0001145549-14-006930.txt : 20140929 0001145549-14-006930.hdr.sgml : 20140929 20140807135656 ACCESSION NUMBER: 0001145549-14-006930 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: 141023052 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-07-31 0000857156 S000004508 4 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 85 11522155164.15 4087481.57 478158.30 11525764487.42 0.0022 1.0001 2014-07-31 1.0001 2014-07-31 C000012383 25000.00 7631649622.84 1.00 -89563827.06 94651591.62 184215418.68 0.0001 1.0001 2014-07-31 1.0001 2014-07-31 C000012384 1000000.00 1166372148.43 1.00 4211077.82 35153110.91 30942033.09 0.0001 1.0001 2014-07-31 1.0001 2014-07-31 C000012385 3000000.00 853476272.65 1.00 -30777778.47 23398077.53 54175856.00 0.0001 1.0001 2014-07-31 1.0001 2014-07-31 C000038267 10000000.00 1874266443.50 1.00 7952476.36 72045809.98 64093333.62 0.0001 1.0001 2014-07-31 1.0001 2014-07-31 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 59000000.00 59000000.00 0.0051 N 59001770.00 59001770.00 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 49000000.00 49000000.00 0.0043 N 48999510.00 48999510.00 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 5000000.00 5000000.00 0.0004 N 4999950.00 4999950.00 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 85000000.00 85000000.00 0.0074 Security is a time deposit. N 84999876.75 84999876.75 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 67000000.00 67000000.00 0.0058 Security is a time deposit. N 67000080.40 67000080.40 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 34000000.00 34000000.00 0.0029 N 34000986.00 34000986.00 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 3000000.00 3000000.00 0.0003 N 3000120.00 3000120.00 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 86000000.00 86000000.00 0.0075 N 86004300.00 86004300.00 Bank of America, NA Bank of America, NA 0.260000% 06052W5M1 Other Note N First Tier Security N/A N/A 2014-08-29 2014-08-29 N N N 50000000.00 50000000.00 0.0043 N 50004000.00 50004000.00 Bank of America, NA Bank of America, NA 0.250000% 06052W7H0 Other Note N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 19000000.00 19000000.00 0.0016 N 19001330.00 19001330.00 Bank of America, NA Bank of America, NA 0.250000% 06052W7J6 Other Note N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 25000000.00 25000000.00 0.0022 N 25001750.00 25001750.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCJ2 Other Note N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 15000000.00 15000000.00 0.0013 N 15002100.00 15002100.00 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 13000000.00 13000000.00 0.0011 N 13001950.00 13001950.00 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 57000000.00 57000000.00 0.0049 N 57005700.00 57005700.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDZ5 Other Note N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 20000000.00 20000000.00 0.0017 N 19998000.00 19998000.00 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 25000000.00 25000000.00 0.0022 N 24996500.00 24996500.00 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 100000000.00 100000000.00 0.0087 N 100000000.00 100000000.00 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 30000000.00 30000000.00 0.0026 N 30000000.00 30000000.00 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 50000000.00 50000000.00 0.0043 N 50000000.00 50000000.00 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 60000000.00 60000000.00 0.0052 N 60000000.00 60000000.00 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 19000000.00 18999313.36 0.0016 N 19000000.00 19000000.00 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 18000000.00 17999850.00 0.0016 N 17999820.00 17999820.00 Bank of Nova Scotia Bank of Nova Scotia 0.223400% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2014-09-09 N N N 59000000.00 59000000.00 0.0051 N 59003540.00 59003540.00 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 90000000.00 90000000.00 0.0078 N 89982900.00 89982900.00 Bank of Nova Scotia Bank of Nova Scotia 0.225000% 06417HRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2015-04-28 N N N 27000000.00 27000000.00 0.0023 N 27000000.00 27000000.00 Bank of the West Bank of the West 0.260000% 06426GET0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-10 2014-11-10 N N N 36000000.00 36000000.00 0.0031 N 36010080.00 36010080.00 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 20000000.00 20000000.00 0.0017 N 20005200.00 20005200.00 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 18000000.00 18000000.00 0.0016 N 18003060.00 18003060.00 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 18000000.00 18000000.00 0.0016 N 18002340.00 18002340.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HGM6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 40000000.00 40000000.00 0.0035 N 40004000.00 40004000.00 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 59000000.00 59000000.00 0.0051 N 59017700.00 59017700.