0001145549-14-005323.txt : 20140730 0001145549-14-005323.hdr.sgml : 20140730 20140606143554 ACCESSION NUMBER: 0001145549-14-005323 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140531 FILED AS OF DATE: 20140606 DATE AS OF CHANGE: 20140606 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: 14896221 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 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-05-31 0000857156 S000004505 2 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 51 90 22838650938.06 7737234.83 989893.77 22845398279.12 0.0022 1.0001 2014-05-31 1.0001 2014-05-31 C000012379 1.00 5691165288.15 1.00 -131402649.55 1449814113.53 1581216763.08 0.0001 1.0001 2014-05-31 1.0001 2014-05-31 C000012380 1.00 17154232990.97 1.00 601102310.84 5522646702.27 4921544391.43 0.0001 1.0001 2014-05-31 1.0001 2014-05-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-07-04 N Y Santander UK Plc N/A N/A N 70000000.00 70000000.00 0.0031 N 70002800.00 70002800.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.090000% 00279HW69 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N Y Santander UK Plc N/A N/A N 105000000.00 105000000.00 0.0046 N 104998950.00 104998950.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.090000% 00279HW77 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-06-04 N Y Santander UK Plc N/A N/A N 50000000.00 50000000.00 0.0022 N 49999500.00 49999500.00 Alpine Securitization Corp Alpine Securitization Corp 0.260000% 02086MK60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 16000000.00 15985440.00 0.0007 N 15988160.00 15988160.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 280000000.00 280000000.00 0.0123 Security is a time deposit. N 280000014.00 280000014.00 Bank of America, NA Bank of America, NA 0.350500% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-06-05 2015-03-05 N N N 63000000.00 63000000.00 0.0028 N 63002394.00 63002394.00 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 22000000.00 22000000.00 0.0010 N 22000880.00 22000880.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2R3 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 29000000.00 29000000.00 0.0013 N 29000870.00 29000870.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2S1 Other Note N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 143000000.00 143000000.00 0.0063 N 143004290.00 143004290.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3K7 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 13000000.00 13000000.00 0.0006 N 13001170.00 13001170.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3N1 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 21000000.00 21000000.00 0.0009 N 21001890.00 21001890.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4M2 Other Note N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 189000000.00 189000000.00 0.0083 N 189020790.00 189020790.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4R1 Other Note N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 39000000.00 39000000.00 0.0017 N 39004290.00 39004290.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4S9 Other Note N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N N 5000000.00 5000000.00 0.0002 N 5000550.00 5000550.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6V0 Other Note N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 45000000.00 45000000.00 0.0020 N 45004500.00 45004500.00 Bank of America, NA Bank of America, NA 0.250000% 06053HAT2 Other Note N First Tier Security N/A N/A 2014-11-20 2014-11-20 N N N 56000000.00 56000000.00 0.0025 N 56005600.00 56005600.00 Bank of America, NA Bank of America, NA 0.240000% 06053HBF1 Other Note N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 44000000.00 44000000.00 0.0019 N 44002200.00 44002200.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 250000000.00 250000000.00 0.0109 Security is a time deposit. N 250000275.00 250000275.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005_M140606 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 130000000.00 130000000.00 0.0057 Security is a time deposit. N 130000000.00 130000000.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.060000% 06405XF59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 180000000.00 179999100.00 0.0079 N 179998200.00 179998200.00 Bank of Nova Scotia Bank of Nova Scotia 0.220500% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-09-04 N N N 321000000.00 321000000.00 0.0141 N 321051360.00 321051360.00 Bank of Nova Scotia Bank of Nova Scotia 0.221500% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-09-09 N N N 89000000.00 89000000.00 0.0039 N 89016020.00 89016020.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-11-25 N N N 35000000.00 35000000.00 0.0015 N 35008050.00 35008050.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 924HZZ001_0.0800_M140602_2M47 0001041839 Government Agency Repurchase Agreement Y United States Treasury Department 2018-02-28 0.750000 Treasury Debt 42116600.00 41641929.90 United States Treasury Department 2042-11-15 2.750000 Treasury Debt 33080700.00 29758105.06 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 70000000.00 70000000.00 0.0031 N 70000000.00 70000000.00 Bank of the West Bank of the West 0.230000% 06426GEB9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 112000000.00 112000000.00 0.0049 N 112020160.00 112020160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GQ70 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 132000000.00 132000000.00 0.0058 N 132013200.00 132013200.00 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 103000000.00 103000000.00 0.0045 N 103006180.00 103006180.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538GZR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N N 3000000.00 3000000.00 0.0001 N 3000750.00 3000750.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HFJ4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-24 2014-11-24 N N N 78000000.00 78000000.00 0.0034 N 78007800.00 78007800.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHH6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 47000000.00 47000000.00 0.0021 N 47002350.00 47002350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHM5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 21000000.00 21000000.00 0.0009 N 21001050.00 21001050.