0001145549-14-009447.txt : 20141229 0001145549-14-009447.hdr.sgml : 20141225 20141107143811 ACCESSION NUMBER: 0001145549-14-009447 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: 141204372 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-10-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 51 86 14770008438.79 4494451.44 40779850.88 14733723039.35 0.0021 1.0001 2014-10-31 1.0001 2014-10-31 C000012373 1.00 14733723039.35 1.00 -127741402.23 3453507935.23 3581249337.46 0.0001 1.0001 2014-10-31 1.0001 2014-10-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.200000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-11-07 2014-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National 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 70000000.00 70000000.00 0.0048 N 69999594.00 69999594.00 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 75000000.00 75000000.00 0.0051 N 75001500.00 75001500.00 Alpine Securitization Corp Alpine Securitization Corp 0.080000% 02086ML36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 53000000.00 53000000.00 0.0036 N 52999470.00 52999470.00 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 150000000.00 150000000.00 0.0102 Security is a time deposit. N 150000000.00 150000000.00 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 40000000.00 39999700.00 0.0027 N 39999600.00 39999600.00 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 40000000.00 40000000.00 0.0027 N 40000680.00 40000680.00 Bank of America, NA Bank of America, NA 0.240000% 06053HCM5 Other Note N First Tier Security N/A N/A 2014-12-10 2014-12-10 N N N 17000000.00 17000000.00 0.0012 N 17002890.00 17002890.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDN2 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 81000000.00 81000000.00 0.0055 N 81018630.00 81018630.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDR3 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 11000000.00 11000000.00 0.0007 N 11002530.00 11002530.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDV4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 46000000.00 46000000.00 0.0031 N 46013340.00 46013340.00 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 63000000.00 63000000.00 0.0043 N 63017010.00 63017010.00 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 129000000.00 129000000.00 0.0088 N 129011610.00 129011610.00 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 15000000.00 15000000.00 0.0010 N 15001500.00 15001500.00 Bank of Montreal Bank of Montreal 0.200000% 06366BJ68 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 27000000.00 27000000.00 0.0018 N 27001080.00 27001080.00 Bank of Montreal Bank of Montreal 0.200000% 06366BYA2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 2000000.00 1999979.99 0.0001 N 2000160.00 2000160.00 Bank of Montreal Bank of Montreal 0.230000% 06366CAG3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 30000000.00 30000000.00 0.0020 N 29992200.00 29992200.00 Bank of Montreal Bank of Montreal 0.220000% 06366CET1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 93000000.00 93000000.00 0.0063 N 92954430.00 92954430.00 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 100000000.00 100000000.00 0.0068 N 99986000.00 99986000.00 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 218000000.00 218000000.00 0.0148 Security is a time deposit. N 218000000.00 218000000.00 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 80000000.00 80000000.00 0.0054 N 79999600.00 79999600.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417HQP4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 4000000.00 4000000.00 0.0003 N 4000760.00 4000760.00 Bank of Nova Scotia Bank of Nova Scotia 0.222000% 06417HTD8 Certificate of Deposit N First Tier Security N/A N/A 2014-11-25 2015-05-26 N N N 119000000.00 119000000.00 0.0081 N 119003570.00 119003570.00 Bank of the West Bank of the West 0.250000% 06426GEU7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-12 2014-11-12 N N N 71000000.00 71000000.00 0.0048 N 71004260.00 71004260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHH6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 29000000.00 29000000.00 0.0020 N 29002030.00 29002030.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HHM5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 13000000.00 13000000.00 0.0009 N 13000910.00 13000910.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HJQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2014-12-09 N N N 37000000.00 37000000.00 0.0025 N 37002960.00 37002960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 87000000.00 87000000.00 0.0059 N 87023490.00 87023490.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKA7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 29000000.00 29000000.00 0.0020 N 29007830.00 29007830.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKK5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 27000000.00 27000000.00 0.0018 N 27007290.00 27007290.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HMB3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N N 1000000.00 1000000.00 0.0001 N 1000290.00 1000290.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HNC0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 1000000.00 1000000.00 0.0001 N 1000290.00 1000290.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HPX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 105000000.00 105000000.00 0.0071 N 105011550.00 105011550.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538HQQ6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 3000000.00 3000000.00 0.0002 N 3000780.00 3000780.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HQS2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 40000000.00 40000000.00 0.0027 N 40012000.00 40012000.00 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 5000000.00 5000000.00 0.0003 N 5000650.00 5000650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HYJ3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 7000000.00 7000000.00 0.0005 N 7000700.00 7000700.