Deutsche Bank AG Deutsche Bank AG 0.320000% 25155JCK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 47000000.00 47000000.00 0.0031 N 47012220.00 47012220.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M140109_2M54 0001074042 Government Agency Repurchase Agreement Y GNMA 2043-01-20 3.000000 Government Agency Debt 15542970.00 14356447.26 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 38223100.00 36839763.78 First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 50000000.00 50000000.00 0.0033 Y 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140206_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-06-01 2.162999 Government Agency Debt 2636506.00 2553594.49 Freddie Mac 2030-08-15 3.000000 Government Agency Debt 25371829.00 24965800.62 GNMA 2041-08-15 5.000000 Government Agency Debt 6136692.00 6561558.40 GNMA 2053-06-16 2.450000 Government Agency Debt 204046.00 175342.78 First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 33000000.00 33000000.00 0.0022 Y 33000000.00 33000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140127_2M54 0001074042 Government Agency Repurchase Agreement Y CONNECTICUT AVENUE SECURITIES SERIES 2013-C01 2023-10-25 2.164600 Government Agency Debt 12974463.00 13035333.41 Fannie Mae 2043-06-01 2.162999 Government Agency Debt 440993.00 427124.87 Fannie Mae 2043-11-25 5.681000 Government Agency Debt 3400000.00 3588223.06 Freddie Mac 2020-10-25 4.333000 Government Agency Debt 14912510.00 16178137.21 Freddie Mac 2026-12-15 2.000000 Government Agency Debt 6902284.00 6873361.13 GNMA 2019-08-25 4.240999 Government Agency Debt 14500000.00 15818103.97 GNMA 2022-10-25 2.839000 Government Agency Debt 20500000.00 20787532.79 GNMA 2041-08-15 5.000000 Government Agency Debt 233651.00 249827.54 First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 74000000.00 74000000.00 0.0049 Y 74000000.00 74000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140210_2M54 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2043-11-01 4.500000 Government Agency Debt 18491124.00 19785258.18 GNMA 2039-11-16 0.826600 Government Agency Debt 99318097.00 18250345.12 GNMA 2040-08-15 4.000000 Government Agency Debt 21720960.00 19223919.83 GNMA 2043-12-20 4.500000 Government Agency Debt 17939701.00 19581847.41 United States Treasury Department 2018-02-28 0.750000 Treasury Debt 114973400.00 112326439.19 United States Treasury Department 2020-08-31 2.125000 Treasury Debt 643100.00 640470.75 First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 185000000.00 185000000.00 0.0124 Y 185000000.00 185000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RG3 Government Agency Debt N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 3000000.00 2999995.00 0.0002 N 3000000.00 3000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RH1 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 1000000.00 999996.67 0.0001 N 1000000.00 1000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RN8 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 3000000.00 2999965.00 0.0002 N 2999994.00 2999994.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RQ1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 30000000.00 29999550.00 0.0020 N 29999940.00 29999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RU2 Government Agency Debt N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 8000000.00 7999826.67 0.0005 N 7999976.00 7999976.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385RX6 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 18575000.00 18574587.22 0.0012 N 18574925.70 18574925.70 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385RX6 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 1700000.00 1699950.89 0.0001 N 1699993.20 1699993.20 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SC1 Government Agency Debt N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 4405000.00 4404845.82 0.0003 N 4404973.57 4404973.57 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SE7 Government Agency Debt N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 102000000.00 101996089.99 0.0068 N 101999388.00 101999388.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SK3 Government Agency Debt N First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 53300000.00 53297512.67 0.0036 N 53299626.90 53299626.90 Federal Home Loan Bank Federal Home Loan Bank 0.069000% 313385SM9 Government Agency Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 4000000.00 3999770.00 0.0003 N 3999968.00 3999968.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 30000000.00 29997841.67 0.0020 N 29999400.00 29999400.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 2000000.00 1999866.39 0.0001 N 1999960.00 1999960.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 10000000.00 9999251.39 0.0007 N 9999730.00 9999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TH9 Government Agency Debt N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N N 27000000.00 26997937.50 0.0018 N 26999271.00 26999271.