0001145549-15-001422.txt : 20150401 0001145549-15-001422.hdr.sgml : 20150401 20150206153148 ACCESSION NUMBER: 0001145549-15-001422 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150131 FILED AS OF DATE: 20150206 DATE AS OF CHANGE: 20150206 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: 15584234 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 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-01-31 0000857156 S000004509 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 48 84 726686167.77 225293.81 48765.87 726862695.71 0.0022 1.0001 2015-01-31 1.0001 2015-01-31 C000012386 1.00 726862695.71 1.00 -12473121.36 33587284.35 46060405.71 0.0001 1.0001 2015-01-31 1.0001 2015-01-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3N4 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 2000000.00 2000000.00 0.0028 N 2000100.00 2000100.00 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 1000000.00 1000000.00 0.0014 N 1000080.00 1000080.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.321300% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-03-04 N Y Santander UK Plc N/A N/A N 4000000.00 4000000.00 0.0055 N 4000000.00 4000000.00 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 2015-02-05 2015-02-05 N N N 6000000.00 6000000.00 0.0083 Security is a time deposit. N 5999960.70 5999960.70 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.070000% 052992005_M150206 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0069 Security is a time deposit. N 5000000.00 5000000.00 Bank of America, NA Bank of America, NA 0.371300% 06050TLW0 Other Note N First Tier Security N/A N/A 2015-02-05 2015-03-05 N N N 2000000.00 2000000.00 0.0028 N 2000008.00 2000008.00 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 1000000.00 1000000.00 0.0014 N 1000210.00 1000210.00 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 6000000.00 6000000.00 0.0083 N 6001380.00 6001380.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBY2 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 4000000.00 4000000.00 0.0055 N 4000920.00 4000920.00 Bank of America, NA Bank of America, NA 0.280000% 06053PCL9 Other Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 N N N 3000000.00 3000000.00 0.0041 N 3000390.00 3000390.00 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 3000000.00 3000000.00 0.0041 N 3000330.00 3000330.00 Bank of New York Mellon Bank of New York Mellon 0.030000% 05799E004 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 9000000.00 9000000.00 0.0124 Security is a time deposit. N 9000000.00 9000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.239000% 06417HRB4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-27 2015-04-28 N N N 5000000.00 5000000.00 0.0069 N 5000050.00 5000050.00 Bank of Nova Scotia Bank of Nova Scotia 0.238300% 06417HTD8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-05-26 N N N 4000000.00 4000000.00 0.0055 N 4000000.00 4000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.300000% 06417HZJ8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 9000000.00 9000000.00 0.0124 N 9000540.00 9000540.00 Bank of Nova Scotia Bank of Nova Scotia 0.070000% 924HZZ001_0.0700_M150202_2MN1 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-01 4.000000 Government Agency Debt 2698382.00 2027386.68 Freddie Mac 2045-02-01 3.000000 Government Agency Debt 989379.00 1022613.89 United States Treasury Department 2015-07-30 0.00 Treasury Debt 13304800.00 13299611.13 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 16000000.00 16000000.00 0.0220 N 16000000.00 16000000.00 Bank of the West Bank of the West 0.240000% 06426GGD3 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 3000000.00 3000000.00 0.0041 N 3000510.00 3000510.00 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 1000000.00 1000000.00 0.0014 N 1000080.00 1000080.00 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 5000000.00 5000000.00 0.0069 N 5000450.00 5000450.00 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 3000000.00 3000000.00 0.0041 N 3000330.00 3000330.00 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 1000000.00 1000000.00 0.0014 N 1000020.00 1000020.00 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 2000000.00 2000000.00 0.0028 N 2000040.00 2000040.00 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 3000000.00 3000000.00 0.0041 N 3000090.00 3000090.00 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 2000000.00 2000000.00 0.0028 N 2000360.00 2000360.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M150202_2MN1 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2019-09-30 1.970000 Government Agency Debt 26093000.00 26534928.44 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 25761639.00 25761639.00 0.0354 N 25761639.00 25761639.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M150206_2MN1 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2054-01-15 3.000000 Government Agency Debt 5099087.00 5177277.57 GNMA 2039-06-20 2.600000 Government Agency Debt 134493.00 72723.12 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 5000000.00 5000000.00 0.0069 N 5000000.00 5000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.350000% 06737JRT4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-04-27 N Y Barclays Bank Plc N/A N/A N 4000000.00 3996733.33 0.0055 N 3997920.00 3997920.