0001145549-14-009433.txt : 20141229 0001145549-14-009433.hdr.sgml : 20141225 20141107143747 ACCESSION NUMBER: 0001145549-14-009433 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141031 FILED AS OF DATE: 20141107 DATE AS OF CHANGE: 20141107 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: 141204360 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-10-31 0000857156 S000004504 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 53 89 38703804272.79 11881227.06 115269204.05 38600416295.80 0.0021 1.0001 2014-10-31 1.0001 2014-10-31 C000012378 1.00 38600416295.80 1.00 -192223633.17 7571975566.81 7764199199.98 0.0006 1.0001 2014-10-31 1.0001 2014-10-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.160000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-11-07 2014-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6500000.00 6500000.00 0.0002 N 6500000.00 6500000.00 Abbey National North America, LLC Abbey National North America, LLC 0.060000% 0027A1L31 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N Y Santander UK Plc N/A N/A N 165000000.00 165000000.00 0.0043 N 164999043.00 164999043.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3Q7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-11 2015-02-11 N Y Santander UK Plc N/A N/A N 22000000.00 22000000.00 0.0006 N 21998020.00 21998020.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.302000% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-12-05 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0051 N 198003960.00 198003960.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 170000000.00 170000000.00 0.0044 Security is a time deposit. N 170000000.00 170000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M141106 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 233000000.00 233000000.00 0.0060 Security is a time deposit. N 233000314.55 233000314.55 Automatic Data Processing, Inc Automatic Data Processing, Inc 0.090000% 0530A3L63 Other Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 113000000.00 112999152.50 0.0029 N 112998870.00 112998870.00 Bank of America, NA Bank of America, NA 0.352000% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-11-05 2015-03-05 N N N 104000000.00 104000000.00 0.0027 N 104001768.00 104001768.00 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 96000000.00 96000000.00 0.0025 N 96015360.00 96015360.00 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 45000000.00 45000000.00 0.0012 N 45007650.00 45007650.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCP8 Other Note N First Tier Security N/A N/A 2014-12-15 2014-12-15 N N N 91000000.00 91000000.00 0.0024 N 91017290.00 91017290.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDL6 Other Note N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 145000000.00 145000000.00 0.0038 N 145031900.00 145031900.00 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 118000000.00 118000000.00 0.0031 N 118027140.00 118027140.00 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 21000000.00 21000000.00 0.0005 N 21006090.00 21006090.00 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 90000000.00 90000000.00 0.0023 N 90020700.00 90020700.00 Bank of America, NA Bank of America, NA 0.250000% 06053HED3 Other Note N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 58000000.00 58000000.00 0.0015 N 58015660.00 58015660.00 Bank of America, NA Bank of America, NA 0.200000% 06053HEG6 Other Note N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 140000000.00 140000000.00 0.0036 N 140014000.00 140014000.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAM9 Other Note N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 54000000.00 54000000.00 0.0014 N 54004860.00 54004860.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAS6 Other Note N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 50000000.00 50000000.00 0.0013 N 50005000.00 50005000.00 Bank of America, NA Bank of America, NA 0.240000% 06053PAX5 Other Note N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 75000000.00 75000000.00 0.0019 N 74988750.00 74988750.00 Bank of Montreal Bank of Montreal 0.170000% 06366CFZ6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 50000000.00 50000000.00 0.0013 N 49993000.00 49993000.00 Bank of New York Mellon Bank of New York Mellon 0.050000% 05799E004 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 575000000.00 575000000.00 0.0149 Security is a time deposit. N 575000000.00 575000000.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.070000% 06405XL37 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 215000000.00 215000000.00 0.0056 N 214998925.00 214998925.00 Bank of Nova Scotia Bank of Nova Scotia 0.222000% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-25 2014-11-25 N N N 100000000.00 100000000.00 0.0026 N 100003000.00 100003000.00 Bank of Nova Scotia Bank of Nova Scotia 0.222500% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-10 2015-06-09 N N N 171000000.00 171000000.00 0.0044 N 171005130.00 171005130.00 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 108000000.00 108000000.00 0.0028 N 108006480.00 108006480.00 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 70000000.00 70000000.00 0.0018 N 70004200.00 70004200.00 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 83000000.00 83000000.00 0.0022 N 83004150.00 83004150.00 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 193000000.00 193000000.00 0.0050 N 193013510.00 193013510.00 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 2000000.00 2000000.00 0.0001 N 2000140.00 2000140.00 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 104000000.00 104000000.00 0.0027 N 104028080.00 104028080.00 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 149000000.00 149000000.00 0.0039 N 149040230.00 149040230.00 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 57000000.00 57000000.00 0.0015 N 57016530.00 57016530.00 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 31000000.00 31000000.00 0.0008 N 31008990.00 31008990.00 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 10000000.00 10000000.00 0.0003 N 10001100.00 10001100.00 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 110000000.00 110000000.00 0.0028 N 110033000.00 110033000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HU40 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 100000000.00 100000000.00 0.0026 N 100009000.00 100009000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HXM7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 48000000.00 48000000.00 0.0012 N 48006240.00 48006240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HZM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N N 5000000.00 5000000.00 0.0001 N 5000550.00 5000550.00 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 92000000.00 92000000.00 0.0024 N 92014720.00 92014720.00 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 11000000.00 11000000.00 0.0003 N 11001760.00 11001760.