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140102_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2039-11-15 4.375000 Treasury Debt 23813717.00 2616004425.00 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 2616000000.00 2616000000.00 0.1748 N 2616000000.00 2616000000.00 Freddie Mac Freddie Mac 0.025000% 313397SJ1 Government Agency Debt N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N N 1000000.00 999981.25 0.0001 N 999993.00 999993.00 Freddie Mac Freddie Mac 0.070000% 313397SR3 Government Agency Debt N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 31000000.00 30997950.56 0.0021 N 30999442.00 30999442.00 Freddie Mac Freddie Mac 0.243600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-11-10 N N N 125000000.00 125000000.00 0.0084 N 125013125.00 125013125.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JF40 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 15000000.00 14987166.67 0.0010 N 14990250.00 14990250.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1725000.00 1725000.00 0.0001 N 1725000.00 1725000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 38399J008_0.0500_M140107_2M54 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2017-07-15 2.625000 Treasury Debt 50933400.00 65280088.47 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y GOLDMAN SACHS & CO N/A N/A N N 64000000.00 64000000.00 0.0043 N 64000000.00 64000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2M54 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749.65 AMERICAN TOWER CORP NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699953.20 BERKSHIRE HATHAWAY INC DEL CL B NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699928.92 CROWN CASTLE INTL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699987.50 DELTA AIR LINES INC DEL COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699994.19 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699989.48 HESS CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699942.63 INTERCONTINENTALEXCHANGE GROCOM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699898.08 JOHNSON & JOHNSON 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699959.60 LEUCADIA NATL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699997.60 LOWES COS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699983.50 LYONDELLBASELL INDUSTRIES N SHS - A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699949.35 NEXTERA ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699997.30 NIELSEN HOLDINGS N V COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699962.08 OCCIDENTAL PETE CORP DEL COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699969.80 PEPSICO INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699964.15 PRUDENTIAL FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699982.00 TENET HEALTHCARE CORP COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699960.55 WALGREEN CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699971.20 WELLPOINT INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699931.52 WORKDAY INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699996.78 ZOETIS INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699979.48 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 54000000.00 54000000.00 0.0036 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 54051300.00 54051300.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140102_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-11-01 3.000000 Government Agency Debt 37517708.00 31801291.89 Freddie Mac 2027-12-01 2.500000 Government Agency Debt 19422288.00 17158708.44 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 48000000.00 48000000.00 0.0032 N 48000000.00 48000000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.240000% 4497W1E28 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-02 2014-05-02 N Y ING Bank NV N/A N/A N 1000000.00 999193.33 0.0001 N 999180.00 999180.00 ING Bank NV ING Bank NV 0.380000% 461995003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 21000000.00 21000000.00 0.0014 N 21010920.00 21010920.00 ING Bank NV ING Bank NV 0.370000% 922QVH007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 60000000.00 60000000.00 0.0040 N 60012000.00 60012000.00 ING Bank NV ING Bank NV 0.390000% 922UST006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 11000000.00 11000000.00 0.0007 N 11004400.00 11004400.00 ING Bank NV ING Bank NV 0.390000% 922USU003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 39000000.00 39000000.00 0.0026 N 39015600.00 39015600.00 ING Bank NV ING Bank NV 0.380000% 922WKJ002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 56000000.00 56000000.00 0.0037 N 56020160.00 56020160.00 ING Bank NV ING Bank NV 0.320000% 922XTP007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0001 N 2000600.00 2000600.00 ING Bank NV ING Bank NV 0.360000% 923DCC007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 4000000.00 4000000.00 0.0003 N 4001600.00 4001600.00 ING Bank NV ING Bank NV 0.320000% 923FNN006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 24000000.00 24000000.00 0.0016 N 24007200.00 24007200.00 ING Bank NV ING Bank NV 0.240000% 923GSH002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 51000000.00 51000000.00 0.0034 N 51003060.00 51003060.00 ING Bank NV ING Bank NV 0.340000% 923VTK001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 29000000.00 29000000.00 0.0019 N 29009860.00 29009860.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.340000% 4662J3CA2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 3000000.00 2998073.33 0.0002 N 2998890.00 2998890.