0001145549-15-002927.txt : 20150601 0001145549-15-002927.hdr.sgml : 20150601 20150407142109 ACCESSION NUMBER: 0001145549-15-002927 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150407 DATE AS OF CHANGE: 20150407 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: 15755990 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 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-03-31 0000857156 S000004505 2 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 91 22301179050.12 6604204.67 1931398.78 22305851856.01 0.0025 1.0001 2015-03-31 1.0001 2015-03-31 C000012379 1.00 5500236290.27 1.00 -36171729.24 1597639069.56 1633810798.80 0.0001 1.0001 2015-03-31 1.0001 2015-03-31 C000012380 1.00 16805615565.74 1.00 134450432.24 5406996765.73 5272546333.49 0.0001 1.0001 2015-03-31 1.0001 2015-03-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279H4G8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N Y Santander UK Plc N/A N/A N 11000000.00 11000000.00 0.0005 N 11001210.00 11001210.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279H5C6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0034 N 75000000.00 75000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 217000000.00 217000000.00 0.0097 Security is a time deposit. N 217000000.00 217000000.00 Bank of America, NA Bank of America, NA 0.382750% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-05-05 2016-04-04 N N N 60000000.00 60000000.00 0.0027 N 60003000.00 60003000.00 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 26000000.00 26000000.00 0.0012 N 26000260.00 26000260.00 Bank of America, NA Bank of America, NA 0.240000% 06053PAX5 Other Note N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 15000000.00 15000000.00 0.0007 N 15000315.00 15000315.00 Bank of America, NA Bank of America, NA 0.240000% 06053PBC0 Other Note N First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 12000000.00 12000000.00 0.0005 N 12000240.00 12000240.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBH9 Other Note N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 70000000.00 70000000.00 0.0031 N 70003500.00 70003500.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBR7 Other Note N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 24000000.00 24000000.00 0.0011 N 24001440.00 24001440.00 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 97000000.00 97000000.00 0.0043 N 97005820.00 97005820.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBZ9 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 105000000.00 105000000.00 0.0047 N 105006195.00 105006195.00 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 61000000.00 61000000.00 0.0027 N 61004880.00 61004880.00 Bank of America, NA Bank of America, NA 0.300000% 06053PCS4 Other Note N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N N 33000000.00 33000000.00 0.0015 N 33002970.00 33002970.00 Bank of America, NA Bank of America, NA 0.300000% 06053PDC8 Other Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 26000000.00 26000000.00 0.0012 N 26002600.00 26002600.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDW4 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 99000000.00 99000000.00 0.0044 N 99012870.00 99012870.00 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 50000000.00 50000000.00 0.0022 N 50001500.00 50001500.00 Bank of Montreal Bank of Montreal 0.050000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 30000000.00 30000000.00 0.0013 Security is a time deposit. N 30000000.00 30000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.340000% 06417HA71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 166000000.00 166000000.00 0.0074 N 166009960.00 166009960.00 Bank of Nova Scotia Bank of Nova Scotia 0.275000% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2015-12-08 N N N 50000000.00 50000000.00 0.0022 N 50001500.00 50001500.00 Bank of Nova Scotia Bank of Nova Scotia 0.276500% 06417HH90 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2015-12-11 N N N 117000000.00 117000000.00 0.0052 N 117003510.00 117003510.00 Bank of Nova Scotia Bank of Nova Scotia 0.247800% 06417HRB4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 65000000.00 65000000.00 0.0029 N 65000000.00 65000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.245000% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-06-09 N N N 73000000.00 73000000.00 0.0033 N 73000730.00 73000730.00 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 107000000.00 107000000.00 0.0048 N 107037450.00 107037450.00 Bank of Nova Scotia Bank of Nova Scotia 0.140000% 924HZZ001_0.1400_M150401_2M47 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2042-07-01 2.595000 Government Agency Debt 39988049.00 22745989.93 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 113020.00 95387.77 Freddie Mac 2030-02-01 3.000000 Government Agency Debt 287836.00 301352.55 Freddie Mac 2045-03-01 3.500000 Government Agency Debt 30995293.00 32564760.32 GNMA 2061-09-20 4.655999 Government Agency Debt 19180785.00 22693080.01 United States Treasury Department 2022-03-31 1.750000 Treasury Debt 15345600.00 15340812.17 United States Treasury Department 2044-02-15 1.375000 Treasury Debt 7640900.00 9019835.49 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 100000000.00 100000000.00 0.0045 N 100000000.00 100000000.00 Bank of the West Bank of the West 0.240000% 06426GGF8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 27000000.00 27000000.00 0.0012 N 27002160.00 27002160.00 Bank of the West Bank of the West 0.250000% 06426GGN1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 61000000.00 61000000.00 0.0027 N 61013420.00 61013420.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HRC6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 102000000.00 102000000.00 0.0046 N 102003060.00 102003060.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HZ37 Certificate of Deposit N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 74000000.00 74000000.00 0.0033 N 74005920.00 74005920.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JMV5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 117000000.00 117000000.00 0.0052 N 117015210.00 117015210.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNB8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 136000000.00 136000000.00 0.0061 N 136017680.00 136017680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538JNV4 Certificate of Deposit N First Tier Security N/A N/A 2015-06-05 2015-06-05 N N N 53000000.00 53000000.00 0.0024 N 53004770.00 53004770.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538JPH3 Certificate of Deposit N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 40000000.00 40000000.00 0.0018 N 40004000.00 40004000.00 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 104000000.00 104000000.00 0.0047 N 104010400.00 104010400.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XQ68 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 108000000.00 108000000.00 0.0048 N 108024840.00 108024840.00 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR42 Certificate of Deposit N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 137000000.00 137000000.00 0.0061 N 137078090.00 137078090.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M150401_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-10-31 0.375000 Treasury Debt 1681300.00 1680515.21 United States Treasury Department 2017-06-30 0.750000 Treasury Debt 1689100.00 1694097.44 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 3308391.00 3308391.00 0.0001 N 3308391.00 3308391.00 Barclays US Funding LLC Barclays US Funding LLC 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 31000000.00 31000000.00 0.0014 N 31000000.00 31000000.00 Barclays US Funding LLC Barclays US Funding LLC 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 31000000.00 30992163.89 0.0014 N 30996590.00 30996590.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.280000% 08224MSN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N Y Guaranty SOCIETE GENERALE N/A N/A 33000000.00 32986910.00 0.0015 N 32991090.00 32991090.00 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 86000000.00 86000000.00 0.0039 N 86018060.00 86018060.00 BNP Paribas BNP Paribas 0.300000% 05572NWM4 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 102000000.00 102000000.00 0.0046 N 102019380.00 102019380.00 BNP Paribas BNP Paribas 0.360000% 05572NXD3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 111000000.00 111000000.00 0.0050 N 111013320.00 111013320.00 BNP Paribas BNP Paribas 0.250000% 05572NXN1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N N 101000000.00 101000000.00 0.0045 N 101002020.00 101002020.