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XD96 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 37000000.00 37000000.00 0.0025 N 37005920.00 37005920.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE20 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 16000000.00 16000000.00 0.0011 N 16002560.00 16002560.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE46 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0003 N 5000800.00 5000800.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XF78 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 66000000.00 66000000.00 0.0045 N 66010560.00 66010560.00 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 59000000.00 59000000.00 0.0040 N 59005310.00 59005310.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M141103_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-05-31 0.250000 Treasury Debt 1529000.00 1532032.13 United States Treasury Department 2016-11-30 0.875000 Treasury Debt 4304800.00 4351488.94 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 5766740.00 5766740.00 0.0004 N 5766740.00 5766740.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M141107_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2016-07-01 5.000000 Government Agency Debt 4601209.00 189758.43 Fannie Mae 2017-02-01 5.000000 Government Agency Debt 11846846.00 212000.03 Fannie Mae 2017-09-01 5.500000 Government Agency Debt 22063422.00 265453.22 Fannie Mae 2017-09-01 5.500000 Government Agency Debt 5000000.00 204323.89 Fannie Mae 2017-10-01 5.000000 Government Agency Debt 5582528.00 191543.08 Fannie Mae 2017-11-01 5.000000 Government Agency Debt 4280138.00 194684.19 Fannie Mae 2017-11-01 5.500000 Government Agency Debt 4865168.00 192902.63 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 7000000.00 250977.25 Fannie Mae 2017-12-01 5.000000 Government Agency Debt 6452281.00 219170.79 Fannie Mae 2017-12-01 5.500000 Government Agency Debt 4200000.00 230037.17 Fannie Mae 2017-12-01 5.500000 Government Agency Debt 4097625.00 218842.36 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 1277268.00 261358.63 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 2457312.00 189654.82 Fannie Mae 2018-01-01 5.500000 Government Agency Debt 2940621.00 262572.27 Fannie Mae 2018-01-01 5.500000 Government Agency Debt 3850517.00 244566.54 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 8715959.00 251491.81 Fannie Mae 2018-02-01 5.500000 Government Agency Debt 3588115.00 232555.16 Fannie Mae 2018-02-01 5.500000 Government Agency Debt 6868934.00 205780.93 Fannie Mae 2018-03-01 5.500000 Government Agency Debt 3300000.00 261670.98 Fannie Mae 2018-04-01 4.500000 Government Agency Debt 5500000.00 234887.81 Fannie Mae 2018-04-01 5.000000 Government Agency Debt 5000000.00 232841.57 Fannie Mae 2018-05-01 5.500000 Government Agency Debt 3923812.00 247900.90 Fannie Mae 2018-07-01 4.000000 Government Agency Debt 4833182.00 239135.86 Fannie Mae 2018-07-01 4.000000 Government Agency Debt 5000000.00 194633.27 Fannie Mae 2018-07-01 5.000000 Government Agency Debt 5000000.00 203702.91 Fannie Mae 2018-07-01 5.500000 Government Agency Debt 3930002.00 249395.94 Fannie Mae 2018-08-01 4.000000 Government Agency Debt 2851558.00 196126.99 Fannie Mae 2018-09-01 4.000000 Government Agency Debt 1214599.00 266103.52 Fannie Mae 2018-10-01 5.000000 Government Agency Debt 2200000.00 199772.95 Fannie Mae 2018-10-01 5.000000 Government Agency Debt 4500000.00 195382.31 Fannie Mae 2018-11-01 5.000000 Government Agency Debt 2281072.00 198169.43 Fannie Mae 2018-12-01 5.000000 Government Agency Debt 2709825.00 216524.39 Fannie Mae 2018-12-01 5.500000 Government Agency Debt 1500000.00 214996.30 Fannie Mae 2019-01-01 5.000000 Government Agency Debt 2211059.00 208991.74 Fannie Mae 2019-01-01 5.000000 Government Agency Debt 3000000.00 198280.03 Fannie Mae 2019-03-01 5.000000 Government Agency Debt 1880409.00 216225.05 Fannie Mae 2019-08-01 5.000000 Government Agency Debt 1099102.00 248185.82 Fannie Mae 2019-08-01 5.500000 Government Agency Debt 1267865.00 217816.18 Fannie Mae 2019-10-01 5.500000 Government Agency Debt 4151635.00 232298.86 Fannie Mae 2020-02-01 5.500000 Government Agency Debt 3000000.00 231839.93 Fannie Mae 2020-03-01 6.000000 Government Agency Debt 1238320.00 230541.56 Fannie Mae 2020-06-01 5.500000 Government Agency Debt 2981797.00 234399.93 Fannie Mae 2020-06-01 5.500000 Government Agency Debt 1251316.00 216449.25 Fannie Mae 2020-08-01 5.500000 Government Agency Debt 1421817.00 237264.70 Fannie Mae 2020-09-01 5.000000 Government Agency Debt 788882.00 204673.18 Fannie Mae 2020-10-01 5.500000 Government Agency Debt 1760000.00 249569.27 Fannie Mae 2020-11-01 5.000000 Government Agency Debt 3057000.00 228423.76 Fannie Mae 2021-03-01 5.500000 Government Agency Debt 3177062.00 202913.27 Fannie Mae 2021-03-01 7.000000 Government Agency Debt 18259515.00 229668.50 Fannie Mae 2021-07-01 3.500000 Government Agency Debt 698338.00 211475.53 Fannie Mae 2021-08-01 6.000000 Government Agency Debt 2500000.00 262798.57 Fannie Mae 2022-01-01 5.500000 Government Agency Debt 1462100.00 199777.00 Fannie Mae 2022-02-01 3.000000 Government Agency Debt 1508310.00 258000.20 Fannie Mae 2022-03-01 6.000000 Government Agency Debt 8550000.00 196923.65 Fannie Mae 2022-07-01 5.500000 Government Agency Debt 2785296.00 223091.77 Fannie Mae 2022-08-01 5.000000 Government Agency Debt 2092089.00 207982.11 Fannie Mae 2022-08-01 6.000000 Government Agency Debt 1710801.00 190865.72 Fannie Mae 2022-10-01 5.500000 Government Agency Debt 1899514.00 249066.60 Fannie Mae 2023-02-01 5.000000 Government Agency Debt 1665491.00 191389.31 Fannie Mae 2023-03-01 5.000000 Government Agency Debt 2500000.00 248036.10 Fannie Mae 2023-03-01 5.000000 Government Agency Debt 2070000.00 212636.64 Fannie Mae 2023-04-01 4.500000 Government Agency Debt 3554848.00 197291.69 Fannie Mae 2023-04-01 5.000000 Government Agency Debt 