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.320600% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 43000000.00 43000000.00 0.0029 N 43004730.00 43004730.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.400000% 46590EHS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-08-26 N N N 80000000.00 79789333.33 0.0053 N 79800800.00 79800800.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140331_2M54 0001168163 Other Repurchase Agreement N 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3299000.00 3116601.96 BEAR STEARNS COMMERCIAL MTGE SEC TRUST 2040-12-11 5.484399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16370648.00 15509779.32 CREDIT SUISSE COMM MTG TRUST SER 200 2017-08-15 5.870000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12867318.00 12869748.50 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29291443.00 29550331.78 GECMC 2007-C1 AM 2049-12-10 5.605999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27818516.00 28127417.43 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.972599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3072572.00 3111969.68 JP MORGAN CHASE COMM 2042-10-15 5.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 209753.00 214463.21 JP MORGAN CHASE MTGE 2007 2049-02-12 5.706000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 104852.00 116828.25 JPMCC 2007 2049-02-12 5.706000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11554537.00 8253723.83 JPMORGAN CHASE COMML MTGE SEC 2019-07-15 0.616600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 12938118.88 LBUBS 2008-C1 AJ 2041-04-15 6.319899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395691.00 396654.45 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9844911.00 10043698.06 First Tier Security N/A N/A 2014-03-31 2014-03-31 N N N 108000000.00 108000000.00 0.0072 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 108207360.00 108207360.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.364500% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-01-21 2014-12-22 N N N 129000000.00 129000000.00 0.0086 N 129006192.00 129006192.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320600% 48125LLP5 Other Note N First Tier Security N/A N/A 2014-01-22 2015-01-22 N N N 25000000.00 25000000.00 0.0017 N 25033375.00 25033375.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.300000% 48125PBH5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 26000000.00 26000000.00 0.0017 N 26004420.00 26004420.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC68 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 25000000.00 25000000.00 0.0017 N 25012250.00 25012250.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC92 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 15000000.00 15000000.00 0.0010 N 15040800.00 15040800.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCC5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 23000000.00 23000000.00 0.0015 N 23007590.00 23007590.00 JPMorgan Chase Bank, NA 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LLC 0.040000% 992JYJ001_0.0400_M140106_2M54 0000068136 Government Agency Repurchase Agreement Y Freddie Mac 2027-02-01 3.000000 Government Agency Debt 20892808.00 17346177.03 Freddie Mac 2042-11-01 4.000000 Government Agency Debt 7254196.00 7133823.02 First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 24000000.00 24000000.00 0.0016 N 24000000.00 24000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.250000% 63253TUJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 57000000.00 57000000.00 0.0038 N 57011970.00 57011970.00 National Australia Bank Ltd National Australia Bank Ltd 0.185000% 922JZG001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-02-18 N N N 77000000.00 77000000.00 0.0051 N 77000000.00 77000000.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1AQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 74000000.00 73989126.11 0.0049 N 73994080.00 73994080.00 Nationwide Building Society Nationwide Building Society 0.205000% 6385E1BR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 22000000.00 21993109.72 0.0015 N 21994500.00 21994500.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1CA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 35000000.00 34984794.44 0.0023 N 34988100.00 34988100.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1CB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 8000000.00 7996473.33 0.0005 N 7997200.00 7997200.00 Natixis SA Natixis SA 0.250000% 63873EG21 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 35000000.00 35000000.00 0.0023 N 35000700.00 35000700.00 Natixis SA Natixis SA 0.090000% 939UPJ002 0001503859 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 65000000.00 65000000.00 0.0043 Security is a time deposit. N 65000000.00 65000000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.270000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 12765000.00 12765000.00 0.0009 N 12765000.00 12765000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.270000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0013 N 20000000.00 20000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SBM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 35915000.00 35904824.08 0.0024 N 35907098.70 35907098.70 Oversea-China Banking Corp Oversea-China Banking Corp 0.080000% 69033PTX8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 33000000.00 33000000.00 0.0022 N 33003300.00 33003300.