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE38 Certificate of Deposit N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 141000000.00 141000000.00 0.0037 N 141022560.00 141022560.00 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 99000000.00 99000000.00 0.0026 N 99015840.00 99015840.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XH84 Certificate of Deposit N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N N 80000000.00 80000000.00 0.0021 N 80000000.00 80000000.00 Barclays Bank Plc Barclays Bank Plc 0.180000% 06741XK23 Certificate of Deposit N First Tier Security N/A N/A 2014-12-30 2014-12-30 N N N 276000000.00 276000000.00 0.0072 N 276019320.00 276019320.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XL30 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 4000000.00 4000000.00 0.0001 N 4000360.00 4000360.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M141103_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-05-31 0.250000 Treasury Debt 1725700.00 1729122.20 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 1695151.00 1695151.00 0.0000 N 1695151.00 1695151.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M141104_2M49 0000851376 Government Agency Repurchase Agreement Y 2.875 TVBD 24 A 2024-09-15 2.875000 Government Agency Debt 64992000.00 65380363.31 4.70 TVBD 33B 2033-07-15 4.700000 Government Agency Debt 14966000.00 17314448.09 Fannie Mae 2015-04-22 0.00 Government Agency Debt 54833000.00 54818743.42 Fannie Mae 2017-10-26 0.875000 Government Agency Debt 331000.00 329592.10 Fannie Mae 2032-07-26 3.000000 Government Agency Debt 61803000.00 56121244.20 Freddie Mac 2015-04-14 0.102999 Government Agency Debt 86000000.00 86012782.94 Freddie Mac 2015-05-28 0.101999 Government Agency Debt 29020000.00 29022858.47 First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 300000000.00 300000000.00 0.0078 N 300000000.00 300000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M141107_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2023-08-28 2.660000 Government Agency Debt 2340000.00 2286542.70 Fannie Mae 2024-10-01 3.250000 Government Agency Debt 6063785.00 6295896.58 Fannie Mae 2041-04-01 3.113999 Government Agency Debt 52699998.00 19361020.53 Fannie Mae 2044-10-01 2.116000 Government Agency Debt 22806362.00 23791802.10 Fannie Mae 2044-10-01 2.232000 Government Agency Debt 53853499.00 56204204.23 Fannie Mae 2044-10-01 2.283000 Government Agency Debt 28975555.00 30245930.26 Fannie Mae 2044-10-01 2.299000 Government Agency Debt 44740296.00 46704573.96 Fannie Mae 2044-10-01 3.204000 Government Agency Debt 1409827.00 1476572.44 Freddie Mac 2019-10-02 1.250000 Government Agency Debt 45021902.00 44064148.58 First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 222000000.00 222000000.00 0.0058 N 222000000.00 222000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.300000% 06737JPL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-20 2015-02-20 N Y Barclays Bank Plc N/A N/A N 4000000.00 3996366.67 0.0001 N 3997280.00 3997280.00 Barclays US Funding Corp Barclays US Funding Corp 0.300000% 06737JR15 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y Barclays Bank Plc N/A N/A N 13000000.00 12983858.34 0.0003 N 12985570.00 12985570.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.130000% 08224ML36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 11750000.00 11750000.00 0.0003 N 11749882.50 11749882.50 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 40000000.00 40000000.00 0.0010 N 40000800.00 40000800.00 BNP Paribas BNP Paribas 0.240000% 05572NVH6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 89000000.00 89000000.00 0.0023 N 89000890.00 89000890.00 BNP Paribas BNP Paribas 0.250000% 05572NVN3 Certificate of Deposit N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 29000000.00 29000000.00 0.0008 N 29001740.00 29001740.00 BNP Paribas BNP Paribas 0.250000% 05572NVQ6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 17000000.00 17000000.00 0.0004 N 17001020.00 17001020.00 BNP Paribas BNP Paribas 0.245000% 05572NVR4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-10 2014-12-10 N N N 230000000.00 230000000.00 0.0060 N 230016100.00 230016100.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.230000% 923JDF006_0.2300_M141105_2M49 0001197610 Other Repurchase Agreement N ADVANCED MICRO DEVICES INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1841356.00 ALLEGION PUB LTD CO ORD SHS 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 791547.68 ALLIANCE ONE INTL INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 40092.96 ALLIANT ENERGY CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1051231.80 AMERICAN INTL GROUP INC COM NEW 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3150128.95 AMERICAN TOWER CORP NEW COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3150063.90 APACHE CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 503075.16 ARCHER DANIELS MIDLAND CO COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3062448.68 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3129463.58 BLACK HILLS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1042860.00 BLOCK H & R INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 981998.22 BOOZ ALLEN HAMILTON HLDG CORCL A 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 956137.49 CAPITAL ONE FINL CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1668599.68 CENTRAL PAC FINL CORP COM NEW 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 9228.66 CHENIERE ENERGY INC COM NEW 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2250112.50 CHEVRON CORP NEW COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2212501.60 CONAGRA FOODS INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 882.18 CORPORATE OFFICE PPTYS TR SH BEN I 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 854986.96 DEVON ENERGY CORP NEW COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 437424.90 EQUITY RESIDENTIAL SH BEN I 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 67154.36 EXXON MOBIL CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1031771.80 