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.280000% 08224MQG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 1000000.00 999673.33 0.0014 N 999790.00 999790.00 BNP Paribas BNP Paribas 0.310000% 05572NWF9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0028 N 2000200.00 2000200.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M150202_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2028-10-01 3.500000 Government Agency Debt 16078.00 14576.14 Fannie Mae 2035-02-01 2.274999 Government Agency Debt 754614.00 439597.85 Fannie Mae 2036-10-01 2.234000 Government Agency Debt 106951.00 13816.33 Fannie Mae 2037-04-01 6.073000 Government Agency Debt 4380000.00 551851.78 Fannie Mae 2043-01-01 3.500000 Government Agency Debt 28755.00 27466.79 Fannie Mae 2043-08-01 5.000000 Government Agency Debt 44000.00 38633.01 Fannie Mae 2044-10-01 4.500000 Government Agency Debt 1618621.00 1789249.26 Freddie Mac 2039-12-01 5.500000 Government Agency Debt 3.00 0.50 GNMA 2029-02-15 6.000000 Government Agency Debt 7703012.00 217337.09 GNMA 2033-12-15 7.599999 Government Agency Debt 60199.00 51362.71 GNMA 2038-02-16 0.688200 Government Agency Debt 12890303.00 3300130.64 GNMA 2039-08-15 4.000000 Government Agency Debt 130000.00 51615.86 GNMA 2040-04-20 3.500000 Government Agency Debt 1521745.00 533331.11 GNMA 2040-06-15 5.000000 Government Agency Debt 65516.00 21768.77 GNMA 2040-06-20 1.625000 Government Agency Debt 115388.00 44602.56 GNMA 2040-11-20 0.505000 Government Agency Debt 197740.00 189139.70 GNMA 2041-02-20 1.625000 Government Agency Debt 1000000.00 489241.39 GNMA 2041-06-20 3.500000 Government Agency Debt 1233828.00 454580.61 GNMA 2041-08-15 4.500000 Government Agency Debt 22034.00 14271.10 GNMA 2042-04-15 3.500000 Government Agency Debt 6491.00 6596.32 GNMA 2042-05-20 2.000000 Government Agency Debt 944892.00 526938.97 GNMA 2042-06-15 3.500000 Government Agency Debt 6707.00 6818.43 GNMA 2042-06-20 2.000000 Government Agency Debt 1071193.00 627352.63 GNMA 2042-09-15 3.500000 Government Agency Debt 62710.00 54358.23 GNMA 2042-11-20 2.000000 Government Agency Debt 1500000.00 921252.40 GNMA 2044-08-15 4.000000 Government Agency Debt 38596.00 39960.11 GNMA 2044-09-20 4.000000 Government Agency Debt 1915663.00 1975920.22 GNMA 2044-12-20 4.500000 Government Agency Debt 8675.00 9444.45 GNMA 2064-11-20 4.604000 Government Agency Debt 13403.00 15247.80 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 12000000.00 12000000.00 0.0165 N 12000000.00 12000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.260000% 988VYS000_0.2600_M150206_2MN1 0001197610 Other Repurchase Agreement N BANK OF AMERICA FUNDING CORPORATION 2002-1 2025-01-22 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 229.00 231.78 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-02-25 4.669500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 116607.00 116932.86 GREENPOINT MTGE FDG TR 2037-06-25 0.389500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7731046.00 3277065.78 MARM 2007-3 12A1 2047-05-25 0.369500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 118373.00 42872.64 MTG TRUST 2035-05-25 0.429499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70739.00 12874.93 First Tier Security N/A N/A 2015-02-06 2015-02-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 3000000.00 3000000.00 0.0041 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000090.00 3000090.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.460000% 988VYS000_0.4600_M150206_2MN1 0001197610 Other Repurchase Agreement N DARDEN RESTAURANTS INC 2017-10-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1215103.00 1364952.54 FREESCALE SEMICONDUCTOR INC 2020-08-01 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1812366.00 2081414.25 HDS ACQUISITION SUBSIDIARY INC 2020-04-15 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3081.00 3611.19 THE LIMITED 2037-07-15 7.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20.00 22.46 First Tier Security N/A N/A 2015-02-06 2015-02-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 3000000.00 3000000.00 0.0041 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000390.00 3000390.00 BPCE SA BPCE SA 0.260000% 05571CR11 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 3000000.00 2998743.33 0.0041 N 2998770.00 2998770.00 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 2000000.00 1999763.89 0.0028 N 1999840.00 1999840.00 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 1000000.00 999756.94 0.0014 N 999830.00 999830.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FQH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N Y Letter of Credit Citibank NA N/A N/A 4000000.00 3998805.55 0.0055 N 3999120.00 3999120.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FT48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4995763.89 0.0069 N 4995700.00 4995700.