0001145549-14-006923.txt : 20140929 0001145549-14-006923.hdr.sgml : 20140929 20140807135642 ACCESSION NUMBER: 0001145549-14-006923 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140731 FILED AS OF DATE: 20140807 DATE AS OF CHANGE: 20140807 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: 141023045 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 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-07-31 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 50 88 14536054784.21 4928884.31 746459.81 14540237208.71 0.0022 1.0001 2014-07-31 1.0001 2014-07-31 C000012373 1.00 14540237208.71 1.00 -24100214.49 3437832066.83 3461932281.32 0.0001 1.0001 2014-07-31 1.0001 2014-07-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.200000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 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 0.305500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-09-04 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0052 N 75002250.00 75002250.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HZ82 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N Y Santander UK Plc N/A N/A N 57000000.00 57000000.00 0.0039 N 56999430.00 56999430.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.100000% 00279HZ90 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N Y Santander UK Plc N/A N/A N 12000000.00 12000000.00 0.0008 N 11999880.00 11999880.00 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 1000000.00 999523.33 0.0001 N 999690.00 999690.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.090000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 90000000.00 90000000.00 0.0062 Security is a time deposit. N 89999869.50 89999869.50 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M140804 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 80000000.00 80000000.00 0.0055 Security is a time deposit. N 80000096.00 80000096.00 Bank of America, NA Bank of America, NA 0.355500% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-08-05 2015-03-05 N N N 40000000.00 40000000.00 0.0028 N 40001160.00 40001160.00 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 4000000.00 4000000.00 0.0003 N 4000160.00 4000160.00 Bank of America, NA Bank of America, NA 0.260000% 06052W5H2 Other Note N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 37000000.00 37000000.00 0.0025 N 37002960.00 37002960.00 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 2000000.00 2000000.00 0.0001 N 2000260.00 2000260.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6W8 Other Note N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 24000000.00 24000000.00 0.0017 N 24001680.00 24001680.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6X6 Other Note N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 90000000.00 90000000.00 0.0062 N 90006300.00 90006300.00 Bank of America, NA Bank of America, NA 0.250000% 06052W7K3 Other Note N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 30000000.00 30000000.00 0.0021 N 30002100.00 30002100.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCM5 Other Note N First Tier Security N/A N/A 2014-12-10 2014-12-10 N N N 17000000.00 17000000.00 0.0012 N 17002550.00 17002550.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDN2 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 81000000.00 81000000.00 0.0056 N 81007290.00 81007290.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDR3 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 11000000.00 11000000.00 0.0008 N 11000990.00 11000990.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDV4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 46000000.00 46000000.00 0.0032 N 46004600.00 46004600.00 Bank of Montreal Bank of Montreal 0.200000% 06366BJ68 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 27000000.00 27000000.00 0.0019 N 26996220.00 26996220.00 Bank of Montreal Bank of Montreal 0.090000% 06366BQ78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 185000000.00 185000000.00 0.0127 N 185000000.00 185000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366BQ86 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 5000000.00 5000000.00 0.0003 N 5000000.00 5000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366BR36 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 70000000.00 70000000.00 0.0048 N 70000000.00 70000000.00 Bank of Montreal Bank of Montreal 0.060000% 06366BR93 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 74000000.00 74000000.00 0.0051 N 74000000.00 74000000.00 Bank of Montreal Bank of Montreal 0.200000% 06366BYA2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 2000000.00 1999927.73 0.0001 N 2000000.00 2000000.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.060000% 06405XH65 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 15000000.00 14999875.00 0.0010 N 14999850.00 14999850.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.060000% 06405XH73 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 25000000.00 24999750.00 0.0017 N 24999660.00 24999660.00 Bank of Nova Scotia Bank of Nova Scotia 0.222000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2014-09-16 N N N 128000000.00 128000000.00 0.0088 N 128010240.00 128010240.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417HQP4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 4000000.00 4000000.00 0.0003 N 3999240.00 3999240.00 Bank of the West Bank of the West 0.250000% 06426GEU7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-12 2014-11-12 N N N 71000000.00 71000000.00 0.0049 N 71018460.00 71018460.00 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 25500000.00 25500000.00 0.0018 N 25500765.00 25500765.