FIVE STAR QUALITY CARE INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 165446.08 FREEPORT-MCMORAN COPPER & GOCOM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 109118.88 GNC HLDGS INC COM CL A 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 389017.20 HECLA MNG CO COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 88103.68 INTERNATIONAL RECTIFIER CORPCOM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 930666.75 ITC HLDGS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1033122.50 LACLEDE GROUP INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1040550.72 LAZARD LTD SHS A 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2035625.04 MCDERMOTT INTL INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 542358.80 MCDONALDS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3150080.92 MIDSTATES PETE CO INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 244.36 MONSTER WORLDWIDE INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3150137.08 NABORS INDUSTRIES LTD SHS 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3076307.50 NISOURCE INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2116847.57 OASIS PETE INC NEW COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2819.52 PRECISION CASTPARTS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1374777.72 QUANTUM CORP COM DSSG 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 24988.04 QUICKSILVER RESOURCES INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 18182.88 QUINTILES TRANSNATIO HLDGS ICOM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 972019.50 RESOLUTE FST PRODS INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3069833.07 ROCKWELL COLLINS INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1160905.82 SOUTHWEST GAS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1020639.84 STILLWATER MNG CO COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 872144.55 TABLEAU SOFTWARE INC CL A 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 670775.97 TEAM HEALTH HOLDINGS INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1019758.95 THIRD PT REINS LTD COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 787925.84 TREMOR VIDEO INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 94557.63 TRW AUTOMOTIVE HLDGS CORP COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3128669.82 TYCO INTERNATIONAL LTD SHS 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 919564.80 VANTAGE DRILLING COMPANY ORD SHS 2014-10-31 999.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 135288.62 VERIZON COMMUNICATIONS INC COM 2014-10-31 999.000000 Other Instrument common stocks, ETFs, 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0.937500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25584000.00 8718731.04 WMALT 2007-5 A10 2037-06-25 0.571999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 5654473.60 First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 68000000.00 68000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 68000000.00 68000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150210_2M49 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.601999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10326000.00 1446651.08 144A ARMOR 2005-1A B1 2037-12-10 0.581799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1722105.50 144A BSSP 2007-R1 A1 2037-02-27 2.652000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17500000.00 61096.74 144A MARM 2005-5 A2 2045-04-26 0.562699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11900000.00 680166.11 144A RESIX 2003-CB1 B7 2035-06-10 6.151799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2150000.00 374388.04 144A SASIF 2006-AA B4 2037-12-25 0.581999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796000.00 6491.62 AHM 2004-1 1M3 2044-04-25 3.152000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7106500.00 82386.91 AHM 2004-1 3M2 2044-04-25 1.893599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 111245.75 ARMT 2004-3 CB1 2035-02-25 1.127000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2380000.00 156442.04 BOAMS 2003-B B2 2033-03-25 3.073100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 47188.83 BOAMS 2003-D B2 2033-05-25 2.705099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4328000.00 406568.02 BOAMS 2005-9 1A8 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2980000.00 128389.80 BSABS 2034-10-25 1.952000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14333000.00 1387073.34 BSABS 2005-AC3 1M1 2035-07-25 0.601999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9002000.00 341158.00 BVMBS 2004-1 1B1 2034-11-20 1.806999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 490384.13 CMLTI 2005-11 A2B 2035-12-25 2.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 955867.47 CMLTI 2006-AR9 1M1 2036-11-25 0.491999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3858536.78 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 1433259.24 COMM 2006-C7 AJ 2046-06-10 5.780899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2595000.00 2509251.80 CSFB 2002-AR25 CB1 2032-09-25 2.420100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10509000.00 481931.31 CSFB 2002-AR31 CB1 2032-11-25 2.401800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 204597.34 CSFB 2003-AR26 CB1 2033-11-25 1.255800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5600000.00 532476.01 CSFB 2004-AR6 CB1 2034-10-25 0.851999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1925388.46 CSFB 2005-5 DB1 2035-07-25 5.