2318182.00 264257.06 Fannie Mae 2023-04-01 5.500000 Government Agency Debt 2000000.00 266172.70 Fannie Mae 2023-05-01 4.500000 Government Agency Debt 1820316.00 247338.41 Fannie Mae 2023-05-01 4.500000 Government Agency Debt 1948693.00 201660.75 Fannie Mae 2023-05-01 5.500000 Government Agency Debt 719987.00 211695.58 Fannie Mae 2023-06-01 4.500000 Government Agency Debt 4777000.00 237469.39 Fannie Mae 2023-06-01 4.500000 Government Agency Debt 2442789.00 216908.99 Fannie Mae 2023-06-01 5.500000 Government Agency Debt 1025817.00 190690.46 Fannie Mae 2023-07-01 5.500000 Government Agency Debt 1237000.00 189963.41 Fannie Mae 2023-07-01 6.000000 Government Agency Debt 1139929.00 198117.47 Fannie Mae 2023-08-01 4.500000 Government Agency Debt 1638570.00 252560.67 Fannie Mae 2023-08-28 2.660000 Government Agency Debt 18974000.00 18540538.97 Fannie Mae 2023-09-01 4.500000 Government Agency Debt 2454594.00 239728.27 Fannie Mae 2023-09-01 4.500000 Government Agency Debt 2050204.00 238904.64 Fannie Mae 2023-09-01 5.500000 Government Agency Debt 2100000.00 264974.72 Fannie Mae 2023-09-01 5.500000 Government Agency Debt 6112432.00 194253.28 Fannie Mae 2023-10-01 5.000000 Government Agency Debt 2065254.00 212445.15 Fannie Mae 2023-10-01 5.500000 Government Agency Debt 1111896.00 201815.83 Fannie Mae 2023-10-01 6.000000 Government Agency Debt 1867457.00 244504.99 Fannie Mae 2023-11-01 5.000000 Government Agency Debt 3209618.00 232047.04 Fannie Mae 2023-11-01 5.500000 Government Agency Debt 1664570.00 233910.12 Fannie Mae 2023-11-01 5.500000 Government Agency Debt 2443702.00 203931.34 Fannie Mae 2023-11-01 6.000000 Government Agency Debt 1465000.00 261656.04 Fannie Mae 2023-12-01 5.500000 Government Agency Debt 3437656.00 229762.43 Fannie Mae 2023-12-01 6.000000 Government Agency Debt 539290.00 231859.55 Fannie Mae 2024-02-01 4.500000 Government Agency Debt 1320636.00 192536.63 Fannie Mae 2024-03-01 3.500000 Government Agency Debt 250000.00 239054.85 Fannie Mae 2024-04-01 4.500000 Government Agency Debt 3398506.00 259723.75 Fannie Mae 2024-04-01 4.500000 Government Agency Debt 4130380.00 238368.44 Fannie Mae 2024-05-01 4.500000 Government Agency Debt 2384486.00 226613.52 Fannie Mae 2024-06-01 4.500000 Government Agency Debt 2031082.00 256152.09 Fannie Mae 2024-06-01 5.000000 Government Agency Debt 1617126.00 214929.66 Fannie Mae 2024-07-01 4.000000 Government Agency Debt 1680000.00 221692.83 Fannie Mae 2024-08-01 4.500000 Government Agency Debt 1031358.00 247650.97 Fannie Mae 2024-10-01 4.500000 Government Agency Debt 1235595.00 269689.99 Fannie Mae 2024-10-01 4.500000 Government Agency Debt 1126566.00 239470.97 Fannie Mae 2024-11-01 4.500000 Government Agency Debt 916511.00 213423.84 Fannie Mae 2024-12-01 4.500000 Government Agency Debt 699711.00 208533.02 Fannie Mae 2025-01-01 4.000000 Government Agency Debt 1040000.00 231551.22 Fannie Mae 2025-01-01 4.500000 Government Agency Debt 743713.00 203300.14 Fannie Mae 2025-01-01 5.500000 Government Agency Debt 916095.00 214339.84 Fannie Mae 2025-02-01 4.000000 Government Agency Debt 1000000.00 196680.43 Fannie Mae 2025-02-01 5.000000 Government Agency Debt 2466158.00 246252.13 Fannie Mae 2025-03-01 4.500000 Government Agency Debt 1012776.00 231798.12 Fannie Mae 2025-03-01 4.500000 Government Agency Debt 1200000.00 222126.69 Fannie Mae 2025-03-01 5.000000 Government Agency Debt 478000.00 270081.01 Fannie Mae 2025-04-01 4.500000 Government Agency Debt 750000.00 259208.90 Fannie Mae 2025-04-01 5.000000 Government Agency Debt 3584154.00 250217.44 Fannie Mae 2025-05-01 5.500000 Government Agency Debt 1087762.00 243611.63 Fannie Mae 2025-06-01 4.500000 Government Agency Debt 755898.00 226626.32 Fannie Mae 2025-07-01 4.000000 Government Agency Debt 1025000.00 253332.68 Fannie Mae 2025-12-03 4.000000 Government Agency Debt 1067391.00 240152.44 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 615558.00 247485.20 Fannie Mae 2026-04-01 4.500000 Government Agency Debt 881271.00 228636.93 Fannie Mae 2026-04-01 4.500000 Government Agency Debt 744398.00 213907.61 Fannie Mae 2026-06-01 4.000000 Government Agency Debt 775896.00 267273.53 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 585000.00 253258.74 Fannie Mae 2026-10-01 4.500000 Government Agency Debt 573000.00 264535.68 Fannie Mae 2027-04-01 5.500000 Government Agency Debt 2520000.00 220816.82 Fannie Mae 2027-07-01 5.000000 Government Agency Debt 715327.00 222111.33 Fannie Mae 2027-10-01 3.500000 Government Agency Debt 322594.00 263879.72 Fannie Mae 2028-01-01 5.500000 Government Agency Debt 398144.00 198105.75 Fannie Mae 2028-08-01 2.000000 Government Agency Debt 267432.00 238458.87 Fannie Mae 2028-11-01 4.000000 Government Agency Debt 257259.00 243985.18 Fannie Mae 2029-04-01 3.500000 Government Agency Debt 256676.00 250228.00 Fannie Mae 2029-06-01 3.000000 Government Agency Debt 265872.00 260409.86 Fannie Mae 2029-06-01 4.500000 Government Agency Debt 981740.00 207202.62 Fannie Mae 2029-10-01 3.000000 Government Agency Debt 200000.00 208327.60 Fannie Mae 2029-10-01 3.500000 Government Agency Debt 217253.00 230730.65 Fannie Mae 2029-11-01 4.500000 Government Agency Debt 879152.00 236703.90 Fannie Mae 2030-01-01 5.000000 Government Agency Debt 635928.00 236554.50 Fannie Mae 2031-04-01 4.500000 Government Agency Debt 389000.00 200084.42 Fannie Mae 2031-07-01 4.500000 Government Agency Debt 302000.00 196959.49 Fannie Mae 2031-09-01 7.000000 Government Agency Debt 1059113.00 200234.68 Fannie Mae 2033-07-01 8.000000 Government Agency Debt 617302.00 253353.58 Fannie Mae 2033-11-01 6.000000 Government Agency Debt 840000.00 232333.38 Fannie Mae 2034-03-01 3.000000 Government Agency Debt 220000.00 220720.97 Fannie Mae 2034-11-01 5.500000 Government Agency Debt 1024000.00 244025.87 Fannie Mae 2035-09-01 5.000000 Government Agency Debt 2365473.00 241746.71 Fannie Mae 2035-11-01 7.000000 Government Agency Debt 1532413.00 217512.20 Fannie Mae 2035-11-01 7.000000 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First Tier Security N/A N/A 2015-03-09 2015-03-09 N N Y Letter of Credit Citibank NA N/A N/A 93000000.00 92918625.00 0.0063 N 92927460.00 92927460.00 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 42000000.00 41989733.33 0.0028 N 41992020.00 41992020.