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.100000% 06538HVG2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 135000000.00 135000000.00 0.0117 N 134998650.00 134998650.00 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 60000000.00 60000000.00 0.0052 N 60006000.00 60006000.00 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 24000000.00 24000000.00 0.0021 N 24002400.00 24002400.00 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 4000000.00 4000000.00 0.0003 N 4000440.00 4000440.00 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 56000000.00 56000000.00 0.0049 N 56029120.00 56029120.00 Barclays Bank Plc Barclays Bank Plc 0.290000% 06741XZK7 Certificate of Deposit N First Tier Security N/A N/A 2014-09-29 2014-09-29 N N N 68000000.00 68000000.00 0.0059 N 68019040.00 68019040.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 00799J004_0.0600_M140801_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-08-31 0.375000 Treasury Debt 34545400.00 34680096.08 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 34000000.00 34000000.00 0.0029 N 34000000.00 34000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140804_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2015-07-01 0.00 Government Agency Debt 25788000.00 25750865.28 First Tier Security N/A N/A 2014-08-04 2014-08-07 N N N 25000000.00 25000000.00 0.0022 N 24999750.00 24999750.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M140805_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-02-01 2.415000 Government Agency Debt 1100000.00 519928.50 Fannie Mae 2036-03-01 2.141999 Government Agency Debt 1675000.00 517656.03 Fannie Mae 2036-07-01 2.482000 Government Agency Debt 2200000.00 417140.29 Fannie Mae 2037-01-01 2.325000 Government Agency Debt 3800000.00 514001.38 Fannie Mae 2040-08-25 2.000000 Government Agency Debt 126487.00 92047.11 Fannie Mae 2041-02-01 2.918000 Government Agency Debt 4885135.00 1856791.23 Fannie Mae 2041-03-01 3.528999 Government Agency Debt 1550455.00 847182.42 Fannie Mae 2041-04-01 3.306999 Government Agency Debt 25234752.00 12175751.80 Fannie Mae 2044-07-01 2.960000 Government Agency Debt 773763.00 800997.65 Fannie Mae 2044-07-01 3.343000 Government Agency Debt 14653376.00 15195286.48 Fannie Mae 2044-07-25 0.500499 Government Agency Debt 8409087.00 8364672.04 Fannie Mae 2044-08-01 2.440999 Government Agency Debt 763000.00 781611.99 Fannie Mae 2044-08-01 3.154999 Government Agency Debt 499895.00 519856.89 Freddie Mac 2039-12-15 0.510000 Government Agency Debt 10905313.00 11663493.98 GNMA 2038-04-20 2.600000 Government Agency Debt 7346166.00 4738477.58 GNMA 2039-06-20 2.600000 Government Agency Debt 34670193.00 21516775.84 First Tier Security N/A N/A 2014-08-05 2014-08-07 N N N 77000000.00 77000000.00 0.0067 N 76999230.00 76999230.00 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 4000000.00 3999580.00 0.0003 N 3999760.00 3999760.00 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 7000000.00 6996616.67 0.0006 N 6997970.00 6997970.00 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 34000000.00 33990328.89 0.0029 N 33994900.00 33994900.00 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 57000000.00 57000000.00 0.0049 N 57013680.00 57013680.00 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 98000000.00 98000000.00 0.0085 N 98009800.00 98009800.00 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 17000000.00 17000000.00 0.0015 N 17001870.00 17001870.00 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 13000000.00 13000000.00 0.0011 N 13001560.00 13001560.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.230000% 923JDF006_0.2300_M140806_2MN4 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 1176919.20 ADVANCED MICRO DEVICES INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 958010.16 AMERICAN ELEC PWR INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1163774.00 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 1218823.40 CENTERPOINT ENERGY INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1179862.40 COVIDIEN PLC SHS 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1200831.20 DECKERS OUTDOOR CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1204929.70 ENERGIZER HLDGS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 544929.00 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 1210024.14 GLOBALSTAR INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 720768.72 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 1192656.96 JOHNSON & JOHNSON 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1203968.70 MASCO CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1137613.04 MCGRAW HILL COS INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1099470.24 METLIFE INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 135283.40 NORTHROP GRUMMAN CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 864841.20 RALPH LAUREN CORP CL A 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1183811.15 RED HAT INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 359765.88 REGAL ENTMT GROUP CL A 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1192200.00 SOTHEBYS COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1210583.22 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 1200373.40 STRYKER CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1202853.19 TRAVELERS COMPANIES INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 676411.72 VISTEON CORP COM NEW 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 311945.24 VOYA FINL INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 305193.15 WELLPOINT INC COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1167776.01 WYNDHAM WORLDWIDE CORP COM 2014-07-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 177600.25 Unrated Security N/A N/A 2014-08-06 2014-08-06 N Y BNP Paribas N/A N/A N 24000000.00 24000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 24000240.00 24000240.