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6954947.00 1449460.36 CWALT 2034-11-25 1.202000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 474795.11 CWALT 2003-10CB M 2033-05-25 5.666100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6175000.00 2234748.15 CWALT 2004-5CB M 2034-03-25 5.572300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 894361.00 CWALT 2005-14 2A2 2035-05-25 0.402000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1647674.28 CWALT 2005-16 A5 2035-06-25 0.432000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1171030.48 CWALT 2005-J1 1A5 2035-02-25 0.752000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3662000.00 371763.71 CWALT 2006-OA17 1A1A 2046-12-20 0.351999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10620000.00 4152973.27 CWHL 2003-42 M 2033-10-25 2.405500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2571000.00 288463.17 CWHL 2003-60 M 2034-02-25 2.575299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5979000.00 2074008.28 CWHL 2004-7 1B1 2034-06-25 2.459400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 463648.23 CWHL 2004-HYB2 B1 2034-07-20 2.460900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3263000.00 638283.94 CWHL 2005-7 IM1 2035-03-25 0.902000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8413000.00 2315855.16 DSLA 2045-08-19 0.457000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 3173277.78 FHLT 2005-E 2036-01-25 0.601999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 8255754.41 GSR 2004-7 B1 2034-06-25 2.272899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 137931.57 HEMT 2005-5 A2A 2036-04-25 0.851999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 418576.67 HVMLT 2037-07-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 10536604.09 HVMLT 2005-6 B1 2045-07-19 1.149500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4548000.00 1375295.24 HVMLT 2005-9 B5 2035-06-20 1.157000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 2951302.18 HVMLT 2005-9 B6 2035-06-20 1.306999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 1960382.64 IMM 2004-4 2M2 2034-09-25 2.402000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 1038332.75 IMM 2004-6 M4 2034-10-25 1.877000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13750000.00 784793.36 INDX 2004-AR3 B1 2034-07-25 0.652000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15770000.00 1947594.72 MANA 2007-A1 A2A 2037-01-25 0.222000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8186000.00 1125318.38 MANA 2007-A1 A2C 2037-01-25 0.382000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22884000.00 6383080.01 MARM 2003-2 B1 2033-08-25 2.366299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9150000.00 1074705.19 MARM 2003-5 B1 2033-11-25 2.359999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 127979.84 MARM 2003-5 B2 2033-11-25 2.359999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6076000.00 301952.91 MARM 2004-2 B 2034-03-25 3.402000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 291000.00 125758.27 MASTR 2004-9 15B2 2019-09-25 5.240999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 386000.00 52320.79 MASTR 2004-9 15B3 2019-09-25 5.240999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 38678.64 MERRILL LYNCH ALTER NOTE ASSET 2037-01-25 0.312000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4499000.00 877556.44 MLCC 2006-2 M1 2036-05-25 2.553900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6189500.00 4393372.80 MLMI 2006-A3 5A2 2036-05-25 2.788400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 218617.73 PHHAM 2007-2 1A5 2037-05-25 0.471999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2534750.80 RALI 2005-QS2 A3 2035-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 3545842.41 RAST 2005-A2 A2 2035-03-25 0.601999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13550000.00 2515037.86 RESIDENTIAL ASSET MTG 2003-RM2 2033-05-25 5.441399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 499500.00 47971.71 RFMSI 2003-S6 M1 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1014700.00 71002.79 RFMSI 2003-S6 M2 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 27750.90 SAMI 2005-AR5 B2 2035-07-19 0.856999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6856000.00 1310852.31 SAMI 2005-AR5 B3 2035-07-19 1.506999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5755200.00 449055.34 SARM 2004-5 B1 2034-05-25 2.431800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3600000.00 2076563.86 SASC 2003-15A B1 2033-04-25 2.485900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 413917.03 SASC 2003-30 B1 2033-10-25 5.392400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13184000.00 5302808.11 SASC 2003-30 B2 2033-10-25 5.392400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4146000.00 1278678.81 SASC 2003-34A B1I 2033-11-25 1.352000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1263260.00 154881.85 SASC 2003-9A B1I 2033-03-25 1.401999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1390925.00 75759.27 SASC 2004-2AC B1 2034-02-25 2.390099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8920000.00 1772584.20 SASC 2004-3 B1 2034-03-25 5.581599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 4041331.02 SASC 2006-S3 A1 2036-09-25 0.281999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76490000.00 10072122.03 WAMMS SER 2003-MS2 CL CB4 2033-02-25 5.522400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499000.00 560381.12 WAMU 2002-S8 1B3 2033-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3074000.00 642290.86 WAMU 2004-AR14 B1 2035-01-25 2.395600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1696039.32 WAMU 2004-AR6 B2 2044-05-25 1.252000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3996000.00 680481.02 WAMU 2005-AR11 B1 2045-08-25 0.762000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 7022600.77 WAMU 2005-AR13 B1 2045-10-25 0.752000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 821525.01 WAMU 2007-HY5 3A1 2037-05-25 4.602599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1189852.71 WELLS FARGO MTG BACKED SECS 2 2033-02-25 2.491400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 22450.53 WFMBS 2005-AR14 A6 2035-08-25 5.351399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2555713.22 First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 118000000.00 118000000.00 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Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 80000000.00 79920800.00 0.0021 N 79939200.00 79939200.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 165000000.00 164834633.33 0.0043 N 164871300.00 164871300.00 General Electric Co General Electric Co 0.060000% 36960ML43 Other Commercial Paper N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 200000000.00 199999666.68 0.0052 N 199998000.00 199998000.00 General Electric Co General Electric Co 0.060000% 36960ML50 Other Commercial Paper N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 85000000.00 84999716.66 0.0022 N 84999150.00 84999150.00 General Electric Co General Electric Co 0.050000% 36960ML76 Other Commercial Paper N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 50000000.00 49999722.22 0.0013 N 49999515.00 49999515.00 GFRE Holdings, LLC 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113179.70 BANK MONTREAL QUE 2019-01-25 2.