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JJK6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 40000000.00 40000000.00 0.0027 N 39999600.00 39999600.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JJN0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-05 2014-11-05 N N N 80000000.00 80000000.00 0.0054 N 79999200.00 79999200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JJT7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 80000000.00 80000000.00 0.0054 N 80000000.00 80000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 13738KLD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-13 2014-11-13 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 4000000.00 3999711.11 0.0003 N 3999800.00 3999800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738KNG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-16 2015-01-16 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 39000000.00 38979958.33 0.0026 N 38983230.00 38983230.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 13738KP50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 4000000.00 3997911.11 0.0003 N 3997680.00 3997680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 13738KQ26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 3000000.00 2997421.67 0.0002 N 2997660.00 2997660.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.210000% 15060YM31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N Y Guaranty UBS AG N/A N/A 12000000.00 11997900.00 0.0008 N 11998320.00 11998320.00 Charta, LLC Charta, LLC 0.250000% 16115XN84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-08 2015-01-08 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49977083.33 0.0034 N 49982500.00 49982500.00 Charta, LLC Charta, LLC 0.250000% 16115XPC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-12 2015-02-12 N N Y Letter of Credit Citibank NA N/A N/A 11000000.00 10992284.72 0.0007 N 10993840.00 10993840.00 Charta, LLC Charta, LLC 0.250000% 16115XPR0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-25 2015-02-25 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6994458.35 0.0005 N 6995450.00 6995450.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 21000000.00 21000000.00 0.0014 N 21003990.00 21003990.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUL5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 40000000.00 40000000.00 0.0027 N 40014000.00 40014000.00 Chase Bank USA, NA Chase Bank USA, NA 0.250000% 16144RUR2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 4000000.00 4000000.00 0.0003 N 4000640.00 4000640.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CN82 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-08 2015-01-08 N N Y Letter of Credit Citibank NA N/A N/A 21000000.00 20990375.00 0.0014 N 20993070.00 20993070.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CNF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N Y Letter of Credit Citibank NA N/A N/A 39000000.00 38980229.17 0.0026 N 38985570.00 38985570.00 Citibank, NA Citibank, NA 0.250000% 17304UA42 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 3000000.00 3000000.00 0.0002 N 3000240.00 3000240.00 Citibank, NA Citibank, NA 0.250000% 17304UB66 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2000000.00 2000000.00 0.0001 N 2000160.00 2000160.00 Citibank, NA Citibank, NA 0.230000% 17304UTF7 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 45000000.00 45000000.00 0.0031 N 45000450.00 45000450.00 Citibank, NA Citibank, NA 0.230000% 17304UTJ9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 8000000.00 8000000.00 0.0005 N 8000080.00 8000080.00 Citibank, NA Citibank, NA 0.250000% 17304UXR6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 13000000.00 13000000.00 0.0009 N 13003250.00 13003250.00 Citibank, NA Citibank, NA 0.250000% 17304UYA2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-12 2015-02-12 N N N 10000000.00 10000000.00 0.0007 N 10002600.00 10002600.00 Citibank, NA Citibank, NA 0.250000% 17304UYX2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-02-25 N N N 29000000.00 29000000.00 0.0020 N 29008410.00 29008410.00 Citibank, NA Citibank, NA 0.250000% 17304UZT0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-27 2015-03-27 N N N 4000000.00 4000000.00 0.0003 N 4000800.00 4000800.00 Citibank, NA Citibank, NA 0.250000% 17304UZW3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 89000000.00 89000000.00 0.0060 N 89017800.00 89017800.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 14000000.00 14000000.00 0.0010 Security is a time deposit. N 14000000.00 14000000.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.280000% 19422GQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Guaranty JP Morgan Securities LLC N/A N/A 50000000.00 49953722.22 0.0034 N 49964000.00 49964000.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.390000% 19422GUL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N Y Guaranty JP Morgan Securities LLC N/A N/A 29000000.00 28918630.83 0.0020 N 28917930.00 28917930.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.400000% 19422DTF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 57000000.00 56858133.33 0.0039 N 56876880.00 56876880.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.222500% 20272AFW1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-24 2014-11-24 N N N 115000000.00 115000000.00 0.0078 N 115002300.00 115002300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.222000% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-26 N N N 32000000.00 32000000.00 0.0022 N 32000640.00 32000640.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.232000% 923RZZ000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-11-25 2015-02-25 N N N 30000000.00 30000000.00 0.0020 N 30000360.00 30000360.