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.310000% 921AAE003_0.3100_M150401_2M47 0001197610 Other Repurchase Agreement N GOLDMAN SACHS GRP 2017-06-04 0.886000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2905026.00 2906607.68 J P MORGAN CHASE & CO 2020-01-23 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5479857.00 5493392.25 RESIDENTIAL ASSET SEC TR 2036-07-25 0.673799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.21 STRUCT ASSET MTG INV II TRUST 200 2036-10-25 0.373800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.34 WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF 2033-08-25 2.264200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2.00 0.29 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 8000000.00 8000000.00 0.0004 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 8000000.00 8000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 977BXL003_0.0600_M150401_2M47 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2015-07-15 1.875000 Treasury Debt 32275700.00 39545747.64 United States Treasury Department 2018-02-15 3.500000 Treasury Debt 6291000.00 6781220.79 United States Treasury Department 2022-01-15 0.125000 Treasury Debt 138900.00 144178.44 United States Treasury Department 2022-07-15 0.125000 Treasury Debt 38702100.00 39600258.16 United States Treasury Department 2024-07-15 0.125000 Treasury Debt 5870900.00 5751461.12 United States Treasury Department 2025-01-15 2.375000 Treasury Debt 3378700.00 5077175.46 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 95000000.00 95000000.00 0.0043 N 95000000.00 95000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987WVU007_0.1100_M150401_2M47 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2016-07-15 0.625000 Treasury Debt 75492900.00 75791164.11 United States Treasury Department 2016-10-31 3.125000 Treasury Debt 39365800.00 41508922.22 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 115000000.00 115000000.00 0.0052 N 115000000.00 115000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.130000% 987WVU007_0.1300_M150401_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2027-08-01 3.000000 Government Agency Debt 5887068.00 6040565.25 Fannie Mae 2028-01-01 2.500000 Government Agency Debt 13254299.00 10921141.64 Fannie Mae 2028-10-01 3.500000 Government Agency Debt 103337.00 94556.19 Fannie Mae 2036-06-01 2.125000 Government Agency Debt 21748426.00 1175679.68 Fannie Mae 2038-02-01 4.500000 Government Agency Debt 1006573.00 139368.25 Fannie Mae 2038-04-01 4.995000 Government Agency Debt 32949780.00 1450492.72 Fannie Mae 2038-10-01 5.391000 Government Agency Debt 1152713.00 1186054.73 Fannie Mae 2039-12-01 3.500000 Government Agency Debt 1284194.00 1354034.34 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 154016954.00 88694670.98 Fannie Mae 2042-05-01 2.948000 Government Agency Debt 1355754.00 1416098.50 Fannie Mae 2042-10-01 2.023000 Government Agency Debt 2031206.00 1448132.60 Fannie Mae 2042-11-01 2.682999 Government Agency Debt 1489261.00 1303375.99 Fannie Mae 2043-03-01 2.326000 Government Agency Debt 1390536.00 1394209.90 Fannie Mae 2044-09-01 2.837000 Government Agency Debt 1321146.00 1292674.15 Fannie Mae 2045-02-01 2.613000 Government Agency Debt 1238000.00 1281029.46 Fannie Mae 2045-04-01 3.500000 Government Agency Debt 17698793.00 18633354.17 Freddie Mac 2027-06-15 4.000000 Government Agency Debt 3876.00 4111.74 GNMA 2023-10-25 3.527000 Government Agency Debt 178776.00 194228.11 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 134000000.00 134000000.00 0.0060 N 134000000.00 134000000.00 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 116000000.00 116000000.00 0.0052 N 116000000.00 116000000.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.210000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.270000% 12476FV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N Y Letter of Credit Citibank NA N/A N/A 34000000.00 33967870.00 0.0015 N 33971440.00 33971440.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.060000% 13606JYM5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 262000000.00 262000000.00 0.0117 N 262000000.00 262000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.295000% 13606YA22 Other Note N First Tier Security N/A N/A 2015-04-10 2015-12-04 N N N 182000000.00 182000000.00 0.0082 N 182001820.00 182001820.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 13738KRH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 29000000.00 28996520.00 0.0013 N 28997680.00 28997680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.290000% 13738KSM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-21 2015-05-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 20000000.00 19991944.44 0.0009 N 19994600.00 19994600.00 Charta, LLC Charta, LLC 0.280000% 16115XTR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N Y Letter of Credit Citibank NA N/A N/A 37000000.00 36975538.89 0.0017 N 36982610.00 36982610.00 Charta, LLC Charta, LLC 0.280000% 16115XTV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-29 2015-06-29 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24982694.50 0.0011 N 24987500.00 24987500.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUX9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 136000000.00 136000000.00 0.0061 N 136046240.00 136046240.00 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 7000000.00 6998395.83 0.0003 N 6999020.00 6999020.00 Ciesco, LLC Ciesco, LLC 0.280000% 17178CTR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N Y Letter of Credit Citibank NA N/A N/A 28000000.00 27981488.84 0.0013 N 27987400.00 27987400.00 Citibank, NA Citibank, NA 0.250000% 17304UA42 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 24000000.00 24000000.00 0.0011 N 24000000.00 24000000.00 Citibank, NA Citibank, NA 0.250000% 17304UB66 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 10000000.00 10000000.00 0.0004 N 10000000.00 10000000.00 Citibank, NA Citibank, NA 0.250000% 17304UD80 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 3000000.00 3000000.00 0.0001 N 3000180.00 3000180.00 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 64000000.00 64000000.00 0.0029 N 64005760.00 64005760.00 Citibank, NA Citibank, NA 0.250000% 17304UG53 Certificate of Deposit N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 169000000.00 169000000.00 0.0076 N 169015210.00 169015210.00 Citibank, NA Citibank, NA 0.280000% 17304UL57 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 49000000.00 49000000.00 0.0022 N 49011270.00 49011270.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GT20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Guaranty JP Morgan Securities LLC N/A N/A 12000000.00 11993800.00 0.0005 N 11995800.00 11995800.00 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 8000000.00 7993777.78 0.0004 N 7996720.00 7996720.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.330000% 19422DU66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 19000000.00 18983280.00 0.0009 N 18988030.00 18988030.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.267800% 20272AKD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-29 2015-10-29 N N N 90000000.00 89995282.09 0.0040 N 90002700.00 90002700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.277500% 20272AKN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-11-19 N N N 84000000.00 83997262.92 0.0038 N 84001680.00 84001680.00 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 56000000.00 55987166.67 0.0025 N 55992160.00 55992160.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VT87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N Y Letter of Credit Citibank NA N/A N/A 23000000.00 22989138.89 0.0010 N 22991950.00 22991950.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.280000% 22533MVK4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 117000000.00 117000000.00 0.0052 N 117001170.00 117001170.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549V3E1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 35000000.00 35000000.00 0.0016 N 35000000.00 35000000.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549V3J0 Certificate of Deposit N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 34000000.00 34000000.00 0.0015 N 34000680.00 34000680.00 Credit Suisse AG Credit Suisse AG 0.220000% 22549V5S8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 57000000.00 57000000.00 0.0026 N 57001710.00 57001710.