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-03-04 N N N 86000000.00 86000000.00 0.0057 N 86011180.00 86011180.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 10000000.00 10000000.00 0.0007 N 9998500.00 9998500.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQN7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 45000000.00 45000000.00 0.0030 N 44993250.00 44993250.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 6000000.00 6000000.00 0.0004 N 6001260.00 6001260.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 130000000.00 130000000.00 0.0087 N 130027300.00 130027300.00 Rabobank Nederland Rabobank Nederland 0.300000% 21685VAX7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 77000000.00 77000000.00 0.0051 N 77013090.00 77013090.00 Rabobank Nederland Rabobank Nederland 0.270000% 21685VBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 42000000.00 42000000.00 0.0028 N 42002100.00 42002100.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VBW8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 20000000.00 20000000.00 0.0013 N 19997000.00 19997000.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.330000% 76582KBJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Guaranty BNP Paribas N/A N/A 27000000.00 26988120.00 0.0018 N 26993520.00 26993520.00 Royal Bank of Canada Royal Bank of Canada 0.292900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-01-07 2015-01-07 N N N 75000000.00 75000000.00 0.0050 N 75004875.00 75004875.00 Royal Bank of Canada Royal Bank of Canada 0.334400% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-01-06 2015-01-02 N N N 100000000.00 100000000.00 0.0067 N 100058000.00 100058000.00 Royal Bank of Canada Royal Bank of Canada 0.298400% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-12-31 N N N 50000000.00 50000000.00 0.0033 N 50008000.00 50008000.00 Royal Bank of Canada Royal Bank of Canada 0.284000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-06-24 N N N 65000000.00 65000000.00 0.0043 N 65036400.00 65036400.00 Royal Bank of Canada Royal Bank of Canada 0.264000% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-10-17 N N N 18000000.00 18000000.00 0.0012 N 18005040.00 18005040.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 4000000.00 3999760.00 0.0003 N 3999880.00 3999880.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N Y Letter of Credit Barclays Bank Plc N/A N/A 14000000.00 13997573.33 0.0009 N 13998600.00 13998600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 16000000.00 15997422.22 0.0011 N 15999360.00 15999360.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UCA4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 4000000.00 3997884.45 0.0003 N 3998880.00 3998880.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 1000000.00 999300.00 0.0001 N 999520.00 999520.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 15000000.00 14986937.50 0.0010 N 14990250.00 14990250.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 3000000.00 2996516.67 0.0002 N 2996670.00 2996670.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 37000000.00 37000000.00 0.0025 N 37005920.00 37005920.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 17000000.00 17000000.00 0.0011 N 17003060.00 17003060.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQT6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 38000000.00 38000000.00 0.0025 N 38003800.00 38003800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 100000000.00 100000000.00 0.0067 Security is a time deposit. N 99999140.00 99999140.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 3000000.00 3000000.00 0.0002 N 2999850.00 2999850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 40000000.00 40000000.00 0.0027 N 40002400.00 40002400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C4W9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 43000000.00 43000000.00 0.0029 N 43001290.00 43001290.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 16000000.00 16000000.00 0.0011 N 16000000.00 16000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86562CEF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 64000000.00 64000000.00 0.0043 N 64004480.00 64004480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 17000000.00 17000000.00 0.0011 N 17004080.00 17004080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 13000000.00 13000000.00 0.0009 N 13002210.00 13002210.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CM58 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 38000000.00 38000000.00 0.0025 N 38006840.00 38006840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 1000000.00 1000000.00 0.0001 N 1000170.00 1000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN32 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 10000000.00 10000000.00 0.0007 N 10001800.00 10001800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAG7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 88000000.00 88000000.00 0.0059 N 88000000.00 88000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UDQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 25000000.00 25000000.00 0.0017 N 24999250.00 24999250.