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 140000000.00 140000000.00 0.0061 N 140021000.00 140021000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKA7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 61000000.00 61000000.00 0.0027 N 61009150.00 61009150.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKK5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 16000000.00 16000000.00 0.0007 N 16002400.00 16002400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKV1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 11000000.00 11000000.00 0.0005 N 11000000.00 11000000.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XUZ9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 118000000.00 118000000.00 0.0052 N 118004720.00 118004720.00 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 100000000.00 100000000.00 0.0044 N 100062000.00 100062000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWC8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 76000000.00 76000000.00 0.0033 N 76018240.00 76018240.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M140602_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-06-30 2.625000 Treasury Debt 75585000.00 76569651.22 United States Treasury Department 2014-09-15 0.250000 Treasury Debt 10998600.00 11010327.86 United States Treasury Department 2015-02-28 0.250000 Treasury Debt 80722000.00 80860212.73 United States Treasury Department 2020-12-31 2.375000 Treasury Debt 33928700.00 35185051.27 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 199632494.00 199632494.00 0.0087 N 199632494.00 199632494.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140603_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-10-25 3.000000 Government Agency Debt 9810670.00 8889675.53 Fannie Mae 2042-11-25 1.500000 Government Agency Debt 15690163.00 13048120.10 Fannie Mae 2043-01-25 3.000000 Government Agency Debt 27623567.00 26450531.46 Freddie Mac 2033-02-15 3.000000 Government Agency Debt 1015952.00 966160.36 Freddie Mac 2039-09-15 2.000000 Government Agency Debt 4841475.00 1333097.57 Freddie Mac 2043-11-15 3.000000 Government Agency Debt 34791237.00 36151319.23 GNMA 2038-04-20 2.600000 Government Agency Debt 27887145.00 18694826.82 GNMA 2038-04-20 2.750000 Government Agency Debt 16164268.00 10868763.16 GNMA 2039-06-20 2.600000 Government Agency Debt 21158325.00 13808067.38 GNMA 2039-10-16 3.000000 Government Agency Debt 3915392.00 1039438.62 First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 125000000.00 125000000.00 0.0055 N 125000000.00 125000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140604_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2042-11-25 1.500000 Government Agency Debt 84837.00 70551.43 GNMA 2038-10-20 2.500000 Government Agency Debt 20025826.00 12342841.40 GNMA 2039-06-20 2.600000 Government Agency Debt 61425357.00 40086607.44 First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 50000000.00 50000000.00 0.0022 N 50000000.00 50000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140605_2M47 0000851376 Government Agency Repurchase Agreement Y GNMA 2038-04-20 2.600000 Government Agency Debt 51140074.00 34282994.07 GNMA 2038-04-20 2.750000 Government Agency Debt 41092744.00 27630530.63 GNMA 2039-06-20 2.600000 Government Agency Debt 55892.00 36475.50 First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 59000000.00 59000000.00 0.0026 N 59000000.00 59000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140606_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2020-06-30 1.875000 Treasury Debt 10087800.00 10200070.53 First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 10000000.00 10000000.00 0.0004 N 10000000.00 10000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140606_2M47 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2019-10-02 1.250000 Government Agency Debt 6321773.00 6180000.22 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 2810300.00 2906321.69 United States Treasury Department 2020-06-30 1.875000 Treasury Debt 1160800.00 1173718.93 First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 10000000.00 10000000.00 0.0004 N 10000000.00 10000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.080000% 06737JF59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N Y Barclays Bank Plc N/A N/A N 33000000.00 32999780.00 0.0014 N 32999340.00 32999340.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737JHK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-19 2014-08-19 N Y Barclays Bank Plc N/A N/A N 3000000.00 2998635.00 0.0001 N 2998770.00 2998770.00 Barclays US Funding Corp Barclays US Funding Corp 0.290000% 06737JJW6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-30 2014-09-30 N Y Barclays Bank Plc N/A N/A N 89000000.00 88913966.66 0.0039 N 88926130.00 88926130.00 Barclays US Funding Corp Barclays US Funding Corp 0.290000% 06737JM36 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-03 2014-12-03 N Y Barclays Bank Plc N/A N/A N 8000000.00 7988142.22 0.0003 N 7987120.00 7987120.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.320000% 08224MJ21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-02 2014-09-02 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 39000000.00 38968106.67 0.0017 N 38978940.00 38978940.00 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 96000000.00 96000000.00 0.0042 N 96057600.00 96057600.00 BNP Paribas BNP Paribas 0.300000% 05572NTC0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 55000000.00 55000000.00 0.0024 N 55010450.00 55010450.00 BNP Paribas BNP Paribas 0.300000% 05572NTD8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 18000000.00 18000000.00 0.0008 N 18003600.00 18003600.00 BNP Paribas BNP Paribas 0.300000% 05572NTF3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 47000000.00 47000000.00 0.0021 N 47009400.00 47009400.00 BNP Paribas BNP Paribas 0.300000% 05572NTH9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 19000000.00 19000000.00 0.0008 N 19003800.00 19003800.00 BNP Paribas BNP Paribas 0.300000% 05572NTL0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 10000000.00 10000000.00 0.0004 N 10001100.00 10001100.00 BNP Paribas BNP Paribas 0.300000% 05572NTT3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 25000000.00 25000000.00 0.0011 N 25003250.00 25003250.00 BNP Paribas BNP Paribas 0.300000% 05572NTU0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 16000000.00 16000000.00 0.0007 N 16001120.00 16001120.00 BNP Paribas BNP Paribas 0.290000% 05572NUN4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 50000000.00 50000000.00 0.0022 N 49998000.00 49998000.