0001145549-14-010312.txt : 20150129 0001145549-14-010312.hdr.sgml : 20150129 20141205154703 ACCESSION NUMBER: 0001145549-14-010312 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: 141269509 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 2014-11-30 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 47 85 14549594288.83 4713049.66 1137704.59 14553169633.90 0.0022 1.0001 2014-11-30 1.0001 2014-11-30 C000012373 1.00 14553169633.90 1.00 -180553405.45 2530127926.61 2710681332.06 0.0001 1.0001 2014-11-30 1.0001 2014-11-30 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 2014-12-05 2014-12-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3T1 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-02-17 N Y Santander UK Plc N/A N/A N 72000000.00 72000000.00 0.0049 N 72001440.00 72001440.00 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 75000000.00 75000000.00 0.0052 N 75000750.00 75000750.00 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 45000000.00 45000000.00 0.0031 N 45002250.00 45002250.00 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 50000000.00 50000000.00 0.0034 Security is a time deposit. N 50000007.50 50000007.50 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 150000000.00 150000000.00 0.0103 Security is a time deposit. N 149999895.00 149999895.00 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 40000000.00 40000000.00 0.0027 N 40000520.00 40000520.00 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 17001020.00 17001020.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDN2 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 81000000.00 81000000.00 0.0056 N 81015390.00 81015390.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDR3 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 11000000.00 11000000.00 0.0008 N 11002090.00 11002090.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDV4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 46000000.00 46000000.00 0.0032 N 46011960.00 46011960.00 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 0.0089 N 129024510.00 129024510.00 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 15003000.00 15003000.00 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 9000000.00 9000000.00 0.0006 N 8999100.00 8999100.00 Bank of Montreal Bank of Montreal 0.200000% 06366BJ68 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 27000000.00 27000000.00 0.0019 N 27003240.00 27003240.00 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 1999995.55 0.0001 N 2000060.00 2000060.00 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 0.0021 N 30003600.00 30003600.00 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 0.0064 N 93003720.00 93003720.00 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 0.0069 N 100011000.00 100011000.00 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 68000000.00 68000000.00 0.0047 N 67996600.00 67996600.00 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 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 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 39000000.00 39000000.00 0.0027 N 39000000.00 39000000.00 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 215000000.00 215000000.00 0.0148 Security is a time deposit. N 214999441.00 214999441.00 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 105000000.00 105000000.00 0.0072 N 104999386.80 104999386.80 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 4000680.00 4000680.00 Bank of Nova Scotia Bank of Nova Scotia 0.225300% 06417HTD8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2015-05-26 N N N 119000000.00 119000000.00 0.0082 N 119002380.00 119002380.00 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 1000000.00 1000000.00 0.0001 N 1000180.00 1000180.00 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 29000580.00 29000580.00 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 13000260.00 13000260.00 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 37000740.00 37000740.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 87000000.00 87000000.00 0.0060 N 87020010.00 87020010.00 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 29006960.00 29006960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKK5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 27000000.00 27000000.00 0.0019 N 27006480.00 27006480.00 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 1000260.00 1000260.00 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 1000260.00 1000260.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HPX2 Certificate of Deposit N First Tier Security N/A N/A 2014-12-29 2014-12-29 N N N 105000000.00 105000000.00 0.0072 N 105007350.00 105007350.00 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 3000750.00 3000750.00 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 40011600.00 40011600.00 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 5000600.00 5000600.00 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 7000770.00 7000770.00 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 37007400.00 37007400.00 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 16003360.00 16003360.00 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 5001050.00 5001050.00 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 66013200.00 66013200.00 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 0.0041 N 59025370.00 59025370.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 00799J004_0.0800_M141201_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-10-31 1.000000 Treasury Debt 1396800.00 1411736.65 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 1383993.00 1383993.00 0.0001 N 1383993.00 1383993.