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549VA29 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 98000000.00 98000000.00 0.0044 N 98007840.00 98007840.00 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 32000000.00 32000000.00 0.0014 N 32005440.00 32005440.00 Credit Suisse AG Credit Suisse AG 0.350000% 22549VR21 Certificate of Deposit N First Tier Security N/A N/A 2015-08-20 2015-08-20 N N N 75000000.00 75000000.00 0.0034 N 75000000.00 75000000.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VTS2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 15000000.00 15000000.00 0.0007 N 15003300.00 15003300.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.300000% 921AER000_0.3000_M150401_2M47 0001230485 Other Repurchase Agreement N CD 2007-CD5 C 2044-11-15 6.123899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2200000.00 2302800.06 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2000000.00 2000000.00 0.0001 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 2000000.00 2000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150519_2M47 0001230485 Other Repurchase Agreement N BOAMS 2019-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25859000.00 871097.37 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17500000.00 17682998.18 GSMS 2045-08-10 5.795799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44462942.00 45847696.89 First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 56000000.00 56000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 56000000.00 56000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150522_2M47 0001230485 Other Repurchase Agreement N 144A GSMPS 1999-2 A 2027-09-19 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13035000.00 562435.54 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13766000.00 10798968.37 144A RBSGC 2005-RP1 1B1 2034-12-25 5.468000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1242000.00 335908.11 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.028299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13435643.00 13795114.90 FHAMS 2004-AA7 2A1 2035-02-25 2.273299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7685000.00 1699811.41 JPMCC 2006-CB15 AM 2043-06-12 5.855000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 308145.44 MARM 2004-5 B1 2034-07-25 2.471400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7450000.00 2030506.06 MLCFC 2006-3 B 2046-07-12 5.525000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4412750.00 3999699.61 MORGAN STANLEY CAPITAL 1 TRUST 2006 2043-12-15 5.399000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 681837.83 MSM 2004-10AR B1 2034-11-25 2.515400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 961284.27 WACHOVIA CMBS 2005-C22 2044-12-15 5.360699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3076000.00 2777198.23 First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 33000000.00 33000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 33000000.00 33000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150526_2M47 0001230485 Other Repurchase Agreement N 144A CSMC 2008-C1 AJ 2041-02-15 5.970699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1440000.00 1520553.13 BOAMS 2003-H B1 2033-09-25 2.654300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9411000.00 2044131.57 BSCMS 2007-PW17 AJ 2050-06-11 5.896200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4160000.00 4325683.75 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.028299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5335000.00 5477738.43 GMACC 2005-C1 AJ 2043-05-10 4.806000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 496741.47 JPMCC 2007-CB18 AJ 2047-06-12 5.501999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 15148276.09 ML CFC COMM MTG TRUST 2049-12-12 5.238999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12250000.00 12423532.01 MSC 2007-HQ11 C 2044-02-12 5.557999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 200581.93 PNCMT 2000-1 DB1 2030-03-25 0.079899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 477144.24 WFMBS 2035-03-25 2.615400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25857000.00 3890450.89 First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 40000000.00 40000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 40000000.00 40000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150602_2M47 0001230485 Other Repurchase Agreement N CSMC TR 2013-6 2043-08-25 3.293600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 111432.59 CSMC TR 2013-7 2043-08-01 3.592800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6815000.00 5640210.19 First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 5000000.00 5000000.00 0.0002 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 5000000.00 5000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150610_2M47 0001230485 Other Repurchase Agreement N ARMT 2005-10 5A1 2036-01-25 0.433699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44262615.00 5683319.68 BALTA 2005-10 11A1 2036-01-25 0.673699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39000000.00 4040288.53 BALTA 2005-5 24A1 2035-07-25 5.203599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 7765019.24 BALTA 2005-8 11A1 2035-10-25 0.713700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000000.00 4184078.29 BSABS 2004-AC4 M1 2034-08-25 1.073700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28569000.00 2786718.56 BSARM TRUST 2005-9 2035-10-25 2.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44380000.00 11682192.19 BSMF 2006-AR3 1A1 2036-10-25 0.353700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000000.00 15134510.99 CWALT 2005-31 2A1 2035-08-25 0.473700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27450000.00 4082033.39 CWALT INC 2035-05-25 0.673699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22295000.00 3105194.25 CWALT INC 2035-11-20 0.475999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37250000.00 6506089.34 CWL 2005-IM3 A3 2036-03-25 0.423700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000000.00 8474224.81 IMM 2005-5 A4 2035-08-25 0.933699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24450000.00 2823664.85 IMSA 2007-2 1A1C 2037-05-25 0.553699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15195000.00 6612268.14 INDA 2037-08-25 5.001100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000000.00 8798120.05 RFMSI 2007-SA1 2A1 2037-02-25 3.335500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27975000.00 5755000.95 RFMSI 2007-SA2 4A 2037-04-25 3.776600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27804800.00 6736076.04 RFMSI SERIES 2007-SA1 TRUST 2037-02-25 4.671299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27365000.00 6991955.37 WAMU 2006-AR17 1A 2046-12-25 0.940799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25584000.00 8439336.53 First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 104000000.00 104000000.00 0.0047 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 104000000.00 104000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.700000% 988WZK004_0.7000_M150527_2M47 0001230485 Other Repurchase Agreement N AHM 2005-2 5A4D 2035-09-25 4.461199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4663000.00 3465064.96 BAFC 2007-1 TA4 2037-01-25 6.089599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 373127.26 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20450000.00 20849594.46 CFLX 2006-2 A4 2036-09-25 5.276200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 188492.37 CSFB 2003-AR15 CB2 2033-06-25 2.469599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348484.00 132749.02 CSFB 2003-AR24 CB1 2033-10-25 2.564999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9541500.00 801462.89 CWALT 2005-J11 1A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10850000.00 6210147.81 CWHL 2003-58 B1 2034-02-19 2.550100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 59223.65 CWHL 2005-HYB7 6A1 2035-11-20 4.789799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23946000.00 5650239.09 CWHL 2006-HYB2 4A1 2036-04-20 5.031900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 5401963.00 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 4757658.36 FHAMS 2005-AA8 3A1 2035-10-25 2.261400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000000.00 3760204.64 GS MTGE 2006 2039-11-10 5.700999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2573336.36 INDA 2007-AR1 1A2 2037-03-25 2.823700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24695000.00 7036985.68 INDX 2005-AR15 A1 2035-09-25 4.544200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12075000.00 3119060.02 INDX 2005-AR19 A1 2035-10-25 4.648600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17465000.00 4727852.67 JPMMT 2005-A6 1A2 2035-09-25 2.526500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17275000.00 11594265.02 LBUBS 2007-C7 C 2045-09-15 6.350799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5194000.00 4950130.34 RAST 2005-A15 2A4 2036-02-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19193000.00 9023199.30 SARM 2035-09-25 2.