0001145549-14-010311.txt : 20150129 0001145549-14-010311.hdr.sgml : 20150129 20141205154703 ACCESSION NUMBER: 0001145549-14-010311 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141130 FILED AS OF DATE: 20141205 DATE AS OF CHANGE: 20141205 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: 141269510 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 2014-11-30 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 52 92 38625112321.89 12024200.65 2686030.90 38634450491.64 0.0022 1.0001 2014-11-30 1.0001 2014-11-30 C000012378 1.00 38634450491.64 1.00 33984619.19 5816280756.46 5782296137.27 0.0006 1.0001 2014-11-30 1.0001 2014-11-30 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.160000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-12-05 2014-12-05 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 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 22000440.00 22000440.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3U8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-19 2015-02-19 N Y Santander UK Plc N/A N/A N 121000000.00 121000000.00 0.0031 N 121002420.00 121002420.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3V6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-02-25 N Y Santander UK Plc N/A N/A N 44000000.00 44000000.00 0.0011 N 44000880.00 44000880.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.305900% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-12-04 2015-01-02 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0051 N 198001980.00 198001980.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.245500% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-10 2015-11-10 N N N 187000000.00 187000000.00 0.0048 N 187009350.00 187009350.00 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 2014-12-01 2014-12-01 N N N 215000000.00 215000000.00 0.0056 Security is a time deposit. N 215000032.25 215000032.25 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.090000% 052992005_M141203 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 52000000.00 52000000.00 0.0013 Security is a time deposit. N 51999963.60 51999963.60 Bank of America, NA Bank of America, NA 0.355500% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-12-05 2015-03-05 N N N 104000000.00 104000000.00 0.0027 N 104001352.00 104001352.00 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 96004800.00 96004800.00 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 45002700.00 45002700.00 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 91008190.00 91008190.00 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 145024650.00 145024650.00 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 118022420.00 118022420.00 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 21005460.00 21005460.00 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 90019800.00 90019800.00 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 140002800.00 140002800.00 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 54010260.00 54010260.00 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 50010000.00 50010000.00 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 75003000.00 75003000.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBK2 Other Note N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 69000000.00 69000000.00 0.0018 N 68993100.00 68993100.00 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 50005500.00 50005500.00 Bank of Montreal Bank of Montreal 0.230000% 06366CJB5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 135000000.00 135000000.00 0.0035 N 134993250.00 134993250.00 Bank of Montreal Bank of Montreal 0.090000% 06366CLJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 29000000.00 29000000.00 0.0008 N 29000000.00 29000000.00 Bank of Montreal Bank of Montreal 0.090000% 06366CLV8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-04 2014-12-04 N N N 749000000.00 749000000.00 0.0194 N 749000000.00 749000000.00 Bank of New York Mellon Bank of New York Mellon 0.070000% 05799E004 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 576000000.00 576000000.00 0.0149 Security is a time deposit. N 575998502.40 575998502.40 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.070000% 06405XM10 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 275000000.00 275000000.00 0.0071 N 274998394.00 274998394.00 Bank of Nova Scotia Bank of Nova Scotia 0.225500% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2014-12-09 2015-06-09 N N N 171000000.00 171000000.00 0.0044 N 171005130.00 171005130.00 Bank of Nova Scotia Bank of Nova Scotia 0.100000% 924HZZ001_0.1000_M141201_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2026-02-01 3.500000 Government Agency Debt 998231.00 599471.57 Fannie Mae 2026-04-01 4.000000 Government Agency Debt 240617.00 126633.73 Fannie Mae 2027-03-01 3.000000 Government Agency Debt 55417.00 38760.53 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 267088.00 211985.47 Fannie Mae 2028-11-01 3.500000 Government Agency Debt 35877.00 33144.49 Fannie Mae 2029-09-01 3.000000 Government Agency Debt 22885663.00 23144076.39 