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M140801_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2027-09-01 1.280000 Government Agency Debt 3263512.00 243947.83 Fannie Mae 2040-07-01 3.613999 Government Agency Debt 1871321.00 595820.46 GNMA 2044-06-20 4.000000 Government Agency Debt 41105109.00 43651211.90 GNMA 2044-07-20 4.000000 Government Agency Debt 151735247.00 161509020.04 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 200000000.00 200000000.00 0.0174 N 200000000.00 200000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.230000% 988VYS000_0.2300_M140807_2MN4 0001197610 Other Repurchase Agreement N PRUDENTIAL FINCL INC 2044-05-16 4.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2051.00 2076.74 SANTANDER US DEBT SA UNIPERSONAL 2015-01-20 3.724000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7246703.00 7347924.14 First Tier Security N/A N/A 2014-08-07 2014-08-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 7000000.00 7000000.00 0.0006 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 7000560.00 7000560.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.410000% 988VYS000_0.4100_M140807_2MN4 0001197610 Other Repurchase Agreement N THE LIMITED 2037-07-15 7.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17718320.00 19550000.55 First Tier Security N/A N/A 2014-08-07 2014-08-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 17000000.00 17000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 17000000.00 17000000.00 BPCE SA BPCE SA 0.100000% 05571CH79 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 20000000.00 19999666.67 0.0017 N 19999400.00 19999400.00 BPCE SA BPCE SA 0.220000% 05571CJ85 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-08 2014-09-08 N N N 64000000.00 63985137.78 0.0056 N 63987840.00 63987840.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.130000% 10513DE55 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 38000000.00 38000000.00 0.0033 N 38001140.00 38001140.00 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 30000000.00 29993291.67 0.0026 N 29995200.00 29995200.00 Caisse des Depots et Consignations Caisse des Depots et Consignations 0.200000% 12800BMH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-17 2014-12-17 N N N 51000000.00 50960900.00 0.0044 N 50961240.00 50961240.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JBQ1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 40000000.00 40000000.00 0.0035 N 40000000.00 40000000.00 Charta, LLC Charta, LLC 0.240000% 16115XHC2 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 76000000.00 75994426.66 0.0066 N 75996960.00 75996960.00 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 1000000.00 999886.67 0.0001 N 999930.00 999930.00 Charta, LLC Charta, LLC 0.250000% 16115XN27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N Y Letter of Credit Citibank NA N/A N/A 61000000.00 60934763.89 0.0053 N 60941440.00 60941440.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUF8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 41000000.00 41000000.00 0.0036 N 41025830.00 41025830.00 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 46000000.00 46000000.00 0.0040 N 46028980.00 46028980.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUK7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 13000000.00 13000000.00 0.0011 N 13009490.00 13009490.00 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 11000000.00 10999770.83 0.0010 N 10999890.00 10999890.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CJ53 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 43000000.00 42990384.72 0.0037 N 42993120.00 42993120.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CMF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-15 2014-12-15 N N Y Letter of Credit Citibank NA N/A N/A 24000000.00 23977333.33 0.0021 N 23980800.00 23980800.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CN82 Asset Backed Commercial 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LLC N/A N/A 78000000.00 77948520.00 0.0068 N 77967240.00 77967240.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.270000% 19422GKW3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-30 2014-10-30 N N Y Guaranty JP Morgan Securities LLC N/A N/A 45000000.00 44969625.00 0.0039 N 44980650.00 44980650.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.536100% 20271FAP1 Other Note N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 50000000.00 50000000.00 0.0043 N 50006750.00 50006750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.225200% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-11-26 N N N 10000000.00 10000000.00 0.0009 N 10001100.00 10001100.