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9152000.00 2356839.86 SARM 2035-10-25 5.312500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 92523.25 SEMT 10 B3 2027-10-20 2.275999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 59188.03 SEMT 2004-5 B2 2034-06-20 1.496000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 187856.51 TMST 2038-04-25 3.015600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127691000.00 31279559.68 TMST 2038-04-25 6.130700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154052000.00 26658313.14 WBCMT 2006-C26 D 2045-06-15 6.038700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 817440.93 WBCMT 2006-C27 B 2045-07-15 5.865000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 8522874.71 WELLS FARGO MTG B SEC 2034-09-25 2.613200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3958000.00 2028753.57 WMALT 2005-8 2CB1 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134373.00 75195.60 First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 145000000.00 145000000.00 0.0065 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 145000000.00 145000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.260000% 2284K1R70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 46000000.00 45998006.67 0.0021 N 45998620.00 45998620.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.300000% 2284K1T37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-03 2015-06-03 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 104000000.00 103945400.00 0.0047 N 103962560.00 103962560.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.300000% 2284K1T45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 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 6000000.00 5996800.00 0.0003 N 5997780.00 5997780.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M150401_2M47 0001074042 Government Agency Repurchase Agreement Y 5.375 TVBD 56 A 2056-04-01 5.375000 Government Agency Debt 5692000.00 7735228.78 Farm Federal Credit Bank 2016-10-24 0.650000 Government Agency Debt 15000000.00 15039970.83 Farm Federal Credit Bank 2022-03-24 2.480000 Government Agency Debt 19000000.00 18944562.22 Farm Federal Credit Bank 2022-06-30 2.480000 Government Agency Debt 9615000.00 9638065.32 Freddie Mac 2020-05-01 1.375000 Government Agency Debt 16255000.00 16189966.45 Freddie Mac 2032-07-15 6.250000 Government Agency Debt 9941000.00 14852295.82 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 80000000.00 80000000.00 0.0036 N 80000000.00 80000000.00 DNB Bank ASA DNB Bank ASA 0.240000% 2332K1R85 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-08 2015-04-08 N N N 109000000.00 108994913.34 0.0049 N 108997820.00 108997820.00 DNB Bank ASA DNB Bank ASA 0.310000% 2332K1VM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-21 2015-08-21 N N N 50000000.00 49938861.11 0.0022 N 49945000.00 49945000.00 DNB Bank ASA DNB Bank ASA 0.325000% 2332K1X13 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 141000000.00 140767056.27 0.0063 N 140765940.00 140765940.00 DNB Bank ASA DNB Bank ASA 0.070000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 145000000.00 145000000.00 0.0065 Security is a time deposit. N 145000000.00 145000000.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000% 23328AJY1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 90000000.00 90000000.00 0.0040 N 90000000.00 90000000.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.070000% 981LCR005 0000800178 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 132000000.00 132000000.00 0.0059 Security is a time deposit. N 132000000.00 132000000.00 Eagle Cnty Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2410000.00 2410000.00 0.0001 N 2410000.00 2410000.00 Federal Home Loan Bank Federal Home Loan Bank 0.077500% 313384FH7 Government Agency Debt N First Tier Security N/A N/A 2015-05-08 2015-05-08 N N N 77487000.00 77480827.95 0.0035 N 77484442.93 77484442.93 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M150401_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2041-11-15 3.125000 Treasury Debt 1666298800.00 1878002614.90 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 1878000000.00 1878000000.00 0.0842 N 1878000000.00 1878000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.100000% 985YBN003_0.1000_M150406_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2019-05-15 3.125000 Treasury Debt 7495700.00 8136509.88 United States Treasury Department 2038-05-15 4.500000 Treasury Debt 1150764700.00 1582872330.80 First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 1591000000.00 1591000000.00 0.0713 N 1590952270.00 1590952270.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 46000000.00 45996345.55 0.0021 N 45998160.00 45998160.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JTS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 125000000.00 124925347.22 0.0056 N 124958750.00 124958750.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2355000.00 2355000.00 0.0001 N 2355000.00 2355000.00 Goldman Sachs & Co Goldman Sachs & Co 0.090000% 992JYE002_0.0900_M150402_2M47 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2036-04-20 5.500000 Government Agency Debt 42097957.00 4952664.10 GNMA 2034-06-20 5.500000 Government Agency Debt 40158000.00 5348077.98 GNMA 2040-10-20 5.000000 Government Agency Debt 9000000.00 4992775.70 GNMA 2041-05-15 4.500000 Government Agency Debt 7022943.00 4840678.40 GNMA 2042-08-20 3.500000 Government Agency Debt 5575000.00 4881920.26 GNMA 2043-11-15 4.500000 Government Agency Debt 3889325.00 3957136.70 GNMA 2043-11-20 4.500000 Government Agency Debt 5444172.00 4768078.62 GNMA 2044-01-15 4.500000 Government Agency Debt 4512989.00 4827543.57 GNMA 2044-05-15 3.500000 Government Agency Debt 4991439.00 5216028.36 GNMA 2044-08-20 4.500000 Government Agency Debt 5032780.00 5312204.10 GNMA 2044-09-20 4.500000 Government Agency Debt 4726852.00 5003776.73 GNMA 2044-12-20 4.500000 Government Agency Debt 4819714.00 5320565.58 GNMA 2045-02-20 3.500000 Government Agency Debt 719842.00 758550.62 First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 59000000.00 59000000.00 0.0026 N 58999410.00 58999410.00 HSBC Bank Plc HSBC Bank Plc 0.313800% 40433FET2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-05 2016-01-04 N N N 134000000.00 133999871.50 0.0060 N 134005360.00 134005360.00 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 216000000.00 216000000.00 0.0097 N 215961120.00 215961120.00 HSBC Bank USA HSBC Bank USA 0.240000% 40428AYZ4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 108000000.00 108000000.00 0.0048 N 108006480.00 108006480.00 HSBC Bank USA HSBC Bank USA 0.245000% 40428AZR1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 5000000.00 5000000.00 0.0002 N 5000550.00 5000550.00 ING Bank NV ING Bank NV 0.290000% 924RUL005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 159000000.00 159000000.00 0.0071 N 159000000.00 159000000.00 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 72000000.00 72000000.00 0.0032 N 72006480.00 72006480.00 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 40000000.00 40000000.00 0.0018 N 40006000.00 40006000.00 ING Bank NV ING Bank NV 0.300000% 924WBT008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 177000000.00 177000000.00 0.0079 N 177026550.00 177026550.00 ING Bank NV ING Bank NV 0.330000% 926FDG009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-07-30 2015-07-30 N N N 10000000.00 10000000.00 0.0004 N 10002000.00 10002000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.707100% 46623EJX8 Other Note N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 24531000.00 24536184.90 0.0011 N 24535292.93 24535292.93 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.330000% 46590ERQ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 111000000.00 110976597.49 0.0050 N 110990010.00 110990010.