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.232000% 923TBC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2015-03-04 N N N 20000000.00 20000000.00 0.0014 N 20000340.00 20000340.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.237000% 924DPV000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-11-19 2015-06-19 N N N 18000000.00 18000000.00 0.0012 N 18001638.00 18001638.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.242500% 924PFE002 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-11-10 2015-10-09 N N N 104000000.00 104000000.00 0.0071 N 104004680.00 104004680.00 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 4000000.00 4000000.00 0.0003 N 3999960.00 3999960.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VNF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43977694.44 0.0030 N 43983720.00 43983720.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VP40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N Y Letter of Credit Citibank NA N/A N/A 33000000.00 32978687.50 0.0022 N 32983500.00 32983500.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VPK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N Y Letter of Credit Citibank NA N/A N/A 15000000.00 14988749.98 0.0010 N 14990700.00 14990700.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VQ56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N Y Letter of Credit Citibank NA N/A N/A 19000000.00 18983902.75 0.0013 N 18985750.00 18985750.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VQR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13986194.44 0.0009 N 13986700.00 13986700.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MNB3 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 9000000.00 9000000.00 0.0006 N 9000090.00 9000090.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22533MNS6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-24 2014-11-24 N N N 24000000.00 24000000.00 0.0016 N 24002160.00 24002160.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22533MQV6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 1000000.00 1000000.00 0.0001 N 1000090.00 1000090.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22533MQX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 59000000.00 59000000.00 0.0040 N 59010620.00 59010620.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MRC7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 8000000.00 8000000.00 0.0005 N 8000960.00 8000960.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.220000% 22533MSN2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 46000000.00 46000000.00 0.0031 N 45998620.00 45998620.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T4L9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 7000000.00 7000000.00 0.0005 N 7000490.00 7000490.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T4U9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 15000000.00 15000000.00 0.0010 N 15001050.00 15001050.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5C8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N N 18000000.00 18000000.00 0.0012 N 18001440.00 18001440.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5E4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 30000000.00 30000000.00 0.0020 N 30002400.00 30002400.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5F1 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non-agency collateralized mortgage obligations Y 1000000.00 1000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M141218_2M54 0001230485 Other Repurchase Agreement N ZUNI 2036-06-25 2.462400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 243840000.00 34500466.80 First Tier Security N/A N/A 2014-12-18 2014-12-18 N N N 30000000.00 30000000.00 0.0020 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 30000000.00 30000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150203_2M54 0001230485 Other Repurchase Agreement N ZUNI 2036-06-25 2.462400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178815000.00 25300200.84 First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 22000000.00 22000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 22000000.00 22000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150209_2M54 0001230485 Other Repurchase Agreement N AHM 2005-2 1A3 2045-09-25 0.532000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47000000.00 1133154.01 ARMT 2005-10 5A1 2036-01-25 0.411999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42932615.00 5680961.40 IMSA 2007-2 1A1C 2037-05-25 0.532000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7610000.00 3622904.85 IMSA 2007-3 A1B 2037-09-25 0.392000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45241000.00 19907668.62 RFMSI SERIES 2007-SA1 TRUST 2037-02-25 4.689099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46363200.00 11439673.86 SAMI 2006-AR8 A1BG 2036-10-25 0.272000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62440000.00 21467185.14 First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 55000000.00 55000000.00 0.0037 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 55000000.00 55000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150210_2M54 0001230485 Other Repurchase Agreement N BSABS 2007-AC4 A1 2037-02-25 0.452000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 84120000.00 22531783.64 MARM 2007-3 12A1 2047-05-25 0.351999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68490000.00 24618639.50 First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 41000000.00 41000000.00 0.0028 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 41000000.00 41000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.230000% 2284K1L76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 20000000.00 19999488.89 0.0014 N 19999600.00 19999600.