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.286300% 13606YA22 Other Note N First Tier Security N/A N/A 2015-02-10 2015-10-07 N N N 6000000.00 6000000.00 0.0083 N 6000120.00 6000120.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KPS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-26 2015-02-26 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 2000000.00 1999720.00 0.0028 N 1999740.00 1999740.00 Chariot Funding, LLC Chariot Funding, LLC 0.290000% 15963UU12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2996399.17 0.0041 N 2996310.00 2996310.00 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 4000000.00 3999361.11 0.0055 N 3999600.00 3999600.00 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 2000000.00 1998638.89 0.0027 N 1998840.00 1998840.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CS46 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 2000000.00 1998736.11 0.0027 N 1998920.00 1998920.00 Citibank, NA Citibank, NA 0.250000% 17304UG20 Certificate of Deposit N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 7000000.00 7000000.00 0.0096 N 7000210.00 7000210.00 Citibank, NA Citibank, NA 0.250000% 17304UZN3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N N 4000000.00 4000000.00 0.0055 N 4000400.00 4000400.00 Citibank, NA Citibank, NA 0.250000% 17304UZT0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-27 2015-03-27 N N N 1000000.00 1000000.00 0.0014 N 1000110.00 1000110.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.380000% 19422GT87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N Y Guaranty JP Morgan Securities LLC N/A N/A 3000000.00 2996010.00 0.0041 N 2997330.00 2997330.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.400000% 19422DTA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 3000000.00 2995733.33 0.0041 N 2997240.00 2997240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.248300% 923RZZ000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-02-25 N N N 2000000.00 2000000.00 0.0028 N 1999982.00 1999982.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.248000% 924DPV000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2015-02-19 2015-06-19 N N N 12000000.00 12000000.00 0.0165 N 12000576.00 12000576.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VQR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4998229.17 0.0069 N 4998700.00 4998700.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VS47 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 4000000.00 3997472.22 0.0055 N 3997840.00 3997840.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.220000% 22533MSN2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 1000000.00 1000000.00 0.0014 N 1000010.00 1000010.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.290000% 22533MWX5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.280000% 22533MXG1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 2000000.00 2000000.00 0.0028 N 1999940.00 1999940.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5F1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 1000000.00 1000000.00 0.0014 N 1000180.00 1000180.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T6R4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 2000000.00 2000000.00 0.0028 N 2000360.00 2000360.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549VEN9 Certificate of Deposit N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N N 2000000.00 2000000.00 0.0028 N 2000080.00 2000080.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VNA7 Certificate of Deposit N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 2000000.00 2000000.00 0.0028 N 2000140.00 2000140.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VNJ8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 2000000.00 2000000.00 0.0028 N 2000140.00 2000140.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VPN7 Certificate of Deposit N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 2000000.00 2000000.00 0.0028 N 2000160.00 2000160.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150203_2MN1 0001230485 Other Repurchase Agreement N 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1865000.00 1453026.17 BOAMS 2003-H B1 2033-09-25 2.647100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5346000.00 1168809.61 IMM 2004-7 M2 2034-11-25 1.113200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17086416.00 831663.11 First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 3000000.00 3000000.00 0.0041 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000030.00 3000030.