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.220000% 923JDF006_0.2200_M140604_2M47 0001197610 Other Repurchase Agreement N AMERICAN WTR WKS CO INC NEW COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2452126.08 CENTERPOINT ENERGY INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2455202.70 CF INDS HLDGS INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2454661.86 CIMAREX ENERGY CO COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2474096.32 CLUBCORP HLDGS INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2439237.40 CONCHO RES INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2511629.25 DYNEGY INC NEW DEL COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2481817.32 ENTERGY CORP NEW COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 419115.97 FREEPORT-MCMORAN COPPER & GOCOM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2481970.48 HCA HOLDINGS INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2450974.73 HCP INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2351547.54 HONEYWELL INTL INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2458509.72 ISHARES INC MSCI MEX 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2450089.40 KIMBERLY CLARK CORP COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2465966.64 MARTIN MARIETTA MATLS INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 651143.02 MIDSOUTH BANCORP INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 435597.80 PHILLIPS 66 COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2447809.60 PROCTER & GAMBLE CO COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2459275.20 RITE AID CORP COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2470742.44 RLJ LODGING TR COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 833555.20 SEMGROUP CORP CL A 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2440791.79 WELLPOINT INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2465279.05 WEYERHAEUSER CO COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2220.17 WYNDHAM WORLDWIDE CORP COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2455794.90 YUM BRANDS INC COM 2014-05-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2443071.68 Unrated Security N/A N/A 2014-06-04 2014-06-04 N Y BNP Paribas N/A N/A N 49000000.00 49000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 49000000.00 49000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M140602_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2038-10-01 2.423999 Government Agency Debt 19744548.00 3832254.82 Fannie Mae 2040-04-01 3.718999 Government Agency Debt 5255045.00 1458847.72 Fannie Mae 2040-06-01 3.642999 Government Agency Debt 2986015.00 763428.70 Fannie Mae 2041-06-01 3.527000 Government Agency Debt 6831918.00 2815936.31 Fannie Mae 2041-10-01 2.759999 Government Agency Debt 30257706.00 15097645.90 Fannie Mae 2042-05-01 2.350000 Government Agency Debt 18636731.00 11109810.98 Fannie Mae 2043-12-01 2.880999 Government Agency Debt 196325.00 201466.03 Fannie Mae 2044-01-01 2.822000 Government Agency Debt 2631578.00 2693379.65 Fannie Mae 2044-01-01 2.922000 Government Agency Debt 10700912.00 10823298.82 Fannie Mae 2044-02-01 2.612000 Government Agency Debt 15009572.00 15144530.92 Freddie Mac 2042-07-20 3.500000 Government Agency Debt 54220300.00 46507321.91 Freddie Mac 2044-05-20 3.500000 Government Agency Debt 2920840.00 3035796.80 GNMA 2042-10-15 3.000000 Government Agency Debt 197101159.00 173137253.79 GNMA 2042-10-15 3.000000 Government Agency Debt 140045726.00 123598053.62 GNMA 2064-04-20 2.041999 Government Agency Debt 722417.00 750974.10 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 399000000.00 399000000.00 0.0175 N 399000000.00 399000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.250000% 988VYS000_0.2500_M140606_2M47 0001197610 Other Repurchase Agreement N CREDIT AGRICOLE S A 144A 2024-04-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5238596.00 5318818.55 EQT CORP,PA 2019-06-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12500000.00 15882491.27 FREEPORT MCMORAN COPPER GOLD 2023-03-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2206124.00 2196070.51 INFINITY PROP AND CASUALTY CORP 2022-09-19 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6640133.00 7042399.63 NOBLE GROUP LIMITED 2020-01-29 2.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14500000.00 16439213.88 OCP S A 2024-04-25 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 87459.00 90876.90 PETROBRAS GLOBAL FIN B V 2016-05-20 1.848600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 99901.52 TRANSOCEAN SEDCO FOREX 2016-12-15 5.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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8524.81 TELEMOVIL FIN CO LTD 2017-10-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1287104.00 1371552.32 THOMPSON CREEK METALS COMP 2018-06-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5604000.00 5641379.45 First Tier Security N/A N/A 2014-06-06 2014-06-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 14000000.00 14000000.00 0.0006 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 14000000.00 14000000.00 BPCE SA BPCE SA 0.220000% 05571CH87 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 2000000.00 1999181.11 0.0001 N 1999140.00 1999140.00 BPCE SA BPCE SA 0.220000% 05571CHE4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 55000000.00 54975463.90 0.0024 N 54972500.00 54972500.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.210000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.240000% 12476FHC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N Y Letter of Credit Citibank NA N/A N/A 140000000.00 139933733.33 0.0061 N 139945400.00 139945400.