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 4277420.00 BBCMS TR 2014-BXO 2027-08-15 3.154999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10553969.00 10571543.70 BEAR STEARNS COMM MTG SEC TRUST 2042-09-11 5.073999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4940689.00 4880723.31 BEST BUY CO., INC. 2018-08-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3993164.00 4162873.47 BHMS 2014-ATLS MTG TR 2033-07-05 4.846899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6398770.00 6460300.57 BHMS 2014-ATLS MTG TR 2033-07-05 4.846899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 671655.00 671318.65 FORD MOTOR CREDIT COMPANY 2017-09-08 1.683999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 609518.00 609212.77 Freddie Mac 2018-10-25 1.669999 Government Agency Debt 294149.00 246466.34 Freddie Mac 2018-10-25 1.669999 Government Agency Debt 189924.00 159136.60 GCB DUKE CAPITAL CORP 2019-10-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33763.00 42137.12 GENWORTH FINANCIAL 2021-09-24 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3388381.00 4165800.31 HANSON PLC NEW SPONS ADR 2016-08-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 5445902.78 HILTON USA TR 2013 HLT 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32370502.00 2381323.87 CWALT INC 2026-05-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5140000.00 371441.65 CWALT INC 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3477673.00 478846.86 CWALT INC 2036-01-25 0.411999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13725000.00 1582996.86 CWALT INC 2036-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2135330.00 583836.48 CWALT INC 2036-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4260159.00 1299926.67 CWALT INC 2005 79 CB 2036-04-25 0.854999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 283117.66 CWALT INC 2005 13CB 2035-10-25 4.949300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3854882.00 907614.58 CWALT INC 2005-13CB 2035-06-25 0.654499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30539.00 4419.31 CWALT INC 2005-43 2035-11-20 0.516800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44449089.00 9577624.78 CWALT INC 2005-79CB 2036-05-25 0.854500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7866396.00 2634643.36 CWALT INC 2007-24 2037-10-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11210.00 3180.20 CWALT INC. 2004-2CB 2035-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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N 770000000.00 770000000.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1M32 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 40000000.00 39993333.33 0.0010 N 39995200.00 39995200.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1MG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-16 2014-12-16 N N N 62000000.00 61985188.89 0.0016 N 61988220.00 61988220.00 Nationwide Building Society Nationwide Building Society 0.220000% 6385E1MV0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 154000000.00 153947297.78 0.0040 N 153956880.00 153956880.00 Nationwide Building Society Nationwide Building Society 0.210000% 6385E1N56 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 60000000.00 59977950.00 0.0016 N 59980800.00 59980800.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1NF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 35000000.00 34985805.55 0.0009 N 34986700.00 34986700.00 Natixis SA Natixis SA 0.230000% 63873FDP0 Certificate of Deposit N First Tier Security N/A N/A 2014-12-10 2014-12-10 N N N 79000000.00 79000000.00 0.0020 N 79003160.00 79003160.00 Natixis SA Natixis SA 0.220000% 63873FEW4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-14 2015-01-14 N N N 122000000.00 122000000.00 0.0032 N 121997560.00 121997560.00 New York State HFA Housing RB (2180 Broadway) Series 2011B 0.070000% 64986UGU5 Variable Rate Demand Note N First Tier Security N/A N/A 2014-11-07 2014-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 5450000.00 5450000.00 0.0001 N 5450000.00 5450000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.070000% 65409SL30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 18201000.00 18201000.00 0.0005 N 18200848.93 18200848.93 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.220000% 65558E4P0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-03-23 N N N 386000000.00 385992502.65 0.0100 N 386030880.00 386030880.00 Northern Trust Co Northern Trust Co 0.060000% 665857009 0000073124 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 355000000.00 355000000.00 0.0092 Security is a time deposit. N 354995598.00 354995598.00 NRW.BANK NRW.BANK 0.060000% 62939ML54 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 140000000.00 139999533.33 0.0036 N 139998600.00 139998600.00 NRW.BANK NRW.BANK 0.055000% 62939ML62 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 325000000.00 324998510.40 0.0084 N 324996750.00 324996750.00 NRW.BANK NRW.BANK 0.050000% 62939ML70 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 113000000.00 112999372.22 0.0029 N 112998677.90 112998677.90 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 22000000.00 21988303.33 0.0006 N 21990100.00 21990100.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983URH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 10000000.00 9989916.67 0.0003 N 9989200.00 9989200.00 Old Line Funding, LLC Old Line Funding, LLC 0.212000% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-05 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 100000000.00 100000000.00 0.0026 N 100001000.00 100001000.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PH52 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N N 32000000.00 31999307.51 0.0008 N 32004160.00 32004160.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PN63 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 43000000.00 42998389.44 0.0011 N 43003440.00 43003440.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.180000% 69033PP79 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 105000000.00 105000000.00 0.0027 N 105002100.00 105002100.00 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 40000000.00 39999444.44 0.0010 N 39999600.00 39999600.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.250000% 69033RL79 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 20000000.00 19999444.44 0.0005 N 19999600.00 19999600.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.225000% 69033RRL2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 125000000.00 124868750.00 0.0032 N 124867500.00 124867500.