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150209_2MN1 0001230485 Other Repurchase Agreement N 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955000.00 2302247.90 First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 2000000.00 2000000.00 0.0028 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 2000000.00 2000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150210_2MN1 0001230485 Other Repurchase Agreement N 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955000.00 2302247.90 First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 2000000.00 2000000.00 0.0028 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 2000000.00 2000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150217_2MN1 0001230485 Other Repurchase Agreement N 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955000.00 2302247.90 First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 2000000.00 2000000.00 0.0028 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 2000000.00 2000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150225_2MN1 0001230485 Other Repurchase Agreement N BACM 2007-4 AJ 2051-02-10 5.820599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1095000.00 1154256.77 First Tier Security N/A N/A 2015-02-25 2015-02-25 N N N 1000000.00 1000000.00 0.0014 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000320.00 1000320.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150402_2MN1 0001230485 Other Repurchase Agreement N BACM 2007-4 AJ 2051-02-10 5.820599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1095000.00 1154256.77 First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 1000000.00 1000000.00 0.0014 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 1000000.00 1000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.260000% 2284K1P23 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 United States Treasury Department N/A N/A 1000000.00 1000000.00 0.0014 N 999990.00 999990.00 DNB Bank ASA DNB Bank ASA 0.130000% 23290QTR4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 8000000.00 8000000.00 0.0110 N 8000000.00 8000000.00 DNB Bank ASA DNB Bank ASA 0.130000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 4000000.00 4000000.00 0.0055 Security is a time deposit. N 4000007.40 4000007.40 DNB Bank ASA DNB Bank ASA 0.090000% 939RWC006_M150205 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 1000000.00 1000000.00 0.0014 Security is a time deposit. N 999999.40 999999.40 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 5000000.00 4997830.56 0.0069 N 4998550.00 4998550.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 3000000.00 2998661.67 0.0041 N 2999100.00 2999100.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JSU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 10000000.00 9992972.22 0.0137 N 9993600.00 9993600.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JTQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 2000000.00 1998027.78 0.0027 N 1998180.00 1998180.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M150204_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2044-06-01 4.000000 Government Agency Debt 11864549.00 9603688.82 Freddie Mac 2020-01-08 1.570000 Government Agency Debt 14954000.00 14876978.59 First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 24000000.00 24000000.00 0.0330 N 24000000.00 24000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M150206_2MN1 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-12-01 3.023000 Government Agency Debt 1468371.00 1019134.24 Freddie Mac 2020-01-08 1.570000 Government Agency Debt 1027000.00 1021710.38 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 2000000.00 2000000.00 0.0028 N 2000000.00 2000000.00 HSBC Bank Plc HSBC Bank Plc 0.350000% 926EXU009 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 7000000.00 7000000.00 0.0096 N 6999440.00 6999440.00 HSBC Bank USA HSBC Bank USA 0.240000% 40428AZB6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 3000000.00 3000000.00 0.0041 N 3000210.00 3000210.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.270000% 4497W1R65 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-06 2015-04-06 N Y ING Bank NV N/A N/A N 6000000.00 5997165.00 0.0083 N 5997840.00 5997840.00 ING Bank NV ING Bank NV 0.300000% 924TBU002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 2000000.00 2000000.00 0.0028 N 2000240.00 2000240.00 ING Bank NV ING Bank NV 0.300000% 924UWV004 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 4000000.00 4000000.00 0.0055 N 4000240.00 4000240.00 ING Bank NV ING Bank NV 0.300000% 924WXT004 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-21 2015-05-21 N N N 1000000.00 1000000.00 0.0014 N 1000060.00 1000060.00 ING Bank NV ING Bank NV 0.300000% 924XNV008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 1000000.00 1000000.00 0.0014 N 1000060.00 1000060.