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.223400% 20272AGG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-11 2015-01-09 N N N 20500000.00 20500000.00 0.0018 N 20501435.00 20501435.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.226200% 20272AGJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-21 2015-01-16 N N N 111000000.00 111000000.00 0.0096 N 111007770.00 111007770.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.235000% 923RZZ000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2015-02-25 N N N 60000000.00 60000000.00 0.0052 N 60001500.00 60001500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.236200% 924DPV000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2015-06-19 N N N 40000000.00 40000000.00 0.0035 N 40005160.00 40005160.00 CRC Funding, LLC CRC Funding, LLC 0.230000% 12622VL36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13991592.22 0.0012 N 13993000.00 13993000.00 Credit Agricole Corporate and 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0.0017 N 20000600.00 20000600.00 Credit Suisse AG Credit Suisse AG 0.240000% 22549TK31 Certificate of Deposit N First Tier Security N/A N/A 2014-09-11 2014-09-11 N N N 68000000.00 68000000.00 0.0059 N 68002040.00 68002040.00 Credit Suisse AG Credit Suisse AG 0.240000% 22549TM21 Certificate of Deposit N First Tier Security N/A N/A 2014-09-15 2014-09-15 N N N 37000000.00 37000000.00 0.0032 N 37001480.00 37001480.00 Credit Suisse AG Credit Suisse AG 0.220000% 22549TS74 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 34000000.00 34000000.00 0.0029 N 34000680.00 34000680.00 Credit Suisse AG Credit Suisse AG 0.270000% 22549TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N N 38000000.00 38000000.00 0.0033 N 38002432.00 38002432.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.280000% 988WZK004_0.2800_M140806_2MN4 0001230485 Other Repurchase Agreement N FBRSI TRUST-5 2035-12-15 0.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6433000.00 4466773.52 HVMLT 2034-06-19 0.906200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4863000.00 596266.57 LXS 2033-11-25 0.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1860000.00 344781.71 MLCC 2005-B B1 2030-07-25 0.755000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 343361.36 First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 5000000.00 5000000.00 0.0004 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 5000000.00 5000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M140904_2MN4 0001230485 Other Repurchase Agreement N CFLX 2007-2 A1 2037-05-25 0.435000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 91635000.00 29178776.54 CFLX 2007-3 2A1 2037-07-25 0.455000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 111613000.00 36372662.98 First Tier Security N/A N/A 2014-09-04 2014-09-04 N N N 57000000.00 57000000.00 0.0049 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 57027360.00 57027360.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141021_2MN4 0001230485 Other Repurchase Agreement N CGCMT 2007-C6 AJ 2049-12-10 5.709600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4740000.00 4601212.77 First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 4000000.00 4000000.00 0.0003 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5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17947799.00 5479876.99 First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 34000000.00 34000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 34000000.00 34000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141103_2MN4 0001230485 Other Repurchase Agreement N BAFC 2005-E 2A1 2035-05-20 2.647600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70156000.00 14361563.10 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000000.00 26264134.41 BEAR STEARNS ALT A 11 5A1 2035-04-25 5.440999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 10093618.33 INDA 2007-AR1 1A2 2037-03-25 2.820800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24695000.00 7286169.84 INDX 2005-AR15 A2 2035-09-25 4.553099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95895000.00 27371745.61 INDX 2005-AR23 3A1 2035-11-25 2.350900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 6447633.50 NAA 2005-AP2 A3 2035-05-25 5.033999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 797000.00 713008.86 NAA 2005-AP3 A2 2035-08-25 5.123000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65732000.00 9239937.43 RFMSI 2036-02-25 3.224000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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39582050.15 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 79779198.00 79779198.00 0.0069 N 79779198.00 79779198.