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.140000% 46899T004_0.1400_M150401_2M47 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 101002.00 84326.87 Freddie Mac 2032-04-01 3.500000 Government Agency Debt 145140782.00 102916016.95 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 100000000.00 100000000.00 0.0045 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.630000% 921ACP006_0.6300_M150629_2M47 0001168163 Other Repurchase Agreement N AGRIUM INC 2041-01-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4423996.00 5544640.88 AGRIUM INC 2041-01-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 124922.00 156566.06 AMERICOLD 2010 LLC TRUST 2029-01-17 6.810999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 1.17 BANC OF AMERICA COMM MTGE 2045-10-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9158129.00 9518155.66 BANC OF AMERICA COMM MTGE 2045-10-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2149805.00 2234318.67 BANK OF NY COMPANY 2019-01-15 2.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1812000.00 1839222.28 BARCLAYS BANK PLC,GB 2019-05-22 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3685000.00 4451655.03 BNP PARIBAS / BNP PARIBAS US SR NT 5%21 2021-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5718729.00 6521956.26 BOCA HOTEL PORTFOLIO TR 2013 BOCA 2026-08-15 3.224499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2237993.00 2250562.19 BPCE 2018-12-10 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5411.00 5592.15 CGWF COML MTG 2013 RKWH 2030-11-15 3.274500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 1.00 CGWF COML MTG 2013 RKWH 2030-11-15 3.274500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 1.00 CITIGROUP COML MTG TR 2014 GC23 2047-07-12 3.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15343968.00 11317623.85 CITIGROUP COML MTG TR 2014 GC23 2047-07-12 3.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525770.00 387804.97 COMCAST CORP 2017-01-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12259406.00 13611523.13 COMM 2014 CCRE19 MTG TR 2047-08-10 4.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11554889.00 9374942.75 COMM 2014 KY0 MTG TR 2027-06-11 2.527000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12406250.00 12411409.62 COMM 2014 KY0 MTG TR 2027-06-11 3.677000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1699215.00 1698458.47 COMM 2014 KY0 MTG TR 2027-06-11 3.677000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 187237.00 187153.64 Credit Suisse 2021-10-29 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7184846.00 7395625.43 Credit Suisse 2021-10-29 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2385815.00 2455806.86 DOMINION RESOURCES INC 2019-12-01 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5846299.00 5929316.45 DUKE POWER COMPANY 2032-10-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 645684.00 886576.86 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3689585.00 4428110.78 EQTY 2014 INNS MTG TR 2031-05-08 4.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1154093.00 1148676.23 EXPORKLORE SA 2031-12-05 4.092699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4068666.00 4105743.03 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4808227.00 5005495.94 FLORIDA POWER COMPANY 2021-08-15 3.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5015000.00 5270419.52 GE COML MTG SECS TR 2007 C1 2049-12-10 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 10498066.67 GENERAL ELEC CAPT CORP 2021-01-07 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1606504.00 1819529.11 GS MTG SECS TR 2014 2031-07-15 6.124500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9601012.00 9811744.61 GULFSTREAM NAT GAS SYS LLC 2025-11-01 6.190000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 427718.08 JP MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-16 3.274999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10292434.00 10255263.45 JP MORGAN MTG 2014 I9VR3 2044-09-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.82 LB UBS COMMERCIAO 2039-03-15 5.719999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 10356572.22 MERRILL LYNCH & CO 2038-05-14 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1784021.00 2607048.86 NEW RESIDENTIAL MTG LN TR 201403 2054-11-25 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7970280.00 7712786.53 ORACLE CORP 2024-07-08 3.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85978.00 90932.82 PRUDENTIAL FINANCIAL INC 2068-06-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9996000.00 12054995.52 RIO TINTO FIN USA PLC 2017-03-22 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2868361.00 2910066.97 RIO TINTO FIN USA PLC 2017-03-22 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1104536.00 1120595.95 SMUCKER J M CO 2025-03-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8630464.00 8875823.30 SPECTRA ENERGY PARTNERS LP 2016-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4182176.00 4310970.76 SYSCO CORP 2034-10-02 4.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4225129.00 4509687.91 TESCO PLC 2017-11-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1757625.00 1923048.76 TESCO PLC 2017-11-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 545770.00 597136.66 UNITEDHEALTH GROUP INC COM 2018-02-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6668615.00 7590595.48 VIACOM, INC CLASS B COMMON NEW 2021-12-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7449468.00 7884514.86 WAMU COMMERCIAL MORTGAGE SECURITIES TR 2045-03-23 5.672600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 9239105.76 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975069.00 2019697.44 WELLS FARGO 2045-10-17 4.778200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10775699.00 10626429.97 WELLS FARGO BK 2036-08-26 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6199999.00 8038017.98 WFRBS COML MTG TR 2011 C4 2044-06-17 5.245499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4030402.00 4482090.45 WFRBS COML MTG TR 2012 C8 2045-08-17 4.876400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9033438.00 9887823.37 WFRBS COML MTG TR 2013 C16 2046-09-17 4.983299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9664224.00 9835694.43 WFRBS COML MTG TR 2013 C16 2046-09-17 4.983299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2952748.00 3005138.03 WFRBS COML MTG TR 2013 C17 2046-12-17 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2946914.00 2352658.64 WFRBS COML MTG TR 2013-C15 2046-08-17 4.482400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9177207.00 7990613.95 WR BERKLEY CORP 2044-08-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62542.00 67546.40 First Tier Security N/A N/A 2015-06-29 2015-06-29 N N N 253000000.00 253000000.00 0.0113 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 253000000.00 253000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.070000% 992JYG007_0.0700_M150407_2M47 0001168163 Treasury Repurchase Agreement Y United States Treasury Department 2018-10-31 1.250000 Treasury Debt 129160500.00 130318306.14 United States Treasury Department 2020-12-31 2.375000 Treasury Debt 24300.00 25504.67 United States Treasury Department 2021-04-30 2.250000 Treasury Debt 209900.00 219282.19 First Tier Security N/A N/A 2015-04-07 2015-04-07 Y JP MORGAN SECURITIES LLC N/A N/A N N 128000000.00 128000000.00 0.0057 N 127988480.00 127988480.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.313300% 46639XAS8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-10-22 N N N 66000000.00 66000000.00 0.0030 N 66003300.00 66003300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.313300% 46639XAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-10-23 N N N 75000000.00 75000000.00 0.0034 N 75003750.00 75003750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.315000% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2015-12-08 N N N 61000000.00 61000000.00 0.0027 N 61001830.00 61001830.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.406600% 48125LEB4 Other Note N First Tier Security N/A N/A 2015-04-20 2016-04-18 N N N 90000000.00 90000000.00 0.0040 N 90045630.00 90045630.