Fannie Mae 2029-09-01 3.000000 Government Agency Debt 836306.00 866127.81 Fannie Mae 2029-10-01 3.000000 Government Agency Debt 51574.00 53215.83 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 21964050.00 14643492.39 Fannie Mae 2041-03-01 3.037999 Government Agency Debt 309779.00 113034.70 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 915924.00 676933.68 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 23499678.00 17046864.26 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 24803088.00 21536337.29 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 20838742.00 19694431.87 Fannie Mae 2044-05-01 2.924999 Government Agency Debt 293704.00 287341.61 Fannie Mae 2044-11-01 2.817000 Government Agency Debt 693400.00 721669.74 Fannie Mae 2044-11-01 2.987000 Government Agency Debt 1683588.00 1756036.33 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 3372.00 3220.10 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 14462881.00 11802865.34 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 5742203.00 5091723.25 Freddie Mac 2044-07-01 4.000000 Government Agency Debt 1066240.00 1134846.90 Freddie Mac 2044-11-01 4.000000 Government Agency Debt 1583056.00 1694474.06 Freddie Mac 2044-12-01 3.500000 Government Agency Debt 267087.00 278355.67 GNMA 2043-11-20 3.500000 Government Agency Debt 1367669.00 1014957.54 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 119000000.00 119000000.00 0.0031 N 119000000.00 119000000.00 Bank of the West Bank of the West 0.220000% 06426GFS1 Certificate of Deposit N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 192000000.00 192000000.00 0.0050 N 192034560.00 192034560.00 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 193003860.00 193003860.00 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 2000040.00 2000040.00 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 104023920.00 104023920.00 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 149035760.00 149035760.00 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 57014820.00 57014820.00 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 31008060.00 31008060.00 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 10000700.00 10000700.00 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 110031900.00 110031900.00 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 100012000.00 100012000.00 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 48005760.00 48005760.00 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 92018400.00 92018400.00 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 11002310.00 11002310.00 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 0.0036 N 141029610.00 141029610.00 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 99020790.00 99020790.00 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 80020800.00 80020800.00 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 0.0071 N 276011040.00 276011040.00 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 4001720.00 4001720.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 00799J004_0.0800_M141201_2M49 0000851376 Treasury Repurchase Agreement Y 5 1/4 BOND 28 2028-11-15 5.250000 Treasury Debt 170000.00 225517.81 United States Treasury Department 2015-02-15 11.250000 Treasury Debt 1840000.00 1942468.10 United States Treasury Department 2015-11-15 9.875000 Treasury Debt 340000.00 372762.15 United States Treasury Department 2018-05-15 9.125000 Treasury Debt 270000.00 344628.52 United States Treasury Department 2018-07-31 1.375000 Treasury Debt 15645400.00 15813332.96 United States Treasury Department 2020-02-15 8.500000 Treasury Debt 2443000.00 3348138.14 United States Treasury Department 2021-02-15 7.875000 Treasury Debt 17486000.00 24141074.19 United States Treasury Department 2021-05-15 8.125000 Treasury Debt 180000.00 249487.71 United States Treasury Department 2021-08-15 8.125000 Treasury Debt 170000.00 241250.53 United States Treasury Department 2021-11-15 8.000000 Treasury Debt 786000.00 1100693.12 United States Treasury Department 2023-02-15 7.125000 Treasury Debt 400000.00 562006.99 United States Treasury Department 2025-02-15 7.625000 Treasury Debt 5000000.00 7576750.57 United States Treasury Department 2025-08-15 6.875000 Treasury Debt 2300000.00 3352087.09 United States Treasury Department 2026-02-15 6.000000 Treasury Debt 4765000.00 6574630.57 United States Treasury Department 2027-08-15 6.375000 Treasury Debt 9000000.00 13060426.84 United States Treasury Department 2031-02-15 5.375000 Treasury Debt 6332600.00 8781684.14 United States Treasury Department 2037-02-15 4.750000 Treasury Debt 4826000.00 6512643.51 United States Treasury Department 2039-02-15 3.500000 Treasury Debt 1175000.00 1318827.54 United States Treasury Department 2040-08-15 3.875000 Treasury Debt 15521800.00 18545545.76 United States Treasury Department 2041-02-15 4.750000 Treasury Debt 10919600.00 14944051.22 United States Treasury Department 2041-11-15 3.125000 Treasury Debt 162300.00 169227.81 United States Treasury Department 2042-05-15 3.000000 Treasury Debt 159604000.00 161945605.84 United States Treasury Department 2042-08-15 2.750000 Treasury Debt 204665600.00 198628469.79 United States Treasury Department 2043-05-15 2.875000 Treasury Debt 5930300.00 5847468.29 United States Treasury Department 2043-08-15 3.625000 Treasury Debt 4927000.00 5638488.71 United States Treasury Department 2044-11-15 3.000000 Treasury Debt 210478200.00 213204386.91 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 700432961.00 700432961.00 0.0181 N 700432961.00 700432961.