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.230000% 2284K1N66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-06 2015-01-06 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / 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N 147000051.45 147000051.45 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385P42 Government Agency Debt N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 85000000.00 84998571.52 0.0058 N 84999660.00 84999660.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385Q33 Government Agency Debt N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 7000000.00 6999790.00 0.0005 N 6999951.00 6999951.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385R73 Government Agency Debt N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 8000000.00 7999600.00 0.0005 N 7999896.00 7999896.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385S80 Government Agency Debt N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 65000000.00 64996127.08 0.0044 N 64998960.00 64998960.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385S80 Government Agency Debt N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 41000000.00 40997335.00 0.0028 N 40999344.00 40999344.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385T55 Government Agency Debt N First Tier Security N/A N/A 2014-12-17 2014-12-17 N N N 28600000.00 28597553.11 0.0019 N 28599485.20 28599485.20 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385T55 Government Agency Debt N First Tier Security N/A N/A 2014-12-17 2014-12-17 N N N 18000000.00 17998680.00 0.0012 N 17999676.00 17999676.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385T71 Government Agency Debt N First Tier Security N/A N/A 2014-12-19 2014-12-19 N N N 11000000.00 10999086.39 0.0007 N 10999791.00 10999791.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M141103_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2021-11-15 2.000000 Treasury Debt 1029194700.00 1038004382.90 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 1038000000.00 1038000000.00 0.0705 N 1038000000.00 1038000000.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JPC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-12 2015-02-12 N N N 28000000.00 27982717.77 0.0019 N 27991880.00 27991880.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 32000000.00 31968320.00 0.0022 N 31975680.00 31975680.00 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 32000000.00 31967928.89 0.0022 N 31975040.00 31975040.00 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 30000000.00 29999900.00 0.0020 N 29999700.00 29999700.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.150000% 36169XAA6 Variable Rate 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SECSTR 2014 FL4 2030-12-16 4.152000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14639.00 14368.61 J P MORGAN MTG TR 2013-2 2043-05-25 3.737000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2920361.00 2854442.90 JEFFERIES GROUP INC NEW 2023-01-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5918225.00 6367172.50 JMBB COML MTG SECS TR 20130C12 2045-07-17 4.087699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6399938.00 6432249.63 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.893600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19889029.00 19963801.59 JP MORGAN CHASE COMMERCIAL SECURITIES 2043-11-18 5.691900 Other Instrument common stocks, ETFs, 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0.550000% 921ACQ004_0.5500_M141205_2M54 0000728612 Other Repurchase Agreement N ABENGOA SA 2017-11-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2400000.00 2725500.00 AFFINION GROUP INC 2018-12-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.83 AHM 2004-3 MF1 2034-10-25 5.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 1303163.47 ALPHA NATURAL RESOURCES INC 2021-06-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1136999.00 569683.87 ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 453011.00 241032.34 ALTERNATIVE LOAN TRUST 2007 2047-08-25 0.432000 Other Instrument common 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N 144998202.00 144998202.00 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 167000000.00 166999234.58 0.0113 N 166998330.00 166998330.00 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 52000000.00 51999711.11 0.0035 N 51999391.60 51999391.60 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 14260000.00 14256173.57 0.0010 N 14257575.80 14257575.80 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 50000000.00 50000000.00 0.0034 N 50000500.00 50000500.00 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 37000000.00 36999199.30 0.0025 N 37004810.00 37004810.00 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 40000000.00 40000000.00 0.0027 N 40000800.00 40000800.00 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 12500000.00 12499652.78 0.0008 N 12499750.00 12499750.00 Philip Morris International, Inc. Philip Morris International, Inc. 0.110000% 71838MLH1 Other Commercial Paper N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N N 89000000.00 88996192.78 0.0060 N 88995550.00 88995550.00 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 0.0037 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 126000000.00 126000000.00 0.0086 N 126012600.00 126012600.00 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 118000000.00 118000000.00 0.0080 N 118005900.00 118005900.00 Rabobank Nederland Rabobank Nederland 0.227000% 21684BZJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-18 2015-04-20 N N N 145000000.00 145000000.00 0.0098 N 145002900.00 145002900.