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M150430_2MN1 0001168163 Other Repurchase Agreement N CC HOLDINGS GS V LLC CROWN CASTLE GS III 2023-04-15 3.849000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 881157.00 909438.84 CC HOLDINGS GS V LLC CROWN CASTLE GS III 2023-04-15 3.849000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16142.00 16660.10 COLLEGE LOAN CORP TRUST 1 2042-03-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21503.00 16092.76 COLLEGE LOAN CORP TRUST 1 2042-03-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14156.00 10594.29 COMMONWEALTH BK AUSTRA 2018-09-20 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3327.00 3448.89 COMMONWEALTH BK AUSTRA 2018-09-20 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1912.00 1982.05 Credit Suisse 2021-10-29 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38115.00 39276.87 Credit Suisse 2021-10-29 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7276.00 7497.80 EQTY 2014 INNS MTG TR 2031-05-10 4.057999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17796.00 17713.14 EQTY 2014 INNS MTG TR 2031-05-10 4.057999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17166.00 17086.07 EXPORKLORE SA 2031-12-05 4.092699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2753.00 2782.17 EXPORKLORE SA 2031-12-05 4.092699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1683.00 1700.83 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9992.00 11009.75 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4551.00 5014.55 FREEPORT MCMORAN COPPER GOLD 2022-03-01 3.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 333434.00 302382.31 GCMO 144A COMMERCIAL 2028-11-15 7.985500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1626.00 1719.25 GENERAL ELEC CAPT CORP 2021-01-07 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4508.00 5099.02 GS MTG SECS TR 2014 GC24 2047-09-10 4.507399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1058151.00 1158984.41 GS MTG SECS TR 2014 GC24 2047-09-10 4.507399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12399.00 13580.53 HSBC HOLDINGS PLC 2042-01-14 6.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 696904.00 967993.46 HSBC HOLDINGS PLC 2042-01-14 6.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 421066.00 584856.93 J P MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-16 4.160999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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non-agency collateralized mortgage obligations 5161.00 5691.77 VNDO 2012 6 AVE MTG TR 2030-11-15 3.297699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4299.00 4419.53 Wells Fargo & Company 2016-06-15 3.676000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 403021.00 424044.59 WFRBS COML MTG TR 2013-C15 2046-08-15 4.482599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38178.00 33423.49 WFRBS COML MTG TR 2013-C15 2046-08-15 4.482599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14459.00 12658.34 First Tier Security N/A N/A 2015-04-30 2015-04-30 N N N 4000000.00 4000000.00 0.0055 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 4000000.00 4000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.308500% 46639XAS8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-10-22 N N N 1000000.00 1000000.00 0.0014 N 1000070.00 1000070.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.306800% 46639XAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-10-23 N N N 2000000.00 2000000.00 0.0028 N 2000140.00 2000140.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.307800% 46639XAX7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-27 2015-10-27 N N N 5000000.00 5000000.00 0.0069 N 5000100.00 5000100.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.307800% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2015-12-08 N N N 4000000.00 4000000.00 0.0055 N 4000160.00 4000160.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P3T94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2997354.16 0.0041 N 2997450.00 2997450.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.290000% 4820P3TH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 2000000.00 1997825.00 0.0027 N 1998140.00 1998140.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.290000% 4820P3U19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4993998.62 0.0069 N 4994650.00 4994650.00 Lexington Parker Capital Co, LLC Lexington Parker Capital Co, LLC 0.260000% 52952MRD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-13 2015-04-13 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 5000000.00 4997472.22 0.0069 N 4997900.00 4997900.00 Lloyds Bank Plc Lloyds Bank Plc 0.120000% 53943SP35 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 6000000.00 5999980.00 0.0083 N 5999940.00 5999940.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB34 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 3000000.00 3000000.00 0.0041 N 3000960.00 3000960.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.260000% 55607LQD9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 5000000.00 4998591.66 0.0069 N 4999050.00 4999050.