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M141201_2M54 0000851376 Government Agency Repurchase Agreement Y 0.125 FHLB 15 BQ 2015-09-02 0.125000 Government Agency Debt 11545000.00 11544060.37 Fannie Mae 2025-10-25 3.500000 Government Agency Debt 848095.00 279595.03 Fannie Mae 2032-05-25 5.250000 Government Agency Debt 1700000.00 448.79 Fannie Mae 2033-06-25 4.000000 Government Agency Debt 1200000.00 63727.94 Fannie Mae 2038-07-25 4.000000 Government Agency Debt 8667797.00 1702440.87 Fannie Mae 2039-01-25 4.000000 Government Agency Debt 22000000.00 3971719.76 Fannie Mae 2040-01-25 4.000000 Government Agency Debt 58531000.00 8749949.19 Fannie Mae 2040-11-25 2.000000 Government Agency Debt 5000000.00 3629324.07 Fannie Mae 2041-07-25 2.000000 Government Agency Debt 7272000.00 5589196.59 Fannie Mae 2041-08-25 3.500000 Government Agency Debt 10000000.00 4932059.47 Fannie Mae 2041-11-25 2.250000 Government Agency Debt 1850000.00 1839982.16 Fannie Mae 2041-11-25 3.500000 Government Agency Debt 7830234.00 8100479.53 Fannie Mae 2042-01-25 4.000000 Government Agency Debt 10000000.00 5191684.57 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 10216224.00 7896284.56 Fannie Mae 2042-09-25 1.750000 Government Agency Debt 1500000.00 1194020.59 Fannie Mae 2044-07-25 3.500000 Government Agency Debt 7670591.00 7898405.05 Fannie Mae 2044-10-25 3.500000 Government Agency Debt 10000000.00 10049910.00 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 2194804.00 263703.12 Freddie Mac 2038-04-15 5.000000 Government Agency Debt 5000000.00 3637591.63 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 14843000.00 4811943.19 Freddie Mac 2039-09-15 4.500000 Government Agency Debt 6000000.00 6482016.00 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 7204765.00 2596302.24 Freddie Mac 2040-02-15 4.000000 Government Agency Debt 19500000.00 6319501.19 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 4948831.00 2992834.25 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 9384651.00 10067900.52 Freddie Mac 2041-02-15 4.500000 Government Agency Debt 2226731.00 2435636.22 Freddie Mac 2041-05-15 3.500000 Government Agency Debt 1000000.00 697894.40 Freddie Mac 2041-09-15 3.000000 Government Agency Debt 13712072.00 10012789.36 Freddie Mac 2041-11-15 1.750000 Government Agency Debt 5000000.00 3656759.57 Freddie Mac 2042-01-15 2.000000 Government Agency Debt 10000000.00 6873134.39 Freddie Mac 2042-02-15 3.500000 Government Agency Debt 2186.00 2282.28 Freddie Mac 2043-05-15 2.500000 Government Agency Debt 3500000.00 3251588.37 Freddie Mac 2044-06-15 3.500000 Government Agency Debt 2850600.00 2876631.68 GNMA 2037-06-20 4.500000 Government Agency Debt 4000000.00 1279376.61 GNMA 2038-06-20 3.000000 Government Agency Debt 1280000.00 428982.47 GNMA 2038-12-20 3.500000 Government Agency Debt 4000000.00 1690446.01 GNMA 2039-03-20 3.500000 Government Agency Debt 1050000.00 427779.14 GNMA 2039-03-20 5.000000 Government Agency Debt 5000000.00 5461795.00 GNMA 2039-08-20 3.000000 Government Agency Debt 5000000.00 2733473.54 GNMA 2039-09-16 3.000000 Government Agency Debt 5453000.00 895068.75 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 155000000.00 155000000.00 0.0107 N 155000000.00 155000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.0800_M141205_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-09-25 2.500000 Government Agency Debt 42912533.00 36314080.77 Freddie Mac 2054-01-15 3.000000 Government Agency Debt 56695000.00 58983040.12 GNMA 2038-10-20 2.500000 Government Agency Debt 18141350.00 9702879.16 First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 100000000.00 100000000.00 0.0069 N 100000000.00 100000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.290000% 06737JM36 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-03 2014-12-03 N Y Barclays Bank Plc N/A N/A N 56000000.00 55999097.77 0.0038 N 55999440.00 55999440.00 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 14000000.00 13990550.00 0.0010 N 13994120.00 13994120.00 Barclays US Funding Corp Barclays US Funding Corp 0.300000% 06737JQT5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-27 2015-03-27 N Y Barclays Bank Plc N/A N/A N 20000000.00 19980666.67 0.0014 N 19985400.00 19985400.00 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 2000000.00 1997983.33 0.0001 N 1998440.00 1998440.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.320000% 08224MMB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-12-11 2014-12-11 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 20000000.00 19998222.22 0.0014 N 19999000.00 19999000.00 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 42000000.00 42000000.00 0.0029 N 42000840.00 42000840.00 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 80000000.00 80000000.00 0.0055 N 80003200.00 80003200.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.240000% 988VYS000_0.2400_M141201_2M54 0001197610 Other Repurchase Agreement N AGL RES INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 247309.40 AIR PRODS & CHEMS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1025908.65 ALLEGION PUB LTD CO ORD SHS 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1713254.34 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 1736.55 AMERICAN WTR WKS CO INC NEW COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 492883.56 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 77503.37 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 16813.98 BROADRIDGE FINL SOLUTIONS INCOM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 647886.28 CAPITAL ONE FINL CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2399.75 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 1698.90 CONAGRA FOODS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 748512.15 COVIDIEN PLC SHS 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 