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GS78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 17000000.00 17000000.00 0.0012 N 17000510.00 17000510.00 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 29000000.00 29000000.00 0.0020 N 29003190.00 29003190.00 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 13000000.00 13000000.00 0.0009 N 13001430.00 13001430.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HJQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 37000000.00 37000000.00 0.0025 N 37004070.00 37004070.00 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 87000000.00 87000000.00 0.0060 N 87026100.00 87026100.00 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 29000000.00 29000000.00 0.0020 N 29008700.00 29008700.00 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 27000000.00 27000000.00 0.0019 N 27008100.00 27008100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HMB3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N N 1000000.00 1000000.00 0.0001 N 1000310.00 1000310.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HNC0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 1000000.00 1000000.00 0.0001 N 1000310.00 1000310.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HPX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 105000000.00 105000000.00 0.0072 N 105013650.00 105013650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538HQQ6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 3000000.00 3000000.00 0.0002 N 3000420.00 3000420.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HQS2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 40000000.00 40000000.00 0.0028 N 40008400.00 40008400.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XD96 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 37000000.00 37000000.00 0.0025 N 37003700.00 37003700.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE20 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 16000000.00 16000000.00 0.0011 N 16001600.00 16001600.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE46 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0003 N 5000550.00 5000550.00 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 6002760.00 6002760.00 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 0.0039 N 57029640.00 57029640.00 Barclays Bank Plc Barclays Bank Plc 0.260000% 06741XZP6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 21000000.00 21000000.00 0.0014 N 21004620.00 21004620.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M140801_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2021-02-28 2.000000 Treasury Debt 51118100.00 51000028.30 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140804_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2015-07-01 0.00 Government Agency Debt 53266000.00 53189296.96 Fannie Mae 2019-06-20 1.750000 Government Agency Debt 5536000.00 5521401.88 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 57000000.00 57000000.00 0.0039 N 56999430.00 56999430.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140805_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2040-08-25 2.000000 Government Agency Debt 201560.00 146679.22 Fannie Mae 2043-01-25 3.000000 Government Agency Debt 27444396.00 25606285.13 Freddie Mac 2027-04-15 2.000000 Government Agency Debt 43764666.00 25974422.79 Freddie Mac 2039-12-15 0.510000 Government Agency Debt 1824.00 1950.81 GNMA 2038-10-20 2.500000 Government Agency Debt 37935617.00 22179289.78 GNMA 2039-06-20 2.600000 Government Agency Debt 7800952.00 4841372.98 First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 75000000.00 75000000.00 0.0052 N 74999250.00 74999250.00 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 9000000.00 8999055.00 0.0006 N 8999460.00 8999460.00 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 56000000.00 55944062.22 0.0038 N 55954080.00 55954080.00 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 43000000.00 42987768.89 0.0030 N 42993550.00 42993550.00 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 0.0044 N 64015360.00 64015360.00 BNP Paribas BNP Paribas 0.300000% 05572NTA4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 40000000.00 40000000.00 0.0028 N 40004000.00 40004000.00 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 11000000.00 11000000.00 0.0008 N 11001430.00 11001430.00 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 1500000.00 1500000.00 0.0001 N 1500195.00 1500195.00 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 37000000.00 37000000.00 0.0025 N 37004810.00 37004810.00 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 2000000.00 2000000.00 0.0001 N 2000220.00 2000220.00 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 0.0017 N 25004500.00 25004500.00 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 37000000.00 37000000.00 0.0025 N 37004440.00 37004440.00 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 5000000.00 5000000.00 0.0003 N 5000250.00 5000250.