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJ56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 118000000.00 117928380.56 0.0052 N 117935100.00 117935100.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJN7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43968515.56 0.0019 N 43970520.00 43970520.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606Y6C5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 15000000.00 15000000.00 0.0007 N 15000000.00 15000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606Y6E1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 260000000.00 260000000.00 0.0114 N 260000000.00 260000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606Y6F8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 96000000.00 96000000.00 0.0042 N 96000000.00 96000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.240300% 13606YA22 Other Note N First Tier Security N/A N/A 2014-06-10 2015-02-04 N N N 182000000.00 182000000.00 0.0080 N 182003640.00 182003640.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.050000% 136999000 0000800030 Other Instrument Security is a time deposit. 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2014-09-04 2014-09-04 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 12000000.00 11994046.67 0.0005 N 11993400.00 11993400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738KJ99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-09 2014-09-09 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 21000000.00 20989027.50 0.0009 N 20987610.00 20987610.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738KK63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 11000000.00 10990375.00 0.0005 N 10991090.00 10991090.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738KKA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 8000000.00 7992777.78 0.0003 N 7993200.00 7993200.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738KM38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 18000000.00 17977000.00 0.0008 N 17975160.00 17975160.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.250000% 15060YF54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N Y Guaranty UBS AG N/A N/A 17000000.00 16999645.83 0.0007 N 16999660.00 16999660.00 Charta, LLC Charta, LLC 0.250000% 16115XFJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29996666.67 0.0013 N 29997600.00 29997600.00 Charta, LLC Charta, LLC 0.250000% 16115XH40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Letter of Credit Citibank NA N/A N/A 23000000.00 22989937.50 0.0010 N 22992180.00 22992180.00 Charta, LLC Charta, LLC 0.240000% 16115XHJ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Letter of Credit Citibank NA N/A N/A 46000000.00 45976386.67 0.0020 N 45980220.00 45980220.00 Charta, LLC Charta, LLC 0.230000% 16115XLH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N Y Letter of Credit Citibank NA N/A N/A 80000000.00 79914133.33 0.0035 N 79911200.00 79911200.00 Charta, LLC Charta, LLC 0.230000% 16115XLK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N Y Letter of Credit Citibank NA N/A N/A 20000000.00 19978277.77 0.0009 N 19977400.00 19977400.00 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 56000000.00 56000000.00 0.0025 N 56047040.00 56047040.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CH48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Letter of Credit Citibank NA N/A N/A 38000000.00 37983375.00 0.0017 N 37990500.00 37990500.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CH55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N Y Letter of Credit Citibank NA N/A N/A 69000000.00 68969333.34 0.0030 N 68982750.00 68982750.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CHJ5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11994096.66 0.0005 N 11996160.00 11996160.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CLH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49946333.34 0.0022 N 49956500.00 49956500.00 Citibank, NA Citibank, NA 0.211000% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 152000000.00 152000000.00 0.0067 N 152001520.00 152001520.00 Citibank, NA Citibank, NA 0.260000% 17304UPP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 11000000.00 11000000.00 0.0005 N 11001760.00 11001760.00 Citibank, NA Citibank, NA 0.230000% 17304URA0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 50000000.00 50000000.00 0.0022 N 50012000.00 50012000.00 Citibank, NA Citibank, NA 0.230000% 17304URV4 Certificate of Deposit N First Tier Security N/A N/A 2014-09-19 2014-09-19 N N N 30000000.00 30000000.00 0.0013 N 30006600.00 30006600.00 Citibank, NA Citibank, NA 0.230000% 17304USF8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 79000000.00 79000000.00 0.0035 N 79018170.00 79018170.00 Citibank, NA Citibank, NA 0.230000% 17304UTF7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 145000000.00 145000000.00 0.0063 N 145000000.00 145000000.00 Citibank, NA Citibank, NA 0.230000% 17304UTJ9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 71000000.00 71000000.00 0.0031 N 71000000.00 71000000.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 47000000.00 47000000.00 0.0021 Security is a time deposit. N 46999226.85 46999226.85 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 138000000.00 137974699.99 0.0060 N 137986200.00 137986200.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GH56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N Y Guaranty JP Morgan Securities LLC N/A N/A 75000000.00 74960000.00 0.0033 N 74976000.00 74976000.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GHJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Guaranty JP Morgan Securities LLC N/A N/A 3000000.00 2998075.00 0.0001 N 2998830.00 2998830.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.250000% 19422GJF2 Asset Backed 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2033-11-25 0.