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UFW7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 20000000.00 20000000.00 0.0013 N 19999200.00 19999200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UGJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 13000000.00 13000000.00 0.0009 N 12999350.00 12999350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHE5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 36000000.00 36000000.00 0.0024 N 35998200.00 35998200.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEX7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 15000000.00 15000000.00 0.0010 N 15000150.00 15000150.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFB4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 19000000.00 19000000.00 0.0013 N 19000190.00 19000190.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFU2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 75000000.00 75000000.00 0.0050 N 75003000.00 75003000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFV0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 11000000.00 11000000.00 0.0007 N 11000440.00 11000440.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 14000000.00 14000000.00 0.0009 N 13998880.00 13998880.00 Swedbank AB Swedbank AB 0.280000% 87019QV88 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 45000000.00 45000000.00 0.0030 N 45000450.00 45000450.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCM4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 116000000.00 116000000.00 0.0077 N 116010440.00 116010440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 100000000.00 100000000.00 0.0067 N 100010000.00 100010000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TDD3 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 100000000.00 100000000.00 0.0067 N 100010000.00 100010000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112THA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 57000000.00 57000000.00 0.0038 N 57014250.00 57014250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.217000% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-01-29 2014-09-02 N N N 98000000.00 98000000.00 0.0065 N 98036260.00 98036260.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 77000000.00 77000000.00 0.0051 N 77001540.00 77001540.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TUR3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 8000000.00 8000000.00 0.0005 N 8001360.00 8001360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.215000% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-06-18 N N N 25000000.00 25000000.00 0.0017 N 25011000.00 25011000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.204500% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 141000000.00 141000000.00 0.0094 N 141008460.00 141008460.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 40000000.00 39993100.00 0.0027 N 39998000.00 39998000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 20000000.00 19993055.56 0.0013 N 19997800.00 19997800.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HFP4 Other Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N Y Support Agreement Toyota Motor Corp N/A N/A 1000000.00 998798.61 0.0001 N 999130.00 999130.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 28000000.00 28000000.00 0.0019 N 28003640.00 28003640.00 Union Bank, NA Union Bank, NA 0.210000% 905269HB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 28000000.00 28000000.00 0.0019 N 28001400.00 28001400.00 Union Bank, NA Union Bank, NA 0.210000% 905269HP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 6000000.00 6000000.00 0.0004 N 6000180.00 6000180.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 49000000.00 49000000.00 0.0033 N 49000000.00 49000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.214500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-05-20 N N N 25000000.00 25000000.00 0.0017 N 25005500.00 25005500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.187900% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-04-07 N N N 20000000.00 20000000.00 0.0013 N 20001800.00 20001800.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.210000% 9497P6Q68 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 115000000.00 115000000.00 0.0077 N 115021850.00 115021850.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.235000% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-11-18 N N N 34000000.00 34000000.00 0.0023 N 34004420.00 34004420.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236300% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-11-18 N N N 55000000.00 55000000.00 0.0037 N 55007150.00 55007150.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-01-15 N N N 135000000.00 135000000.00 0.0090 N 135009720.00 135009720.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-02 2014-01-17 N N N 105000000.00 105000000.00 0.0070 N 105010500.00 105010500.00 Westpac Banking Corp Westpac Banking Corp 0.266300% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-06-19 N N N 50000000.00 50000000.00 0.0033 N 50020500.00 50020500.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 670053.06 670053.06 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 147696.69 147696.69 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 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 1136226.18 1136226.18 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 193065.94 193065.94