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.423600% 48125LJX1 Other Note N First Tier Security N/A N/A 2015-06-08 2015-11-06 N N N 200000000.00 200073000.00 0.0090 N 200094000.00 200094000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.376700% 48125LLP5 Other Note N First Tier Security N/A N/A 2015-04-22 2016-04-22 N N N 30000000.00 30000000.00 0.0013 N 30006120.00 30006120.00 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 29000000.00 28982011.94 0.0013 N 28986660.00 28986660.00 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 14000000.00 13998786.67 0.0006 N 13999300.00 13999300.00 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 92000000.00 91986890.00 0.0041 N 91993560.00 91993560.00 Lloyds Bank Plc Lloyds Bank Plc 0.300000% 53944L7F2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N N 148000000.00 148000000.00 0.0066 N 148017760.00 148017760.00 Lloyds Bank Plc Lloyds Bank Plc 0.300000% 53945GAB7 Certificate of Deposit N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 127000000.00 127000000.00 0.0057 N 127015240.00 127015240.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.260000% 55607LS13 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 4000000.00 3999133.33 0.0002 N 3999520.00 3999520.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.270000% 55607LTV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-29 2015-06-29 N N N 38000000.00 37974635.00 0.0017 N 37981000.00 37981000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M150505_2M47 0000728612 Other Repurchase Agreement N BA CREDIT CARD TRUST 2044-10-26 2.421199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32103297.00 32113900.23 BAMILL COML MTG SECS TR 2014 INLD 2029-12-17 2.700899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34075000.00 31300047.86 HARBORVIEW MTG LOAN TRUST 2000-1 2046-05-19 0.377500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 136094997.00 37573965.92 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.775299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34855748.00 36740460.42 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38805147.00 37214373.12 RBSSP RESEC TR 2009-5 2037-06-26 5.206800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58759485.00 36826355.47 SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG 2053-05-26 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000000.00 36904468.34 WAMU MTGE CTFS 2047-01-25 0.827600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7302600.00 1999374.66 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31514946.00 32227054.22 First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 246000000.00 246000000.00 0.0110 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 246076260.00 246076260.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.255000% 60682AQQ2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 24000000.00 24000000.00 0.0011 N 24000240.00 24000240.00 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 18000000.00 18000000.00 0.0008 N 18000900.00 18000900.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ARV0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 12000000.00 12000000.00 0.0005 N 12000960.00 12000960.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ASC1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 26000000.00 26000000.00 0.0012 N 26002600.00 26002600.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682ASP2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 74000000.00 74000000.00 0.0033 N 74008880.00 74008880.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.280000% 60682ASX5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-29 2015-06-29 N N N 140000000.00 140000000.00 0.0063 N 140009800.00 140009800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATB2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 27000000.00 27000000.00 0.0012 N 27004050.00 27004050.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATG1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 10000000.00 10000000.00 0.0004 N 10001600.00 10001600.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATT3 Certificate of Deposit N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 20000000.00 20000000.00 0.0009 N 20001800.00 20001800.00 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 18000000.00 18000000.00 0.0008 N 18000000.00 18000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.300000% 60688L3L8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 160000000.00 160000000.00 0.0072 N 160014400.00 160014400.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L3R5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 2000000.00 2000007.77 0.0001 N 2000000.00 2000000.00 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 70000000.00 70000000.00 0.0031 N 70000700.00 70000700.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4V5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 55000000.00 55000000.00 0.0025 N 55000550.00 55000550.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4W3 Certificate of Deposit N First Tier Security N/A N/A 2015-04-29 2015-04-29 N N N 25000000.00 25000000.00 0.0011 N 25000250.00 25000250.00 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 54000000.00 54000000.00 0.0024 N 54005400.00 54005400.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6F8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 28000000.00 28000000.00 0.0013 N 28000000.00 28000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6L5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 16000000.00 16000000.00 0.0007 N 16000000.00 16000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6U5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 81000000.00 81000000.00 0.0036 N 81000000.00 81000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6X9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 45000000.00 45000000.00 0.0020 N 45000000.00 45000000.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.250000% 60686N005_0.2500_M150401_2M47 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2038-02-25 3.467000 Government Agency Debt 32237621.00 4014099.22 Fannie Mae 2038-03-25 2.000000 Government Agency Debt 40344867.00 34939151.89 Freddie Mac 2038-03-15 3.000000 Government Agency Debt 7207628.00 7396748.95 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 45000000.00 45000000.00 0.0020 N 45000000.00 45000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.060000% 63252Q006 0000833029 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 225000000.00 225000000.00 0.0101 Security is a time deposit. N 225000000.00 225000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.370000% 926FSN008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 135000000.00 135000000.00 0.0061 N 135047250.00 135047250.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQC000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 75000000.00 75000000.00 0.0034 N 75012750.00 75012750.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQE006 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 11000000.00 11000000.00 0.0005 N 11001870.00 11001870.00 National Bank of Canada National Bank of Canada 0.330000% 63307UGA3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 123000000.00 123000000.00 0.0055 N 123009840.00 123009840.00 National Bank of Canada National Bank of Canada 0.070000% 63499C000 0000926171 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 100000000.00 100000000.00 0.0045 Security is a time deposit. N 99999140.00 99999140.00 Nationwide Building Society Nationwide Building Society 0.250000% 6385E1R29 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 21000000.00 20999854.17 0.0009 N 20999790.00 20999790.00 Nationwide Building Society Nationwide Building Society 0.300000% 6385E1S10 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 31000000.00 30992250.00 0.0014 N 30996280.00 30996280.00 Nationwide Building Society Nationwide Building Society 0.320000% 6385E1SN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 52000000.00 51976426.66 0.0023 N 51987520.00 51987520.00 Nationwide Building Society Nationwide Building Society 0.350000% 6385E1T19 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 15000000.00 14991104.16 0.0007 N 14995350.00 14995350.00 Nationwide Building Society Nationwide Building Society 0.340000% 6385E1TA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 38000000.00 37974877.78 0.0017 N 37985940.00 37985940.00 Nationwide Building Society Nationwide Building Society 0.400000% 6385E1TS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 56000000.00 55946488.89 0.0025 N 55973120.00 55973120.00 Natixis SA Natixis SA 0.310000% 63873FKG2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 95000000.00 95000000.00 0.0043 N 95017100.00 95017100.00 Natixis SA Natixis SA 0.290000% 63873FLQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 8000000.00 8000000.00 0.0004 N 8001920.00 8001920.00 Natixis SA Natixis SA 0.270000% 63873FNM6 Certificate of Deposit N First Tier Security N/A N/A 2015-07-08 2015-07-08 N N N 112000000.00 112000000.00 0.0050 N 112016800.00 112016800.