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3800000.00 706575.56 MARM 2005-1 7A3 2035-02-25 2.561100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8400000.00 1511771.75 MLCFC 2007-9 AJ 2049-09-12 6.192999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3920000.00 3831501.25 MLMI 2005-A5 A8 2035-06-25 2.426299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 316268.69 MSM 2036-06-25 2.183600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 833000.00 221806.69 SARM 2004-20 1A3 2035-01-25 2.502200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 502658.10 SASC 2001-15A B2 2031-10-25 2.193900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5128000.00 156804.28 SEMT 2005-1 B1 2035-02-20 0.569200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 519226.91 WAMMS 2002-AR3 B2 2032-12-25 2.189700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8457400.00 458105.36 WBCMT 2006-C28 C 2048-10-15 5.690999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19211000.00 14516046.40 WBCMT 2007-C30 B 2043-12-15 5.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3867349.00 3722210.37 First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 49000000.00 49000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or 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common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10163000.00 9329244.93 CWALT 2005-51 3A3A 2035-11-20 0.470999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5666666.00 1859424.26 CWALT 2006-OA16 A1C 2046-10-25 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1650000.00 935498.81 GSMS 2006 RR2 2046-06-23 5.570700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12025000.00 5950881.00 HMBT 2005-1 B2 2035-03-25 1.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1576000.00 221516.50 HMBT 2005-1 M1 2035-03-25 0.609999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 869899.39 INDA 2007-AR1 1A2 2037-03-25 2.823199 Other 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3.377899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8575000.00 1799275.26 SARM 2007-6 2A1 2037-07-25 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 490168.95 WAMU 2046-08-25 0.700999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 219589.90 WAMU 2006-AR11 1A 2046-09-25 1.085800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9686000.00 3209217.36 WAMU 2007-OA5 1A 2047-06-25 0.875800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6097000.00 2932542.02 WMALT 2007-OA5 A1A 2047-05-25 0.965799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5738000.00 2756248.23 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 109000000.00 109000000.00 0.0048 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 109000000.00 109000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140814_2M47 0001230485 Other Repurchase Agreement N GSMS 2045-08-10 5.803200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13020000.00 13800676.20 First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 12000000.00 12000000.00 0.0005 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 12000000.00 12000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140904_2M47 0001230485 Other Repurchase Agreement N 144A CSMC 2009-12R 15A1 2036-05-27 6.000000 Other Instrument common 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stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40206000.00 7026405.91 DSLA 2045-08-19 0.451000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 2345335.34 GMACM 2005-AR5 4A1 2035-09-19 3.120499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 34076.08 GSR 2007-OA1 2A3B 2037-05-25 0.479999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10433000.00 2122840.67 HASC 2005-NC2 M2 2035-08-25 0.870000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 5702176.69 HVMLT 2037-07-19 0.381000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 11986477.61 HVMLT 2005-9 B5 2035-06-20 1.149200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2381000.00 1220571.57 IMM 2004-4 2M2 2034-09-25 2.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 1090551.18 IMM 2005-3 A2 2035-08-25 0.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55615000.00 4199892.39 LUM 2005-1 A2 2035-11-25 0.489999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 1588936.71 MANA 2007-A1 A2C 2037-01-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33362000.00 9586927.61 MARM 2007-2 M1 2047-03-25 0.409999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17390000.00 250377.35 MASTR 2004-5 B2 2034-05-25 5.211400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1645000.00 392224.59 PHHAM 2007-2 1A5 2037-05-25 0.469999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 1880356.21 RALI 2046-04-25 0.359999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9258000.00 1711107.26 RALI 2006-QO3 A3 2046-04-25 0.479999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1242144.28 RALI SERIES 2006 Q06 2046-06-25 0.330000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52080500.00 10311886.95 RAST 2005-A2 A2 2035-03-25 0.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13550000.00 2743968.90 SAMI 2005-AR5 B2 2035-07-19 0.850999 Other 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Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 7479126.60 WAMU 2006-AR1 1A1B 2046-01-25 1.195800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12380050.00 1044775.38 WMALT 2006-AR10 A3B 2036-12-25 0.409999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9332000.00 2178022.91 First Tier Security N/A N/A 2014-09-04 2014-09-04 N N N 141000000.00 141000000.00 0.0062 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 141000000.00 141000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.220000% 2284K1F24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N Y 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 69000000.00 69000000.00 0.0030 N 68999310.00 68999310.