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.230000% 923JDF006_0.2300_M140806_2M54 0001197610 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1006889.40 ALLERGAN INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2216000.07 ALLIANCE ONE INTL INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 45451.92 AMC ENTMT HLDGS INC CL A COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 675345.02 BANK OF AMERICA CORPORATION COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3300981.34 BAXTER INTL INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1430263.73 CATERPILLAR INC DEL COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1447.32 CINCINNATI BELL INC NEW COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 286367.76 CLUBCORP HLDGS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2352726.64 COVIDIEN PLC SHS 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3252298.40 DEMAND MEDIA INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 12339.00 DISNEY WALT CO COM DISN 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 931664.43 DOW CHEM CO COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3176299.52 EQUITY RESIDENTIAL SH BEN I 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2407766.13 FIDELITY & GTY LIFE COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4967.48 FIVE STAR QUALITY CARE INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 292542.72 GENERAL DYNAMICS CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 821118.48 GENERAL GROWTH PPTYS INC NEWCOM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2313772.62 GENERAL MTRS CO COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 175941.68 GLOBALSTAR INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3187638.72 GOLD RESOURCE CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 381.50 HCP INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1635.27 HUNTINGTON INGALLS INDS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3156502.14 INTERPUBLIC GROUP COS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3191579.78 INTREXON CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2325493.90 ISHARES INC MSCI MEX 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1357562.16 ITC HLDGS CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 705272.52 JGWPT HLDGS INC CL A 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 22168.60 JOHNSON & JOHNSON 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3260914.80 JPMORGAN CHASE & CO COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1945149.29 MARCUS & MILLICHAP INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3182.62 MCDONALDS CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 421988.10 MIDSOUTH BANCORP INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2003.28 MRC GLOBAL INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2287895.25 NEURALSTEM INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20734.29 PROLOGIS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2334331.92 ROUNDYS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 505219.36 SCHLUMBERGER LTD COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3225176.96 SEMPRA ENERGY COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 669204.59 STANLEY BLACK & DECKER INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3200340.28 TARGET CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 649461.78 THIRD PT REINS LTD COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 668743.32 TIME WARNER CABLE INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3283845.54 TREMOR VIDEO INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 316158.01 VANTAGE DRILLING COMPANY ORD SHS 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1296676.08 VONAGE HLDGS CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 749520.00 VOYA FINL INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 54000000.00 54000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141028_2M54 0001230485 Other Repurchase Agreement N BAFC 2007-6 A1 2037-07-25 0.445000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76205000.00 27110798.16 BAFC 2007-6 A2 2037-07-25 0.435000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49895000.00 17740183.16 First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 39000000.00 39000000.00 0.0027 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 39000000.00 39000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.220000% 2284K1H48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 7000000.00 6999871.67 0.0005 N 6999930.00 6999930.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.230000% 2284K1K77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 38000000.00 37983733.89 0.0026 N 37986700.00 37986700.00 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 67000000.00 67000000.00 0.0046 N 67010720.00 67010720.00 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 0.0067 N 97051410.00 97051410.00 Deutsche Bank AG Deutsche Bank AG 0.280000% 25155JHG6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 8000000.00 8000000.00 0.0006 N 8000320.00 8000320.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155JJP4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 55000000.00 55000000.00 0.0038 N 55005500.00 55005500.00 Deutsche Bank AG Deutsche Bank AG 0.310000% 25155JLW6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 2000000.00 2000000.00 0.0001 N 2000240.00 2000240.00 Deutsche Bank AG Deutsche Bank AG 0.290000% 25155JPS1 Certificate of Deposit N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 75000000.00 75000000.00 0.0052 N 75006000.00 75006000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 21599B009_0.1000_M140801_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2038-01-01 6.000000 Government Agency Debt 173979721.00 40489116.74 Fannie Mae 2044-02-01 4.500000 Government Agency Debt 9672372.00 10424498.15 Fannie Mae 2044-05-01 4.500000 Government Agency Debt 1023421.00 1115740.62 United States Treasury Department 2043-11-15 3.750000 Treasury Debt 4869300.00 5322906.79 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 55246762.00 55246762.00 0.0038 N 55246762.00 55246762.