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M141201_2M49 0000851376 Government Agency Repurchase Agreement Y 0.125 FHLB 15 BQ 2015-09-02 0.125000 Government Agency Debt 4125000.00 4124664.27 0.19 FHLB 15 BU 2015-09-03 0.190000 Government Agency Debt 10500000.00 10505025.42 4.125 FHLB 20 JT 2020-03-13 4.125000 Government Agency Debt 6025000.00 6758867.59 4.875 FHLB 17 G917 2017-05-17 4.875000 Government Agency Debt 5620000.00 6181885.26 5.00 FHLB 21 AK 2021-03-12 5.000000 Government Agency Debt 10000000.00 11786055.56 5.25 TVBD 39 C 2039-09-15 5.250000 Government Agency Debt 5620000.00 7060551.18 Fannie Mae 2015-03-16 0.00 Government Agency Debt 9200000.00 9198068.00 Fannie Mae 2015-04-15 0.00 Government Agency Debt 11500000.00 11496435.00 Fannie Mae 2015-04-22 0.00 Government Agency Debt 7070000.00 7067666.90 Fannie Mae 2015-07-28 2.375000 Government Agency Debt 11932000.00 12202577.99 Fannie Mae 2015-12-03 1.500000 Government Agency Debt 10000000.00 10202216.67 Fannie Mae 2016-07-15 5.375000 Government Agency Debt 10700000.00 11768476.74 Fannie Mae 2017-08-28 0.875000 Government Agency Debt 7191000.00 7202271.89 Fannie Mae 2019-10-09 0.00 Government Agency Debt 40993737.00 37039891.07 Fannie Mae 2030-11-15 6.625000 Government Agency Debt 4505000.00 6547253.28 Fannie Mae 2031-03-15 0.00 Government Agency Debt 1800000.00 1021374.00 Farm Federal Credit Bank 2021-12-21 5.049999 Government Agency Debt 4347000.00 5180552.95 FHDN 02/27/15 2015-02-27 0.00 Government Agency Debt 10000000.00 9998500.00 Freddie Mac 2014-12-15 0.00 Government Agency Debt 10000000.00 9999900.00 Freddie Mac 2015-04-02 0.00 Government Agency Debt 8900000.00 8897508.00 Freddie Mac 2015-04-10 0.00 Government Agency Debt 11000000.00 10996700.00 Freddie Mac 2015-04-16 0.00 Government Agency Debt 9100000.00 9097179.00 Freddie Mac 2016-07-18 5.500000 Government Agency Debt 6744000.00 7432219.21 Freddie Mac 2018-06-13 4.875000 Government Agency Debt 6540000.00 7515792.52 Freddie Mac 2019-03-27 3.750000 Government Agency Debt 7168000.00 7867626.67 Freddie Mac 2020-05-01 1.375000 Government Agency Debt 12446000.00 12158015.12 Freddie Mac 2025-12-11 0.00 Government Agency Debt 45000.00 32618.70 Freddie Mac 2028-06-27 3.500000 Government Agency Debt 2064000.00 2099295.55 Freddie Mac 2033-10-11 4.125000 Government Agency Debt 9791000.00 10185630.33 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 254000000.00 254000000.00 0.0066 N 254000000.00 254000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.0800_M141205_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-08-25 7.000000 Government Agency Debt 5000000.00 153811.03 Fannie Mae 2022-09-13 2.500000 Government Agency Debt 41612000.00 41200804.09 Fannie Mae 2026-02-25 3.500000 Government Agency Debt 4206000.00 4470029.98 Fannie Mae 2040-04-25 2.250000 Government Agency Debt 554884.00 389202.98 Fannie Mae 2040-06-25 3.000000 Government Agency Debt 3986500.00 4051230.00 Fannie Mae 2042-05-25 4.000000 Government Agency Debt 14426775.00 15864287.71 Fannie Mae 2043-01-25 3.000000 Government Agency Debt 1877181.00 1714162.59 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 515506.00 61937.44 Freddie Mac 2029-10-15 4.000000 Government Agency Debt 3000000.00 1049111.14 Freddie Mac 2037-03-15 4.000000 Government Agency Debt 5000000.00 2222240.05 Freddie Mac 2042-02-15 3.500000 Government Agency Debt 2833980.00 2958794.15 Freddie Mac 2044-08-15 0.602999 Government Agency Debt 7468598.00 7355633.50 GNMA 2038-02-20 0.645000 Government Agency Debt 63975720.00 5655925.20 GNMA 2038-10-20 2.500000 Government Agency Debt 107381842.00 57433048.66 GNMA 2039-06-20 2.600000 Government Agency Debt 111500732.00 63304474.36 GNMA 2044-10-20 5.000000 Government Agency Debt 1208996.00 1316112.14 First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 200000000.00 200000000.00 0.0052 N 200000000.00 200000000.00 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 3997300.00 0.0001 N 3998320.00 3998320.00 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 12986891.67 0.0003 N 12989860.00 12989860.00 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 29000580.00 29000580.00 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 17000170.00 17000170.00 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 230009200.00 230009200.00 BNP Paribas BNP Paribas 0.310000% 05572NWK8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.240000% 988VYS000_0.2400_M141201_2M49 0001197610 Other Repurchase Agreement N ABERCROMBIE & FITCH CO CL A 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 586458.64 ALLIANT ENERGY CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 656769.80 ALLISON TRANSMISSION HLDGS ICOM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 630980.55 AMERICAN EXPRESS CO COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3198646.65 ATMOS ENERGY CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3154914.18 AVALONBAY CMNTYS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 308468.43 BALL CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 120382.64 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3200014.86 BERRY PLASTICS GROUP INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 38857.05 BEST BUY INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3200130.00 BORGWARNER INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1371925.50 CENTERPOINT ENERGY INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3082.29 COUSINS PPTYS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 716298.30 COVIDIEN PLC SHS 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 11964.26 DELTA AIR LINES INC DEL COM NEW 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 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1340621.20 First Tier Security N/A N/A 2014-12-05 2014-12-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 114000000.00 114000000.00 0.0030 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 114063840.00 114063840.00 BPCE SA BPCE SA 0.250000% 05571CM16 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 142000000.00 142000000.00 0.0037 N 141998580.00 141998580.00 BPCE SA BPCE SA 0.230000% 05571CMK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-19 2014-12-19 N N N 238000000.00 237972630.00 0.0062 N 237980960.00 237980960.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.080000% 105993000 0000764116 Other Instrument Security is a time deposit. 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10566400.00 2127996.56 CWHL 2006-HYB5 4A1 2036-09-20 4.755700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79086000.00 16324624.88 DBALT 2005-2 M 2035-04-25 5.630600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 1209201.79 DBALT 2007-AR1 A5 2047-01-25 0.395200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16272000.00 4902276.73 HVMLT 2036-11-19 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45746000.00 10382046.05 IMM 2035-05-25 0.845199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 183279.70 IMSA 2036-11-25 0.355200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21775000.00 10577291.04 IMSA 2006-4 A2C 2037-01-25 0.415200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81300000.00 36888289.14 INDX 2006-AR11 4A1 2036-06-25 2.651300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10800000.00 2299927.18 JPMCC 2007-LDPX BS 2049-01-15 5.437000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6400000.00 1306103.99 LXS 2007-14H A3 2047-07-25 0.705200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78920000.00 6216651.62 MLMI 2005-A8 M2 2036-08-25 0.785200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9766000.00 3925330.79 NAA 2004-AR4 M2 2034-12-25 1.655200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1507000.00 632724.40 NAA 2007-3 A1 2037-07-25 0.415200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50950000.00 16031633.07 RALI 2005-QS4 A6 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 939574.15 RALI 2006-QA8 A1 2036-09-25 0.345200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33474195.00 6378527.29 SAMI 2003-AR4 B2 2034-01-19 2.403999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 19534.39 SAMI 2004-AR3 B1 2034-07-19 1.054000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10498700.00 1211816.03 SASC 2006-S4 A 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988WZK004_0.6500_M150209_2M49 0001230485 Other Repurchase Agreement N IMSA 2007-2 1A1C 2037-05-25 0.535200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7640000.00 3690001.68 INDX 2036-10-25 0.465200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 132825000.00 25963548.88 INDX 2006-AR29 A1 2036-11-25 0.325199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000000.00 17898320.41 SARM 2037-05-25 0.375199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97700000.00 30648296.90 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 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2046-12-20 0.