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.100000% 71838MLE8 Other Commercial Paper N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 230000000.00 229992972.21 0.0060 N 229990800.00 229990800.00 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 54000000.00 54000000.00 0.0014 N 54008640.00 54008640.00 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 128000000.00 128000000.00 0.0033 N 128012800.00 128012800.00 Rabobank Nederland Rabobank Nederland 0.228000% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2014-11-07 2015-05-07 N N N 114000000.00 114000000.00 0.0030 N 114005700.00 114005700.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.260000% 76582KLL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-20 2014-11-20 N N Y Guaranty BNP Paribas N/A N/A 155000000.00 154980969.44 0.0040 N 154986050.00 154986050.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.260000% 76582KMK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-19 2014-12-19 N N Y Guaranty BNP Paribas N/A N/A 133000000.00 132955814.44 0.0034 N 132964090.00 132964090.00 Royal Bank of Canada Royal Bank of Canada 0.321600% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-01-07 2015-11-06 N N N 75000000.00 75000000.00 0.0019 N 75091500.00 75091500.00 Royal Bank of Canada Royal Bank of Canada 0.351200% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-01-05 2015-11-04 N N N 243000000.00 243000000.00 0.0063 N 243002430.00 243002430.00 Royal Bank of Canada Royal Bank of Canada 0.325100% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-01-02 2015-10-30 N N N 125000000.00 125000000.00 0.0032 N 125000000.00 125000000.00 Royal Bank of Canada Royal Bank of Canada 0.232000% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2015-03-04 N N N 175000000.00 175000000.00 0.0045 N 175003500.00 175003500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-16 2015-01-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49974305.56 0.0013 N 49980500.00 49980500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Letter of Credit Barclays Bank Plc N/A N/A 49000000.00 48973458.34 0.0013 N 48979910.00 48979910.00 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 11000000.00 10993812.50 0.0003 N 10995270.00 10995270.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124MP38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 14000000.00 13992128.87 0.0004 N 13992860.00 13992860.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39970555.56 0.0010 N 39975600.00 39975600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-18 2015-02-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 22000000.00 21983652.78 0.0006 N 21986360.00 21986360.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N Y Letter of Credit Barclays Bank Plc N/A N/A 17000000.00 16987250.00 0.0004 N 16989290.00 16989290.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQ52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 24000000.00 23979666.67 0.0006 N 23982240.00 23982240.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 86000000.00 85922958.34 0.0022 N 85931200.00 85931200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 23000000.00 22979236.12 0.0006 N 22981370.00 22981370.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MQG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10850000.00 10839177.13 0.0003 N 10840994.50 10840994.50 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MR77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 67000000.00 66924997.23 0.0017 N 66930990.00 66930990.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MRH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19975250.00 0.0005 N 19977400.00 19977400.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MRP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 52000000.00 51935780.00 0.0013 N 51938120.00 51938120.00 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 76000000.00 75958305.56 0.0020 N 75971120.00 75971120.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.265000% 83050UQH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 19000000.00 18981258.61 0.0005 N 18983090.00 18983090.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.255000% 83050URG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 28000000.00 27967473.42 0.0007 N 27966120.00 27966120.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.245000% 83051HD29 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 97000000.00 96997403.34 0.0025 N 97014550.00 97014550.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HN51 Certificate of Deposit N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 21000000.00 21000000.00 0.0005 N 20998110.00 20998110.00 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 16000000.00 16000000.00 0.0004 N 16002080.00 16002080.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.070000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 320000000.00 320000000.00 0.0083 Security is a time deposit. N 320000000.00 320000000.00 Smithsonian Institution Taxable Bonds Series 2013B 0.070000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-11-07 2014-11-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 Societe Generale Societe Generale 0.230000% 83368NM73 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 8000000.00 8000000.00 0.0002 N 7999600.00 7999600.00 Societe Generale Societe Generale 0.230000% 83368NN98 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 37000000.00 37000000.00 0.0010 N 36998150.00 36998150.00 Societe Generale Societe Generale 0.220000% 83368NP62 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 50000000.00 50000000.00 0.0013 N 49996000.00 49996000.00 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 135000000.00 135000000.00 0.0035 N 135018900.00 135018900.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.222800% 8574P1DJ2 Certificate of Deposit N First Tier Security N/A N/A 2014-11-13 2015-04-13 N N N 247000000.00 247000000.00 0.0064 N 246995060.00 246995060.00 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 187000000.00 186961820.84 0.0048 N 186979430.00 186979430.00 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 105000000.00 105000000.00 0.0027 N 105003150.00 105003150.00 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 18000000.00 18000000.00 0.0005 N 18003060.00 18003060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6M9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 100000000.00 100000000.00 0.0026 N 100017000.00 100017000.00 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 22000000.00 22000000.00 0.0006 N 22003740.00 22003740.00 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 31000000.00 31000000.00 0.0008 N 31005270.00 31005270.00 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 65000000.00 65000000.00 0.0017 N 65022750.00 65022750.00 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 77000000.00 77000000.00 0.0020 N 77028490.00 77028490.00 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 50000000.00 50000000.00 0.0013 N 50002500.00 50002500.