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.130000% 76582KL33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N Y Guaranty BNP Paribas N/A N/A 21500000.00 21500000.00 0.0015 N 21499785.00 21499785.00 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 60000000.00 59992633.33 0.0041 N 59994600.00 59994600.00 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 0.0051 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 100000000.00 100000000.00 0.0068 N 100001000.00 100001000.00 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 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 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 50000000.00 50000000.00 0.0034 N 50001000.00 50001000.00 Royal Bank of Canada Royal Bank of Canada 0.242000% 78009NRX6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2015-09-04 N N N 39000000.00 39000000.00 0.0026 N 39001560.00 39001560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10000000.00 9994375.00 0.0007 N 9995700.00 9995700.00 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 9000000.00 8994939.99 0.0006 N 8995410.00 8995410.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MP46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 14000000.00 13990958.34 0.0009 N 13992720.00 13992720.00 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 8000000.00 7994000.00 0.0005 N 7994960.00 7994960.00 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 6000000.00 5994916.67 0.0004 N 5995560.00 5995560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 35000000.00 34969131.94 0.0024 N 34972700.00 34972700.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N Y Letter of Credit Barclays Bank Plc N/A N/A 25000000.00 24977777.82 0.0017 N 24980250.00 24980250.00 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 20000000.00 19982083.34 0.0014 N 19984000.00 19984000.00 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 20000000.00 19981944.45 0.0014 N 19983800.00 19983800.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 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 32000000.00 31969262.22 0.0022 N 31973440.00 31973440.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 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 7000000.00 6993534.72 0.0005 N 6994190.00 6994190.00 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 57000000.00 56943775.83 0.0039 N 56949270.00 56949270.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UR18 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 17000000.00 16981706.11 0.0012 N 16981980.00 16981980.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HZS8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 3000000.00 3000000.00 0.0002 N 3000390.00 3000390.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83051HZV1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-16 2014-12-16 N N N 70000000.00 70000000.00 0.0048 N 70009800.00 70009800.00 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 5000000.00 5000000.00 0.0003 Security is a time deposit. N 5000000.00 5000000.00 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 12000000.00 12000000.00 0.0008 N 11999400.00 11999400.00 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 24000000.00 24000000.00 0.0016 N 23998080.00 23998080.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 145000000.00 145000000.00 0.0098 N 145020300.00 145020300.00 State Street Corp State Street Corp 0.210000% 85747KM84 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-08 2014-12-08 N N N 72000000.00 71985300.00 0.0049 N 71992080.00 71992080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U3N0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-14 2014-11-14 N N N 23000000.00 23000000.00 0.0016 N 23000690.00 23000690.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U5H1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 29000000.00 29000000.00 0.0020 N 29004930.00 29004930.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562U6C1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 14000000.00 14000000.00 0.0010 N 14000840.00 14000840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6W7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 1000000.00 1000000.00 0.0001 N 1000170.00 1000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U7L0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 8000000.00 8000000.00 0.0005 N 8001360.00 8001360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 80000000.00 80000000.00 0.0054 N 80028000.00 80028000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAL8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 35000000.00 35000000.00 0.0024 N 35006300.00 35006300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAV6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 12000000.00 12000000.00 0.0008 N 12002160.00 12002160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 4000000.00 4000000.00 0.0003 N 4000720.00 4000720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 54000000.00 54000000.00 0.0037 N 54003780.00 54003780.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.200000% 86562YKD5 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 6000000.00 6000000.00 0.0004 N 6000000.00 6000000.00 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 32000000.00 32000000.00 0.0022 N 32000960.00 32000960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YLS1 Certificate of Deposit N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N N 27000000.00 27000000.00 0.0018 N 27000810.00 27000810.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YRH9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 30000000.00 30000000.00 0.0020 N 30000000.00 30000000.00 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 28000000.00 28000000.00 0.0019 N 28000000.00 28000000.00 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 4000000.00 4000000.00 0.0003 N 3999680.00 3999680.00 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 43000000.00 43000000.00 0.0029 N 42996130.00 42996130.00 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 19000000.00 19000000.00 0.0013 N 18998290.00 18998290.00 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 34000000.00 34000000.00 0.0023 N 34000680.00 34000680.