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983URH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15000000.00 14998533.33 0.0007 N 14999100.00 14999100.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983URT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-04-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14109000.00 14106758.24 0.0006 N 14107589.10 14107589.10 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49978472.22 0.0022 N 49985000.00 49985000.00 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 56000000.00 55975111.11 0.0025 N 55982640.00 55982640.00 Old Line Funding, LLC Old Line Funding, LLC 0.300000% 67983UWP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-23 2015-09-23 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 13000000.00 12981041.67 0.0006 N 12981150.00 12981150.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PS68 Certificate of Deposit N First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 22000000.00 22000000.00 0.0010 N 22000880.00 22000880.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.225000% 69033RRL2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 25000000.00 24997031.25 0.0011 N 24998750.00 24998750.00 PNC Bank NA PNC Bank NA 0.320000% 69349KTA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 56000000.00 55965155.56 0.0025 N 55979280.00 55979280.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-05-07 N N N 36000000.00 36000000.00 0.0016 N 36000360.00 36000360.00 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 196000000.00 196000000.00 0.0088 N 196027440.00 196027440.00 Rabobank Nederland Rabobank Nederland 0.280000% 21685VDP1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 63000000.00 63000000.00 0.0028 N 63011340.00 63011340.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.310000% 76582KR86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-08 2015-04-08 N N Y Guaranty BNP Paribas N/A N/A 6000000.00 5999638.33 0.0003 N 5999820.00 5999820.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KT27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Guaranty BNP Paribas N/A N/A 16000000.00 15990355.55 0.0007 N 15994400.00 15994400.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KTJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N Y Guaranty BNP Paribas N/A N/A 25000000.00 24981041.67 0.0011 N 24988250.00 24988250.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.400000% 76582KVM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-21 2015-08-21 N N Y Guaranty BNP Paribas N/A N/A 88000000.00 87861155.56 0.0039 N 87897920.00 87897920.00 Royal Bank of Canada Royal Bank of Canada 0.343600% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-04-07 2016-04-06 N N N 60000000.00 60000000.00 0.0027 N 60062220.00 60062220.00 Royal Bank of Canada Royal Bank of Canada 0.375600% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-04-07 2016-04-01 N N N 137000000.00 137000000.00 0.0061 N 137001370.00 137001370.00 Royal Bank of Canada Royal Bank of Canada 0.345200% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-04-01 2016-03-31 N N N 125000000.00 125000000.00 0.0056 N 124997500.00 124997500.00 Royal Bank of Canada Royal Bank of Canada 0.262700% 78009NRX6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-09-04 N N N 25000000.00 25000000.00 0.0011 N 25000500.00 25000500.00 Royal Bank of Canada Royal Bank of Canada 0.285000% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-10 2015-12-10 N N N 124000000.00 124000000.00 0.0056 N 124003720.00 124003720.00 Royal Bank of Canada Royal Bank of Canada 0.283800% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2016-02-25 N N N 150000000.00 150000000.00 0.0067 N 150019500.00 150019500.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.260000% 82124MRP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 6000000.00 5999046.67 0.0003 N 5999400.00 5999400.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MRT9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-04-27 N N Y Letter of Credit Barclays Bank Plc N/A N/A 178000000.00 177967861.17 0.0080 N 177978640.00 177978640.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.300000% 82124MRW2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-30 2015-04-30 N N Y Letter of Credit Barclays Bank Plc N/A N/A 38000000.00 37990816.67 0.0017 N 37995060.00 37995060.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.300000% 82124MS19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N Y Letter of Credit Barclays Bank Plc N/A N/A 6000000.00 5998500.00 0.0003 N 5999160.00 5999160.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.300000% 82124MS43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 16000000.00 15995600.00 0.0007 N 15997440.00 15997440.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.255000% 83050URG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 5000000.00 4999468.75 0.0002 N 4999800.00 4999800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.100000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 300000000.00 300000000.00 0.0134 Security is a time deposit. N 300000000.00 300000000.00 Societe Generale Societe Generale 0.270000% 83369CT12 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 186000000.00 185914905.00 0.0083 N 185929320.00 185929320.00 State Street Bank & Trust Co NA State Street Bank & Trust Co NA 0.246000% 8574P1DK9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2015-04-13 N N N 175000000.00 175000000.00 0.0078 N 174998250.00 174998250.00 State Street Corp State Street Corp 0.300000% 85747KTH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N N 6000000.00 5996150.00 0.0003 N 5997480.00 5997480.00 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 52000000.00 52000000.00 0.0023 N 52007800.00 52007800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y3W2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 15000000.00 15000000.00 0.0007 N 15002550.00 15002550.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y6X7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 13000000.00 13000000.00 0.0006 N 13000260.00 13000260.00 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 44000000.00 44000000.00 0.0020 N 44005720.00 44005720.00 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 9000000.00 9000000.00 0.0004 N 9001890.00 9001890.00 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 70000000.00 70000000.00 0.0031 N 70000000.00 70000000.00 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 12000000.00 12000000.00 0.0005 N 12000480.00 12000480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RBQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 14000000.00 14000000.00 0.0006 N 14002800.00 14002800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCE6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 23000000.00 23000000.00 0.0010 N 23004600.00 23004600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.430000% 86563REK0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 60000000.00 60000000.00 0.0027 N 60010200.00 60010200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.430000% 86563RET1 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 33000000.00 33000000.00 0.0015 N 33005610.00 33005610.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86563RGQ5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 141000000.00 141000000.00 0.0063 N 141016920.00 141016920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86563RHM3 Certificate of Deposit N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 103000000.00 103000000.00 0.0046 N 103000000.00 103000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKA5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 14000000.00 14000000.00 0.0006 N 14000700.00 14000700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKL1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 63000000.00 63000000.00 0.0028 N 63003150.00 63003150.00 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 57000000.00 57000000.00 0.0026 N 57003990.00 57003990.