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UTF9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 58000000.00 58000000.00 0.0015 N 58004060.00 58004060.00 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 43000000.00 43000000.00 0.0011 N 43007740.00 43007740.00 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 63000000.00 63000000.00 0.0016 N 63011340.00 63011340.00 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 51000000.00 51000000.00 0.0013 N 51009180.00 51009180.00 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 46000000.00 46000000.00 0.0012 N 46002300.00 46002300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YHA5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 4000000.00 4000000.00 0.0001 N 4000280.00 4000280.00 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 70000000.00 70000000.00 0.0018 N 70004900.00 70004900.00 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 99000000.00 99000000.00 0.0026 N 99006930.00 99006930.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJW5 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 2000000.00 2000000.00 0.0001 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YLE2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 19000000.00 19000000.00 0.0005 N 19000570.00 19000570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YQL1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 39000000.00 39000000.00 0.0010 N 39000000.00 39000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YRQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 153000000.00 153000000.00 0.0040 N 153000000.00 153000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YRZ9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YTH7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N N 21000000.00 21000000.00 0.0005 N 21000000.00 21000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YVH4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 7000000.00 7000000.00 0.0002 N 6999440.00 6999440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXF6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 18000000.00 18000000.00 0.0005 N 17998380.00 17998380.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXY5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 8000000.00 8000000.00 0.0002 N 7999280.00 7999280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KQV8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-02 2014-12-02 N N N 179000000.00 179000000.00 0.0046 N 179003580.00 179003580.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.205000% 86563KQX4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 60000000.00 60000000.00 0.0016 N 60001200.00 60001200.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSD6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 14000000.00 14000000.00 0.0004 N 13999440.00 13999440.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSS3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-14 2015-01-14 N N N 121000000.00 121000000.00 0.0031 N 120995160.00 120995160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSW4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 50000000.00 50000000.00 0.0013 N 49997500.00 49997500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 78000000.00 78000000.00 0.0020 N 77996100.00 77996100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KTC7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-30 2015-01-30 N N N 17000000.00 17000000.00 0.0004 N 16999150.00 16999150.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 770000000.00 770000000.00 0.0199 Security is a time deposit. N 770000000.00 770000000.00 Swedbank AB Swedbank AB 0.250000% 87019SQR8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N N 98000000.00 97903361.12 0.0025 N 97920620.00 97920620.00 Swedbank AB Swedbank AB 0.235000% 87019SRH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 65000000.00 64929989.59 0.0017 N 64932400.00 64932400.00 Swedbank AB Swedbank AB 0.080000% 87019TWM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 25000000.00 25000000.00 0.0006 N 25000000.00 25000000.00 Swedbank AB Swedbank AB 0.080000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 202000000.00 202000000.00 0.0052 Security is a time deposit. N 202000101.00 202000101.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-11-07 2014-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 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 30000000.00 29985700.04 0.0008 N 29985900.00 29985900.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UQH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 66000000.00 65943496.66 0.0017 N 65944560.00 65944560.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UQL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23000000.00 22979868.61 0.0006 N 22980450.00 22980450.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602URF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10989042.78 0.0003 N 10988780.00 10988780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.242800% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2015-10-14 N N N 60000000.00 60000000.00 0.0016 N 60003000.00 60003000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89112UB42 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N N 300000000.00 300000000.00 0.0078 N 300000000.00 300000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243500% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2015-10-19 N N N 115000000.00 115000000.00 0.0030 N 115005750.00 115005750.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112UF22 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 72000000.00 72000000.00 0.0019 N 72000000.00 72000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.221800% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26000780.00 26000780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.223500% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2015-06-17 N N N 230000000.00 230000000.00 0.0060 N 230135700.00 230135700.00 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 313000000.00 313000000.00 0.0081 N 313059470.00 313059470.