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 991JCA005_0.0900_M140806_2M54 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2043-11-15 3.750000 Treasury Debt 53185500.00 58140073.30 First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 57000000.00 57000000.00 0.0039 N 57000000.00 57000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 991JCA005_0.1000_M140807_2M54 0001074042 Government Agency Repurchase Agreement Y 4.75 FHLB 16 G775 2016-12-16 4.750000 Government Agency Debt 85620000.00 94085891.55 Fannie Mae 2016-03-15 5.000000 Government Agency Debt 45013000.00 49084510.87 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 139000000.00 139000000.00 0.0096 N 139000000.00 139000000.00 DNB Bank ASA DNB Bank ASA 0.090000% 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N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 152000000.00 152000000.00 0.0105 Security is a time deposit. N 151999019.60 151999019.60 DNB Bank ASA DNB Bank ASA 0.090000% 939RWC006_M140805 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 138000000.00 138000000.00 0.0095 Security is a time deposit. N 137999406.60 137999406.60 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385A30 Government Agency Debt N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 40000000.00 40000000.00 0.0028 N 40000000.00 40000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385A89 Government Agency Debt N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 77325000.00 77324301.93 0.0053 N 77324768.03 77324768.03 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385A89 Government Agency Debt N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 3000000.00 2999975.00 0.0002 N 2999991.00 2999991.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385B70 Government Agency Debt N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 19000000.00 18999556.67 0.0013 N 18999886.00 18999886.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385B96 Government Agency Debt N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 24000000.00 23999393.33 0.0017 N 23999832.00 23999832.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385C61 Government Agency Debt N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 1600000.00 1599940.89 0.0001 N 1599984.00 1599984.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385C87 Government Agency Debt N First Tier Security N/A N/A 2014-08-22 2014-08-22 N N N 160000000.00 159993000.00 0.0110 N 159998240.00 159998240.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385D52 Government Agency Debt N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 1000000.00 999949.45 0.0001 N 999986.00 999986.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385G26 Government Agency Debt N First Tier Security N/A N/A 2014-09-17 2014-09-17 N N N 7000000.00 6999268.89 0.0005 N 6999783.00 6999783.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140801_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2021-02-15 3.625000 Treasury Debt 585719500.00 650001001.62 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 650000000.00 650000000.00 0.0447 N 650000000.00 650000000.00 General Electric Capital Corp General Electric Capital Corp 0.060000% 36959JH55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 26000000.00 25999826.66 0.0018 N 25999854.40 25999854.40 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 101000000.00 100996072.23 0.0069 N 100998990.00 100998990.00 General Electric Co General Electric Co 0.060000% 36960MH48 Other Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 85000000.00 84999575.00 0.0058 N 85000000.00 85000000.00 General Electric Co General Electric Co 0.060000% 36960MH55 Other Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 31000000.00 30999793.33 0.0021 N 30999690.00 30999690.00 General Electric Co General Electric Co 0.060000% 36960MH63 Other Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 40000000.00 39999666.66 0.0028 N 39999600.00 39999600.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.160000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1575000.00 1575000.00 0.0001 N 1575000.00 1575000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140804_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2036-11-01 2.329000 Government Agency Debt 31568284.00 6952097.92 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 17775785.00 10114273.88 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 11404475.00 10111056.02 Fannie Mae 2043-08-01 4.500000 Government Agency Debt 8683079.00 8712442.31 Fannie Mae 2044-04-01 4.000000 Government Agency Debt 9609770.00 10115869.44 Freddie Mac 2027-12-01 2.500000 Government Agency Debt 12183864.00 10094260.96 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 55000000.00 55000000.00 0.0038 N 54999450.00 54999450.