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWA7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 13000000.00 13000000.00 0.0006 N 13001300.00 13001300.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KXH1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 14000000.00 14000000.00 0.0006 N 14000280.00 14000280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.245000% 86563KXS7 Certificate of Deposit N First Tier Security N/A N/A 2015-07-13 2015-07-13 N N N 56000000.00 56000000.00 0.0025 N 55999440.00 55999440.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.060000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 445000000.00 445000000.00 0.0199 Security is a time deposit. N 445000000.00 445000000.00 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 55000000.00 54994255.56 0.0025 N 54996700.00 54996700.00 Swedbank AB Swedbank AB 0.210000% 87019SUG7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-07-16 2015-07-16 N N N 30000000.00 29981450.00 0.0013 N 29980650.90 29980650.90 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 57000000.00 57000000.00 0.0026 N 57013680.00 57013680.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 110000000.00 110000000.00 0.0049 Security is a time deposit. N 109999736.00 109999736.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602URF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 7000000.00 6999401.11 0.0003 N 6999510.00 6999510.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602US43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 45000000.00 44990925.00 0.0020 N 44992800.00 44992800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.264500% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2015-10-14 N N N 85000000.00 85000000.00 0.0038 N 85001700.00 85001700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.266500% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-10-19 N N N 64000000.00 64000000.00 0.0029 N 64001280.00 64001280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.244500% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-16 2015-06-16 N N N 134000000.00 134000000.00 0.0060 N 134000000.00 134000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.246500% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-06-17 N N N 50000000.00 50000000.00 0.0022 N 50009000.00 50009000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243300% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-07-21 N N N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89113ECZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 152000000.00 152000000.00 0.0068 N 152056240.00 152056240.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.390000% 89113EDL7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 122000000.00 122000000.00 0.0055 N 122036600.00 122036600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.420000% 89113EFB7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 75000000.00 75000000.00 0.0034 N 75038250.00 75038250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.286000% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2016-03-21 N N N 115000000.00 115000000.00 0.0052 N 115004600.00 115004600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HS47 Other Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 137000000.00 136972371.67 0.0061 N 136990410.00 136990410.00 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 41000000.00 40988998.33 0.0018 N 40996310.00 40996310.00 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 55000000.00 54984890.28 0.0025 N 54995050.00 54995050.00 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 26000000.00 25992192.78 0.0012 N 25997140.00 25997140.00 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 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 UBS AG UBS AG 0.250000% 90267RZY8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 144000000.00 144000000.00 0.0065 N 144002880.00 144002880.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.240000% 91127QR76 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 54000000.00 53997840.00 0.0024 N 53998920.00 53998920.00 United States Treasury Department United States Treasury Department 0.119000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2017-01-31 N N N 85000000.00 84999347.32 0.0038 N 85018190.00 85018190.00 United States Treasury Department United States Treasury Department 0.080000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2016-01-31 N N N 160000000.00 159983996.60 0.0072 N 159991520.00 159991520.00 United States Treasury Department United States Treasury Department 0.105000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2016-07-31 N N N 95000000.00 95000000.00 0.0043 N 94996770.00 94996770.00 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 1999583.33 0.0001 N 1999720.00 1999720.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.360600% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-06-15 2016-04-14 N N N 55000000.00 55000000.00 0.0025 N 54998020.00 54998020.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.404600% 94985HD27 Other Note N First Tier Security N/A N/A 2015-06-22 2016-04-21 N N N 225000000.00 225000000.00 0.0101 N 225002475.00 225002475.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241900% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-05-01 N N N 21000000.00 21000000.00 0.0009 N 21000000.00 21000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.256000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-05-20 N N N 200000000.00 200000000.00 0.0090 N 200012000.00 200012000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.255000% 94988E4K1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-10 2015-06-10 N N N 105000000.00 105000000.00 0.0047 N 105006300.00 105006300.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.265000% 94988E6F0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2015-08-10 N N N 100000000.00 100000000.00 0.0045 N 100002000.00 100002000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305000% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2016-02-08 N N N 95000000.00 95000000.00 0.0043 N 95012350.00 95012350.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305000% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2016-02-09 N N N 64000000.00 64000000.00 0.0029 N 64007680.00 64007680.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.304500% 94988EDL9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2016-02-12 N N N 65000000.00 65000000.00 0.0029 N 65007800.00 65007800.00 Westpac Banking Corp Westpac Banking Corp 0.556100% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-04-28 2015-07-28 N N N 100000000.00 100000000.00 0.0045 N 100004600.00 100004600.00 Westpac Banking Corp Westpac Banking Corp 0.253000% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-05-05 N N N 195000000.00 195000000.00 0.0087 N 195000000.00 195000000.00 Westpac Banking Corp Westpac Banking Corp 0.267500% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-08-19 N N N 60000000.00 60000000.00 0.0027 N 60000600.00 60000600.00 Westpac Banking Corp Westpac Banking Corp 0.263800% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-08-25 N N N 23000000.00 23000000.00 0.0010 N 23000000.00 23000000.00 Westpac Banking Corp Westpac Banking Corp 0.305000% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2016-02-08 N N N 71000000.00 71000000.00 0.0032 N 71009230.00 71009230.00 Westpac Banking Corp Westpac Banking Corp 0.255600% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-07-27 N N N 75000000.00 75000000.00 0.0034 N 75001500.00 75001500.00 Westpac Banking Corp Westpac Banking Corp 0.274500% 9612C4NS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-11-16 N N N 145000000.00 145000000.00 0.0065 N 145002900.00 145002900.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 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 147661.54 147661.54 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 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 491936.09 491936.09 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 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 1082233.85 1082233.85 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 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 529017.61 529017.61 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 123002.19 123002.19 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 123002.19 123002.19