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 991JCA005_0.0900_M140806_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2014-10-15 4.625000 Government Agency Debt 10814000.00 11061835.85 Fannie Mae 2014-11-20 2.625000 Government Agency Debt 81972000.00 83020182.79 Freddie Mac 2017-02-22 0.875000 Government Agency Debt 72449000.00 72778502.08 First Tier Security N/A N/A 2014-08-06 2014-08-07 N N N 162000000.00 162000000.00 0.0141 N 162000000.00 162000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 991JCA005_0.1000_M140807_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2017-06-01 0.00 Government Agency Debt 73963000.00 71523700.26 Freddie Mac 2018-11-21 1.700000 Government Agency Debt 5708000.00 5726525.63 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 75000000.00 75000000.00 0.0065 N 75000000.00 75000000.00 DNB Bank ASA DNB Bank ASA 0.220000% 23290QFB4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 30000000.00 30000000.00 0.0026 N 29997300.00 29997300.00 DNB Bank ASA DNB Bank ASA 0.090000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 100000000.00 100000000.00 0.0087 Security is a time deposit. N 99999355.00 99999355.00 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 100000000.00 100000000.00 0.0087 Security is a time deposit. N 99999570.00 99999570.00 EMF LLC Bonds (One Workplace) Series 2012 0.170000% 26868TAA0 Variable Rate Demand Note N First Tier Security N/A N/A 2014-08-07 2014-08-07 Y Comerica Bank N/A N/A Y Comerica Bank N/A N/A N 4275000.00 4275000.00 0.0004 N 4275000.00 4275000.00 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 30973000.00 30973000.00 0.0027 N 30973000.00 30973000.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385A30 Government Agency Debt N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 23389000.00 23389000.00 0.0020 N 23389000.00 23389000.00 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 79000000.00 78999286.81 0.0069 N 78999763.00 78999763.00 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 40000000.00 39999666.66 0.0035 N 39999880.00 39999880.00 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 25362000.00 25361358.90 0.0022 N 25361822.47 25361822.47 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385C61 Government Agency Debt N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 61400000.00 61397893.64 0.0053 N 61399386.00 61399386.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140801_2MN4 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2021-02-15 3.625000 Treasury Debt 450553400.00 500000702.18 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 500000000.00 500000000.00 0.0434 N 500000000.00 500000000.00 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 51000000.00 50970250.00 0.0044 N 50984190.00 50984190.00 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 14000000.00 13999906.67 0.0012 N 13999860.00 13999860.00 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 85000000.00 84999291.67 0.0074 N 84999150.00 84999150.00 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 2350000.00 2350000.00 0.0002 N 2350000.00 2350000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140804_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2033-10-01 3.500000 Government Agency Debt 9462774.00 9144069.05 Freddie Mac 2026-11-01 3.000000 Government Agency Debt 12925119.00 9143560.53 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 488655.00 440488.60 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 7552770.00 7791882.60 First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 26000000.00 26000000.00 0.0023 N 25999740.00 25999740.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M140807_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-04-01 3.000000 Government Agency Debt 13829000.00 10603939.99 Fannie Mae 2033-11-01 3.500000 Government Agency Debt 10964117.00 10592927.32 Fannie Mae 2034-04-01 5.500000 Government Agency Debt 130408521.00 10601688.52 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 7174111.00 7246312.90 Freddie Mac 2026-01-01 3.000000 Government Agency Debt 15902499.00 10561549.43 Freddie Mac 2041-01-01 4.500000 Government Agency Debt 35000000.00 10671818.58 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 12000000.00 10663439.96 Freddie Mac 2044-01-01 4.000000 Government Agency Debt 10484601.00 10658323.62 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 80000000.00 80000000.00 0.0069 N 80000000.00 80000000.00 HSBC Bank USA HSBC Bank USA 0.210000% 40428AYF8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 58000000.00 58000000.00 0.0050 N 58006960.00 58006960.00 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 4775000.00 4775000.00 0.0004 N 4775000.00 4775000.00 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 75000000.00 74961875.00 0.0065 N 74978250.00 74978250.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 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 10000000.00 9989833.33 0.0009 N 9992000.00 9992000.00 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 68000000.00 68000000.00 0.0059 N 68042160.00 68042160.00 ING Bank NV ING Bank NV 0.300000% 923WAK009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 24000000.00 24000000.00 0.0021 N 24004320.00 24004320.00 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 30000000.00 30000000.00 0.0026 N 30006300.00 30006300.00 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 28000000.00 28000000.00 0.0024 N 28005880.00 28005880.00 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 71000000.00 70980277.77 0.0062 N 70990770.00 70990770.