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85797619.00 33393231.26 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 4508746.15 DSLA 2045-08-19 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 3246260.95 FIRST HOR ALTER MORT SEC TRUS 2035-07-25 2.285699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2700000.00 357246.10 HVMLT 2037-07-19 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 10526292.42 LBUBS 2007-C7 C 2045-09-15 6.455800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2020000.00 1948646.89 MANA 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2006-C26 D 2045-06-15 6.244399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 841750.06 WELLS FARGO MTG B SEC 2034-09-25 2.613100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3958000.00 1627556.56 First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 118000000.00 118000000.00 0.0031 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 118000000.00 118000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150217_2M49 0001230485 Other Repurchase Agreement N 144A CCMFC 2006-4A A1 2047-11-25 0.285200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8230000.00 2321810.97 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate 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2035-10-25 0.435199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13300000.00 1815510.66 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.835200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000000.00 2902788.82 IMSA 2005-2 A1 2036-05-25 0.475200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1783000.00 287998.94 IMSA 2005-2 A2C 2036-03-25 0.435199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6294750.00 2309848.42 INDX 2004-AR7 A5 2034-09-25 1.375200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12035000.00 2167944.23 LUM 2006-1 A1 2036-04-25 0.395200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341.00 80.92 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Repurchase Agreement Y United States Treasury Department 2021-02-15 3.625000 Treasury Debt 540688300.00 603390878.97 United States Treasury Department 2040-02-15 4.625000 Treasury Debt 322840700.00 430460400.05 United States Treasury Department 2042-05-15 3.000000 Treasury Debt 594437100.00 603158293.60 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 1637000000.00 1637000000.00 0.0424 N 1637000000.00 1637000000.00 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 86000000.00 85961634.44 0.0022 N 85984520.00 85984520.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 200000000.00 199841111.12 0.0052 N 199892000.00 199892000.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial 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151303800.00 3226751.34 CITGROUP COMM MTG TRUST 2043-05-15 5.158000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 4902411.67 CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C4 2049-03-17 5.964599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850978.00 891246.18 CITIGROUP MORTGAGE LOAN TRUST INC 2034-12-25 5.849999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 8482.08 COMM 2014 TWC MTG TR 2032-02-13 2.403999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 522432.00 521373.38 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.241100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 12403878.60 CREDIT SUISSE FIRST BOSTON MORTGAGE SEC COR 2036-11-15 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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 21987930.55 0.0006 N 21990760.00 21990760.00 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 16990555.55 0.0004 N 16992690.00 16992690.00 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 23984333.33 0.0006 N 23987280.00 23987280.00 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 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N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19979450.00 0.0005 N 19982600.00 19982600.00 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 51946295.56 0.0013 N 51952160.00 51952160.00 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 75973083.34 0.0020 N 75986320.00 75986320.00 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 18985174.72 0.0005 N 18989170.00 18989170.00 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 27973026.74 0.0007 N 27975640.00 27975640.00 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 97017460.00 97017460.00 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 21000840.00 21000840.00 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 16000960.00 16000960.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.090000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 131000000.00 131000000.00 0.0034 Security is a time deposit. N 131000320.95 131000320.95 Smithsonian Institution Taxable Bonds Series 2013B 0.070000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-12-05 2014-12-05 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 8000400.00 8000400.00 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 37002220.00 37002220.00 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 50002000.00 50002000.00 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 135024300.00 135024300.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.223300% 8574P1DJ2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-15 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 186992364.16 0.0048 N 186996260.00 186996260.00 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 18002880.00 18002880.00 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 100016000.00 100016000.00 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 22003520.00 22003520.00 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 31004960.00 31004960.00 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 65018850.00 65018850.00 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 77023870.00 77023870.00 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 43007310.00 43007310.00 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 63010710.00 63010710.00 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 51008670.00 51008670.00 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 46003220.00 46003220.