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140807_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2024-07-01 0.551000 Government Agency Debt 9665471.00 9669010.17 Fannie Mae 2036-01-01 2.109999 Government Agency Debt 86637749.00 13000605.06 Fannie Mae 2041-05-01 3.265000 Government Agency Debt 34622000.00 12531720.57 Fannie Mae 2041-06-01 3.738000 Government Agency Debt 28592093.00 13314420.88 Fannie Mae 2043-10-01 2.339000 Government Agency Debt 9037397.00 8887201.09 Fannie Mae 2043-12-01 3.198999 Government Agency Debt 15029753.00 12655384.24 Fannie Mae 2044-07-01 2.962899 Government Agency Debt 12958494.00 13434836.36 Fannie Mae 2044-07-01 3.230000 Government Agency Debt 12000041.00 12386822.32 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 94000000.00 94000000.00 0.0065 N 94000000.00 94000000.00 Govco, LLC Govco, LLC 0.200000% 38362WKF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N Y Credit / Liquidity Citibank NA N/A N/A 145000000.00 144939583.34 0.0100 N 144943450.00 144943450.00 Govco, LLC Govco, LLC 0.200000% 38362WL33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Credit / Liquidity Citibank NA N/A N/A 49000000.00 48974411.12 0.0034 N 48975500.00 48975500.00 HSBC Bank USA HSBC Bank USA 0.210000% 40428AYA9 Certificate of Deposit N First Tier Security N/A N/A 2014-10-22 2014-10-22 N N N 30000000.00 30000000.00 0.0021 N 30002700.00 30002700.00 HSBC Bank USA HSBC Bank USA 0.210000% 40428AYB7 Certificate of Deposit N First Tier Security N/A N/A 2014-10-24 2014-10-24 N N N 43000000.00 43000000.00 0.0030 N 43003870.00 43003870.00 Illinois Regional Transportation Auth General Obligation Working Cash Notes Series 2014A1 0.140000% 46640KMH4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-01 2014-08-01 Y JP Morgan Chase & Co N/A N/A N N 5730000.00 5730000.00 0.0004 N 5730000.00 5730000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 4497W1K13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-01 2014-10-01 N Y ING Bank NV N/A N/A N 31000000.00 30984241.67 0.0021 N 30991010.00 30991010.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.310000% 4497W1M11 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N Y ING Bank NV N/A N/A N 17000000.00 16982140.56 0.0012 N 16986400.00 16986400.00 ING Bank NV ING Bank NV 0.460000% 923NEM001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 56000000.00 56000000.00 0.0039 N 56034720.00 56034720.00 ING Bank NV ING Bank NV 0.460000% 923PAG003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 24000000.00 24000000.00 0.0017 N 24014880.00 24014880.00 ING Bank NV ING Bank NV 0.300000% 923UQF007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 75000000.00 75000000.00 0.0052 N 75013500.00 75013500.00 ING Bank NV ING Bank NV 0.330000% 923WQZ009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 51000000.00 51000000.00 0.0035 N 51010710.00 51010710.00 ING Bank NV ING Bank NV 0.310000% 923ZBH008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 35000000.00 35000000.00 0.0024 N 35007350.00 35007350.00 ING Bank NV ING Bank NV 0.320000% 924AEU000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N N 4000000.00 4000000.00 0.0003 N 4001080.00 4001080.00 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 79977777.77 0.0055 N 79989600.00 79989600.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.090000% 46899T004_0.0900_M140801_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2032-10-01 3.000000 Government Agency Debt 30381699.00 26219565.71 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 14522801.00 12435721.37 Freddie Mac 2032-04-01 3.500000 Government Agency Debt 7656572.00 5788200.73 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 1668072.00 1440677.72 Freddie Mac 2043-05-15 3.000000 Government Agency Debt 629525.00 610600.25 GNMA 2038-01-16 2.750000 Government Agency Debt 32234638.00 20403875.56 GNMA 2038-04-20 2.750000 Government Agency Debt 42845261.00 26225204.66 United States Treasury Department 2016-05-15 5.125000 Treasury Debt 7000000.00 7655574.54 United States Treasury Department 2016-12-31 3.250000 Treasury Debt 2000000.00 2124695.54 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 100000000.00 100000000.00 0.0069 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M141029_2M54 0001168163 Other Repurchase Agreement N 144A UBSCM 2007-FL1 D 2024-07-15 0.726800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8952893.00 8953099.12 144A/REG S CSMC SERIES 2010-17R 2037-01-27 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149110.00 155105.46 BCAP LLC 2012 RR1 TR 2046-12-26 0.339299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14538701.00 13748088.26 BEAR STAERNS COMMERCIAL MTGE 2038-09-11 5.936899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 74697.00 71659.09 BEAR STEARNS CMBS 2007-TOP28 2042-09-12 6.147599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150591.00 129732.09 CGWF COML MTG 2013 RKWH 2030-11-15 3.952000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9012784.00 9047379.07 CITIGROUP MORTGAGE LOAN TRUST 2010-9 2035-11-26 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6308.00 5512.58 COMM 2010 C1 MORTGAGE TRUST 2046-07-12 6.079200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 356752.00 368202.38 COMM2010 C1 MORTGAGE TRUST 2046-07-12 5.944200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175623.00 203430.35 EXPORKLORE SA 2031-12-05 5.521099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23840386.00 25041498.73 GE COML MTG SECS TR 2007 C1 2049-12-10 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2409653.00 2537571.04 GS MORTGAGE SEC TRUST 2010 C2 2043-12-10 4.548000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3360763.00 3235036.86 GS MTG SECS TR 2012-GCJ7 2045-05-12 5.906699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8590455.00 9154474.86 J P MORGAN MTG TR 2013-2 2043-05-25 3.720100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2920361.00 2873447.79 JP MORGAN CHASE COMM 2047-05-15 