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M141029_2MN4 0001168163 Other Repurchase Agreement N 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 917753.00 950105.73 144A UBSCM 2007-FL1 D 2024-07-15 0.726800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2093575.00 2093623.20 BANC OF AMER FDNG 2006 2036-07-20 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12176190.00 3086078.94 BCAP LLC 2012 RR1 TR 2046-12-26 0.339299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53022.00 50138.67 BEAR STAERNS COMMERCIAL MTGE 2038-09-11 5.936899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24214.00 23229.22 BEAR STEARNS CMBS 2007-TOP28 2042-09-12 6.147599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 169406.00 145940.95 BEAR STEARNS COMML MTGE SEC TR 2050-06-13 6.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9225.00 8726.77 BSCMS 2007-PW17 AJ 2050-06-13 6.078800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10098.00 10348.69 CITIGROUP COML MTG TR 2013-GC15 2046-09-12 5.277000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3623152.00 3914200.71 COMM 2010 C1 MORTGAGE TRUST 2046-07-12 6.079200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 69887.00 17726.36 ALTERNATIVE LOAN TRUST 2007-5CB 2037-04-25 0.604999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48442.00 15268.20 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 25457472.00 25299313.07 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 528629.00 152501.39 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 19450.00 19911.94 BANC OF AMERICA ALT LOAN TRUST 2046-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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2014-09-04 2014-09-04 N N N 168000000.00 168000000.00 0.0146 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 168000000.00 168000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 992JYF009_0.0700_M140806_2MN4 0000728612 Government Agency Repurchase Agreement Y GNMA 2036-04-20 1.625000 Government Agency Debt 21183787.00 3367380.43 GNMA 2039-12-20 4.500000 Government Agency Debt 17740094.00 5024830.93 GNMA 2041-07-20 3.500000 Government Agency Debt 10026064.00 4569032.09 GNMA 2063-06-20 4.602999 Government Agency Debt 5000000.00 5123843.66 GNMA 2063-10-20 2.161999 Government Agency Debt 2862307.00 3017058.10 GNMA 2063-12-20 2.169000 Government Agency Debt 5000000.00 5254859.46 GNMA 2063-12-20 2.448000 Government Agency Debt 4921156.00 5227791.43 GNMA 2064-06-20 1.250000 Government Agency Debt 4973709.00 4919230.31 GNMA 2064-06-20 2.520999 Government 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N 30000000.00 30000000.00 0.0026 N 30000000.00 30000000.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.070000% 65558EZ84 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 85000000.00 85000000.00 0.0074 N 84999150.00 84999150.00 NRW.BANK NRW.BANK 0.075000% 62939MH42 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 75000000.00 74999531.25 0.0065 N 74999250.00 74999250.00 Old Line Funding, LLC Old Line Funding, LLC 0.230000% 67983UMF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-15 2014-12-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10990442.22 0.0010 N 10994060.00 10994060.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983UNV1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-29 2015-01-29 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 8000000.00 7991151.11 0.0007 N 7992640.00 7992640.00 Old Line Funding, LLC Old Line Funding, LLC 0.215500% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 40000000.00 40000000.00 0.0035 N 40000800.00 40000800.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.250000% 69033PYE4 Certificate of Deposit N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N N 27000000.00 27000000.00 0.0023 N 27004050.00 27004050.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.190000% 69033RHL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 65000000.00 64993481.94 0.0056 N 64996100.00 64996100.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.250000% 69033RL53 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 26000000.00 25982666.67 0.0023 N 25987780.00 25987780.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBD3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 47000000.00 47000000.00 0.0041 N 47012220.00 47012220.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 20000000.00 20000000.00 0.0017 N 20005200.00 20005200.00 Rabobank Nederland Rabobank Nederland 0.230000% 21684BRV8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 59000000.00 59000000.00 0.0051 N 59000000.00 59000000.00 Rabobank Nederland Rabobank Nederland 0.230000% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2014-09-08 2015-05-07 N N N 70000000.00 70000000.00 0.0061 N 69951119.00 69951119.00 Rabobank Nederland Rabobank Nederland 0.225500% 21684BZJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2015-04-20 N N N 115000000.00 115000000.00 0.0100 N 115004600.00 115004600.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.250000% 76582KH53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N Y Guaranty BNP Paribas N/A N/A 44000000.00 43998777.78 0.0038 N 43999120.00 43999120.00 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 28000000.00 28000000.00 0.0024 N 28000840.00 28000840.