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M150306_2MN1 0000728612 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007 QA4 2047-05-25 0.388299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19007748.00 4100816.79 BAMLL RE REMIC TR 2015 FRR10 2046-12-26 3.151250 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9813.00 9747.06 CWALT INC 2005 53T2 2037-09-17 4.373300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5335783.00 5089436.35 First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 8000000.00 8000000.00 0.0110 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000% 992JYF009_0.0600_M150206_2MN1 0000728612 Government Agency Repurchase Agreement Y GNMA 2061-04-20 4.719999 Government Agency Debt 20519930.00 22102306.85 GNMA 2061-04-20 4.761000 Government Agency Debt 10160219.00 10924423.01 GNMA 2062-06-20 4.456999 Government Agency Debt 1755470.00 1993270.16 GNMA 2064-07-20 4.512999 Government Agency Debt 477568.00 537580.35 GNMA 2064-08-20 4.666999 Government Agency Debt 1414668.00 1522420.38 First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 36000000.00 36000000.00 0.0495 N 36000000.00 36000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.255000% 60682APY6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 7000000.00 7000000.00 0.0096 N 7000350.00 7000350.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AQY5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 1000000.00 1000000.00 0.0014 N 999980.00 999980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ARC2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-04-21 N N N 1000000.00 1000000.00 0.0014 N 999980.00 999980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ARG3 Certificate of Deposit N First Tier 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Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L2Y1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 2000000.00 2000000.00 0.0028 N 1999840.00 1999840.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4T0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 5000000.00 5000000.00 0.0069 N 5000000.00 5000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.300000% 60688L5B8 Certificate of Deposit N First Tier Security N/A N/A 2015-07-29 2015-07-29 N N N 5000000.00 5000000.00 0.0069 N 5000250.00 5000250.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LG83 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-02-25 N N N 2000000.00 2000000.00 0.0028 N 2000060.00 2000060.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.080000% 60686N005_0.0800_M150202_2MN1 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2044-10-01 4.000000 Government Agency Debt 4766143.00 5150000.70 First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 5000000.00 5000000.00 0.0069 N 5000000.00 5000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.040000% 63252Q006 0000833029 Other Instrument Security is a time deposit. 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Tier Security N/A N/A 2015-03-24 2015-03-24 N N N 10000000.00 10000000.00 0.0138 N 10001200.00 10001200.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BSS4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2000000.00 2000000.00 0.0028 N 2000140.00 2000140.00 Rabobank Nederland Rabobank Nederland 0.238000% 21684BZJ6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-18 2015-04-20 N N N 2000000.00 2000000.00 0.0028 N 2000020.00 2000020.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VDD8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-11 2015-06-11 N N N 7000000.00 7000000.00 0.0096 N 6999720.00 6999720.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.260000% 76582KQ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Guaranty BNP Paribas N/A N/A 4000000.00 3999191.11 0.0055 N 3999400.00 3999400.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KT27 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LLC 0.270000% 82124MRH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2998335.00 0.0041 N 2998770.00 2998770.00 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 10000000.00 10000000.00 0.0138 N 10001400.00 10001400.00 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 1000000.00 1000000.00 0.0014 N 1000020.00 1000020.00 State Street Bank & Trust Co NA State Street Bank & Trust Co NA 0.236800% 8574P1DJ2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-13 2015-04-13 N N N 4000000.00 4000000.00 0.0055 N 3999920.00 3999920.00 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 2000000.00 2000000.00 0.0028 N 2000180.00 2000180.00 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 1000000.00 1000000.00 0.0014 N 1000060.00 1000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y2Q6 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 1000000.00 1000000.00 0.0014 N 999920.00 999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y7D0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 2000000.00 2000000.00 0.0028 N 1999700.00 1999700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YE83 Certificate of Deposit N First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 2000000.00 2000000.00 0.0028 N 1999820.00 1999820.00 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 1000000.00 1000000.00 0.0014 N 999910.00 999910.00 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 3000000.00 3000000.00 0.0041 N 3000030.00 3000030.