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.227200% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2015-07-21 N N N 160000000.00 160000000.00 0.0041 N 160004800.00 160004800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112UWA5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 272000000.00 272000000.00 0.0070 N 272087040.00 272087040.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.202000% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-11-19 2014-11-19 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HS47 Other Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 230000000.00 229744188.90 0.0060 N 229786100.00 229786100.00 UBS AG UBS AG 0.250000% 90267RA41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 5000000.00 5000000.00 0.0001 N 5000000.00 5000000.00 UBS AG UBS AG 0.250000% 90267RZB8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 183000000.00 183000000.00 0.0047 N 183021960.00 183021960.00 UBS AG UBS AG 0.250000% 90267RZY8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 180000000.00 180000000.00 0.0047 N 180000000.00 180000000.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.250000% 91127QQ36 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 50000000.00 49958333.40 0.0013 N 49965500.00 49965500.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.250000% 91127QQ44 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 65000000.00 64945381.81 0.0017 N 64954500.00 64954500.00 United States Treasury Department United States Treasury Department 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-11-03 2016-01-31 N N N 264000000.00 263961085.27 0.0068 N 264003960.00 264003960.00 United States Treasury Department United States Treasury Department 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2014-11-03 2016-07-31 N N N 170000000.00 170000000.00 0.0044 N 170074970.00 170074970.00 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 158000000.00 157964976.68 0.0041 N 157979460.00 157979460.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.221800% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-10 2015-01-09 N N N 75000000.00 75000000.00 0.0019 N 75002250.00 75002250.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222800% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2015-01-14 N N N 196000000.00 196000000.00 0.0051 N 196005880.00 196005880.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.223000% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-07 2015-04-07 N N N 27000000.00 27000000.00 0.0007 N 27000540.00 27000540.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-11-18 2014-11-18 N N N 267000000.00 267000000.00 0.0069 N 267002670.00 267002670.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-11-18 2014-11-18 N N N 262000000.00 262000000.00 0.0068 N 262002620.00 262002620.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.324100% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-12-15 2015-11-13 N N N 100000000.00 100000000.00 0.0026 N 100000600.00 100000600.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.373100% 94985HD27 Other Note N First Tier Security N/A N/A 2014-12-22 2015-11-20 N N N 275000000.00 275000000.00 0.0071 N 275023925.00 275023925.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226500% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2015-05-01 N N N 22000000.00 22000000.00 0.0006 N 22000440.00 22000440.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.237000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-20 2015-05-20 N N N 226000000.00 226000000.00 0.0059 N 226013560.00 226013560.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.242000% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-28 2015-08-27 N N N 74000000.00 74000000.00 0.0019 N 74002960.00 74002960.00 Westpac Banking Corp Westpac Banking Corp 0.533100% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-01-28 2015-07-28 N N N 100000000.00 100000000.00 0.0026 N 100026900.00 100026900.00 Westpac Banking Corp Westpac Banking Corp 0.222000% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-11-28 2015-03-27 N N N 77000000.00 77000000.00 0.0020 N 77022330.00 77022330.00 Westpac Banking Corp Westpac Banking Corp 0.232800% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2014-11-12 2015-05-11 N N N 71000000.00 71000000.00 0.0018 N 71002130.00 71002130.00 Westpac Banking Corp Westpac Banking Corp 0.247000% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2015-08-19 N N N 100000000.00 100000000.00 0.0026 N 100004000.00 100004000.00 Westpac Banking Corp Westpac Banking Corp 0.242000% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-25 2015-08-25 N N N 226000000.00 226000000.00 0.0059 N 226009040.00 226009040.00 Westpac Banking Corp Westpac Banking Corp 0.253000% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-24 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 85004250.00 85004250.00 Westpac Banking Corp Westpac Banking Corp 0.227000% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-19 2015-02-19 N N N 30000000.00 30000000.00 0.0008 N 30006600.00 30006600.00 Westpac Banking Corp Westpac Banking Corp 0.232800% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-12 2015-06-12 N N N 84000000.00 84000000.00 0.0022 N 84002520.00 84002520.00 Westpac Banking Corp Westpac Banking Corp 0.232000% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-28 2015-07-27 N N N 110000000.00 110000000.00 0.0028 N 110004400.00 110004400.00 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 196804.51 196804.51 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 189109.45 189109.45 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 153711.42 153711.42 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 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 590876.26 590876.26 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 1131426.11 1131426.11 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 1087187.35 1087187.35 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 172216.17 172216.17 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 165482.52 165482.52 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 123027.00 123027.00 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 118216.65 118216.65 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 49200.89 49200.89 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 47277.14 47277.14