19806.38 CROWN CASTLE INTL CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1750037.10 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 1769.60 DOW CHEM CO COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1452385.60 DU PONT E I DE NEMOURS & CO COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1500.87 DUKE ENERGY CORP NEW COM NEW 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1750072.09 EQUITY RESIDENTIAL SH BEN I 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1750070.40 HEADWATERS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 64588.56 HUNTINGTON INGALLS INDS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 695928.96 JPMORGAN CHASE & CO COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1111885.18 KIRBY CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1686143.85 LENNOX INTL INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1739843.07 LEXMARK INTL NEW CL A 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1310789.46 MALLINCKRODT PUB LTD CO SHS 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 382780.28 MARATHON OIL CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1667055.00 MAXIMUS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 387722.24 MCDONALDS CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1732922.20 MOHAWK INDS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1726269.60 MONSTER WORLDWIDE INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 72885.32 OWENS & MINOR INC NEW COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 506205.80 PACKAGING CORP AMER COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 996977.06 PFIZER INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 347946.80 PINNACLE WEST CAP CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20956.32 PLUM CREEK TIMBER CO INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1596855.56 QUINTILES TRANSNATIO HLDGS ICOM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1149288.84 ROCKWELL COLLINS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1423981.15 SPIRIT RLTY CAP INC NEW COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1223542.77 STATE STR CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 69567.35 SUPERIOR ENERGY SVCS INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1586029.06 TIME WARNER CABLE INC COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1749949.59 TOWERS WATSON & CO CL A 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 541798.40 WHIRLPOOL CORP COM 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1067285.10 WILEY JOHN & SONS INC CL A 2014-11-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 191008.92 Unrated Security N/A N/A 2014-12-01 2014-12-01 N Y BNP Paribas N/A N/A N 35000000.00 35000000.00 0.0024 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Freddie Mac 2043-11-20 4.000000 Government Agency Debt 1335265.00 1372369.41 Freddie Mac 2044-06-20 4.500000 Government Agency Debt 1560772.00 1404230.38 Freddie Mac 2044-09-01 4.000000 Government Agency Debt 7620068.00 8015717.65 Freddie Mac 2044-10-20 4.000000 Government Agency Debt 4717907.00 5023706.40 Freddie Mac 2044-11-20 3.000000 Government Agency Debt 1860693.00 1891089.28 GNMA 2041-07-20 5.000000 Government Agency Debt 4941320.00 5293542.08 GNMA 2041-09-20 5.000000 Government Agency Debt 4723478.00 5216841.78 GNMA 2042-11-20 3.500000 Government Agency Debt 6826454.00 5590666.82 GNMA 2043-12-15 4.500000 Government Agency Debt 4809238.00 5077455.57 GNMA 2044-05-20 4.500000 Government Agency Debt 243810.00 254118.12 GNMA 2049-09-15 3.230000 Government Agency Debt 1418853.00 1457906.71 GNMA 2049-09-15 3.930000 Government Agency Debt 2104881.00 2231014.13 First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 100000000.00 100000000.00 0.0069 N 100000000.00 100000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.260000% 988VYS000_0.2600_M141202_2M54 0001197610 Other Repurchase Agreement N CB 144A BELLSOUTH 2021-04-26 4.182000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15096.00 15306.44 DEUTSCHE ALT-A SEC MTGE LN TR 2047-02-25 0.355300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21797421.00 8503009.59 GSAMP TRUST 2004-HE2 2035-06-25 0.585300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5517047.00 4545907.56 GSR MTGE 2007 2037-05-25 2.708200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13415124.00 4126992.84 RALI SERIES 2003 QS4 TRUST 2035-04-25 3.055200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235341.00 57325.86 First Tier Security N/A N/A 2014-12-02 2014-12-02 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 15000000.00 15000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 15000000.00 15000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.460000% 988VYS000_0.4600_M141205_2M54 0001197610 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.155300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36507681.00 32840518.82 FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2 2024-04-25 3.755300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1244166.00 1145008.39 RALI SERIES 2003 QS4 TRUST 2035-04-25 3.055200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2112076.00 514472.93 First Tier Security N/A N/A 2014-12-05 2014-12-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 30000000.00 30000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 30016800.00 30016800.00 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 29000000.00 28996665.00 0.0020 N 28997680.00 28997680.00 BPCE SA BPCE SA 0.240000% 05571CN56 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 54000000.00 53987400.00 0.0037 N 53990280.00 53990280.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.080000% 105993000 0000764116 Other Instrument Security is a time deposit. 