5.371999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8542605.00 8984604.13 JP MORGAN CHASE COMMERCIAL MORTAGE 2043-06-17 6.522400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16863000.00 19557249.48 JP MORGAN CHASE COMMERCIAL SECURITIES 2043-11-18 5.691799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11645869.00 12607359.97 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 524689.00 474293.20 RBSSP RESECURITIZATION TRUST 20 2039-10-25 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1400427.28 SASC 2001-9 B2 2031-07-25 7.319799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2370924.00 431609.00 WACHOVAI BANK COMM 2043-05-15 5.904200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5476431.00 5312817.64 First Tier Security N/A N/A 2014-10-29 2014-10-29 N N N 108000000.00 108000000.00 0.0074 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 108000000.00 108000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.416200% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-08-21 2014-12-22 N N N 129000000.00 129000000.00 0.0089 N 129017931.00 129017931.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.351600% 48125LLP5 Other Note N First Tier Security N/A N/A 2014-10-22 2015-08-21 N N N 25000000.00 25000000.00 0.0017 N 25031525.00 25031525.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PQ71 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PQ97 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 130000000.00 130000000.00 0.0089 N 130002600.00 130002600.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.380000% 48125PU92 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0003 N 5003650.00 5003650.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PV83 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 13000000.00 13000000.00 0.0009 N 13006760.00 13006760.00 Lexington Parker Capital Co, LLC Lexington Parker Capital Co, LLC 0.220000% 52952MH45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 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 Credit / Liquidity SOCIETE GENERALE N/A N/A 16000000.00 15999706.66 0.0011 N 15999840.00 15999840.00 Lloyds Bank Plc Lloyds Bank Plc 0.190000% 53943SK71 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N N 100000000.00 99964638.90 0.0069 N 99972000.00 99972000.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB42 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 11000000.00 11000000.00 0.0008 N 11010450.00 11010450.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 45000000.00 45000000.00 0.0031 N 45042750.00 45042750.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 46000000.00 46000000.00 0.0032 N 46023920.00 46023920.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M140904_2M54 0000728612 Other Repurchase Agreement N 144A CBAC 2006-2A A 2039-01-25 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6678449.00 1693942.79 AI REG S ENERGYXXI 2019-06-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1560000.00 1645648.33 ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 453011.00 247973.74 AMERICAN GENERAL MORTGAGE LOAN TRUST 201 2040-03-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11802753.00 11729426.36 AMERICAN HME MTGE ASSET TRUST 2006-5 2046-11-25 1.040899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10448297.00 3014173.98 ASBURY AUTOMOTIVE GROUP INC 2020-11-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 278170.14 BAMLL COML MTG SECS TR 2012 CLRN 2029-08-15 6.151799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10081848.00 10095468.58 BAMLL COML MTG SECS TR 2014 IP 2028-06-15 2.807599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3175697.00 3180224.92 BANC AMER FDG 2014-R3 TR 2035-06-26 2.562800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2028535.00 2076712.71 BANK OF AMERICA STRUCTURED NOTES 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14926704.00 4727125.16 BARCLAYS PLC 2099-12-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3837600.00 3853323.50 BOYD GAMING CORP 2018-12-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1425000.00 1521484.38 BRIGGS & STRATTON CORP 2020-12-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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S.A. 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Note N First Tier Security N/A N/A 2014-10-01 2015-07-31 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Royal Bank of Canada Royal Bank of Canada 0.254200% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2014-10-17 N N N 18000000.00 18000000.00 0.0012 N 18003240.00 18003240.00 Royal Bank of Canada Royal Bank of Canada 0.235500% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2015-03-04 N N N 50000000.00 50000000.00 0.0034 N 50001500.00 50001500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MHK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N Y Letter of Credit Barclays Bank Plc N/A N/A 25000000.00 24997500.00 0.0017 N 24998250.00 24998250.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MJ35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2999450.00 0.0002 N 2999580.00 2999580.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MJB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-11 2014-09-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 25000000.00 24994590.28 0.0017 N 24995750.00 24995750.