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562YQ64 Certificate of Deposit N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N N 3000000.00 3000000.00 0.0041 N 2999580.00 2999580.00 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 2000000.00 2000000.00 0.0028 N 2000100.00 2000100.00 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 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KUR2 Certificate of Deposit N First Tier Security N/A N/A 2015-03-30 2015-03-30 N N N 5000000.00 5000000.00 0.0069 N 5000500.00 5000500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KVM2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 3000000.00 3000000.00 0.0041 N 2999760.00 2999760.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.040000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 14000000.00 14000000.00 0.0193 Security is a time deposit. N 14000000.00 14000000.00 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 1000000.00 999516.94 0.0014 N 999690.00 999690.00 Swedbank AB Swedbank AB 0.260000% 87019TYC0 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0028 N 2000200.00 2000200.00 Swedbank AB Swedbank AB 0.120000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 5000000.00 5000000.00 0.0069 Security is a time deposit. N 5000000.50 5000000.50 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 2000000.00 1999120.00 0.0028 N 1999120.00 1999120.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.238300% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-06-16 N N N 5000000.00 5000000.00 0.0069 N 5000050.00 5000050.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.238800% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-07-21 N N N 4000000.00 4000000.00 0.0055 N 4000040.00 4000040.00 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 4000000.00 4000000.00 0.0055 N 4001520.00 4001520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89113EBZ8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 15000000.00 15000000.00 0.0206 N 15000000.00 15000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.228000% 89233ACY3 Other Commercial Paper N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 1000000.00 1000000.00 0.0014 N 1000000.00 1000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HS13 Other Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 1000000.00 999462.22 0.0014 N 999520.00 999520.00 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 3000000.00 2998083.33 0.0041 N 2998260.00 2998260.00 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 5000000.00 4996773.61 0.0069 N 4997050.00 4997050.00 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 5000000.00 5000000.00 0.0069 N 5000250.00 5000250.00 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 4000000.00 3999166.66 0.0055 N 3999560.00 3999560.00 United States Treasury Department United States Treasury Department 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-02-02 2016-01-31 N N N 5000000.00 4999269.64 0.0069 N 4999555.00 4999555.00 United States Treasury Department United States Treasury Department 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-02-02 2016-07-31 N N N 3000000.00 3000000.00 0.0041 N 3000168.00 3000168.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.250000% 92512MS18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N Y Credit / Liquidity Natixis SA N/A N/A 2000000.00 1998777.78 0.0027 N 1998882.80 1998882.80 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.238000% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2015-04-07 N N N 2000000.00 2000000.00 0.0028 N 2000020.00 2000020.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.248000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-20 2015-05-20 N N N 5000000.00 5000000.00 0.0069 N 5000650.00 5000650.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.257800% 94988E6F0 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2015-08-10 N N N 7000000.00 7000000.00 0.0096 N 7000140.00 7000140.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.268800% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-11-23 N N N 10000000.00 10000000.00 0.0138 N 10000400.00 10000400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.297800% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2016-02-08 N N N 4000000.00 4000000.00 0.0055 N 4000600.00 4000600.00 Westpac Banking Corp Westpac Banking Corp 0.246300% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2015-02-11 2015-05-11 N N N 6000000.00 6000000.00 0.0083 N 6000060.00 6000060.00 Westpac Banking Corp Westpac Banking Corp 0.296800% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-02-12 2016-02-12 N N N 3000000.00 3000000.00 0.0041 N 3000450.00 3000450.00 Westpac Banking Corp Westpac Banking Corp 0.246300% 9612C4MF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-12 2015-06-12 N N N 5000000.00 5000000.00 0.0069 N 5000050.00 5000050.00 Westpac Banking Corp Westpac Banking Corp 0.247800% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-27 2015-07-27 N N N 2000000.00 2000000.00 0.0028 N 2000040.00 2000040.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 24629.24 24629.24 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 24144.05 24144.05 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 12300.72 12300.72 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 12058.40 12058.40