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.220000% 2284K1GE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N Y 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 71000000.00 70981776.66 0.0031 N 70985090.00 70985090.00 Deutsche Bank AG Deutsche Bank AG 0.320000% 25152XTC4 Certificate of Deposit N First Tier Security N/A N/A 2014-10-24 2014-10-24 N N N 124000000.00 124000000.00 0.0054 N 124019840.00 124019840.00 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 144000000.00 144000000.00 0.0063 N 144097920.00 144097920.00 Deutsche Bank AG Deutsche Bank AG 0.260000% 25155JDG0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 55000000.00 55000000.00 0.0024 N 55003850.00 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0.0099 N 227000000.00 227000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 21599B009_0.0800_M140602_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-07-01 4.500000 Government Agency Debt 4658284.00 3080965.75 Fannie Mae 2043-02-25 3.500000 Government Agency Debt 2642333.00 2726120.55 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 1513089.00 1626071.29 Freddie Mac 2020-01-08 1.570000 Government Agency Debt 38538000.00 37775825.41 GNMA 2042-08-20 6.500000 Government Agency Debt 2824514.00 3304412.75 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 47000000.00 47000000.00 0.0021 N 47000000.00 47000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 991JCA005_0.0600_M140604_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2020-01-15 1.710000 Government Agency Debt 5804000.00 5688921.19 Fannie Mae 2032-08-25 3.000000 Government Agency Debt 50000000.00 48400517.68 Fannie Mae 2032-08-25 3.000000 Government Agency Debt 45000000.00 44103210.28 Fannie Mae 2043-02-25 3.500000 Government Agency Debt 31228684.00 32218935.79 Fannie Mae 2043-11-25 6.500000 Government Agency Debt 46600000.00 48796685.20 Fannie Mae 2044-01-25 6.500000 Government Agency Debt 35337373.00 37895514.50 Freddie Mac 2015-11-27 0.113000 Government Agency Debt 70000000.00 69985959.17 GNMA 2041-04-16 5.277999 Government Agency Debt 12030140.00 13313776.66 GNMA 2043-07-20 1.500000 Government Agency Debt 17722782.00 16686295.85 GNMA 2044-02-16 1.151100 Government Agency Debt 3055859.00 3006056.36 GNMA 2047-12-16 2.633000 Government Agency Debt 77315.00 70200.32 GNMA 2052-10-16 2.700000 Government Agency Debt 177379.00 155450.17 GNMA 2053-06-16 2.450000 Government Agency Debt 73127.00 65647.25 VARM 2003-01 J 2032-11-15 5.750000 Government Agency Debt 1875426.00 2157051.12 First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 311000000.00 311000000.00 0.0136 N 311000000.00 311000000.00 Deutsche 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N 160000144.00 160000144.00 Eagle Cnty Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2410000.00 2410000.00 0.0001 N 2410000.00 2410000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140602_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2022-11-15 1.625000 Treasury Debt 905231400.00 860003653.18 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 860000000.00 860000000.00 0.0376 N 860000000.00 860000000.00 Freddie Mac Freddie Mac 0.227300% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-07-10 2015-05-10 N N N 100000000.00 100000000.00 0.0044 N 100022600.00 100022600.00 Gemini Securitization Corp, LLC Gemini Securitization Corp, LLC 0.350000% 3686M1JW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N Y Credit / Liquidity Deutsche Bank AG N/A N/A 20000000.00 19976666.66 0.0009 N 19984800.00 19984800.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959JGF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 29000000.00 28992725.83 0.0013 N 28997970.00 28997970.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JH89 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 114000000.00 113957566.67 0.0050 N 113981760.00 113981760.00 General Electric Co General Electric Co 0.060000% 36960MF40 Other Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 75000000.00 74999750.00 0.0033 N 74999250.00 74999250.00 General Electric Co General Electric Co 0.060000% 36960MF57 Other Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 125000000.00 124999375.00 0.0055 N 124998750.00 124998750.00 GFRE 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Fannie Mae 2043-04-01 3.500000 Government Agency Debt 9941693.00 10056921.05 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 9229478.00 9921122.35 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 9246693.00 10055981.99 Fannie Mae 2044-02-01 4.500000 Government Agency Debt 9279878.00 9915752.83 Freddie Mac 2042-11-01 4.000000 Government Agency Debt 9672399.00 10004120.12 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 10255880.00 10019523.23 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 7110783.00 7423134.87 Freddie Mac 2043-12-01 4.000000 Government Agency Debt 9872160.00 10028859.84 Freddie Mac 2044-02-01 4.000000 Government Agency Debt 2001026.00 2005475.92 Freddie Mac 2044-02-01 4.500000 Government Agency Debt 9277022.00 10115813.24 First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 137000000.00 137000000.00 0.0060 N 137000000.00 137000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140604_2M47 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2040-04-15 5.000000 Government Agency Debt 8303445.00 3175978.16 GNMA 2036-12-20 6.000000 Government Agency Debt 12346246.00 3119643.75 GNMA 2037-08-15 6.000000 Government Agency Debt 21990768.00 2154113.27 GNMA 2038-02-15 5.500000 Government Agency Debt 37378048.00 3194186.51 GNMA 2038-07-15 5.500000 Government Agency Debt 7672000.00 3165346.00 GNMA 2039-03-20 6.000000 Government Agency Debt 11543490.00 3025747.18 GNMA 2039-08-15 5.500000 Government Agency Debt 7541381.00 3063004.62 GNMA 2040-09-15 4.000000 Government Agency Debt 3994444.00 3158782.17 GNMA 2042-05-15 3.500000 Government Agency Debt 3260387.00 3034603.14 GNMA 2042-07-15 3.500000 Government Agency Debt 2236769.00 2030663.74 GNMA 2042-12-15 3.500000 Government Agency Debt 3802095.00 3181251.11 GNMA 2043-04-15 3.500000 Government Agency Debt 3317659.00 3190946.29 GNMA 2043-04-15 4.000000 Government Agency Debt 2962698.00 3028026.70 GNMA 2043-09-20 4.500000 Government Agency Debt 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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 58000000.00 58000000.00 0.0025 N 58001160.00 58001160.00 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 86000000.00 86000000.00 0.0038 N 86011180.00 86011180.