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N 31999628.80 31999628.80 CAFCO, LLC CAFCO, LLC 0.250000% 12476FPB6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-11 2015-02-11 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21989000.03 0.0015 N 21992080.00 21992080.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FPD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-13 2015-02-13 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21988694.42 0.0015 N 21991860.00 21991860.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FPK6 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 34000000.00 33981111.11 0.0023 N 33986060.00 33986060.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FQ90 Asset Backed Commercial Paper N 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 92936708.33 0.0064 N 92950710.00 92950710.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FS49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Citibank NA N/A N/A 24000000.00 23974333.33 0.0016 N 23974320.00 23974320.00 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 41996266.67 0.0029 N 41997480.00 41997480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.080000% 13606JLR8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 180000000.00 180000000.00 0.0124 N 180000000.00 180000000.00 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 38987541.67 0.0027 N 38990640.00 38990640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 13738KP50 Asset Backed 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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 49986805.55 0.0034 N 49990500.00 49990500.00 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 10994423.61 0.0008 N 10995710.00 10995710.00 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 6995819.46 0.0005 N 6996710.00 6996710.00 Charta, LLC Charta, LLC 0.250000% 16115XSB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N Y Letter of Credit Citibank NA N/A N/A 16000000.00 15982111.10 0.0011 N 15983360.00 15983360.00 Charta, LLC Charta, LLC 0.250000% 16115XSN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N Y 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Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity SOCIETE GENERALE N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 10000000.00 9995450.00 0.0007 N 9996400.00 9996400.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53943SRL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 41000000.00 40956950.00 0.0028 N 40960230.00 40960230.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB42 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 11000000.00 11000000.00 0.0008 N 11008580.00 11008580.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 45000000.00 45000000.00 0.0031 N 45035550.00 45035550.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 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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 7995555.56 0.0005 N 7996560.00 7996560.00 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 5996083.33 0.0004 N 5996820.00 5996820.00 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 34975937.50 0.0024 N 34980400.00 34980400.00 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 24982638.92 0.0017 N 24985750.00 24985750.00 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 19985972.22 0.0014 N 19988600.00 19988600.00 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 19985833.33 0.0014 N 19988400.00 19988400.00 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 31975733.33 0.0022 N 31980480.00 31980480.00 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 6994895.83 0.0005 N 6995730.00 6995730.00 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 56955524.16 0.0039 N 56967510.00 56967510.00 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 16985143.89 0.0012 N 16987930.00 16987930.00 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 3000180.00 3000180.00 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 70005600.00 70005600.00 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 12000600.00 12000600.00 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 24000960.00 24000960.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 145000000.00 145000000.00 0.0100 N 145026100.00 145026100.00 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 71997060.00 0.0049 N 71998560.00 71998560.00 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 29004640.00 29004640.00 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 14000140.00 14000140.00 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 1000160.00 1000160.00 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 8001280.00 8001280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 80000000.00 80000000.00 0.0055 N 80023200.00 80023200.00 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 35005950.00 35005950.00 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 12002040.00 12002040.00 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 4000680.00 4000680.00 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 10000000.00 10000000.00 0.0007 N 9999100.00 9999100.00 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 54006480.00 54006480.00 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 32001920.00 32001920.00 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 0.0019 N 27001620.00 27001620.00 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 0.0021 N 30000900.00 30000900.00 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 28003080.00 28003080.00 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 4000000.00 4000000.00 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 