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MHE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N Y Letter of Credit Barclays Bank Plc N/A N/A 2000000.00 1999855.56 0.0002 N 1999900.00 1999900.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MHJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 18000000.00 17998385.00 0.0016 N 17998740.00 17998740.00 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 2400000.00 2399760.00 0.0002 N 2399832.00 2399832.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124MHR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N Y Letter of Credit Barclays Bank Plc N/A N/A 7000000.00 6999066.67 0.0006 N 6999370.00 6999370.00 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 18000000.00 17996105.00 0.0016 N 17996940.00 17996940.00 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 10000000.00 9997783.33 0.0009 N 9998200.00 9998200.00 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 26000000.00 25988170.00 0.0023 N 25993760.00 25993760.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050UKE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 2096000.00 2094922.89 0.0002 N 2095329.28 2095329.28 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050UNM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 40000000.00 39951944.44 0.0035 N 39952400.00 39952400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HD60 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 10000000.00 9999751.72 0.0009 N 9999500.00 9999500.00 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 4000000.00 4000000.00 0.0003 N 4000440.00 4000440.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83051HXF8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 25000000.00 25000000.00 0.0022 N 25005000.00 25005000.00 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 0.0003 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 2000000.00 2000000.00 0.0002 N 2000080.00 2000080.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.090000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 40000000.00 40000000.00 0.0035 Security is a time deposit. N 39999944.00 39999944.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.210000% 8574P1CS3 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 87000000.00 87000000.00 0.0075 N 87003480.00 87003480.00 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 30000000.00 30000000.00 0.0026 N 30001500.00 30001500.00 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 57000000.00 56957107.50 0.0049 N 56961810.00 56961810.00 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 44000000.00 44000000.00 0.0038 N 44000440.00 44000440.00 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 13000000.00 13000000.00 0.0011 N 13001820.00 13001820.00 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 33000000.00 33000000.00 0.0029 N 33005610.00 33005610.00 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 40000000.00 40000000.00 0.0035 N 40018800.00 40018800.00 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 6000000.00 6000000.00 0.0005 N 6002880.00 6002880.00 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 2000000.00 2000000.00 0.0002 N 2000340.00 2000340.00 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 11000000.00 11000000.00 0.0010 N 11000000.00 11000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UVH2 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 49000000.00 49000000.00 0.0043 N 49003430.00 49003430.00 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 20000000.00 20000000.00 0.0017 N 20001400.00 20001400.00 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 24000000.00 24000000.00 0.0021 N 24001920.00 24001920.00 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 34000000.00 34000000.00 0.0029 N 34000000.00 34000000.00 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 27000000.00 27000000.00 0.0023 N 27000000.00 27000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562YDJ0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 11000000.00 11000000.00 0.0010 N 11000550.00 11000550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YEA8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 5000000.00 5000000.00 0.0004 N 4999550.00 4999550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJP0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-28 2015-01-28 N N N 26000000.00 26000000.00 0.0023 N 25997400.00 25997400.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KME0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-11 2014-08-11 N N N 50000000.00 50000000.00 0.0043 N 50000500.00 50000500.00 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 21000000.00 21000000.00 0.0018 N 21000840.00 21000840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KNS8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N N 31000000.00 31000000.00 0.0027 N 31000930.00 31000930.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KNT6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 19000000.00 19000000.00 0.0016 N 19000760.00 19000760.00 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 29000000.00 29000000.00 0.0025 N 29001450.00 29001450.