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YH31 Certificate of Deposit N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 105000000.00 105000000.00 0.0027 N 104990550.00 104990550.00 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 4000440.00 4000440.00 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 70008400.00 70008400.00 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 99011880.00 99011880.00 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 2000120.00 2000120.00 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 19001140.00 19001140.00 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 39001170.00 39001170.00 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 153016830.00 153016830.00 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 2000060.00 2000060.00 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 21000630.00 21000630.00 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 7000000.00 7000000.00 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 18000000.00 18000000.00 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 8000000.00 8000000.00 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 179000000.00 179000000.00 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 60000000.00 60000000.00 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 14000280.00 14000280.00 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 121003630.00 121003630.00 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 50001500.00 50001500.00 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 78002340.00 78002340.00 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 17000510.00 17000510.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.070000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 770000000.00 770000000.00 0.0199 Security is a time deposit. N 769999461.00 769999461.00 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 97922416.67 0.0025 N 97950020.00 97950020.00 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 64941870.14 0.0017 N 64951250.00 64951250.00 Swedbank AB Swedbank AB 0.100000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-12-02 2014-12-02 N N N 414000000.00 414000000.00 0.0107 Security is a time deposit. N 414000621.00 414000621.00 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 2014-12-05 2014-12-05 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 29990833.36 0.0008 N 29991300.00 29991300.00 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 65955303.33 0.0017 N 65956440.00 65956440.00 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 22983983.05 0.0006 N 22984360.00 22984360.00 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 10990925.00 0.0003 N 10990760.00 10990760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.242800% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2014-12-15 2015-10-14 N N N 60000000.00 60000000.00 0.0016 N 60002400.00 60002400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.244700% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2014-12-17 2015-10-19 N N N 115000000.00 115000000.00 0.0030 N 115004600.00 115004600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.224700% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2014-12-16 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26000780.00 26000780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.224700% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-17 2015-06-17 N N N 230000000.00 230000000.00 0.0060 N 230117300.00 230117300.00 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 313037560.00 313037560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112UN23 Certificate of Deposit N First Tier Security N/A N/A 2014-12-17 2014-12-17 N N N 152000000.00 152000000.00 0.0039 N 152001520.00 152001520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.225000% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2014-12-22 2015-07-21 N N N 160000000.00 160000000.00 0.0041 N 160004800.00 160004800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112UR60 Certificate of Deposit N First Tier Security N/A N/A 2014-12-02 2014-12-02 N N N 71000000.00 71000000.00 0.0018 N 71000000.00 71000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112US28 Certificate of Deposit N First Tier Security N/A N/A 2014-12-02 2014-12-02 N N N 142000000.00 142000000.00 0.0037 N 142000000.00 142000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89112UT27 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 2000000.00 2000000.00 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 272119680.00 272119680.00 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 