0.0030 N 43000000.00 43000000.00 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 19000000.00 19000000.00 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 34000000.00 34000000.00 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 6000120.00 6000120.00 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 0.0038 N 55001650.00 55001650.00 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 6000180.00 6000180.00 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 0.0038 N 55001650.00 55001650.00 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 290000000.00 290000000.00 0.0199 Security is a time deposit. N 289999797.00 289999797.00 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 1998416.67 0.0001 N 1998980.00 1998980.00 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 34968699.30 0.0024 N 34973750.00 34973750.00 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 179000000.00 179000000.00 0.0123 Security is a time deposit. N 179000268.50 179000268.50 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 13995722.23 0.0010 N 13995940.00 13995940.00 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 5037489.51 0.0003 N 5037572.12 5037572.12 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 4995875.00 0.0003 N 4995800.00 4995800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235000% 89112UAE1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 55000000.00 55000000.00 0.0038 N 55007700.00 55007700.00 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 50000000.00 50000000.00 0.0034 N 50025500.00 50025500.00 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 57006840.00 57006840.00 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 38002660.00 38002660.00 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 92000000.00 92000000.00 0.0063 N 92002760.00 92002760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.090000% 89112US51 Certificate of Deposit N First Tier Security N/A N/A 2014-12-03 2014-12-03 N N N 101000000.00 101000000.00 0.0069 N 101000000.00 101000000.00 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 155000000.00 155000000.00 0.0107 N 155000000.00 155000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSE5 Other Commercial Paper N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 42000000.00 41955993.34 0.0029 N 41961780.00 41961780.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSJ4 Other Commercial Paper N First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 119000000.00 118872273.32 0.0082 N 118886950.00 118886950.00 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 50001500.00 50001500.00 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 0.0021 N 30004800.00 30004800.00 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 66010560.00 66010560.00 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 14990416.68 0.0010 N 14993400.00 14993400.00 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 29980624.95 0.0021 N 29986500.00 29986500.00 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 103000000.00 102985293.92 0.0071 N 102992275.00 102992275.00 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 63000000.00 63000000.00 0.0043 N 63008001.00 63008001.00 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 36997841.67 0.0025 N 36998890.00 36998890.00 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 100000000.00 100000000.00 0.0069 N 100002000.00 100002000.00 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 91000000.00 91000000.00 0.0063 N 91001820.00 91001820.00 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 107000000.00 107000000.00 0.0074 N 107002140.00 107002140.00 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 135000000.00 135000000.00 0.0093 N 134997840.00 134997840.00 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 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 0.0008 N 11000220.00 11000220.00 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 23000000.00 23000000.00 0.0016 N 23001150.00 23001150.00 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 23000000.00 23000000.00 0.0016 N 23001150.00 23001150.00 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 35000000.00 35000000.00 0.0024 N 35001610.00 35001610.00 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 40000000.00 40000000.00 0.0027 N 40009200.00 40009200.00 Westpac Banking Corp Westpac Banking Corp 0.235500% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2015-05-05 N N N 50000000.00 50000000.00 0.0034 N 50001000.00 50001000.00 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 20000000.00 20000000.00 0.0014 N 20000400.00 20000400.00 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 40000000.00 40000000.00 0.0027 N 40001600.00 40001600.00 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 8000000.00 8000000.00 0.0005 N 8000240.00 8000240.00 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 15000000.00 15000000.00 0.0010 N 15000600.00 15000600.00 Westpac Banking Corp Westpac Banking Corp 0.250000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2015-01-12 N N N 95000000.00 95000000.00 0.0065 N 95001900.00 95001900.00 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 40000000.00 40000000.00 0.0027 N 40006400.00 40006400.00 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 46000000.00 46000000.00 0.0032 N 46000920.00 46000920.00 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 90000000.00 90000000.00 0.0062 N 90002700.00 90002700.00 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 701984.53 701984.53 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% 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 1190373.20 1190373.20 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 202266.52 202266.52