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.180000% 82124MJC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-12 2014-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39991600.00 0.0028 N 39992800.00 39992800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MJC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-12 2014-09-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 22000000.00 21995123.34 0.0015 N 21996040.00 21996040.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MJF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-15 2014-09-15 N N Y Letter of Credit Barclays Bank Plc N/A N/A 5000000.00 4998812.50 0.0003 N 4999050.00 4999050.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10000000.00 9987847.22 0.0007 N 9988400.00 9988400.00 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 74000000.00 74000000.00 0.0051 N 74008140.00 74008140.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HZS8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 3000000.00 3000000.00 0.0002 N 3000120.00 3000120.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HZV1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-16 2014-12-16 N N N 70000000.00 70000000.00 0.0048 N 70002800.00 70002800.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 145000000.00 145000000.00 0.0100 N 145007250.00 145007250.00 State Street Corp State Street Corp 0.210000% 85747KM84 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 72000000.00 71945820.00 0.0049 N 71951760.00 71951760.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U3N0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 23000000.00 23000000.00 0.0016 N 23000690.00 23000690.00 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 29000000.00 29000000.00 0.0020 N 29000000.00 29000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U6C1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 14000000.00 14000000.00 0.0010 N 14000000.00 14000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6W7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U7L0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 8000000.00 8000000.00 0.0006 N 8000000.00 8000000.00 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 9000000.00 9000000.00 0.0006 N 9000990.00 9000990.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UJ37 Certificate of Deposit N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N N 18000000.00 18000000.00 0.0012 N 18001080.00 18001080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UMH2 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 31000000.00 31000000.00 0.0021 N 31005270.00 31005270.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UP55 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 1000000.00 1000000.00 0.0001 N 1000060.00 1000060.00 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 80000000.00 80000000.00 0.0055 N 80037600.00 80037600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562USN3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 27000000.00 27000000.00 0.0019 N 27000810.00 27000810.00 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 31000000.00 31000000.00 0.0021 N 31002170.00 31002170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UXB3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-10 2014-09-10 N N N 27000000.00 27000000.00 0.0019 N 27002160.00 27002160.00 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 17000000.00 17000000.00 0.0012 N 17000170.00 17000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAL8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 35000000.00 35000000.00 0.0024 N 35000000.00 35000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAV6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 12000000.00 12000000.00 0.0008 N 12000000.00 12000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 54000000.00 54000000.00 0.0037 N 53994600.00 53994600.00 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 46000000.00 46000000.00 0.0032 N 46000920.00 46000920.00 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 78000000.00 78000000.00 0.0054 N 78002340.00 78002340.00 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 23000000.00 23000000.00 0.0016 N 23000920.00 23000920.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNM1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-16 2014-09-16 N N N 4000000.00 4000000.00 0.0003 N 4000160.00 4000160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNW9 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 42000000.00 42000000.00 0.0029 N 42002100.00 42002100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KPH0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 13000000.00 13000000.00 0.0009 N 12999610.00 12999610.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KPT4 Certificate of Deposit N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 35000000.00 35000000.00 0.0024 N 34998950.00 34998950.00 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 2014-08-01 2014-08-01 N N N 288000000.00 288000000.00 0.0198 Security is a time deposit. N 288000000.00 288000000.00 Swedbank AB Swedbank AB 0.255000% 87019SKM5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 40000000.00 39977050.00 0.0027 N 39984800.00 39984800.00 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 33000000.00 32979430.00 0.0023 N 32986140.00 32986140.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 143000000.00 143000000.00 0.0098 Security is a time deposit. N 142999556.70 142999556.70 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UJN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 7000000.00 6997775.55 0.0005 N 6997970.00 6997970.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UK66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 8000000.00 7996773.33 0.0005 N 7996960.00 7996960.