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KRV7 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 32000000.00 32000000.00 0.0022 N 32000960.00 32000960.00 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 6000000.00 6000000.00 0.0004 N 5999760.00 5999760.00 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 55000000.00 55000000.00 0.0037 N 54997800.00 54997800.00 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 6000000.00 6000000.00 0.0004 N 5999700.00 5999700.00 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 55000000.00 55000000.00 0.0037 N 54997250.00 54997250.00 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 290000000.00 290000000.00 0.0197 Security is a time deposit. N 290000000.00 290000000.00 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 2000000.00 1998027.78 0.0001 N 1998380.00 1998380.00 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 35000000.00 34962302.08 0.0024 N 34963600.00 34963600.00 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 182000000.00 182000000.00 0.0124 Security is a time deposit. N 182000091.00 182000091.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UNL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14000000.00 13993326.69 0.0009 N 13993420.00 13993420.00 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 5041000.00 5036587.73 0.0003 N 5036715.15 5036715.15 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 5000000.00 4995019.44 0.0003 N 4994900.00 4994900.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235000% 89112UAE1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 55000000.00 55000000.00 0.0037 N 55012100.00 55012100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.070000% 89112UF63 Certificate of Deposit N First Tier Security N/A N/A 2014-11-04 2014-11-04 N N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 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 50000000.00 50000000.00 0.0034 N 50029500.00 50029500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJT9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 57000000.00 57000000.00 0.0039 N 57010830.00 57010830.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112UNB3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 38000000.00 38000000.00 0.0026 N 38004560.00 38004560.00 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 92000000.00 92000000.00 0.0062 N 92002760.00 92002760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112UZV6 Certificate of Deposit N First Tier Security N/A N/A 2014-11-12 2014-11-12 N N N 243000000.00 243000000.00 0.0165 N 243002430.00 243002430.00 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 24000000.00 24000000.00 0.0016 N 24000000.00 24000000.00 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 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 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 30000000.00 30000000.00 0.0020 N 30003600.00 30003600.00 UBS AG UBS AG 0.250000% 90267RZE2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-18 2015-02-18 N N N 66000000.00 66000000.00 0.0045 N 66007920.00 66007920.00 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 15000000.00 14987500.02 0.0010 N 14989650.00 14989650.00 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 30000000.00 29974791.60 0.0020 N 29979000.00 29979000.00 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 103000000.00 102984327.33 0.0070 N 103001545.00 103001545.00 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 63000000.00 63000000.00 0.0043 N 63027783.00 63027783.00 Wells Fargo & Co Wells Fargo & Co 0.210000% 9497F1MB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-11 2014-12-11 N N N 37000000.00 36991798.33 0.0025 N 36995190.00 36995190.00 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 100000000.00 100000000.00 0.0068 N 100003000.00 100003000.00 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 91000000.00 91000000.00 0.0062 N 91002730.00 91002730.00 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 107000000.00 107000000.00 0.0073 N 107002140.00 107002140.00 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 34000000.00 34000000.00 0.0023 N 34000340.00 34000340.00 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 55000000.00 55000000.00 0.0037 N 55000550.00 55000550.00 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 135000000.00 135000000.00 0.0092 N 135000810.00 135000810.00 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 38000000.00 38000000.00 0.0026 N 38000760.00 38000760.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.210000% 94988E3W6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 11000000.00 11000000.00 0.0007 N 11001210.00 11001210.00 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 40000000.00 40000000.00 0.0027 N 40011600.00 40011600.00 Westpac Banking Corp Westpac Banking Corp 0.232000% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2014-11-05 2015-05-05 N N N 50000000.00 50000000.00 0.0034 N 50001500.00 50001500.00 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 20000000.00 20000000.00 0.0014 N 20000600.00 20000600.00 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 40000000.00 40000000.00 0.0027 N 40001600.00 40001600.00 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 8000000.00 8000000.00 0.0005 N 8000320.00 8000320.00 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 15000000.00 15000000.00 0.0010 N 15000750.00 15000750.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-03 2015-01-12 N N N 95000000.00 95000000.00 0.0064 N 94999050.00 94999050.00 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 40000000.00 40000000.00 0.0027 N 40008800.00 40008800.00 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 46000000.00 46000000.00 0.0031 N 46001380.00 46001380.00 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 90000000.00 90000000.00 0.0061 N 90003600.00 90003600.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 697339.96 697339.96 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% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1182497.27 1182497.27 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 209104.23 209104.23 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 200928.26 200928.26