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.250000% 76582KH46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Guaranty BNP Paribas N/A N/A 108000000.00 107952750.00 0.0047 N 107956800.00 107956800.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.310000% 76582KH79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N Y Guaranty BNP Paribas N/A N/A 61000000.00 60965331.67 0.0027 N 60973770.00 60973770.00 Royal Bank of Canada Royal Bank of Canada 0.280400% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-07-07 2015-06-05 N 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2014-10-10 2014-10-10 N Y JPMorgan Chase Bank NA N/A N/A N 9700000.00 9700000.00 0.0004 N 9700388.00 9700388.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MFA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 63000000.00 62997340.00 0.0028 N 62998110.00 62998110.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MFH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 49000000.00 48995916.67 0.0021 N 48997060.00 48997060.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MGG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19995111.11 0.0009 N 19996000.00 19996000.00 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 9000000.00 9000000.00 0.0004 N 9000000.00 9000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UGA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-10 2014-07-10 N N N 98000000.00 97973104.44 0.0043 N 97988240.00 97988240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UK31 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-03 2014-10-03 N N N 97000000.00 96913831.66 0.0042 N 96933070.00 96933070.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HWX0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 18000000.00 18000000.00 0.0008 N 18002880.00 18002880.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.070000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 10000000.00 10000000.00 0.0004 Security is a time deposit. N 10000000.00 10000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 6000000.00 6000000.00 0.0003 N 6000060.00 6000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 39000000.00 39000000.00 0.0017 N 39000390.00 39000390.00 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 30000000.00 30000000.00 0.0013 N 30000600.00 30000600.00 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 24000000.00 24000000.00 0.0011 N 24000960.00 24000960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN24 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 38000000.00 38000000.00 0.0017 N 38001900.00 38001900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562U2R2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 132000000.00 132000000.00 0.0058 N 131994720.00 131994720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562U3F7 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 40000000.00 40000000.00 0.0018 N 39998400.00 39998400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U5H1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 34000000.00 34000000.00 0.0015 N 33989460.00 33989460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UB35 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 61000000.00 61000000.00 0.0027 N 61001830.00 61001830.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UE73 Certificate of Deposit N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 45000000.00 45000000.00 0.0020 N 45000000.00 45000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UGC0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 16000000.00 16000000.00 0.0007 N 16000480.00 16000480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.290000% 86562UKW1 Certificate of Deposit N First Tier Security N/A N/A 2014-10-09 2014-10-09 N N N 4000000.00 4000000.00 0.0002 N 4000600.00 4000600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 18000000.00 18000000.00 0.0008 N 18006300.00 18006300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562USH6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 38000000.00 38000000.00 0.0017 N 38013300.00 38013300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562USP8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-13 2014-11-13 N N N 28000000.00 28000000.00 0.0012 N 28003920.00 28003920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UV33 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 33000000.00 33000000.00 0.0014 N 32998680.00 32998680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UVN9 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 87000000.00 87000000.00 0.0038 N 87008700.00 87008700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UVV1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 67000000.00 67000000.00 0.0029 N 67002010.00 67002010.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UZ96 Certificate of Deposit N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 23000000.00 23000000.00 0.0010 N 22999080.00 22999080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKH5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 40000000.00 40000000.00 0.0018 N 40000400.00 40000400.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKV4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 6000000.00 6000000.00 0.0003 N 6000120.00 6000120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KLK7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-18 2014-07-18 N N N 51000000.00 51000000.00 0.0022 N 51001530.00 51001530.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KMH3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 2000000.00 2000000.00 0.0001 N 1999920.00 1999920.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNA7 Certificate of Deposit N First Tier Security N/A N/A 2014-08-29 2014-08-29 N N N 9000000.00 9000000.00 0.0004 N 8999550.00 8999550.