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UKM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14100000.00 14093020.50 0.0010 N 14093373.00 14093373.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UNL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14000000.00 13985284.49 0.0010 N 13985860.00 13985860.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.205000% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-29 2014-09-02 N N N 98000000.00 98000000.00 0.0067 N 98003920.00 98003920.00 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 55000000.00 55000000.00 0.0038 N 55009350.00 55009350.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112UGV7 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 1000000.00 1000000.00 0.0001 N 1000000.00 1000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.224200% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2015-06-17 N N N 50000000.00 50000000.00 0.0034 N 50041000.00 50041000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJT9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 57000000.00 57000000.00 0.0039 N 57005700.00 57005700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112UNB3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 38000000.00 38000000.00 0.0026 N 38000000.00 38000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.226200% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-21 2015-07-21 N N N 92000000.00 92000000.00 0.0063 N 92004600.00 92004600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112UPZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 105000000.00 105000000.00 0.0072 N 105000000.00 105000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.205000% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 24000000.00 24000000.00 0.0017 N 23999520.00 23999520.00 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 36000000.00 35980560.00 0.0025 N 35991360.00 35991360.00 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 42000000.00 42000000.00 0.0029 N 42002940.00 42002940.00 UBS AG UBS AG 0.180000% 90267RYE3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 74000000.00 74000000.00 0.0051 N 74002220.00 74002220.00 United States Treasury Department United States Treasury Department 0.070000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-08-01 2016-01-31 N N N 103000000.00 102981082.33 0.0071 N 102988258.00 102988258.00 United States Treasury Department United States Treasury Department 0.095000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2014-08-01 2016-07-31 N N N 63000000.00 63000000.00 0.0043 N 62911926.00 62911926.00 Wells Fargo & Co Wells Fargo & Co 0.210000% 9497F1MB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-11 2014-12-11 N N N 37000000.00 36971510.00 0.0025 N 36978170.00 36978170.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222500% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2015-01-09 N N N 100000000.00 100000000.00 0.0069 N 100007000.00 100007000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221500% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2015-01-14 N N N 91000000.00 91000000.00 0.0063 N 91006370.00 91006370.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2015-04-07 N N N 107000000.00 107000000.00 0.0074 N 107003210.00 107003210.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2014-11-18 N N N 34000000.00 34000000.00 0.0023 N 34003400.00 34003400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226200% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2014-11-18 N N N 55000000.00 55000000.00 0.0038 N 55005500.00 55005500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.320600% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-09-15 2015-08-14 N N N 135000000.00 135000000.00 0.0093 N 135000540.00 135000540.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225200% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2015-05-01 N N N 38000000.00 38000000.00 0.0026 N 38001520.00 38001520.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.210000% 94988E3W6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 11000000.00 11000000.00 0.0008 N 11000330.00 11000330.00 Westpac Banking Corp Westpac Banking Corp 0.224300% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2015-03-27 N N N 40000000.00 40000000.00 0.0028 N 40019200.00 40019200.00 Westpac Banking Corp Westpac Banking Corp 0.235500% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2015-05-05 N N N 50000000.00 50000000.00 0.0034 N 50002000.00 50002000.00 Westpac Banking Corp Westpac Banking Corp 0.232800% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2015-05-11 N N N 20000000.00 20000000.00 0.0014 N 20000800.00 20000800.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-01 2015-01-12 N N N 95000000.00 95000000.00 0.0065 N 95003800.00 95003800.00 Westpac Banking Corp Westpac Banking Corp 0.226200% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-19 2015-02-19 N N N 40000000.00 40000000.00 0.0028 N 40016400.00 40016400.00 Westpac Banking Corp Westpac Banking Corp 0.232000% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-12 2015-06-12 N N N 46000000.00 46000000.00 0.0032 N 46001840.00 46001840.00 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 688703.94 688703.94 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 151807.82 151807.82 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 1167852.97 1167852.97 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 198439.92 198439.92