229783544.43 0.0059 N 229811400.00 229811400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSD7 Other Commercial Paper N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 202000000.00 201789639.42 0.0052 N 201816180.00 201816180.00 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 5000150.00 5000150.00 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 183029280.00 183029280.00 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 180007200.00 180007200.00 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 49968055.61 0.0013 N 49978000.00 49978000.00 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 64958020.73 0.0017 N 64970750.00 64970750.00 United States Treasury Department United States Treasury Department 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-12-01 2016-01-31 N N N 264000000.00 263963485.29 0.0068 N 263980200.00 263980200.00 United States Treasury Department United States Treasury Department 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2014-12-01 2016-07-31 N N N 170000000.00 170000000.00 0.0044 N 170021590.00 170021590.00 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 157990783.32 0.0041 N 157995260.00 157995260.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-12-10 2015-01-09 N N N 75000000.00 75000000.00 0.0019 N 75001500.00 75001500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222800% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-15 2015-01-14 N N N 196000000.00 196000000.00 0.0051 N 196003920.00 196003920.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2014-12-08 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 0.324100% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-12-15 2015-12-15 N N N 100000000.00 100000000.00 0.0026 N 99998400.00 99998400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.373100% 94985HD27 Other Note N First Tier Security N/A N/A 2014-12-22 2015-12-22 N N N 275000000.00 275000000.00 0.0071 N 275009350.00 275009350.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226700% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-02 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 0.235000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-22 2015-05-20 N N N 226000000.00 226000000.00 0.0058 N 226045200.00 226045200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.245800% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2015-08-27 N N N 74000000.00 74000000.00 0.0019 N 74002220.00 74002220.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.253000% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2014-12-18 2015-11-18 N N N 135000000.00 135000000.00 0.0035 N 135006750.00 135006750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.255000% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2014-12-22 2015-11-23 N N N 224000000.00 224000000.00 0.0058 N 224011200.00 224011200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.255300% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2015-11-25 N N N 173000000.00 173000000.00 0.0045 N 173007958.00 173007958.00 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 100017400.00 100017400.00 Westpac Banking Corp Westpac Banking Corp 0.225800% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2015-03-27 N N N 77000000.00 77000000.00 0.0020 N 77017710.00 77017710.00 Westpac Banking Corp Westpac Banking Corp 0.234300% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2014-12-11 2015-05-11 N N N 71000000.00 71000000.00 0.0018 N 71001420.00 71001420.00 Westpac Banking Corp Westpac Banking Corp 0.244000% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2014-12-19 2015-08-19 N N N 100000000.00 100000000.00 0.0026 N 100004000.00 100004000.00 Westpac Banking Corp Westpac Banking Corp 0.245300% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2015-08-25 N N N 226000000.00 226000000.00 0.0058 N 226006780.00 226006780.00 Westpac Banking Corp Westpac Banking Corp 0.255000% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2014-12-23 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 85003400.00 85003400.00 Westpac Banking Corp Westpac Banking Corp 0.224000% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-19 2015-02-19 N N N 30000000.00 30000000.00 0.0008 N 30004800.00 30004800.00 Westpac Banking Corp Westpac Banking Corp 0.234300% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-12 2015-06-12 N N N 84000000.00 84000000.00 0.0022 N 84001680.00 84001680.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-29 2015-07-27 N N N 110000000.00 110000000.00 0.0028 N 110003300.00 110003300.00 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 190369.00 190369.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 154735.20 154735.20 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 594811.75 594811.75 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 1094428.48 1094428.48 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 166584.70 166584.70 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 119004.01 119004.01 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 47592.02 47592.02