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNK5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-12 2014-09-12 N N N 110000000.00 110000000.00 0.0048 N 110000000.00 110000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.060000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 455000000.00 455000000.00 0.0199 Security is a time deposit. N 455000000.00 455000000.00 Swedbank AB Swedbank AB 0.255000% 87019SKU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 60650000.00 60586418.58 0.0027 N 60594202.00 60594202.00 Swedbank AB Swedbank AB 0.240000% 87019TLU4 Certificate of Deposit N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 52000000.00 52000000.00 0.0023 N 51987520.00 51987520.00 Swedbank AB Swedbank AB 0.080000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 107000000.00 107000000.00 0.0047 Security is a time deposit. N 107000000.00 107000000.00 Swedbank AB Swedbank AB 0.080000% 870999000_M140602 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 115000000.00 115000000.00 0.0050 Security is a time deposit. N 115000023.00 115000023.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.120000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.120000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Texas N/A N/A N N 990000.00 990000.00 0.0000 N 990000.00 990000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.090000% 882723BQ1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12310000.00 12310000.00 0.0005 N 12310000.00 12310000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235000% 89112UAE1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 141000000.00 141000000.00 0.0062 N 141042300.00 141042300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112UDY4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N N 100000000.00 100000000.00 0.0044 N 100000000.00 100000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.110000% 89112UEC1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 138000000.00 138000000.00 0.0060 N 138000000.00 138000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112UFB2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 105000000.00 105000000.00 0.0046 N 104998950.00 104998950.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112UFS5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 255000000.00 255000000.00 0.0112 N 254997450.00 254997450.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.201000% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 145000000.00 145000000.00 0.0063 N 145007250.00 145007250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.201000% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N N 15000000.00 15000000.00 0.0007 N 15000750.00 15000750.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-06-25 2014-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 96000000.00 96000000.00 0.0042 N 95998080.00 95998080.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.260000% 89233HFL3 Other Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 50000000.00 49993500.00 0.0022 N 49998500.00 49998500.00 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 N 100000000.00 99985416.66 0.0044 N 99997000.00 99997000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HKM5 Other Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 9000000.00 8991540.00 0.0004 N 8995500.00 8995500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HLA0 Other Commercial Paper N First Tier Security N/A N/A 2014-11-10 2014-11-10 N N N 114000000.00 113877639.99 0.0050 N 113928180.00 113928180.00 UBS AG UBS AG 0.230000% 90267RWY1 Certificate of Deposit N First Tier Security N/A N/A 2014-10-24 2014-10-24 N N N 38000000.00 38000000.00 0.0017 N 38001520.00 38001520.00 United States Treasury Department United States Treasury Department 0.075000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-06-02 2016-01-31 N N N 160000000.00 159968098.16 0.0070 N 159963520.00 159963520.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221500% 9497P62Y3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2015-01-09 N N N 140000000.00 140000000.00 0.0061 N 140012600.00 140012600.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.200500% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-08-05 N N N 67000000.00 67000000.00 0.0029 N 67005360.00 67005360.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.283400% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-06-16 2015-06-15 N N N 55000000.00 55000000.00 0.0024 N 55000825.00 55000825.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.333600% 94985HD27 Other Note N First Tier Security N/A N/A 2014-06-23 2015-06-22 N N N 225000000.00 225000000.00 0.0098 N 225005850.00 225005850.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.220500% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2015-05-01 N N N 21000000.00 21000000.00 0.0009 N 21001050.00 21001050.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.229300% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2015-05-20 N N N 200000000.00 200000000.00 0.0088 N 200016000.00 200016000.00 Westpac Banking Corp Westpac Banking Corp 0.527900% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-07-28 2015-06-26 N N N 100000000.00 100000000.00 0.0044 N 100008100.00 100008100.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-10-29 N N N 102000000.00 102000000.00 0.0045 N 102026520.00 102026520.00 Westpac Banking Corp Westpac Banking Corp 0.231500% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2015-05-05 N N N 195000000.00 195000000.00 0.0085 N 195009750.00 195009750.00 Westpac Banking Corp Westpac Banking Corp 0.251000% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 116000000.00 116000000.00 0.0051 N 116008120.00 116008120.00 Westpac Banking Corp Westpac Banking Corp 0.221000% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-19 2015-02-19 N N N 30000000.00 30000000.00 0.0013 N 30016200.00 30016200.00 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 147661.54 147661.54 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 139776.41 139776.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 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 465666.70 465666.70 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 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 1024442.56 1024442.56 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 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 500768.07 500768.07 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 123002.19 123002.19 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 116433.87 116433.87