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KPB3 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 77000000.00 77000000.00 0.0067 N 76997690.00 76997690.00 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 6000000.00 6000000.00 0.0005 N 5999820.00 5999820.00 Sunshine State Government Financing Commission CP Revenue Taxable Notes Series H 0.200000% 86803JAG1 Other Commercial Paper N First Tier Security N/A N/A 2014-10-09 2014-10-09 N N Y Liquidity Facility JPMorgan Chase Bank NA N/A N/A Obligor Orlando N/A N/A 7230000.00 7230000.00 0.0006 N 7230289.20 7230289.20 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 210000000.00 210000000.00 0.0182 Security is a time deposit. N 210000000.00 210000000.00 Swedbank AB Swedbank AB 0.250000% 87019SKL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 22000000.00 21987777.78 0.0019 N 21991860.00 21991860.00 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 37000000.00 36978771.25 0.0032 N 36985940.00 36985940.00 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 96000000.00 96000000.00 0.0083 Security is a time deposit. N 95999702.40 95999702.40 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 32000000.00 31989831.11 0.0028 N 31990720.00 31990720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.222000% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-08-18 2015-06-16 N N N 17000000.00 17000000.00 0.0015 N 17000680.00 17000680.00 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 70000000.00 70000000.00 0.0061 N 70057400.00 70057400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJM4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 165000000.00 165000000.00 0.0143 N 165016500.00 165016500.00 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 48000000.00 48000000.00 0.0042 N 48004800.00 48004800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112UNC1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 124000000.00 124000000.00 0.0108 N 124000000.00 124000000.00 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 37000000.00 37000000.00 0.0032 N 37000000.00 37000000.00 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 64000000.00 64000000.00 0.0056 N 64001920.00 64001920.00 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 86000000.00 85978743.19 0.0075 N 85990196.00 85990196.00 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 46000000.00 46000000.00 0.0040 N 45935692.00 45935692.00 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 147000000.00 147000000.00 0.0128 N 147010290.00 147010290.00 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 80000000.00 80000000.00 0.0069 N 80005600.00 80005600.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221500% 9497P63B2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2015-01-14 N N N 100000000.00 100000000.00 0.0087 N 100007000.00 100007000.00 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 50000000.00 50000000.00 0.0043 N 50000200.00 50000200.00 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 43000000.00 43000000.00 0.0037 N 43001720.00 43001720.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236200% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-20 2015-05-20 N N N 58000000.00 58000000.00 0.0050 N 58004060.00 58004060.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-10-29 N N N 137000000.00 137000000.00 0.0119 N 137021920.00 137021920.00 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 52000000.00 52000000.00 0.0045 N 52024960.00 52024960.00 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 100000000.00 100000000.00 0.0087 N 100004000.00 100004000.00 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 30000000.00 30000000.00 0.0026 N 30001200.00 30001200.00 Westpac Banking Corp Westpac Banking Corp 0.231500% 9612C4MF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-12 2015-06-12 N N N 30000000.00 30000000.00 0.0026 N 30001200.00 30001200.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 490837.88 490837.88 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 418372.51 418372.51 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 397035.51 397035.51 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 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 583501.99 583501.99 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 737886.98 737886.98 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 700254.75 700254.75 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0002 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 1749875.64 1749875.64 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 664260.48 664260.48 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 630383.20 630383.20 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 233751.80 233751.80 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 221830.46 221830.46 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 369082.00 369082.00 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 350258.81 350258.81 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 110703.48 110703.48 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 105057.60 105057.60